2 papers
math.PR2026
Zero-Noise Limit for High-Dimensional ODE with Measurable Drift
Liangquan Zhang
This paper studies the zero-noise limit of high-dimensional small-noise diffusion processes governed by the stochastic differential equation (SDE): \[ dX_{t}^{\varepsilon }=b(X_{t}…
math.OC2024
Stochastic Recursive Optimal Control of McKean-Vlasov Type: A Viscosity Solution Approach
Liangquan Zhang
In this paper, we study a kind of optimal control problem for forward-backward stochastic differential equations (FBSDEs for short) of McKean--Vlasov type via the dynamic programmi…