Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion. - Erhan Bayraktar; Yuchong Zhang 002 (SIAM J. Control. Optim., 2015)

Stochastic Perron's Method for the Probability of Lifetime Ruin Problem Under Transaction Costs. - Erhan Bayraktar; Yuchong Zhang 002 (SIAM J. Control. Optim., 2015)

Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty. - Erhan Bayraktar; Yuchong Zhang 002 (Math. Oper. Res., 2016)

A Mean Field Competition. - Marcel Nutz; Yuchong Zhang 002 (Math. Oper. Res., 2019)

Teamwise Mean Field Competitions. - Xiang Yu; Yuchong Zhang 002; Zhou Zhou (CoRR, 2020)

Terminal Ranking Games. - Erhan Bayraktar; Yuchong Zhang 002 (Math. Oper. Res., 2021)

Reward Design in Risk-Taking Contests. - Marcel Nutz; Yuchong Zhang 002 (SIAM J. Financial Math., 2022)

FENDA-FL: Personalized Federated Learning on Heterogeneous Clinical Datasets. - Fatemeh Tavakoli; David B. Emerson; John Jewell; Amrit Krishnan; Yuchong Zhang 002; Amol Verma; Fahad Razak (CoRR, 2023)

GANs as Gradient Flows that Converge. - Yu-Jui Huang; Yuchong Zhang 002 (J. Mach. Learn. Res., 2023)

Mean Field Contest with Singularity. - Marcel Nutz; Yuchong Zhang 002 (Math. Oper. Res., 2023)

A Comprehensive View of Personalized Federated Learning on Heterogeneous Clinical Datasets. - Fatemeh Tavakoli; David B. Emerson; Sana Ayromlou; John Taylor Jewell; Amrit Krishnan; Yuchong Zhang 002; Amol Verma; Fahad Razak (MLHC, 2024)

A Continuous Time Framework for Sequential Goal-Based Wealth Management. - Agostino Capponi; Yuchong Zhang 002 (Manag. Sci., 2024)