Imagen de Portada

An Optimization-Based Framework for Solving Forward-Backward Stochastic Differential Equations: Convergence Analysis and Error Bounds

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Wang, Yutian, Ni, Yuan-Hua, Li, Xun
Formato:	Preprint
Publicado:	2025
Materias:	Optimization and Control
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Probabilistic Framework of Howard's Policy Iteration: BML Evaluation and Robust Convergence Analysis
por: Wang, Yutian, et al.
Publicado: (2022)

On the Convergence of Stochastic Gradient Descent with Perturbed Forward-Backward Passes
por: Kong, Boao, et al.
Publicado: (2026)

Infinite Horizon Fully Coupled Nonlinear Forward-Backward Stochastic Difference Equations and Their Application to LQ Optimal Control Problems
por: Ma, Xinyu, et al.
Publicado: (2025)

Asymptotic Properties of a Forward-Backward-Forward Differential Equation and Its Discrete Version for Solving Quasimonotone Variational Inequalities
por: Zhang, Yeyu, et al.
Publicado: (2025)

Infinite Anticipation Backward Stochastic Differential Equations
por: Cheng, Guanwei, et al.
Publicado: (2025)

Social Optima of Linear Forward-Backward Stochastic System
por: Wang, Guangchen, et al.
Publicado: (2024)

Forward-Backward Quantization of Scenario Processes in Multi-Stage Stochastic Optimization
por: Timonina-Farkas, Anna
Publicado: (2025)

Forward-Backward Stochastic Linear-Quadratic Optimal Controls: Equilibrium Strategies and Non-Symmetric Riccati Equations
por: Lü, Qi, et al.
Publicado: (2025)

Accelerated Backward Forward Method for Convex Optimization
por: Wang, Zepeng, et al.
Publicado: (2026)

Solvability of Coupled Forward-Backward Volterra Integral Equations
por: Li, Wenyang, et al.
Publicado: (2024)

Indefinite Linear-Quadratic Optimal Control Problems of Backward Stochastic Differential Equations with Partial Information
por: Li, Jialong, et al.
Publicado: (2025)

A Global Stochastic Maximum Principle for Mean-Field Forward-Backward Stochastic Control Systems with Quadratic Generators
por: Buckdahn, Rainer, et al.
Publicado: (2024)

Stability Bounds for the Unfolded Forward-Backward Algorithm
por: Chouzenoux, Emilie, et al.
Publicado: (2024)

Nonconvex Optimization Framework for Group-Sparse Feedback Linear-Quadratic Optimal Control: Penalty Approach
por: Feng, Lechen, et al.
Publicado: (2025)

Nonconvex Optimization Framework for Group-Sparse Feedback Linear-Quadratic Optimal Control: Non-Penalty Approach
por: Feng, Lechen, et al.
Publicado: (2025)

Policy Optimization in the Linear Quadratic Gaussian Problem: A Frequency Domain Perspective
por: Li, Haoran, et al.
Publicado: (2025)

Prediction-Correction for Nonsmooth Time-Varying Optimization via Forward-Backward Envelopes
por: Bastianello, Nicola, et al.
Publicado: (2019)

On the Convergence Analysis of an Inexact Preconditioned Stochastic Model-Based Algorithm
por: Bao, Chenglong, et al.
Publicado: (2025)

Stabilizing Rate of Stochastic Control Systems
por: Jia, Hui, et al.
Publicado: (2025)

A Convex Optimization Approach to Model-Free Inverse Optimal Control with Provable Convergence
por: Yu, Meiling, et al.
Publicado: (2025)

Null Controllability for Backward Stochastic Parabolic Convection-Diffusion Equations with Dynamic Boundary Conditions
por: Baroun, Mahmoud, et al.
Publicado: (2024)

IML FISTA: A Multilevel Framework for Inexact and Inertial Forward-Backward. Application to Image Restoration
por: Lauga, Guillaume, et al.
Publicado: (2023)

Analyzing and Enhancing the Backward-Pass Convergence of Unrolled Optimization
por: Kotary, James, et al.
Publicado: (2023)

Forward and Backward Reachability Analysis of Closed-loop Recurrent Neural Networks via Hybrid Zonotopes
por: Zhang, Yuhao, et al.
Publicado: (2026)

Fixed-Point Automatic Differentiation of Forward--Backward Splitting Algorithms for Partly Smooth Functions
por: Mehmood, Sheheryar, et al.
Publicado: (2022)

Stochastic Maximum Principles and Linear-Quadratic Optimal Control Problems for Fractional Backward Stochastic Evolution Equations in Hilbert Spaces
por: Asadzade, Javad A., et al.
Publicado: (2026)

Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Initial Margin requirements
por: Agarwal, A., et al.
Publicado: (2024)

Carleman Estimates for Backward Anisotropic Stochastic Parabolic Equations with General Dynamic Boundary Conditions and Applications
por: Boulite, Said, et al.
Publicado: (2025)

Null Controllability for Cascade systems of Coupled Backward Stochastic Parabolic Equations with One Distributed Control
por: Boulite, Said, et al.
Publicado: (2024)

Non-Parametric Learning of Stochastic Differential Equations with Non-asymptotic Fast Rates of Convergence
por: Bonalli, Riccardo, et al.
Publicado: (2023)

Stochastic Variance-Reduced Forward-Reflected-Backward Splitting Methods for Nonmonotone Generalized Equations
por: Tran-Dinh, Quoc
Publicado: (2024)

Learning to Solve Optimization Problems Constrained with Partial Differential Equations
por: Guven, Yusuf, et al.
Publicado: (2025)

Policy Optimization with Differentiable MPC: Convergence Analysis under Uncertainty
por: Zuliani, Riccardo, et al.
Publicado: (2026)

A Stochastic Operator Framework for Optimization and Learning with Sub-Weibull Errors
por: Bastianello, Nicola, et al.
Publicado: (2021)

BSDE Approach for $α$-Potential Stochastic Differential Games
por: Guo, Xin, et al.
Publicado: (2025)

Lyapunov Analysis For Monotonically Forward-Backward Accelerated Algorithms
por: Fu, Mingwei, et al.
Publicado: (2024)

Backward Stochastic Control System with Entropy Regularization
por: Chen, Ziyue, et al.
Publicado: (2024)

Control Forward-Backward Consistency: Quantifying the Accuracy of Koopman Control Family Models
por: Haseli, Masih, et al.
Publicado: (2026)

Convergence Analysis of Stochastic Accelerated Gradient Methods for Generalized Smooth Optimizations
por: Yu, Chenhao, et al.
Publicado: (2025)

An Efficient High-Dimensional Gradient Estimator for Stochastic Differential Equations
por: Wang, Shengbo, et al.
Publicado: (2024)