2 papers
math.OC2025
Optimal error estimates of the stochastic parabolic optimal control problem with integral state constraint
Qiming Wang, Wanfang Shen, Wenbin Liu
In this paper, the optimal strong error estimates for stochastic parabolic optimal control problem with additive noise and integral state constraint are derived based on time-impli…
math.OC2024
An efficient gradient projection method for stochastic optimal control problem with expected integral state constraint
Qiming Wang, Wenbin Liu
In this work, we present an efficient gradient projection method for solving a class of stochastic optimal control problem with expected integral state constraint. The first order…