| Stochastic controls: Hamiltonian systems and HJB equations J Yong, XY Zhou Springer Science & Business Media, 2012 | 3664 | 2012 |
| Optimal control theory for infinite dimensional systems X Li, J Yong Springer Science & Business Media, 2012 | 1139 | 2012 |
| Forward-backward stochastic differential equations and their applications J Ma, J Yong Springer Science & Business Media, 1999 | 1002 | 1999 |
| Solving forward-backward stochastic differential equations explicitly—a four step scheme J Ma, P Protter, J Yong Probability theory and related fields 98 (3), 339-359, 1994 | 943 | 1994 |
| Linear-quadratic optimal control problems for mean-field stochastic differential equations J Yong SIAM journal on Control and Optimization 51 (4), 2809-2838, 2013 | 344 | 2013 |
| Finding adapted solutions of forward–backward stochastic differential equations: method of continuation J Yong Probability Theory and Related Fields 107, 537-572, 1997 | 220 | 1997 |
| A leader-follower stochastic linear quadratic differential game J Yong SIAM Journal on Control and Optimization 41 (4), 1015-1041, 2002 | 169 | 2002 |
| Option pricing with an illiquid underlying asset market H Liu, J Yong Journal of Economic Dynamics and Control 29 (12), 2125-2156, 2005 | 163 | 2005 |
| Optimality variational principle for controlled forward-backward stochastic differential equations with mixed initial-terminal conditions J Yong SIAM Journal on Control and Optimization 48 (6), 4119-4156, 2010 | 161 | 2010 |
| Time-inconsistent optimal control problems and the equilibrium HJB equation J Yong arXiv preprint arXiv:1204.0568, 2012 | 156 | 2012 |
| Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems J Sun, X Li, J Yong SIAM Journal on Control and Optimization 54 (5), 2274-2308, 2016 | 146 | 2016 |
| Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach S Tang, J Yong Stochastics: An International Journal of Probability and Stochastic …, 1993 | 143 | 1993 |
| Exact controllability for multidimensional semilinear hyperbolic equations X Fu, J Yong, X Zhang SIAM journal on control and optimization 46 (5), 1578-1614, 2007 | 136 | 2007 |
| Linear-quadratic optimal control problems for mean-field stochastic differential equations—time-consistent solutions J Yong Transactions of the American Mathematical Society 369 (8), 5467-5523, 2017 | 133 | 2017 |
| Backward stochastic Volterra integral equations and some related problems J Yong Stochastic Processes and their Applications 116 (5), 779-795, 2006 | 133 | 2006 |
| Necessary conditions for optimal control of distributed parameter systems X Li, J Yong SIAM Journal on Control and Optimization 29 (4), 895-908, 1991 | 125 | 1991 |
| A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon J Huang, X Li, J Yong arXiv preprint arXiv:1208.5308, 2012 | 119 | 2012 |
| Stochastic linear quadratic optimal control problems S Chen, J Yong Applied Mathematics & Optimization 43 (1), 21-45, 2001 | 119 | 2001 |
| Adapted solution of a degenerate backward SPDE, with applications J Ma, J Yong Stochastic processes and their applications 70 (1), 59-84, 1997 | 112 | 1997 |
| Well-posedness and regularity of backward stochastic Volterra integral equations J Yong Probability Theory and Related Fields 142 (1), 21-77, 2008 | 102 | 2008 |
Xun LiDepartment of Applied Mathemaitcs, Hong Kong Polytechnic UniversityVerified email at polyu.edu.hk
