2 citations · 2 across the 5 of their papers we have counts for
5 papers
Numerical Analysis on Backward Stochastic Differential Equations by Finite Transposition Method
Penghui Wang, Yanqing Wang, Xu Zhang
In this paper, we propose a finite transposition method to solve backward stochastic differential equations (BSDEs, for short). Based on the transposition solution theory for BSDEs…
Quantum stochastic linear quadratic control theory: Closed-loop solvability
Wang Penghui, Wang Shan, Zhao Shengkai
In this paper, we investigate the closed-loop solvability of the quantum stochastic linear quadratic optimal control problem. We derive the Pontryagin maximum principle for the lin…
Optimal control of quantum stochastic systems in fermion fields: The Pontryagin-type maximum principle (II)
Penghui Wang, Shan Wang
In the present paper, by using the relaxed transposition method[29], we solve the second-order adjoint equations, corresponding to the optimal control of quantum stochastic systems…
Optimal control of quantum system in fermion fields: Pontryagin-type maximum principle(I)
Penghui Wang, Shan Wang
In this paper, the Pontryagin-type maximum principle for optimal control of quantum stochastic systems in fermion fields is obtained. These systems have gained significant prominen…
-solutions of QSDE driven by Fermion fields with nonlocal conditions under non-Lipschitz coefficients
Guangdong Jing, Penghui Wang, Shan Wang
The main purpose of this paper is to obtain the existence and uniqueness of -solution to quantum stochastic differential equation driven by Fermion fields with nonlocal condit…