Bank Monitoring Incentives Under Moral Hazard and Adverse Selection. - Nicolás Hernández-Santibánez; Dylan Possamaï; Chao Zhou 010 (J. Optim. Theory Appl., 2020)

SelectNet: Self-paced learning for high-dimensional partial differential equations. - Yiqi Gu; Haizhao Yang; Chao Zhou 010 (J. Comput. Phys., 2021)

Numerical methods for mean field games based on Gaussian processes and Fourier features. - Chenchen Mou; Xianjin Yang; Chao Zhou 010 (J. Comput. Phys., 2022)

The Discovery of Dynamics via Linear Multistep Methods and Deep Learning: Error Estimation. - Qiang Du 001; Yiqi Gu; Haizhao Yang; Chao Zhou 010 (SIAM J. Numer. Anal., 2022)

Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors. - Lijun Bo; Agostino Capponi; Chao Zhou 010 (Math. Oper. Res., 2023)

Market-Making and Hedging with Market Impact using Deep Reinforcement Learning. - Jiayu Shi; Siu Hin Tang; Chao Zhou 010 (ICAIF, 2024)

Convergence analysis of controlled particle systems arising in deep learning: from finite to infinite sample size. - Huafu Liao; Alpár Richárd Mészáros; Chenchen Mou; Chao Zhou 010 (CoRR, 2024)

Decoding mean field games from population and environment observations by Gaussian processes. - Jinyan Guo; Chenchen Mou; Xianjin Yang; Chao Zhou 010 (J. Comput. Phys., 2024)

Large Ranking Games with Diffusion Control. - Stefan Ankirchner; Nabil Kazi-Tani; Julian Wendt; Chao Zhou 010 (Math. Oper. Res., 2024)

Asymptotically Tight Bounds on the Optimal Pricing Strategy with Patient Customers. - Shuaijie Qian; Xizhi Su; Chao Zhou 010 (Oper. Res., 2025)

Learning Surrogate Potential Mean Field Games via Gaussian Processes: A Data-Driven Approach to Ill-Posed Inverse Problems. - Jingguo Zhang; Xianjin Yang; Chenchen Mou; Chao Zhou 010 (CoRR, 2025)