| Publication | Date of Publication | Type |
|---|
Progressive optimal path sampling for closed-loop optimal control design with deep neural networks Journal of Machine Learning | 2026-09-01 | Paper |
Finite-agent stochastic differential games on large graphs. II: Graph-based architectures Communications in Nonlinear Science and Numerical Simulation | 2026-08-14 | Paper |
A Deep Second-Order Stochastic Residual Method for Fully Nonlinear Parabolic PDEs (available as arXiv preprint) | 2026-07-18 | Paper |
Deep Picard iteration for high-dimensional nonlinear PDEs SIAM Journal on Scientific Computing | 2026-01-09 | Paper |
Fully nonlinear parabolic equations under a fixed reference diffusion:weighted L² Hessian estimates and well-posedness (available as arXiv preprint) | 2026-01-01 | Paper |
An L^2 analysis of reinforcement learning in high dimensions with kernel and neural network approximation CSIAM Transactions on Applied Mathematics | 2025-09-17 | Paper |
Finite-agent stochastic differential games on large graphs. I: The linear-quadratic case Applied Mathematics and Optimization | 2025-09-09 | Paper |
A duality framework for analyzing random feature and two-layer neural networks The Annals of Statistics | 2025-08-07 | Paper |
Reinforcement learning with function approximation: from linear to nonlinear Journal of Machine Learning | 2025-07-22 | Paper |
Perturbational complexity by distribution mismatch: a systematic analysis of reinforcement learning in reproducing kernel Hilbert space Journal of Machine Learning | 2025-07-22 | Paper |
Solving optimal control problems of rigid-body dynamics with collisions using the hybrid minimum principle Communications in Nonlinear Science and Numerical Simulation | 2025-03-20 | Paper |
Progressive Optimal Path Sampling for Closed-Loop Optimal Control Design with Deep Neural Networks (available as arXiv preprint) | 2025-01-01 | Paper |
Learning High-Dimensional McKean–Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence SIAM Journal on Numerical Analysis | 2024-01-25 | Paper |
Finite-Agent Stochastic Differential Games on Large Graphs: I. The Linear-Quadratic Case (available as arXiv preprint) | 2024-01-01 | Paper |
Deep Picard Iteration for High-Dimensional Nonlinear PDEs (available as arXiv preprint) | 2024-01-01 | Paper |
A class of dimension-free metrics for the convergence of empirical measures Stochastic Processes and their Applications | 2023-09-15 | Paper |
| Initial Value Problem Enhanced Sampling for Closed-Loop Optimal Control Design with Deep Neural Networks | 2022-09-08 | Paper |
Convergence of deep fictitious play for stochastic differential games Frontiers of Mathematical Finance | 2022-08-30 | Paper |
| Solving optimal control of rigid-body dynamics with collisions using the hybrid minimum principle | 2022-05-17 | Paper |
| Empowering Optimal Control with Machine Learning: A Perspective from Model Predictive Control | 2022-05-16 | Paper |
| A Machine Learning Enhanced Algorithm for the Optimal Landing Problem | 2022-03-13 | Paper |
A Machine Learning Enhanced Algorithm for the Optimal Landing Problem (available as arXiv preprint) | 2022-01-01 | Paper |
Empowering Optimal Control with Machine Learning: A Perspective from Model Predictive Control (available as arXiv preprint) | 2022-01-01 | Paper |
Convergence of the deep BSDE method for coupled FBSDEs Probability, Uncertainty and Quantitative Risk | 2021-01-28 | Paper |