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Yufei Zhang
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Year
Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems
C Reisinger, Y Zhang
Analysis and Applications 18 (06), 951-999, 2020
842020
A Neural Network-Based Policy Iteration Algorithm with Global -Superlinear Convergence for Stochastic Games on Domains
K Ito, C Reisinger, Y Zhang
Foundations of Computational Mathematics 21 (2), 331-374, 2021
462021
Logarithmic regret for episodic continuous-time linear-quadratic reinforcement learning over a finite-time horizon
M Basei, X Guo, A Hu, Y Zhang
Journal of Machine Learning Research 23 (178), 1-34, 2022
45*2022
Reinforcement learning for linear-convex models with jumps via stability analysis of feedback controls
X Guo, A Hu, Y Zhang
SIAM Journal on Control and Optimization 61 (2), 755-787, 2023
212023
Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models
L Szpruch, T Treetanthiploet, Y Zhang
arXiv preprint arXiv:2112.10264, 2021
212021
Regularity and stability of feedback relaxed controls
C Reisinger, Y Zhang
SIAM Journal on Control and Optimization 59 (5), 3118-3151, 2021
212021
Understanding deep architecture with reasoning layer
X Chen, Y Zhang, C Reisinger, L Song
Advances in Neural Information Processing Systems 33, 1240-1252, 2020
192020
A fast iterative PDE-based algorithm for feedback controls of nonsmooth mean-field control problems
C Reisinger, W Stockinger, Y Zhang
SIAM Journal on Scientific Computing 46 (4), A2737-A2773, 2024
172024
A posteriori error estimates for fully coupled McKean-Vlasov forward-backward SDEs
C Reisinger, W Stockinger, Y Zhang
IMA Journal of Numerical Analysis 44 (4), 2323–2369, 2023
172023
Convergence of policy gradient methods for finite-horizon exploratory linear-quadratic control problems
M Giegrich, C Reisinger, Y Zhang
SIAM Journal on Control and Optimization 62 (2), 1060-1092, 2024
162024
Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps
R Dumitrescu, C Reisinger, Y Zhang
Applied Mathematics & Optimization 83, 1387-1429, 2021
142021
Linear convergence of a policy gradient method for some finite horizon continuous time control problems
C Reisinger, W Stockinger, Y Zhang
SIAM Journal on Control and Optimization 61 (6), 3526-3558, 2023
122023
Optimal Scheduling of Entropy Regularizer for Continuous-Time Linear-Quadratic Reinforcement Learning
L Szpruch, T Treetanthiploet, Y Zhang
SIAM Journal on Control and Optimization 62 (1), 135-166, 2024
112024
Error estimates of penalty schemes for quasi-variational inequalities arising from impulse control problems
C Reisinger, Y Zhang
SIAM Journal on Control and Optimization 58 (1), 243-276, 2020
112020
Path regularity of coupled McKean-Vlasov FBSDEs
C Reisinger, W Stockinger, Y Zhang
arXiv preprint arXiv:2011.06664, 2020
92020
A Fisher-Rao gradient flow for entropy-regularised Markov decision processes in Polish spaces
B Kerimkulov, JM Leahy, D Siska, L Szpruch, Y Zhang
arXiv preprint arXiv:2310.02951, 2023
72023
A penalty scheme for monotone systems with interconnected obstacles: convergence and error estimates
C Reisinger, Y Zhang
SIAM Journal on Numerical Analysis 57 (4), 1625-1648, 2019
72019
A Neural RDE approach for continuous-time non-Markovian stochastic control problems
M Hoglund, E Ferrucci, C Hernandez, AM Gonzalez, C Salvi, ...
International Conference on Machine Learning (ICML 23), New Frontiers in …, 2023
52023
A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities
C Reisinger, Y Zhang
Computers & Mathematics with Applications 93, 199-213, 2021
52021
Towards an analytical framework for dynamic potential games
X Guo, Y Zhang
arXiv preprint arXiv:2310.02259, 2023
42023
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Articles 1–20