Jinniao Qiu

16 papers Journal 16
YearRankTypeTitle / Venue / Authors
2026 J jnl
Stochastic Control Methods for Optimization.
CoRR
Jinniao Qiu
2025 J jnl
A Consensus-based Algorithm for Non-convex Multiplayer Games.
J. Optim. Theory Appl.
Enis Chenchene, Hui Huang, Jinniao Qiu
2025 J jnl
A Deep Learning-Based Method for Fully Coupled Non-Markovian FBSDEs with Applications.
CoRR
Hasib Uddin Molla, Ankit Banarjee, Matthew Backhouse, Jinniao Qiu
2024 J jnl
Consensus-Based Optimization for Saddle Point Problems.
SIAM J. Control. Optim.
Hui Huang, Jinniao Qiu, Konstantin Riedl
2024 J jnl
Feynman-Kac Formula for Nonlinear Schrödinger Equations with Applications in Numerical Approximations.
CoRR
Hang Cheung, Jinniao Qiu, Yang Yang
2022 J jnl
Consensus-Based Optimization for Saddle Point Problems.
CoRR
Hui Huang, Jinniao Qiu, Konstantin Riedl
2022 J jnl
On the Global Convergence of Particle Swarm Optimization Methods.
CoRR
Hui Huang, Jinniao Qiu, Konstantin Riedl
2022 J jnl
Pricing Options under Rough Volatility with Backward SPDEs.
SIAM J. Financial Math.
Christian Bayer, Jinniao Qiu, Yao Yao
2022 J jnl
Zero-Inertia Limit: From Particle Swarm Optimization to Consensus-Based Optimization.
SIAM J. Math. Anal.
Cristina Cipriani, Hui Huang, Jinniao Qiu
2021 J jnl
Mean-field particle swarm optimization.
CoRR
Sara Grassi, Hui Huang, Lorenzo Pareschi, Jinniao Qiu
2021 J jnl
The Microscopic Derivation and Well-Posedness of the Stochastic Keller-Segel Equation.
J. Nonlinear Sci.
Hui Huang, Jinniao Qiu
2021 J jnl
Zero-Inertia Limit: from Particle Swarm Optimization to Consensus Based Optimization.
CoRR
Cristina Cipriani, Hui Huang, Jinniao Qiu
2020 J jnl
Numerical Approximations of Coupled Forward-Backward SPDEs.
CoRR
Hasib Uddin Molla, Jinniao Qiu
2018 J jnl
Viscosity Solutions of Stochastic Hamilton-Jacobi-Bellman Equations.
SIAM J. Control. Optim.
Jinniao Qiu
2016 J jnl
A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition.
SIAM J. Control. Optim.
Ulrich Horst, Jinniao Qiu, Qi Zhang
2015 J jnl
A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions.
SIAM J. Control. Optim.
Paulwin Graewe, Ulrich Horst, Jinniao Qiu