5 citations · 23 across the 14 of their papers we have counts for
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Numerics for Stochastic Distributed Parameter Control Systems: a Finite Transposition Method
Qi Lü, Penghui Wang, Yanqing Wang +1
In this chapter, we present some recent progresses on the numerics for stochastic distributed parameter control systems, based on the \emph{finite transposition method} introduced…
Strong Rates of Convergence for Space-Time Discretization of the Backward Stochastic Heat Equation, and of a Linear-Quadratic Control Problem for the Stochastic Heat Equation
Andreas Prohl, Yanqing Wang
We introduce a time-implicit, finite-element based space-time discretization scheme for the backward stochastic heat equation, and for the forward-backward stochastic heat equation…
Strong Error Estimates for a Space-Time Discretization of the Linear-Quadratic Control Problem with the Stochastic Heat Equation with Linear Noise
Andreas Prohl, Yanqing Wang
We propose a time-implicit, finite-element based space-time discretization of the necessary and sufficient optimality conditions for the stochastic linear-quadratic optimal control…
Time-varying Bang-bang Property of Minimal Controls for Approximately Null-controllable Heat Equations
Ning Chen, Yanqing Wang, Dong-Hui Yang
In this paper, optimal time control problems and optimal target control problems are studied for the approximately null-controllable heat equations. Compared with the existed resul…
Exact Controllability of Linear Stochastic Differential Equations and Related Problems
Yanqing Wang, Donghui Yang, Jiongmin Yong +1
A notion of -exact controllability is introduced for linear controlled (forward) stochastic differential equations, for which several sufficient conditions are established. Fu…
A Semidiscrete Galerkin Scheme for Backward Stochastic Parabolic Differential Equations
Yanqing Wang
In this paper, we present a numerical scheme to solve the initial-boundary value problem for backward stochastic partial differential equations of parabolic type. Based on the Gale…