2 papers
math.OC2025
Forward-Backward Stochastic Linear-Quadratic Optimal Controls: Equilibrium Strategies and Non-Symmetric Riccati Equations
Qi Lü, Bowen Ma, Hanxiao Wang
Linear-quadratic optimal control problem for systems governed by forward-backward stochastic differential equations has been extensively studied over the past three decades. Recent…
math.OC2025
Exact Controllability for a Refined Stochastic Hyperbolic Equation with Internal Controls
Zengyu Li, Zhonghua Liao, Qi Lü
We establish the internal exact controllability of a refined stochastic hyperbolic equation by deriving a suitable observability inequality via Carleman estimates for the associate…