Zhongyuan Cao

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
Stochastic graphon games with jumps and approximate Nash equilibria SIAM Journal on Control and Optimization	2026-06-23	Paper
Scalable Method for Mean Field Control with Kernel Interactions via Random Fourier Features (available as arXiv preprint)	2026-01-01	Paper
Long-time behavior and turnpike properties of linear-quadratic graphon mean field control problems (available as arXiv preprint)	2026-01-01	Paper
Extended Graphon Mean-Field Games in Discrete Time (available as arXiv preprint)	2026-01-01	Paper
Extended Mean Field Control Games with Moment Interactions: General Framework and Linear-Quadratic Model (available as arXiv preprint)	2026-01-01	Paper
Central limit theorems for price-mediated contagion in stochastic financial networks SIAM Journal on Financial Mathematics	2025-11-25	Paper
Graphon mean-field backward stochastic differential equations with jumps and associated dynamic risk measures Finance and Stochastics	2025-09-23	Paper
Fire sales, default cascades and complex financial networks Mathematics and Financial Economics	2025-07-14	Paper
Limit theorems for default contagion and systemic risk Mathematics of Operations Research	2025-01-28	Paper
Stochastic Graphon Games with Jumps and Approximate Nash Equilibria (available as arXiv preprint)	2025-01-01	Paper
Probabilistic Analysis of Graphon Mean Field Control (available as arXiv preprint)	2025-01-01	Paper
Stochastic Graphon Mean Field Games with Jumps and Approximate Nash Equilibria	2023-04-08	Paper
Ruin Probabilities for Risk Processes in Stochastic Networks	2023-02-13	Paper
Ruin Probabilities for Risk Processes in Stochastic Networks (available as arXiv preprint)	2023-01-01	Paper
Limit Theorems for Default Contagion and Systemic Risk	2021-04-01	Paper

Research outcomes over time

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