Articles to appear
- Approximation Schemes for POMDPs and Their Near Optimality, with Ali Devran Kara and Serdar Yuksel, [ArXiv], to appear in Journal of Systems Science and Complexity (issue dedicated to the 80th birthday of Peter Caines).
- Comparison of viscosity solutions for a class of second-order PDEs on the Wasserstein space, with Ibrahim Ekren and Xin Zhang, to apper in Communications in Partial Differential Equations. [ArXiv]
- Sequential Contracting in Continuous Time, with Guillermo Alonso Alvarez, Ibrahim Ekren, Liwei Huang, [ArXiv], to appear in Frontiers of Mathematical Finance.
- Systemic robustness: a mean-field particle system approach, with Gaoyue Guo, Wenpin Tang, Yuming Paul Zhang, to appear in Mathematical Finance [ArXiv]
- Binomial-tree approximation for time-inconsistent stopping, with Zhenhua Wang and Zhou Zhou, to appear in SIFIN , [ArXiv]
- On Time-inconsistency in Mean Field Games, with Zhenhua Wang, to appear in Mathematical Finance [ArXiv], [Journal]
- Non-parametric estimates for graphon mean-field particle systems, with Hongyi Zhou, to appear in Bernoulli. [ArXiv]
- Relaxed Equilibria for Time-Inconsistent Markov Decision Processes, with Yu-Jui Huang, Zhenhua Wang and Zhou Zhou. [ArXiv], [Journal], to appear in Mathematics of Operations Research.
- K-core in percolated dense graph sequences, with Suman Chakraborty and Xin Zhang. [ArXiv], [Journal], to appear in Journal of Applied Probability.
- Applications of Schauder-type basis:estimating Holder exponent, fake fractional Brownian motion, with Purba Das and Donghan Kim, to appear in Bernoulli. [ArXiv].
Preprints
- On the mean-field limit of diffusive games through the master equation: extreme value analysis, with Nikolaos Kolliopoulos [ArXiv].
- Convergence Rate of Particle System for Second-order PDEs On Wasserstein Space, with Ibrahim Ekren and Xin Zhang [ArXiv]
- Learning with Linear Function Approximations in Mean-Field Control, with Ali Devran Kara [ArXiv]
- Generalizing Super/Sub MOT using weak L1 transport, with Dominykas Norgilas [ArXiv]
- Probabilistic cellular automata with local transition matrices: synchronization, ergodicity, and inference, with Fei Lu, Mauro Maggioni, Ruoyu Wu, Sichen Yang [ArXiv]
- DEX Specs: A Mean Field Approach to DeFi Currency Exchanges, with Asaf Cohen and April Nellis. [SSRN]
- The McCormick martingale optimal transport, with Binghan Yan and Dominykas Norgilas. [ArXiv]
- Fitted Value Iteration Methods for Bicausal Optimal Transport, with Bingyan Han. [ArXiv]
- Equilibrium transport with time-inconsistent costs: An application to matching problems in the job market, with Bingyan Han. [SSRN]
- Finite Approximations and Q learning for Mean Field Type Multi-Agent Control with Nicole Bauerle, Ali Devran Kara. [ArXiv]
- A Rank-Based Reward between a Principal and a Field of Agents: Application to Energy Savings, with, Clémence Alasseur, Roxana Dumitrescu, and Quentin Jacquet. [SSRN]
- Diffusions on Graph as Time Changed Multi-parameter Processes, with Jingjie Zhang and Xin Zhang. [ArXiv]