arXiv subjects

Yao-jia Zhang

Publications and source records attributed to Yao-jia Zhang.

4 recordsLinked to original sources

arXiv2024

Stability for a stochastic fractional differential variational inequality with Lévy jump

The main goal of this paper is to investigate the multi-parameter stability result for a stochastic fractional differential variational inequality with Lévy jump (SFDVI with Lévy jump) under some mild conditions. We verify that Mosco convergence of the perturbed set implies point convergence of the projection onto the Hilbert space consisting of special stochastic processes whose range is the perturbed set. Moreover, by using the projection method and some inequality techniques, we establish a strong convergence result for the solution of SFDVI with Lévy jump when the mappings and constraint set are both perturbed. Finally, we apply the stability results to the spatial price equilibrium problem and the multi-agent optimization problem in stochastic environments.

math.OC↗

arXiv2024

On the supporting quasi-hyperplane and separation theorem of geodesic convex sets with applications on Riemannian manifolds

In this paper, we first establish the separation theorem between a point and a locally geodesic convex set and then prove the existence of a supporting quasi-hyperplane at any point on the boundary of the closed locally geodesic convex set on a Riemannian manifold. As applications, some optimality conditions are obtained for optimization problems with constraints on Riemannian manifolds.

math.OC↗

arXiv2021

Set-valued Ito's formula with an application to the general set-valued backward stochastic differential equation

The overarching goal of this paper is to establish a set-valued Itô's formula. As an application, we obtain the existence and uniqueness of solutions for the general set-valued backward stochastic differential equation which gives an answer to an open question proposed by Ararat et al. (C. Ararat, J. Ma and W.Q. Wu, Set-valued backward stochastic differential equation, arXiv:2007.15073).

math.PR↗

arXiv2020

A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator

In this paper, we first introduce a new spatial-temporal interaction operator to describe the space-time dependent phenomena. Then we consider the stochastic optimal control of a new system governed by a stochastic partial differential equation with the spatial-temporal interaction operator. To solve such a stochastic optimal control problem, we derive an adjoint backward stochastic partial differential equation with spatial-temporal dependence by defining a Hamiltonian functional, and give both the sufficient and necessary (Pontryagin-Bismut-Bensoussan type) maximum principles. Moreover, the existence and uniqueness of solutions are proved for the corresponding adjoint backward stochastic partial differential equations. Finally, our results are applied to study the population growth problems with the space-time dependent phenomena.

math.OC↗