Xin Guo

Anran Hu

Junzi Zhang

SIAM J. Control. Optim., February, 2024

Transportation Market Rate Forecast Using Signature Transform.

[BibT_eX]

[DOI]

CoRR, 2024

2023

Dynamic Programming Principles for Mean-Field Controls with Learning.

[BibT_eX]

[DOI]

Oper. Res., July, 2023

A General Framework for Learning Mean-Field Games.

[BibT_eX]

[DOI]

Math. Oper. Res., May, 2023

Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls.

[BibT_eX]

[DOI]

Anran Hu

Yufei Zhang

SIAM J. Control. Optim., April, 2023

Fast Policy Learning for Linear Quadratic Regulator with Entropy Regularization.

[BibT_eX]

[DOI]

Xinyu Li

CoRR, 2023

Risk of Transfer Learning and its Applications in Finance.

[BibT_eX]

[DOI]

CoRR, 2023

Towards An Analytical Framework for Potential Games.

[BibT_eX]

[DOI]

Yufei Zhang

CoRR, 2023

Transfer Learning for Portfolio Optimization.

[BibT_eX]

[DOI]

CoRR, 2023

MESOB: Balancing Equilibria & Social Optimality.

[BibT_eX]

[DOI]

CoRR, 2023

Feasibility of Transfer Learning: A Mathematical Framework.

[BibT_eX]

[DOI]

Haotian Gu

CoRR, 2023

MFGLib: A Library for Mean-Field Games.

[BibT_eX]

[DOI]

CoRR, 2023

Feasibility and Transferability of Transfer Learning: A Mathematical Framework.

[BibT_eX]

[DOI]

CoRR, 2023

2022

Entropy Regularization for Mean Field Games with Learning.

[BibT_eX]

[DOI]

Thaleia Zariphopoulou

Math. Oper. Res., November, 2022

A Class of Stochastic Games and Moving Free Boundary Problems.

[BibT_eX]

[DOI]

Wenpin Tang

SIAM J. Control. Optim., 2022

Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls.

[BibT_eX]

[DOI]

Matteo Basei

Math. Oper. Res., 2022

Logarithmic Regret for Episodic Continuous-Time Linear-Quadratic Reinforcement Learning over a Finite-Time Horizon.

[BibT_eX]

[DOI]

J. Mach. Learn. Res., 2022

Meta-learning with GANs for anomaly detection, with deployment in high-speed rail inspection system.

[BibT_eX]

[DOI]

Guan Wang

CoRR, 2022

Theoretical Guarantees of Fictitious Discount Algorithms for Episodic Reinforcement Learning and Global Convergence of Policy Gradient Methods.

[BibT_eX]

[DOI]

Anran Hu

Junzi Zhang

Proceedings of the Thirty-Sixth AAAI Conference on Artificial Intelligence, 2022

2021

Mean-Field Controls with Q-Learning for Cooperative MARL: Convergence and Complexity Analysis.

[BibT_eX]

[DOI]

SIAM J. Math. Data Sci., 2021

Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network Approach.

[BibT_eX]

[DOI]

CoRR, 2021

An SDE Framework for Adversarial Training, with Convergence and Robustness Analysis.

[BibT_eX]

[DOI]

Haotian Gu

CoRR, 2021

Generative Adversarial Network: Some Analytical Perspectives.

[BibT_eX]

[DOI]

CoRR, 2021

Relaxed Wasserstein with Applications to GANs.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2021

2020

Approximation and convergence of GANs training: an SDE approach.

[BibT_eX]

[DOI]

CoRR, 2020

Q-Learning for Mean-Field Controls.

[BibT_eX]

[DOI]

CoRR, 2020

Connecting GANs and MFGs.

[BibT_eX]

[DOI]

Mathieu Laurière

CoRR, 2020

2019

Stochastic Games for Fuel Follower Problem: N versus Mean Field Game.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2019

Sparsemax and Relaxed Wasserstein for Topic Sparsity.

[BibT_eX]

[DOI]

Tianyi Lin

Zhiyue Hu

Proceedings of the Twelfth ACM International Conference on Web Search and Data Mining, 2019

Learning Mean-Field Games.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, 2019

2017

Ambiguity set and learning via Bregman and Wasserstein.

[BibT_eX]

[DOI]

Johnny Hong

Nan Yang

CoRR, 2017

2011

Optimal spot market inventory strategies in the presence of cost and price risk.

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 2011

2010

Impulse Control of Multidimensional Jump Diffusions.

[BibT_eX]

[DOI]

Mark H. A. Davis

Guoliang Wu

SIAM J. Control. Optim., 2010

2009

Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes.

[BibT_eX]

[DOI]

Guoliang Wu

SIAM J. Control. Optim., 2009

A Class of Singular Control Problems and the Smooth Fit Principle.

[BibT_eX]

[DOI]

Pascal I. Tomecek

SIAM J. Control. Optim., 2009

Credit Risk Models with Incomplete Information.

[BibT_eX]

[DOI]

Robert A. Jarrow

Yan Zeng

Math. Oper. Res., 2009

2008

Connections between Singular Control and Optimal Switching.

[BibT_eX]

[DOI]

Pascal I. Tomecek

SIAM J. Control. Optim., 2008

Connecting singular control with optimal switching.

[BibT_eX]

[DOI]

Pascal I. Tomecek

Proceedings of the 47th IEEE Conference on Decision and Control, 2008

2005

On the optimality of conditional expectation as a Bregman predictor.

[BibT_eX]

[DOI]

Arindam Banerjee

Hui Wang

IEEE Trans. Inf. Theory, 2005

Optimal selling rules in a regime switching model.

[BibT_eX]

[DOI]

Qing Zhang

IEEE Trans. Autom. Control., 2005

Irreversible investment with regime shifts.

[BibT_eX]

[DOI]

Jianjun Miao

Erwan Morellec

J. Econ. Theory, 2005

2004

Optimal probabilistic routing in distributed parallel queues.

[BibT_eX]

[DOI]

Yingdong Lu

Mark S. Squillante

SIGMETRICS Perform. Evaluation Rev., 2004

Closed-Form Solutions for Perpetual American Put Options with Regime Switching.

[BibT_eX]

[DOI]

Qing Zhang

SIAM J. Appl. Math., 2004

Optimal Bregman prediction and Jensen's equality.

[BibT_eX]

[DOI]

Arindam Banerjee