Research
Research
Research
Research
9,329+ open-access research outputs.
This paper studies data-driven approaches to the continuous-time linear quadratic regulator (LQR) problem based on two existing parameterizations, namely a closed-loop (CL) parameterization from behav…
In finance, portfolio management is a traditional yet difficult problem that has drawn attention from practitioners and researchers for many years. However, there are still difficult technological pro…
Bayesian online learning provides a coherent framework for sequential inference. However, its theoretical understanding remains limited, particularly in the one-pass setting. Existing theoretical guar…
Across science and engineering, mean-field methods have been a powerful and versatile approach for the analysis of systems of many interacting elements. However, common arguments used to characterize …
This paper is a continuation work of Ren et al. (2026) aiming to further devise q-learning algorithms for mean-field control (MFC) with controlled common noise. Based on the relaxed control formulatio…
This paper investigates the continuous-time counterpart of the Q-function for entropy-regularized mean-field control (MFC) with controlled common noise, coined as q-function by Jia and Zhou (2023) in …
Nonlinear models and optimization methods have successfully tackled a rapidly growing set of problems in recent years. Indeed, a relatively small toolbox of such models and methods can provide suffici…
The Alternating Direction Method of Multipliers (ADMM) is a widely used method for structured convex optimization, and its practical performance depends strongly on the choice of penalty and relaxatio…
Existing methods for learning Stackelberg equilibria typically assume that the followers' (variational, generalized) Nash equilibrium is unique. However, in the presence of multiple equilibria, withou…
We study the optimization of (strongly) quasar-convex functions, a class that arises naturally in many machine learning and data science applications due to its favorable properties. The fundamental p…
Power grid infrastructure is an increasingly significant source of wildfire ignitions and poses severe risks to communities in fire-prone regions. Public Safety Power Shutoffs (PSPS) have emerged as a…
In this paper, we propose a novel Physics-Informed Neural Network (PINN) framework based on the Cord\`{e}s condition for solving both linear and fully nonlinear partial differential equations (PDEs) i…
Studying nonlinear dynamical systems through their state space behavior can be challenging, and one possible alternative is to analyze them via their associated Koopman operator. This turns the nonlin…
Data assimilation (DA) integrates observational information with model predictions to improve state estimation in complex systems. While filtering provides the basis for online forecasts by using only…
Backward stochastic differential equation (BSDE) provides probabilistic solutions for a class of parabolic partial differential equations (PDEs). DeepBSDE and FBSNN are two deep learning approaches fo…
Spectrum cartography reconstructs spatial radio fields from sparse and heterogeneous wireless measurements, underpinning many sensing and optimization tasks in wireless networks. Attention mechanisms …
Randomized neural networks (RaNNs) are attractive for partial differential equations (PDEs) because they replace expensive end-to-end training with a linear least-squares solve over randomized hidden …
Column generation is a widely used decomposition technique for large-scale linear programs, but it often suffers from slow convergence due to poor initial dual estimates and dual oscillations. Stabili…
Decentralized optimization provides a fundamental framework for large-scale learning and signal processing with distributed data. We study decentralized optimization with orthogonality constraints on …
Zeroth-order optimization aims to minimize an objective function using only function evaluations, and is therefore fundamental in black-box optimization, hyperparameter tuning, bandit learning, and ad…
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