4 papers
Numerical Integration at the Intersection of Probability Theory, Number Theory and Dynamical Systems
Zicheng Wang, Haisen Zhang, Xu Zhang
This paper is devoted to the study of uniformly distributed (u.d.) sequences on general non-compact topological spaces. Convergence-determining classes and the equivalent character…
Strong Convergence of Relaxed Inertial Inexact Progressive Hedging Algorithm for Multi-stage Stochastic Variational Inequality Problems
Jiaxin Chen, Zunjie Huang, Haisen Zhang
A Halpern-type relaxed inertial inexact progressive hedging algorithm (PHA) is proposed for solving multi-stage stochastic variational inequalities in general probability spaces. T…
Second Order Optimality Conditions for Optimal Control Problems of Stochastic Evolution Equations
Qi Lu, Haisen Zhang, Xu Zhang
In this paper, we establish some second order necessary/sufficient optimality conditions for optimal control problems of stochastic evolution equations in infinite dimensions. The…
Optimal control problems of forward-backward stochastic Volterra integral equations with closed control regions
Tianxiao Wang, Haisen Zhang
Optimal control problems of forward-backward stochastic Volterra integral equations (FBSVIEs, in short) with closed control regions are formulated and studied. Instead of using spi…