68 citations · 147 across the 38 of their papers we have counts for
Showing 2018 · math.OCShow all
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math.OC2018★ 3 cited
Second Order Optimality Conditions for Optimal Control Problems of Stochastic Evolution Equations
Qi Lu, Haisen Zhang, Xu Zhang
In this paper, we establish some second order necessary/sufficient optimality conditions for optimal control problems of stochastic evolution equations in infinite dimensions. The…
math.OC2018
Well-posedness of Stochastic Riccati Equations and Closed-Loop Solvability for Stochastic Linear Quadratic Optimal Control Problems
Qi Lü
We study the closed-loop solvability of a stochastic linear quadratic optimal control problem for systems governed by stochastic evolution equations. This solvability is establishe…
math.OC2018
Finite Codimensional Controllability, and Optimal Control Problems with Endpoint State Constraints
Xu Liu, Qi Lü, Xu Zhang
In this paper, motivated by the study of optimal control problems for infinite dimensional systems with endpoint state constraints, we introduce the notion of finite codimensional…