A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions. - Paulwin Graewe; Ulrich Horst; Jinniao Qiu (SIAM J. Control. Optim., 2015)

A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition. - Ulrich Horst; Jinniao Qiu; Qi Zhang (SIAM J. Control. Optim., 2016)

Viscosity Solutions of Stochastic Hamilton-Jacobi-Bellman Equations. - Jinniao Qiu (SIAM J. Control. Optim., 2018)

Numerical Approximations of Coupled Forward-Backward SPDEs. - Hasib Uddin Molla; Jinniao Qiu (CoRR, 2020)

Mean-field particle swarm optimization. - Sara Grassi; Hui Huang; Lorenzo Pareschi; Jinniao Qiu (CoRR, 2021)

The Microscopic Derivation and Well-Posedness of the Stochastic Keller-Segel Equation. - Hui Huang; Jinniao Qiu (J. Nonlinear Sci., 2021)

On the Global Convergence of Particle Swarm Optimization Methods. - Hui Huang; Jinniao Qiu; Konstantin Riedl (CoRR, 2022)

Pricing Options under Rough Volatility with Backward SPDEs. - Christian Bayer 001; Jinniao Qiu; Yao Yao (SIAM J. Financial Math., 2022)

Zero-Inertia Limit: From Particle Swarm Optimization to Consensus-Based Optimization. - Cristina Cipriani; Hui Huang; Jinniao Qiu (SIAM J. Math. Anal., 2022)

Feynman-Kac Formula for Nonlinear Schrödinger Equations with Applications in Numerical Approximations. - Hang Cheung; Jinniao Qiu; Yang Yang (CoRR, 2024)

Consensus-Based Optimization for Saddle Point Problems. - Hui Huang; Jinniao Qiu; Konstantin Riedl (SIAM J. Control. Optim., 2024)

A Consensus-based Algorithm for Non-convex Multiplayer Games. - Enis Chenchene; Hui Huang; Jinniao Qiu (J. Optim. Theory Appl., 2025)