57 citations · 184 across the 31 of their papers we have counts for
34 papers
Existence and Uniqueness of Viscosity Solutions for Stochastic Hamilton--Jacobi--Bellman Equations
Jinniao Qiu
We study stochastic Hamilton--Jacobi--Bellman equations arising from stochastic optimal control problems with random coefficients and possible degenerateness. The viscosity solutio…
A particle consensus approach to solving nonconvex-nonconcave min-max problems
Giacomo Borghi, Hui Huang, Jinniao Qiu
We propose a zero-order optimization method for sequential min-max problems based on two populations of interacting particles. The systems are coupled so that one population aims t…
A consensus-based algorithm for non-convex multiplayer games
Enis Chenchene, Hui Huang, Jinniao Qiu
In this paper, we present a novel consensus-based zeroth-order algorithm tailored for non-convex multiplayer games. The proposed method leverages a metaheuristic approach using con…
A Viscosity Solution Theory of Stochastic Hamilton-Jacobi-Bellman equations in the Wasserstein Space
Hang Cheung, Jinniao Qiu, Alexandru Badescu
This paper is devoted to a viscosity solution theory of the stochastic Hamilton-Jacobi-Bellman equation in the Wasserstein spaces for the mean-field type control problem which allo…
Optimal control of infinite-dimensional differential systems with randomness and path-dependence and stochastic path-dependent Hamilton-Jacobi equations
Jinniao Qiu, Yang Yang
This paper is devoted to the stochastic optimal control problem of infinite-dimensional differential systems allowing for both path-dependence and measurable randomness. As opposed…
Swarming models with specular boundary condition and environmental noise
Razvan C. Fetecau, Hui Huang, Jinniao Qiu
We investigate a general class of models for swarming/self-collective behaviour in domains with boundaries. The model is expressed as a stochastic system of interacting particles s…