2 papers
math.PR2026
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…
math.OC2025
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…