Recent Articles

Articles to appear

  • Finite-Time 4-Expert Prediction Problem, with Ibrahim Ekren and Xin Zhang, to appear in Communications in Partial Differential Equations. [ArXiv], [Article]
  • On non-uniqueness in mean field games, with Xin Zhang, to appear in Proceedings of the AMS [ArXiv].
  • On the asymptotic optimality of the comb strategy for prediction with expert advice, with Ibrahim Ekren and Yili Zhang, to appear in Annals of Probability. [ArXiv].
  • On the adversarial robustness of robust estimators, with Lifeng Lai, to appear in IEEE Transactions on Information Theory [ArXiv], [Article]
  • Existence of Transport Plans with Domain Constraints, with Xin Zhang and Zhou Zhou, to appear in Applied Mathematics and Optimization , [ArXiv], [SSRN], [Article]

Preprints

  • Graphon Mean Field Systems, with Suman Chakraborty and Ruoyu Wu [ArXiv].
  • Malicious Experts versus the multiplicative weights algorithm in online prediction, with H. Vincent Poor and Xin Zhang [ArXiv].
  • Disorder Detection with Costly Observations, with Erik Ekstrom and Jia Guo [ArXiv].
  • Extended Weak Convergence and Utility Maximization with Proportional Transaction Costs, with with Leonid Dolinskyi, Yan Dolinsky [ArXiv].
  • Strong equivalence between metrics of Wasserstein type, with Gaoyue Guo [ArXiv].
  • Finite state Mean Field Games with Wright-Fisher common noise, with Asaf Cohen, Alekos Cecchin, and Francois Delarue. [ArXiv].
  • Mean field interaction on random graphs with dynamically changing multi-color edges, with Ruoyu Wu. [ArXiv].
  • On the Notions of Equilibria for Time-Inconsistent Stopping Problems in Continuous Time, with Jingjie Zhang and Zhou Zhou. [SSRN], [ArXiv].
  • Terminal Ranking Games, with Yuchong Zhang. [SSRN], [ArXiv].
  • Embedding of Walsh Brownian Motion, with Xin Zhang. [ArXiv].
  • Kr,s graph bootstrap percolation, with Suman Chakraborty. [ArXiv].
  • On the Adversarial Robustness of Multivariate Robust Estimation, with Lifeng Lai. [ArXiv].
  • Asymptotics for Small Nonlinear Price Impact: a PDE Homogenization Approach to the Multidimensional Case, with Thomas Caye and Ibrahim Ekren, [SSRN], [ArXiv].
  • Continuity of Utility Maximization under Weak Convergence, with Yan Dolinsky and Jia Guo. [SSRN], [ArXiv].
  • Multi-Chart Detection Procedure for Bayesian Quickest Change-Point Detection with Unknown Post-Change Parameters, with Jun Geng and Lifeng Lai. [ArXiv].
  • Dynamic Programming Principles for Optimal Stopping with Expectation Constraint, with Song Yao. [ArXiv].