Jinda Yang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A linearized proximal ADMM for stochastic and large-scale convex optimization Journal of Optimization Theory and Applications	2025-08-19	Paper
Inexact primal-dual active set iteration for optimal distribution control of stationary heat or cold source Journal of Global Optimization	2025-01-20	Paper
An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems Journal of Computational and Applied Mathematics	2024-08-26	Paper
Primal-dual active set algorithm for valuating American options under regime switching Numerical Methods for Partial Differential Equations	2024-08-21	Paper
Projection and contraction method for the valuation of American options under regime switching Communications in Nonlinear Science and Numerical Simulation	2024-04-30	Paper
Error analysis of finite difference scheme for American option pricing under regime-switching with jumps Journal of Computational and Applied Mathematics	2023-10-17	Paper
Block mirror stochastic gradient method for stochastic optimization Journal of Scientific Computing	2023-06-20	Paper
An alternating direction method of multipliers for optimal control problems constrained with elliptic equations Advances in Applied Mathematics and Mechanics	2021-10-12	Paper

Research outcomes over time

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