68 citations · 147 across the 38 of their papers we have counts for
30 papers · 1 filter
A Geometric Inverse Source Problem for Stochastic Parabolic Equations
Yunzhang Li, Qi Lü, Meizhi Qian +1
This paper addresses the geometric inverse problem of simultaneously recovering two unknown deterministic source supports in a stochastic parabolic equation, where one source appea…
Stochastic Verification Theorem for Infinite Dimensional Stochastic Control Systems
Liangying Chen, Qi Lü
The verification theorem serving as an optimality condition for the optimal control problem, has been expected and studied for a long time. The purpose of this paper is to establis…
Optimal Feedback Controls of Stochastic Linear Quadratic Control Problems in Infinite Dimensions with Random Coefficients
Qi Lü, Tianxiao Wang
It is a longstanding unsolved problem to characterize the optimal feedback controls for general linear quadratic optimal control problem of stochastic evolution equation with rando…
Relationships Between the Maximum Principle and Dynamic Programming for Infinite Dimensional Stochastic Control Systems
Liangying Chen, Qi Lü
Pontryagin type maximum principle and Bellman's dynamic programming principle serve as two of the most important tools in solving optimal control problems. There is a huge literatu…
Null controllability for stochastic fourth order parabolic equations
Qi Lü, Yu Wang
We establish the null controllability for linear stochastic fourth order parabolic equations. Utilizing the duality argument, the null controllability is reduced to the observabili…
Verifiable constraint qualifications for infinite-dimensional optimization problems and their applications to optimal control problems
Xu Liu, Qi Lü, Haisen Zhang +1
This paper employs a finite codimensionality condition to establish an enhanced Fritz John condition for general constrained nonlinear infinite-dimensional optimization problems. I…