Yufei Zhang

发表

A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone drivers

Christoph Reisinger, Yufei Zhang, C. Reisinger, 2018 .

N A ] 5 J un 2 01 9 A neural network based policy iteration algorithm with global H 2-superlinear convergence for stochastic games on domains

C. Reisinger, K. Ito, Yufei Zhang, 2019 .

A neural network based policy iteration algorithm with global H2-superlinear convergence for stochastic games on domains pdf

Kazufumi Ito, Christoph Reisinger, Yufei Zhang, 2019, Found. Comput. Math..

Regularity and stability of feedback relaxed controls pdf

Yufei Zhang, Christoph Reisinger, C. Reisinger, 2020, SIAM Journal on Control and Optimization.

Optimal scheduling of entropy regulariser for continuous-time linear-quadratic reinforcement learning

L. Szpruch, Yufei Zhang, Tanut Treetanthiploet, 2022, ArXiv.

Model Pruning Based on Quantified Similarity of Feature Maps

Yuxiang Chen, Yufei Zhang, Rui Wang, 2021, ArXiv.

A fast iterative PDE-based algorithm for feedback controls of nonsmooth mean-field control problems

C. Reisinger, Yufei Zhang, Wolfgang Stockinger, 2021, 2108.06740.

Convergence of policy gradient methods for finite-horizon stochastic linear-quadratic control problems

C. Reisinger, Yufei Zhang, Michael Giegrich, 2022, ArXiv.

Linear convergence of a policy gradient method for some finite horizon continuous time control problems

C. Reisinger, Yufei Zhang, Wolfgang Stockinger, 2022, 2203.11758.

Understanding Deep Architecture with Reasoning Layer

Xinshi Chen, Yufei Zhang, Christoph Reisinger, 2020, NeurIPS.

Path regularity of coupled McKean-Vlasov FBSDEs

C. Reisinger, Yufei Zhang, Wolfgang Stockinger, 2020, 2011.06664.

Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems pdf

Christoph Reisinger, Yufei Zhang, C. Reisinger, 2019, Analysis and Applications.

Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems

Christoph Reisinger, Yufei Zhang, C. Reisinger, 2019, SIAM J. Control. Optim..

A Penalty Scheme for Monotone Systems with Interconnected Obstacles: Convergence and Error Estimates

Christoph Reisinger, Yufei Zhang, C. Reisinger, 2018, SIAM J. Numer. Anal..

Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models pdf

Lukasz Szpruch, Tanut Treetanthiploet, Yufei Zhang, 2021, ArXiv.

Linear convergence of a policy gradient method for finite horizon continuous time stochastic control problems

C. Reisinger, Yufei Zhang, Wolfgang Stockinger, 2022, ArXiv.

Fully Discrete Schemes and Their Analyses for Forward-Backward Stochastic Differential Equations

K. Ito, J. Zou, Yufei Zhang, 2018, 1804.10944.

Understanding Deep Architectures with Reasoning Layer pdf

Le Song, Yufei Zhang, Xinshi Chen, 2020, NeurIPS 2020.

Logarithmic Regret for Episodic Continuous-Time Linear-Quadratic Reinforcement Learning Over a Finite-Time Horizon

Xin Guo, Anran Hu, Matteo Basei, 2020, J. Mach. Learn. Res..

Regularity and stability of feedback relaxed controls

C. Reisinger, Yufei Zhang, 2020, SIAM J. Control. Optim..

A Neural Network-Based Policy Iteration Algorithm with Global H2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$H^2$$\

C. Reisinger, Yufei Zhang, Kazufumi Ito, 2019, Foundations of Computational Mathematics.

Reinforcement learning for linear-convex models with jumps via stability analysis of feedback controls

Yufei Zhang, Xin Guo, Anran Hu, 2021, SIAM J. Control. Optim..

Convergence of policy gradient methods for finite-horizon stochastic linear-quadratic control problems

C. Reisinger, Yufei Zhang, Michael Giegrich, 2022, ArXiv.

A posteriori error estimates for fully coupled McKean-Vlasov forward-backward SDEs

C. Reisinger, Yufei Zhang, Wolfgang Stockinger, 2020, ArXiv.

Regularity and time discretization of extended mean field control problems: a McKean-Vlasov FBSDE approach pdf

Yufei Zhang, Christoph Reisinger, Wolfgang Stockinger, 2020, ArXiv.

Optimal regularity of extended mean field controls and their piecewise constant approximation

C. Reisinger, Yufei Zhang, Wolfgang Stockinger, 2020, 2009.08175.

Optimal regularity of extended mean field controls and their piecewise constant approximation.

Yufei Zhang, Wolfgang Stockinger, Christoph Reisinger, 2020 .

Approximation Schemes for Mixed Optimal Stopping and Control Problems with Nonlinear Expectations and Jumps

Christoph Reisinger, Roxana Dumitrescu, Yufei Zhang, 2018, Applied Mathematics & Optimization.