Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems. - Christoph Reisinger; Yufei Zhang 001 (CoRR, 2019)

A Penalty Scheme for Monotone Systems with Interconnected Obstacles: Convergence and Error Estimates. - Christoph Reisinger; Yufei Zhang 001 (SIAM J. Numer. Anal., 2019)

Understanding Deep Architecture with Reasoning Layer. - Xinshi Chen; Yufei Zhang 001; Christoph Reisinger; Le Song (NeurIPS, 2020)

Understanding Deep Architectures with Reasoning Layer. - Xinshi Chen; Yufei Zhang 001; Christoph Reisinger; Le Song (CoRR, 2020)

A posteriori error estimates for fully coupled McKean-Vlasov forward-backward SDEs. - Christoph Reisinger; Wolfgang Stockinger; Yufei Zhang 001 (CoRR, 2020)

Regularity and time discretization of extended mean field control problems: a McKean-Vlasov FBSDE approach. - Christoph Reisinger; Wolfgang Stockinger; Yufei Zhang 001 (CoRR, 2020)

Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems. - Christoph Reisinger; Yufei Zhang 001 (SIAM J. Control. Optim., 2020)

A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities. - Christoph Reisinger; Yufei Zhang 001 (Comput. Math. Appl., 2021)

Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models. - Lukasz Szpruch; Tanut Treetanthiploet; Yufei Zhang 001 (CoRR, 2021)

A Neural Network-Based Policy Iteration Algorithm with Global H2-Superlinear Convergence for Stochastic Games on Domains. - Kazufumi Ito; Christoph Reisinger; Yufei Zhang 001 (Found. Comput. Math., 2021)

Regularity and Stability of Feedback Relaxed Controls. - Christoph Reisinger; Yufei Zhang 001 (SIAM J. Control. Optim., 2021)

Linear convergence of a policy gradient method for finite horizon continuous time stochastic control problems. - Christoph Reisinger; Wolfgang Stockinger; Yufei Zhang 001 (CoRR, 2022)

Optimal scheduling of entropy regulariser for continuous-time linear-quadratic reinforcement learning. - Lukasz Szpruch; Tanut Treetanthiploet; Yufei Zhang 001 (CoRR, 2022)

Convergence of policy gradient methods for finite-horizon stochastic linear-quadratic control problems. - Michael Giegrich; Christoph Reisinger; Yufei Zhang 001 (CoRR, 2022)

Logarithmic Regret for Episodic Continuous-Time Linear-Quadratic Reinforcement Learning over a Finite-Time Horizon. - Matteo Basei; Xin Guo 001; Anran Hu; Yufei Zhang 001 (J. Mach. Learn. Res., 2022)

A Neural RDE approach for continuous-time non-Markovian stochastic control problems. - Melker Hoglund; Emilio Ferrucci; Camilo Hernández; Aitor Muguruza Gonzalez; Cristopher Salvi; Leandro Sánchez-Betancourt; Yufei Zhang 001 (CoRR, 2023)

Insurance pricing on price comparison websites via reinforcement learning. - Tanut Treetanthiploet; Yufei Zhang 001; Lukasz Szpruch; Isaac Bowers-Barnard; Henrietta Ridley; James Hickey; Chris Pearce (CoRR, 2023)

Towards An Analytical Framework for Potential Games. - Xin Guo 001; Yufei Zhang 001 (CoRR, 2023)

A Fisher-Rao gradient flow for entropy-regularised Markov decision processes in Polish spaces. - Bekzhan Kerimkulov; James-Michael Leahy; David Siska; Lukasz Szpruch; Yufei Zhang 001 (CoRR, 2023)

Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls. - Xin Guo 001; Anran Hu; Yufei Zhang 001 (SIAM J. Control. Optim., 2023)

Linear Convergence of a Policy Gradient Method for Some Finite Horizon Continuous Time Control Problems. - Christoph Reisinger; Wolfgang Stockinger; Yufei Zhang 001 (SIAM J. Control. Optim., 2023)

Mirror Descent for Stochastic Control Problems with Measure-valued Controls. - Bekzhan Kerimkulov; David Siska; Lukasz Szpruch; Yufei Zhang 001 (CoRR, 2024)

ε-Policy Gradient for Online Pricing. - Lukasz Szpruch; Tanut Treetanthiploet; Yufei Zhang 001 (CoRR, 2024)

Entropy annealing for policy mirror descent in continuous time and space. - Deven Sethi; David Siska; Yufei Zhang 001 (CoRR, 2024)

Convergence of Policy Gradient Methods for Finite-Horizon Exploratory Linear-Quadratic Control Problems. - Michael Giegrich; Christoph Reisinger; Yufei Zhang 001 (SIAM J. Control. Optim., 2024)

A Fast Iterative PDE-Based Algorithm for Feedback Controls of Nonsmooth Mean-Field Control Problems. - Christoph Reisinger; Wolfgang Stockinger; Yufei Zhang 001 (SIAM J. Sci. Comput., 2024)

Optimal Scheduling of Entropy Regularizer for Continuous-Time Linear-Quadratic Reinforcement Learning. - Lukasz Szpruch; Tanut Treetanthiploet; Yufei Zhang 001 (SIAM J. Control. Optim., 2024)

Towards an Analytical Framework for Dynamic Potential Games. - Xin Guo; Yufei Zhang 001 (SIAM J. Control. Optim., 2025)