22 citations · 51 across the 18 of their papers we have counts for
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Stochastic Verification Theorem of Forward-Backward Controlled Systems for Viscosity Solutions
Liangquan Zhang
In this paper, we investigate the controlled system described by forward-backward stochastic differential equations with the control contained in drift, diffusion and generator of…
General Doubly Stochastic Maximum Principle and Its Applications to Optimal Control of SPDEs
Liangquan Zhang, Yufeng Shi
In this paper, we prove the necessary and sufficient maximum principles (NSMPs in short) for the optimal control of systems described by a quasilinear stochastic heat equation with…
Comparison Theorems of Infinite Horizon Forward-Backward Stochastic Differential Equations
Liangquan Zhang, Yufeng Shi
By the methods of probability and duality technique, we give some comparison theorems for the solutions of infinite horizon forward-backwad stochastic differential equations.
Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon
Liangquan Zhang, Yufeng Shi
Under quasi-monotone assumptions for coefficients, we show one kind of comparison theorem for multi-dimensional\textbf{\}backward doubly stochastic differential equations on infini…
Maximum Principle for Forward-Backward Doubly Stochastic Control Systems and Applications
Liangquan Zhang, Yufeng Shi
The maximum principle for optimal control problems of fully coupled forward-backward doubly stochastic differential equations (FBDSDEs in short) in the global form is obtained, und…