Jiongmin Yong

Toshiba (United States) — United States

Economics, Econometrics and Finance · Social Sciences

45h-index10.4kcitations287works1.52yr avg
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Research Topics

Stochastic processes and financial applications(147), Stability and Controllability of Differential Equations(64), Risk and Portfolio Optimization(42), Advanced Mathematical Modeling in Engineering(37), Optimization and Variational Analysis(34)

Publications287 total

Stochastic optimal impulse controls with changing running costs
Mathematical Control and Related Fields·2026Open Access
Long-Time Behavior of Zero-Sum Linear-Quadratic Stochastic Differential Games
SIAM Journal on Control and Optimization·2025· 1 cited
Stochastic Optimal Impulse Controls with Changing Running Costs
arXiv (Cornell University)·2025Open Access
A Time-Inconsistent Stochastic Optimal Control Problem in an Infinite Time Horizon
arXiv (Cornell University)·2025Open Access
Turnpike Property of Stochastic Linear-Quadratic Optimal Control Problems in Large Horizons with Regime Switching I: Homogeneous Cases
arXiv (Cornell University)·2025Open Access
Multi-dimensional super-linear backward stochastic Volterra integral equations
Journal of Differential Equations·2025
A limit order book model for high frequency trading with rough volatility
Numerical Algebra Control and Optimization·2025Open Access
Linear-Quadratic Optimal Control for Mean-Field Stochastic Differential Equations in Infinite-Horizon with Regime Switching
arXiv (Cornell University)·2025Open Access
Time-Delayed Linear Quadratic Optimal Control Problems
SpringerBriefs on PDEs and Data Science·2025Open Access
Solutions to the LQ Problems
SpringerBriefs on PDEs and Data Science·2024
Problem Lifting
SpringerBriefs on PDEs and Data Science·2024
Introduction
SpringerBriefs on PDEs and Data Science·2024
A Limit Order Book Model for High Frequency Trading with Rough Volatility
arXiv (Cornell University)·2024Open Access
Solvability of Coupled Forward-Backward Volterra Integral Equations
arXiv (Cornell University)·2024Open Access
Long-Time Behaviors of Stochastic Linear-Quadratic Optimal Control Problems
arXiv (Cornell University)·2024Open Access
Optimal controls for forward-backward stochastic differential equations: Time-inconsistency and time-consistent solutions
Journal de Mathématiques Pures et Appliquées·2024· 4 cited
Long-Time Behavior of Zero-Sum Linear-Quadratic Stochastic Differential Games
arXiv (Cornell University)·2024Open Access
Turnpike properties for stochastic linear-quadratic optimal control problems with periodic coefficients
Journal of Differential Equations·2024· 11 cited
Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems
SIAM Journal on Control and Optimization·2024· 14 cited
Multi-Dimensional Super-Linear Backward Stochastic Volterra Integral Equations
SSRN Electronic Journal·2024Open Access
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Frequent Co-authors

Jingrui Sun(6), Jin Ma(5), Tianxiao Wang(4), Xun Yu Zhou(3), Xunjing Li(3), Xun Li(3), Jin Ma(2), Yufeng Shi(2), Philip Protter(1), Hong Liu(1), Shanjian Tang(1), Xiaoyu Fu(1), Xu Zhang(1), Jianhui Huang(1), S. Chen(1), Qingmeng Wei(1), Zhiyong Yu(1), Ying Hu(1), Darrell Duffie(1), Libin Mou(1)