2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.OC2022★ 2 cited
Stochastic Verification Theorem for Infinite Dimensional Stochastic Control Systems
Liangying Chen, Qi Lü
The verification theorem serving as an optimality condition for the optimal control problem, has been expected and studied for a long time. The purpose of this paper is to establis…
math.OC2021
Relationships Between the Maximum Principle and Dynamic Programming for Infinite Dimensional Stochastic Control Systems
Liangying Chen, Qi Lü
Pontryagin type maximum principle and Bellman's dynamic programming principle serve as two of the most important tools in solving optimal control problems. There is a huge literatu…