Haoyang Cao

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Inference of utilities and time preference in sequential decision-making Applied Mathematics and Optimization	2025-10-24	Paper
A Two-fold Randomization Framework for Impulse Control Problems (available as arXiv preprint)	2025-01-01	Paper
Connecting GANs, mean-field games, and optimal transport SIAM Journal on Applied Mathematics	2024-09-05	Paper
Stochastic differential equation approximations of generative adversarial network training and its long-run behavior Journal of Applied Probability	2024-05-10	Paper
Stationary Discounted and Ergodic Mean Field Games with Singular Controls Mathematics of Operations Research	2024-03-01	Paper
Approximation of \(N\)-player stochastic games with singular controls by mean field games Numerical Algebra, Control and Optimization	2023-07-26	Paper
MFGs for partially reversible investment Stochastic Processes and their Applications	2022-06-20	Paper
Nonzero-sum stochastic games and mean-field games with impulse controls Mathematics of Operations Research	2022-05-17	Paper
SDE approximations of GANs training and its long-run behavior	2020-06-03	Paper
MFGs for partially reversible investment (available as arXiv preprint)	2019-01-01	Paper
Approximation of Mean Field Games to N-Player Stochastic Games, with Singular Controls	2017-03-13	Paper

Research outcomes over time

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