Jinniao Qiu

Publication Activity (10 Years)

Years Active: 2015-2024
Publications (10 Years): 12

Top Topics

Global Convergence

Convertible Bonds

Optimization Methods

Top Venues

SIAM J. Control. Optim.

J. Nonlinear Sci.

SIAM J. Financial Math.

Publications

Hui Huang, Jinniao Qiu, Konstantin Riedl
Consensus-Based Optimization for Saddle Point Problems. SIAM J. Control. Optim. 62 (2) (2024)
Hui Huang, Jinniao Qiu, Konstantin Riedl
On the Global Convergence of Particle Swarm Optimization Methods. CoRR (2022)
Christian Bayer, Jinniao Qiu, Yao Yao
Pricing Options under Rough Volatility with Backward SPDEs. SIAM J. Financial Math. 13 (1) (2022)
Hui Huang, Jinniao Qiu, Konstantin Riedl
Consensus-Based Optimization for Saddle Point Problems. CoRR (2022)
Cristina Cipriani, Hui Huang, Jinniao Qiu
Zero-Inertia Limit: From Particle Swarm Optimization to Consensus-Based Optimization. SIAM J. Math. Anal. 54 (3) (2022)
Cristina Cipriani, Hui Huang, Jinniao Qiu
Zero-Inertia Limit: from Particle Swarm Optimization to Consensus Based Optimization. CoRR (2021)
Sara Grassi, Hui Huang, Lorenzo Pareschi, Jinniao Qiu
Mean-field particle swarm optimization. CoRR (2021)
Hui Huang, Jinniao Qiu
The Microscopic Derivation and Well-Posedness of the Stochastic Keller-Segel Equation. J. Nonlinear Sci. 31 (1) (2021)
Hasib Uddin Molla, Jinniao Qiu
Numerical Approximations of Coupled Forward-Backward SPDEs. CoRR (2020)
Jinniao Qiu
Viscosity Solutions of Stochastic Hamilton-Jacobi-Bellman Equations. SIAM J. Control. Optim. 56 (5) (2018)
Ulrich Horst, Jinniao Qiu, Qi Zhang
A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition. SIAM J. Control. Optim. 54 (2) (2016)
Paulwin Graewe, Ulrich Horst, Jinniao Qiu
A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions. SIAM J. Control. Optim. 53 (2) (2015)