3 papers
math.PR2025
Moderate Deviation Principles for Stochastic Differential Equations in Fast-Varying Markovian Environment
Hongjiang Qian
In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations w…
math.OC2025
Optimal Control of Stochastic Partial Differential Equations with Partial Observations: Stochastic Maximum Principles and Numerical Approximation
Yanzhao Cao, Hongjiang Qian, George Yin
This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control…
math.OC2025
Numerical approximations for partially observed optimal control of stochastic partial differential equations
Feng Bao, Yanzhao Cao, Hongjiang Qian
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in…