3 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
Null control of heat equations with analytic memory kernels
Qi Lü, Xu Zhang, Enrique Zuazua
We analyze the control properties of heat equations with memory terms. We recall previous results showing that if the moving support of the control covers the whole domain where he…
math.OC2024
Finite Codimensionality Method in Infinite-dimensional Optimization Problems
Xu Liu, Qi Lü, Haisen Zhang +1
This paper is devoted to establishing an enhanced Fritz John type first-order necessary condition for a general constrained nonlinear infinite-dimensional optimization problem. Unl…