57 citations · 184 across the 31 of their papers we have counts for
13 papers · 1 filter
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 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…
Consensus-Based Optimization for Saddle Point Problems
Hui Huang, Jinniao Qiu, Konstantin Riedl
In this paper, we propose consensus-based optimization for saddle point problems (CBO-SP), a novel multi-particle metaheuristic derivative-free optimization method capable of prova…
Mean-field particle swarm optimization
Sara Grassi, Hui Huang, Lorenzo Pareschi +1
In this work we survey some recent results on the global minimization of a non-convex and possibly non-smooth high dimensional objective function by means of particle based gradien…