5 citations · 12 across the 11 of their papers we have counts for
11 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…
Lagrangian dual method for solving stochastic linear quadratic optimal control problems with terminal state constraints
Haisen Zhang, Xianfeng Zhang
A stochastic linear quadratic (LQ) optimal control problem with a pointwise linear equality constraint on the terminal state is considered. A strong Lagrangian duality theorem is p…
A prediction-correction ADMM for multistage stochastic variational inequalities
Ze You, Haisen Zhang
The multistage stochastic variational inequality is reformulated into a variational inequality with separable structure through introducing a new variable. The prediction-correctio…
Verifiable constraint qualifications for infinite-dimensional optimization problems and their applications to optimal control problems
Xu Liu, Qi Lü, Haisen Zhang +1
This paper employs a finite codimensionality condition to establish an enhanced Fritz John condition for general constrained nonlinear infinite-dimensional optimization problems. I…
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…
First and second order necessary conditions for stochastic optimal controls
Hélène Frankowska, Haisen Zhang, Xu Zhang
The main purpose of this paper is to establish the first and second order necessary optimality conditions for stochastic optimal controls using the classical variational analysis a…
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…
Pointwise second-order necessary conditions for stochastic optimal controls, Part II: The general case
Haisen Zhang, Xu Zhang
This paper is the second part of our series of work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, we consider the general…
Pointwise second-order necessary conditions for stochastic optimal controls, Part I: The case of convex control constraint
Haisen Zhang, Xu Zhang
This paper is the first part of our series work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, both drift and diffusion ter…
Some results on pointwise second-order necessary conditions for stochastic optimal controls
Haisen Zhang, Xu Zhang
The purpose of this paper is to derive some pointwise second-order necessary conditions for stochastic optimal controls in the general case that the control variable enters into bo…