| Publication | Date of Publication | Type |
|---|
Time-uniform log-Sobolev inequalities and applications to propagation of chaos
Electronic Journal of Probability | 2024-12-20 | Paper |
Ergodicity of the underdamped mean-field Langevin dynamics
The Annals of Applied Probability | 2024-08-22 | Paper |
Uniform-in-time propagation of chaos for kinetic mean field Langevin dynamics
Electronic Journal of Probability | 2024-04-10 | Paper |
Game on Random Environment, Mean-Field Langevin System, and Neural Networks
Mathematics of Operations Research | 2024-02-23 | Paper |
Principal-agent problem with multiple principals
Stochastics | 2023-07-27 | Paper |
On path-dependent multidimensional forward-backward SDEs
Numerical Algebra, Control and Optimization | 2023-07-26 | Paper |
Entropic Optimal Planning for Path-Dependent Mean Field Games
SIAM Journal on Control and Optimization | 2023-06-14 | Paper |
Mean field games with branching
The Annals of Applied Probability | 2023-06-05 | Paper |
| Mean Field Optimization Problem Regularized by Fisher Information | 2023-02-12 | Paper |
| Uniform-in-time propagation of chaos for mean field Langevin dynamics | 2022-12-06 | Paper |
Entropic turnpike estimates for the kinetic Schrödinger problem
Electronic Journal of Probability | 2022-10-13 | Paper |
Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-07-15 | Paper |
Random Horizon Principal-Agent Problems
SIAM Journal on Control and Optimization | 2022-03-01 | Paper |
Mean-field Langevin dynamics and energy landscape of neural networks
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-02-25 | Paper |
| Entropic Fictitious Play for Mean Field Optimization Problem | 2022-02-11 | Paper |
Second order backward SDE with random terminal time
Electronic Journal of Probability | 2020-09-29 | Paper |
Second order backward SDE with random terminal time
Electronic Journal of Probability | 2020-09-29 | Paper |
Viscosity solutions of path-dependent PDEs with randomized time
SIAM Journal on Mathematical Analysis | 2020-04-23 | Paper |
Comparison of viscosity solutions of semilinear path-dependent PDEs
SIAM Journal on Control and Optimization | 2020-01-22 | Paper |
| Continuous-Time Principal-Agent Problem in Degenerate Systems | 2019-10-23 | Paper |
Perron's method for viscosity solutions of semilinear path dependent PDEs
Stochastics | 2018-09-04 | Paper |
Principal-agent problem with common agency without communication
SIAM Journal on Financial Mathematics | 2018-08-10 | Paper |
An Overview of Viscosity Solutions of Path-Dependent PDEs
Springer Proceedings in Mathematics & Statistics | 2018-04-09 | Paper |
Comparison of viscosity solutions of fully nonlinear degenerate parabolic path-dependent PDEs
SIAM Journal on Mathematical Analysis | 2017-11-09 | Paper |
On the convergence of monotone schemes for path-dependent PDEs
Stochastic Processes and their Applications | 2017-06-22 | Paper |
Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations
The Annals of Applied Probability | 2017-02-21 | Paper |
Large deviations for non-Markovian diffusions and a path-dependent eikonal equation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-10-26 | Paper |
Large deviations for non-Markovian diffusions and a path-dependent eikonal equation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-10-26 | Paper |
A dual algorithm for stochastic control problems: applications to uncertain volatility models and CVA
SIAM Journal on Financial Mathematics | 2016-05-20 | Paper |
Comparison of viscosity solutions of fully nonlinear degenerate parabolic Path-dependent PDEs
(available as arXiv preprint) | 2015-11-18 | Paper |
| Viscosity Solutions of Fully Nonlinear Elliptic Path Dependent PDEs | 2014-01-21 | Paper |
Self-interacting approximation to McKean-Vlasov long-time limit: a Markov chain Monte Carlo method
(available as arXiv preprint) | N/A | Paper |
Time-uniform log-Sobolev inequalities and applications to propagation of chaos
(available as arXiv preprint) | N/A | Paper |
