1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.OC2016★ 1 cited
A Mini-Course on Stochastic Control
Qi Lu, Xu Zhang
This note is addressed to giving a short introduction to control theory of stochastic systems, governed by stochastic differential equations in both finite and infinite dimensions.…
math.OC2012
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
Qi Lü, Xu Zhang
The main purpose of this paper is to give a solution to a long-standing unsolved problem in stochastic control theory, i.e., to establish the Pontryagin-type maximum principle for…