Liwei Lu
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Person:6129875
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 |
|---|---|---|
| Temporal difference learning for high-dimensional PIDEs with jumps SIAM Journal on Scientific Computing | 2024-07-19 | Paper |
| Weak collocation regression method: fast reveal hidden stochastic dynamics from high-dimensional aggregate data Journal of Computational Physics | 2024-04-17 | Paper |
| Temporal Difference Learning for High-Dimensional PIDEs with Jumps (available as arXiv preprint) | N/A | Paper |
| Weak Collocation Regression for Inferring Stochastic Dynamics with L\'{e}vy Noise (available as arXiv preprint) | N/A | Paper |
| Multi-Agent Relative Investment Games in a Jump Diffusion Market with Deep Reinforcement Learning Algorithm (available as arXiv preprint) | N/A | Paper |
Research outcomes over time
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