Quasi-Monte Carlo for unbounded integrands with importance sampling. - Du Ouyang; Xiaoqun Wang; Zhijian He (CoRR, 2023)

Generalization Error Analysis of Deep Backward Dynamic Programming for Solving Nonlinear PDEs. - Du Ouyang; Jichang Xiao; Xiaoqun Wang (CoRR, 2024)

Achieving High Convergence Rates by Quasi-Monte Carlo and Importance Sampling for Unbounded Integrands. - Du Ouyang; Xiaoqun Wang; Zhijian He (SIAM J. Numer. Anal., 2024)

Accuracy of Discretely Sampled Stochastic Policies in Continuous-time Reinforcement Learning. - Yanwei Jia; Du Ouyang; Yufei Zhang (CoRR, 2025)