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Yufei Zhang
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Cited by
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
962020
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
62*2022
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
622021
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
41*2024
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
392021
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
372024
Regularity and stability of feedback relaxed controls
C Reisinger, Y Zhang
SIAM Journal on Control and Optimization 59 (5), 3118-3151, 2021
372021
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
352023
Understanding deep architecture with reasoning layer
X Chen, Y Zhang, C Reisinger, L Song
Advances in Neural Information Processing Systems 33, 1240-1252, 2020
292020
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
252024
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
232023
A Fisher–Rao Gradient Flow for Entropy-Regularised Markov Decision Processes in Polish Spaces
B Kerimkulov, JM Leahy, D Siska, L Szpruch, Y Zhang
Foundations of Computational Mathematics, 1-75, 2025
202025
Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps
R Dumitrescu, C Reisinger, Y Zhang
Applied Mathematics & Optimization 83 (3), 1387-1429, 2021
192021
Entropy annealing for policy mirror descent in continuous time and space
D Sethi, D Šiška, Y Zhang
SIAM Journal on Control and Optimization 63 (4), 3006-3041, 2025
172025
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
172023
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
152023
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
152020
An -Potential Game Framework for -Player Dynamic Games
X Guo, X Li, Y Zhang
SIAM Journal on Control and Optimization 63 (4), 2964-3005, 2025
14*2025
Towards an analytical framework for dynamic potential games
X Guo, Y Zhang
SIAM Journal on Control and Optimization 63 (2), 1213-1242, 2025
12*2025
Statistical learning with sublinear regret of propagator models
E Neuman, Y Zhang
arXiv preprint arXiv:2301.05157, 2023
112023
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Articles 1–20