| Publication | Date of Publication | Type |
|---|
| Connecting GANs, mean-field games, and optimal transport | 2024-09-05 | Paper |
| Stochastic differential equation approximations of generative adversarial network training and its long-run behavior | 2024-05-10 | Paper |
| Dynamic Programming Principles for Mean-Field Controls with Learning | 2024-03-12 | Paper |
| A General Framework for Learning Mean-Field Games | 2024-02-23 | Paper |
| MF-OMO: An Optimization Formulation of Mean-Field Games | 2024-02-07 | Paper |
| Interbank lending with benchmark rates: Pareto optima for a class of singular control games | 2023-09-28 | Paper |
| Approximation of \(N\)-player stochastic games with singular controls by mean field games | 2023-07-26 | Paper |
| Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls | 2023-05-04 | Paper |
| Maximal estimate and integral operators in Bergman spaces with doubling measure | 2023-04-27 | Paper |
| Itô's formula for flows of measures on semimartingales | 2023-04-24 | Paper |
| Entropy Regularization for Mean Field Games with Learning | 2023-01-09 | Paper |
| Weighted estimates for Forelli-Rudin type operators on the Hartogs triangle | 2022-12-19 | Paper |
| Zero-sum risk-sensitive stochastic games with unbounded payoff functions and varying discount factors | 2022-11-28 | Paper |
| Optimization frameworks and sensitivity analysis of Stackelberg mean-field games | 2022-10-08 | Paper |
| Linear combination of composition operators on Bergman and Korenblum spaces | 2022-09-16 | Paper |
| Deep Local Feature Descriptor Learning With Dual Hard Batch Construction | 2022-09-16 | Paper |
| Rates of convergence of randomized Kaczmarz algorithms in Hilbert spaces | 2022-08-26 | Paper |
| Optimal collection delegation strategies in a retail-/dual-channel supply chain with trade-in programs | 2022-07-22 | Paper |
| Transaction cost analytics for corporate bonds | 2022-07-22 | Paper |
| Stević-Sharma operator on spaces of vector-valued holomorphic functions | 2022-07-19 | Paper |
| MFGs for partially reversible investment | 2022-06-20 | Paper |
| Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls | 2022-05-17 | Paper |
| Product-type operators on the space of fractional Cauchy transforms | 2022-05-11 | Paper |
| Online gradient descent algorithms for functional data learning | 2022-04-04 | Paper |
| Quantitative control of nonlinear systems based on an event trigger mechanism | 2022-03-22 | Paper |
| Linear combination of composition operators on Cauchy transform type spaces | 2022-03-21 | Paper |
| A Class of Stochastic Games and Moving Free Boundary Problems | 2022-03-18 | Paper |
| Government low-carbon policies optimization for smart transportation enterprises | 2022-03-09 | Paper |
| On gradual-impulse control of continuous-time Markov decision processes with exponential utility | 2022-01-18 | Paper |
| Modeling interactive components by coordinate kernel polynomial models | 2022-01-11 | Paper |
| Mean-Field Controls with Q-Learning for Cooperative MARL: Convergence and Complexity Analysis | 2021-12-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5159252 | 2021-10-26 | Paper |
| Difference of composition operators on spaces of vector-valued holomorphic functions | 2021-10-22 | Paper |
| On Finite Approximations to Markov Decision Processes with Recursive and Nonlinear Discounting | 2021-09-30 | Paper |
| Analyzing the effects of public interventions on reducing public gatherings in China during the COVID-19 epidemic via mobile terminals positioning data | 2021-08-04 | Paper |
| Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates | 2021-06-28 | Paper |
| A useful technique for piecewise deterministic Markov decision processes | 2021-04-07 | Paper |
| Products of composition, multiplication and radial derivative operators between Banach spaces of holomorphic functions on the unit ball | 2021-03-24 | Paper |
| It\^o's formula for flows of measures on semimartingales | 2020-10-11 | Paper |
| Stability analysis of neural network controller based on event triggering | 2020-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4969211 | 2020-10-05 | Paper |
| Differences of Stević-Sharma operators | 2020-07-20 | Paper |
| SDE approximations of GANs training and its long-run behavior | 2020-06-03 | Paper |
| On risk-sensitive piecewise deterministic Markov decision processes | 2020-06-02 | Paper |
| Products of composition, multiplication and iterated differentiation operators between Banach spaces of holomorphic functions | 2020-04-23 | Paper |
| Timetable coordination of first trains in urban railway network: a case study of Beijing | 2020-02-05 | Paper |
| Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates | 2020-01-13 | Paper |
| Semi-supervised learning with summary statistics | 2019-10-10 | Paper |
| Difference of composition operators on the Bergman spaces over the ball | 2019-08-14 | Paper |
| Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game | 2019-02-20 | Paper |
| Difference of weighted composition operators on the space of Cauchy integral transforms | 2019-02-14 | Paper |
| Topological effects and performance optimization in transportation continuous network design | 2019-02-08 | Paper |
| Learning Mean-Field Games | 2019-01-28 | Paper |
| Difference of generalized integration operators on the space of Cauchy transforms | 2019-01-21 | Paper |
| Difference of Differentiation Composition Operators on the Fractional Cauchy Transforms Spaces | 2019-01-14 | Paper |
| Consistency and Computation of Regularized MLEs for Multivariate Hawkes Processes | 2018-10-06 | Paper |
| Note on discounted continuous-time Markov decision processes with a lower bounding function | 2018-09-26 | Paper |
| Numerical simulation of sediment suspension and transport under plunging breaking waves | 2018-06-27 | Paper |
| Itô's calculus under sublinear expectations via regularity of PDEs and rough paths | 2018-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4637006 | 2018-04-17 | Paper |
| Martingale problem under nonlinear expectations | 2018-04-16 | Paper |
| Fluid-structure interaction simulation of floating structures interacting with complex, large-scale ocean waves and atmospheric turbulence with application to floating offshore wind turbines | 2018-02-22 | Paper |
| Comments on discrete chirp-Fourier transform and its application to chirp rate estimation [with reply] | 2017-09-08 | Paper |
| Optimal selling rules in a regime switching model | 2017-07-12 | Paper |
| Thresholded spectral algorithms for sparse approximations | 2017-06-13 | Paper |
| Zero-sum continuous-time Markov pure jump game over a fixed duration | 2017-05-24 | Paper |
| Approximation of Mean Field Games to N-Player Stochastic Games, with Singular Controls | 2017-03-13 | Paper |
| Optimal placement in a limit order book: an analytical approach | 2017-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3188011 | 2016-08-16 | Paper |
| Exponential Inequalities for Bounded Random Variables | 2016-02-18 | Paper |
| Optimal Execution with Multiplicative Price Impact | 2015-05-15 | Paper |
| Introduction to the peptide binding problem of computational immunology: new results | 2015-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4980148 | 2014-06-30 | Paper |
| Impulse control of multidimensional jump diffusions in finite time horizon | 2013-09-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925761 | 2013-06-12 | Paper |
| GRAPHICAL MODELS FOR CORRELATED DEFAULTS | 2013-05-14 | Paper |
| A Note on $G$- Optimal Stopping Problems | 2012-11-03 | Paper |
| Credit Risk Models with Incomplete Information | 2011-04-27 | Paper |
| Impulse Control of Multidimensional Jump Diffusions | 2011-03-21 | Paper |
| Interaction of a deformable free surface with statistically steady homogeneous turbulence | 2011-02-17 | Paper |
| Learning gradients via an early stopping gradient descent method | 2011-01-21 | Paper |
| The economic default time and the Arcsine law | 2010-12-03 | Paper |
| NUMERICAL SIMULATION OF FREE VORTEX WITH MODIFIED NAVIER–STOKES CHARACTERISTIC BOUNDARY CONDITIONS | 2010-09-23 | Paper |
| Numerical study of pressure forcing of wind on dynamically evolving water waves | 2010-07-20 | Paper |
| \(\pi \) options | 2010-07-08 | Paper |
| Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes | 2010-04-28 | Paper |
| A Class of Singular Control Problems and the Smooth Fit Principle | 2009-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3640941 | 2009-11-11 | Paper |
| On the generation and maintenance of waves and turbulence in simulations of free-surface turbulence | 2009-10-15 | Paper |
| Distressed debt prices and recovery rate estimation | 2009-07-10 | Paper |
| Connections between Singular Control and Optimal Switching | 2009-03-10 | Paper |
| MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL | 2009-03-06 | Paper |
| On the Optimality of Conditional Expectation as a Bregman Predictor | 2008-12-21 | Paper |
| Solving singular control from optimal switching | 2008-09-10 | Paper |
| Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem | 2008-03-19 | Paper |
| Stopping at the maximum of geometric Brownian motion when signals are received | 2006-01-26 | Paper |
| Optimal partially reversible investment with entry decision and general production function | 2005-08-05 | Paper |
| Irreversible investment with regime shifts | 2005-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3160503 | 2005-02-09 | Paper |
| Closed-Form Solutions for Perpetual American Put Options with Regime Switching | 2004-12-13 | Paper |
| Some risk management problems for firms with internal competition and debt | 2003-08-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4418742 | 2003-08-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4412183 | 2003-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4802411 | 2003-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4792523 | 2003-02-11 | Paper |
| When the ``bull meets the ``bear: A first passage time problem for a hidden Markov process | 2002-08-20 | Paper |
| An explicit solution to an optimal stopping problem with regime switching | 2002-07-22 | Paper |
| Some optimal stopping problems with nontrivial boundaries for pricing exotic options | 2002-02-28 | Paper |
| Option pricing in a world with arbitrage | 2001-10-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4218748 | 2001-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4320154 | 1995-05-21 | Paper |
| An $\alpha$-potential game framework for $N$-player games | N/A | Paper |
| Ito's formula for flows of conditional measures on semimartingales | N/A | Paper |
