2 papers
math.OC2024
On invariance of observability for BSDEs and its applications to stochastic control systems
Bao-Zhu Guo, Huaiqiang Yu, Meixuan Zhang
In this paper, we establish the invariance of observability for the observed backward stochastic differential equations (BSDEs) with constant coefficients, relative to the filtered…
math.AP2016
Simultaneous Identification of Damping Coefficient and Initial Value in PDEs from boundary measurement
Zhi-Xue Zhao, Mapundi Kondwani Banda, Bao-Zhu Guo
In this paper, the simultaneous identification of damping or anti-damping coefficient and initial value for some PDEs is considered. An identification algorithm is proposed based o…