| Publication | Date of Publication | Type |
|---|
Itô's formula for flows of conditional measures on semimartingales
Electronic Journal of Probability | 2026-03-20 | 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 |
Dynamic Programming Principles for Mean-Field Controls with Learning
Operations Research | 2024-03-12 | Paper |
A General Framework for Learning Mean-Field Games
Mathematics of Operations Research | 2024-02-23 | Paper |
MF-OMO: An Optimization Formulation of Mean-Field Games
SIAM Journal on Control and Optimization | 2024-02-07 | Paper |
Interbank lending with benchmark rates: Pareto optima for a class of singular control games
Mathematical Finance | 2023-09-28 | Paper |
Approximation of \(N\)-player stochastic games with singular controls by mean field games
Numerical Algebra, Control and Optimization | 2023-07-26 | Paper |
Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls
SIAM Journal on Control and Optimization | 2023-05-04 | Paper |
Maximal estimate and integral operators in Bergman spaces with doubling measure
Proceedings of the American Mathematical Society | 2023-04-27 | Paper |
Itô's formula for flows of measures on semimartingales
Stochastic Processes and their Applications | 2023-04-24 | Paper |
Entropy Regularization for Mean Field Games with Learning
Mathematics of Operations Research | 2023-01-09 | Paper |
Weighted estimates for Forelli-Rudin type operators on the Hartogs triangle
Banach Journal of Mathematical Analysis | 2022-12-19 | Paper |
Zero-sum risk-sensitive stochastic games with unbounded payoff functions and varying discount factors
Journal of Mathematical Analysis and Applications | 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
Potential Analysis | 2022-09-16 | Paper |
Deep Local Feature Descriptor Learning With Dual Hard Batch Construction
IEEE Transactions on Image Processing | 2022-09-16 | Paper |
Rates of convergence of randomized Kaczmarz algorithms in Hilbert spaces
Applied and Computational Harmonic Analysis | 2022-08-26 | Paper |
Optimal collection delegation strategies in a retail-/dual-channel supply chain with trade-in programs
European Journal of Operational Research | 2022-07-22 | Paper |
Transaction cost analytics for corporate bonds
Quantitative Finance | 2022-07-22 | Paper |
Stević-Sharma operator on spaces of vector-valued holomorphic functions
Complex Analysis and Operator Theory | 2022-07-19 | 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 |
Product-type operators on the space of fractional Cauchy transforms
Journal of Function Spaces | 2022-05-11 | Paper |
Online gradient descent algorithms for functional data learning
Journal of Complexity | 2022-04-04 | Paper |
Quantitative control of nonlinear systems based on an event trigger mechanism
Circuits, Systems, and Signal Processing | 2022-03-22 | Paper |
Linear combination of composition operators on Cauchy transform type spaces
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
A Class of Stochastic Games and Moving Free Boundary Problems
SIAM Journal on Control and Optimization | 2022-03-18 | Paper |
Government low-carbon policies optimization for smart transportation enterprises
Discrete Dynamics in Nature and Society | 2022-03-09 | Paper |
On gradual-impulse control of continuous-time Markov decision processes with exponential utility
Advances in Applied Probability | 2022-01-18 | Paper |
Modeling interactive components by coordinate kernel polynomial models
Mathematical Foundations of Computing | 2022-01-11 | Paper |
Mean-field controls with Q-learning for cooperative MARL: convergence and complexity analysis
SIAM Journal on Mathematics of Data Science | 2021-12-27 | Paper |
| Arithmetic-geometric spectral radius and energy of graphs | 2021-10-26 | Paper |
Difference of composition operators on spaces of vector-valued holomorphic functions
Journal of Mathematical Analysis and Applications | 2021-10-22 | Paper |
On finite approximations to Markov decision processes with recursive and nonlinear discounting
Modern Trends in Controlled Stochastic Processes: | 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
Mathematical Biosciences and Engineering | 2021-08-04 | Paper |
Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates
Journal of Applied Probability | 2021-06-28 | Paper |
A useful technique for piecewise deterministic Markov decision processes
Operations Research Letters | 2021-04-07 | Paper |
Products of composition, multiplication and radial derivative operators between Banach spaces of holomorphic functions on the unit ball
Complex Variables and Elliptic Equations | 2021-03-24 | Paper |
It\^o's formula for flows of measures on semimartingales
(available as arXiv preprint) | 2020-10-11 | Paper |
Stability analysis of neural network controller based on event triggering
Journal of the Franklin Institute | 2020-10-07 | Paper |
| Distributed minimum error entropy algorithms | 2020-10-05 | Paper |
Differences of Stević-Sharma operators
Banach Journal of Mathematical Analysis | 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
Applied Mathematics and Optimization | 2020-06-02 | Paper |
Products of composition, multiplication and iterated differentiation operators between Banach spaces of holomorphic functions
Taiwanese Journal of Mathematics | 2020-04-23 | Paper |
Timetable coordination of first trains in urban railway network: a case study of Beijing
Applied Mathematical Modelling | 2020-02-05 | Paper |
Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates
4OR | 2020-01-13 | Paper |
Semi-supervised learning with summary statistics
Analysis and Applications | 2019-10-10 | Paper |
Difference of composition operators on the Bergman spaces over the ball
Operators and Matrices | 2019-08-14 | Paper |
Stochastic games for fuel follower problem: \(N\) versus mean field game
SIAM Journal on Control and Optimization | 2019-02-20 | Paper |
Difference of weighted composition operators on the space of Cauchy integral transforms
Taiwanese Journal of Mathematics | 2019-02-14 | Paper |
Topological effects and performance optimization in transportation continuous network design
Mathematical Problems in Engineering | 2019-02-08 | Paper |
| Learning Mean-Field Games | 2019-01-28 | Paper |
Difference of generalized integration operators on the space of Cauchy transforms
Complex Variables and Elliptic Equations | 2019-01-21 | Paper |
Difference of Differentiation Composition Operators on the Fractional Cauchy Transforms Spaces
Numerical Functional Analysis and Optimization | 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
Journal of Applied Probability | 2018-09-26 | Paper |
Numerical simulation of sediment suspension and transport under plunging breaking waves
Computers and Fluids | 2018-06-27 | Paper |
Itô's calculus under sublinear expectations via regularity of PDEs and rough paths
Stochastic Processes and their Applications | 2018-04-27 | Paper |
| Distributed learning with regularized least squares | 2018-04-17 | Paper |
Distributed learning with regularized least squares
(available as arXiv preprint) | 2018-04-17 | Paper |
Martingale problem under nonlinear expectations
Mathematics and Financial Economics | 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
Journal of Computational Physics | 2018-02-22 | Paper |
Comments on discrete chirp-Fourier transform and its application to chirp rate estimation [with reply]
IEEE Transactions on Signal Processing | 2017-09-08 | Paper |
Optimal selling rules in a regime switching model
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Thresholded spectral algorithms for sparse approximations
Analysis and Applications | 2017-06-13 | Paper |
Zero-sum continuous-time Markov pure jump game over a fixed duration
Journal of Mathematical Analysis and Applications | 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
Mathematics and Financial Economics | 2017-03-07 | Paper |
| Sparsity and error analysis of empirical feature-based regularization schemes | 2016-08-16 | Paper |
Exponential inequalities for bounded random variables
Mathematica Slovaca | 2016-02-18 | Paper |
Optimal execution with multiplicative price impact
SIAM Journal on Financial Mathematics | 2015-05-15 | Paper |
Introduction to the peptide binding problem of computational immunology: new results
Foundations of Computational Mathematics | 2015-01-16 | Paper |
| A digital watermarking algorithm based on matrix decomposition and chaotic scrambling | 2014-06-30 | Paper |
Impulse control of multidimensional jump diffusions in finite time horizon
SIAM Journal on Control and Optimization | 2013-09-26 | Paper |
| Optimal stopping times with different information levels and with time uncertainty | 2013-06-12 | Paper |
Graphical models for correlated defaults
Mathematical Finance | 2013-05-14 | Paper |
| A Note on $G$- Optimal Stopping Problems | 2012-11-03 | Paper |
Credit risk models with incomplete information
Mathematics of Operations Research | 2011-04-27 | Paper |
Impulse control of multidimensional jump diffusions
SIAM Journal on Control and Optimization | 2011-03-21 | Paper |
Interaction of a deformable free surface with statistically steady homogeneous turbulence
Journal of Fluid Mechanics | 2011-02-17 | Paper |
Learning gradients via an early stopping gradient descent method
Journal of Approximation Theory | 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
Modern Physics Letters B | 2010-09-23 | Paper |
Numerical study of pressure forcing of wind on dynamically evolving water waves
Physics of Fluids | 2010-07-20 | Paper |
\(\pi \) options
Stochastic Processes and their Applications | 2010-07-08 | Paper |
Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes
SIAM Journal on Control and Optimization | 2010-04-28 | Paper |
A Class of Singular Control Problems and the Smooth Fit Principle
SIAM Journal on Control and Optimization | 2009-11-27 | Paper |
| Nonparallel boundary layer stability in high speed flows | 2009-11-11 | Paper |
On the generation and maintenance of waves and turbulence in simulations of free-surface turbulence
Journal of Computational Physics | 2009-10-15 | Paper |
Distressed debt prices and recovery rate estimation
Review of Derivatives Research | 2009-07-10 | Paper |
Connections between Singular Control and Optimal Switching
SIAM Journal on Control and Optimization | 2009-03-10 | Paper |
MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL
Mathematical Finance | 2009-03-06 | Paper |
On the Optimality of Conditional Expectation as a Bregman Predictor
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
Solving singular control from optimal switching
Asia-Pacific Financial Markets | 2008-09-10 | Paper |
Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem
The Annals of Applied Probability | 2008-03-19 | Paper |
Stopping at the maximum of geometric Brownian motion when signals are received
Journal of Applied Probability | 2006-01-26 | Paper |
Optimal partially reversible investment with entry decision and general production function
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Irreversible investment with regime shifts
Journal of Economic Theory | 2005-06-01 | Paper |
| scientific article; zbMATH DE number 2133112 (Why is no real title available?) | 2005-02-09 | Paper |
Closed-Form Solutions for Perpetual American Put Options with Regime Switching
SIAM Journal on Applied Mathematics | 2004-12-13 | Paper |
Some risk management problems for firms with internal competition and debt
Journal of Applied Probability | 2003-08-26 | Paper |
| scientific article; zbMATH DE number 1962883 (Why is no real title available?) | 2003-08-11 | Paper |
| scientific article; zbMATH DE number 1948955 (Why is no real title available?) | 2003-07-14 | Paper |
| scientific article; zbMATH DE number 1897416 (Why is no real title available?) | 2003-04-27 | Paper |
| scientific article; zbMATH DE number 1867089 (Why is no real title available?) | 2003-02-11 | Paper |
When the ``bull meets the ``bear: A first passage time problem for a hidden Markov process
Methodology and Computing in Applied Probability | 2002-08-20 | Paper |
An explicit solution to an optimal stopping problem with regime switching
Journal of Applied Probability | 2002-07-22 | Paper |
Some optimal stopping problems with nontrivial boundaries for pricing exotic options
Journal of Applied Probability | 2002-02-28 | Paper |
| Option pricing in a world with arbitrage | 2001-10-21 | Paper |
| scientific article; zbMATH DE number 1223449 (Why is no real title available?) | 2001-08-05 | Paper |
| scientific article; zbMATH DE number 713380 (Why is no real title available?) | 1995-05-21 | Paper |
An $\alpha$-potential game framework for $N$-player games
(available as arXiv preprint) | N/A | Paper |
Ito's formula for flows of conditional measures on semimartingales
(available as arXiv preprint) | N/A | Paper |
