Jinda Yang

Available identifiers

zbMath Open yang.jindaMaRDI QIDQ5156949

List of research outcomes

Publication	Date of Publication	Type
Inexact primal-dual active set iteration for optimal distribution control of stationary heat or cold source	2025-01-20	Paper
An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems	2024-08-26	Paper
Primal-dual active set algorithm for valuating American options under regime switching	2024-08-21	Paper
Projection and contraction method for the valuation of American options under regime switching	2024-04-30	Paper
Error analysis of finite difference scheme for American option pricing under regime-switching with jumps	2023-10-17	Paper
Block mirror stochastic gradient method for stochastic optimization	2023-06-20	Paper
An Alternating Direction Method of Multipliers for Optimal Control Problems Constrained with Elliptic Equations	2021-10-12	Paper

Research outcomes over time

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