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math.OC2022★ 2 cited
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…
math.OC2022
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…