68 citations · 147 across the 38 of their papers we have counts for
Showing 2019 · math.OCShow all
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math.OC2019★ 1 cited
First and Second Order Necessary Optimality Conditions for Controlled Stochastic Evolution Equations with Control and State Constraints
Hélène Frankowska, Qi Lü
The purpose of this paper is to establish first and second order necessary optimality conditions for optimal control problems of stochastic evolution equations with control and sta…
math.OC2019★ 1 cited
Exact Controllability for a Refined Stochastic Wave Equation
Qi Lü, Xu Zhang
A widely used stochastic wave equation is the classical wave equation perturbed by a term of Itô's integral. We show that this equation is not exactly controllable even if the cont…
math.OC2019★ 1 cited
Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions
Qi Lu, Xu Zhang
It is a longstanding unsolved problem to characterize the optimal feedbacks for general SLQs (i.e., stochastic linear quadratic control problems) with random coefficients in infini…