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20102026
most citedOn the Global Convergence of Particle Swarm Optimization Methods

57 citations · 184 across the 31 of their papers we have counts for

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Showing 2017Show all

2 papers · 1 filter

math.OC2017★ 3 cited

Viscosity Solutions of Stochastic Hamilton-Jacobi-Bellman Equations

Jinniao Qiu

In this paper we study the fully nonlinear stochastic Hamilton-Jacobi-Bellman (HJB) equation for the optimal stochastic control problem of stochastic differential equations with ra…

math.PR2017

Controlled Reflected SDEs and Neumann Problem for Backward SPDEs

Erhan Bayraktar, Jinniao Qiu

We solve the optimal control problem of a one-dimensional reflected stochastic differential equation, whose coefficients can be path dependent. The value function of this problem i…