| Publication | Date of Publication | Type |
|---|
Mirror Descent for Stochastic Control Problems with Measure-valued Controls
(available as arXiv preprint) | N/A | Paper |
A Fisher-Rao gradient flow for entropy-regularised Markov decision processes in Polish spaces
Foundations of Computational Mathematics | 2026-09-11 | Paper |
Logarithmic regret in the ergodic Avellaneda-Stoikov market making model
SIAM Journal on Financial Mathematics | 2026-08-18 | Paper |
Mirror descent actor-critic methods for entropy regularised MDPs in general spaces: stability and convergence
(available as arXiv preprint) | 2026-01-01 | Paper |
Mirror descent for stochastic control problems with measure-valued controls
Stochastic Processes and their Applications | 2025-10-29 | Paper |
Entropy annealing for policy mirror descent in continuous time and space
SIAM Journal on Control and Optimization | 2025-09-09 | Paper |
Mirror descent for constrained stochastic control problems
(available as arXiv preprint) | 2025-01-01 | Paper |
Convergence of actor-critic for entropy regularised MDPs in general action spaces
(available as arXiv preprint) | 2025-01-01 | Paper |
The modified MSA, a gradient flow and convergence
The Annals of Applied Probability | 2024-10-16 | Paper |
Gradient flows for regularized stochastic control problems
SIAM Journal on Control and Optimization | 2024-07-23 | Paper |
| The Modified MSA, a Gradient Flow and Convergence | 2022-12-12 | Paper |
Uniform error estimates for artificial neural network approximations for heat equations
IMA Journal of Numerical Analysis | 2022-07-26 | Paper |
Unbiased deep solvers for linear parametric PDEs
Applied Mathematical Finance | 2022-07-26 | Paper |
| Decaying derivative estimates for functions of solutions to non-autonomous SDEs | 2022-07-26 | Paper |
| Market based mechanisms for incentivising exchange liquidity provision | 2022-06-01 | Paper |
Mean-field Langevin dynamics and energy landscape of neural networks
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-02-25 | Paper |
Decaying derivative estimates for functions of solutions to non-autonomous SDEs
(available as arXiv preprint) | 2022-01-01 | Paper |
A modified MSA for stochastic control problems
Applied Mathematics and Optimization | 2021-10-19 | Paper |
McKean-Vlasov SDEs under measure dependent Lyapunov conditions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-07-23 | Paper |
Weak existence and uniqueness for McKean-Vlasov SDEs with common noise
The Annals of Probability | 2021-07-02 | Paper |
Exponential convergence and stability of Howard's policy improvement algorithm for controlled diffusions
SIAM Journal on Control and Optimization | 2020-05-26 | Paper |
Weak Existence and Uniqueness for McKean-Vlasov SDEs with Common Noise
(available as arXiv preprint) | 2019-08-02 | Paper |
Itô formula for processes taking values in intersection of finitely many Banach spaces
Stochastic and Partial Differential Equations. Analysis and Computations | 2017-12-19 | Paper |
Nonlinear stochastic evolution equations of second order with damping
Stochastic and Partial Differential Equations. Analysis and Computations | 2017-04-20 | Paper |
Equations of second order in time with quasilinear damping: existence in Orlicz spaces via convergence of a full discretisation
Mathematical Methods in the Applied Sciences | 2016-07-15 | Paper |
Convergence of tamed Euler schemes for a class of stochastic evolution equations
Stochastic and Partial Differential Equations. Analysis and Computations | 2016-07-05 | Paper |
On a full discretisation for nonlinear second-order evolution equations with monotone damping: construction, convergence, and error estimates
Foundations of Computational Mathematics | 2015-12-04 | Paper |
Evolution equations of second order with nonconvex potential and linear damping: existence via convergence of a full discretization
Journal of Differential Equations | 2015-06-17 | Paper |
Full discretisation of second-order nonlinear evolution equations: strong convergence and applications
Computational Methods in Applied Mathematics | 2014-03-31 | Paper |
Error estimates for approximations of American put option price
Computational Methods in Applied Mathematics | 2014-03-31 | Paper |
Full discretization of the porous medium/fast diffusion equation based on its very weak formulation
Communications in Mathematical Sciences | 2014-01-22 | Paper |
On finite-difference approximations for normalized Bellman equations
Applied Mathematics and Optimization | 2010-01-18 | Paper |
On randomized stopping
Bernoulli | 2009-03-02 | Paper |
