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math.OC2024
Weak Closed-loop Solvability of Linear Quadratic Stochastic Optimal Control Problems with Partial Information
Xun Li, Guangchen Wang, Jie Xiong +1
This paper investigates a linear quadratic stochastic optimal control (LQSOC) problem with partial information. Firstly, by introducing two Riccati equations and a backward stochas…
math.OC2022★ 1 cited
Zeroth-Order Stochastic Coordinate Methods for Decentralized Non-convex Optimization
Shengjun Zhang, Tan Shen, Hongwei Sun +3
In this letter, we first propose a \underline{Z}eroth-\underline{O}rder c\underline{O}ordinate \underline{M}ethod~(ZOOM) to solve the stochastic optimization problem over a decentr…