19 citations · 81 across the 40 of their papers we have counts for
4 papers · 1 filter
Finite Codimensional Controllability for Evolution Equations
Xu Liu, Qi Lu, Xu Zhang
Motivated by infinite-dimensional optimal control problems with endpoint state constraints, in this Note, we introduce the notion of finite codimensional exact controllability for…
A Mini-Course on Stochastic Control
Qi Lu, Xu Zhang
This note is addressed to giving a short introduction to control theory of stochastic systems, governed by stochastic differential equations in both finite and infinite dimensions.…
First and second order necessary conditions for stochastic optimal controls
Hélène Frankowska, Haisen Zhang, Xu Zhang
The main purpose of this paper is to establish the first and second order necessary optimality conditions for stochastic optimal controls using the classical variational analysis a…
Characterization of Optimal Feedback for Stochastic Linear Quadratic Control Problems
Qi Lu, Tianxiao Wang, Xu Zhang
One of the fundamental issues in Control Theory is to design feedback controls. It is well-known that, the purpose of introducing Riccati equations in the deterministic case is to…