2 papers
math.OC2026
Maximum Principles for Partially Observed Controls of Forward SPDEs and Backward SDEs with Jumps
Hongjiang Qian, George Yin, Yanzhao Cao +1
This work establishes two versions of the Pontryagin-type maximum principles for partially observed optimal control of coupled forward stochastic partial differential equations (FS…
math.OC2025
Optimal Control of Stochastic Partial Differential Equations with Partial Observations: Stochastic Maximum Principles and Numerical Approximation
Yanzhao Cao, Hongjiang Qian, George Yin
This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control…