Jiongmin Yong

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems

Mathematical Analysis: A Concise Introduction

Optimal Control Theory for Infinite Dimensional Systems

Optimization Theory: A Concise Introduction

Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions

Differential Games: A Concise Introduction

Forward-Backward Stochastic Differential Equations and their Applications