:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Ludkovski, Michael, Xie, Changgen, Zhu, Zimu
Format:	Preprint
Published:	2025
Subjects:	Numerical Analysis Machine Learning 91B43, 68T07, 93E20
Online Access:	https://arxiv.org/abs/2511.04309
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A Dynamic Principal Agent Problem with One-sided Commitment
by: Zhang, Jianfeng, et al.
Published: (2022)

Physics-informed approach for exploratory Hamilton--Jacobi--Bellman equations via policy iterations
by: Kim, Yeongjong, et al.
Published: (2025)

Potential Games on Unimodular Random Graphs
by: Neuman, Eyal, et al.
Published: (2026)

Neural Actor-Critic Methods for Hamilton-Jacobi-Bellman PDEs: Asymptotic Analysis and Numerical Studies
by: Cohen, Samuel N., et al.
Published: (2025)

Duality and DeepMartingale for High-Dimensional Optimal Switching: Computable Upper Bounds and Approximation-Expressivity Guarantees
by: Ye, Junyan, et al.
Published: (2026)

Stochastic Games on Large Sparse Graphs
by: Neuman, Eyal, et al.
Published: (2026)

Stochastic Graphon Games with Interventions
by: Neuman, Eyal, et al.
Published: (2025)

Deep Quadratic Hedging
by: Gnoatto, Alessandro, et al.
Published: (2022)

Money-Back Tontines for Retirement Decumulation: Neural-Network Optimization under Systematic Longevity Risk
by: Orozco, German Nova, et al.
Published: (2026)

Neural Policy Iteration for Stochastic Optimal Control: A Physics-Informed Approach
by: Kim, Yeongjong, et al.
Published: (2025)

The deep multi-FBSDE method: a robust deep learning method for coupled FBSDEs
by: Andersson, Kristoffer, et al.
Published: (2025)

Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark
by: van Staden, Pieter, et al.
Published: (2024)

The Compound BSDE Method: A Fully Forward Method for Option Pricing and Optimal Stopping Problems in Finance
by: Huang, Zhipeng, et al.
Published: (2026)

Solving Optimal Execution Problems via In-Context Operator Networks
by: Meng, Tingwei, et al.
Published: (2025)

Deep Hilbert--Galerkin Methods for Infinite-Dimensional PDEs and Optimal Control
by: Cohen, Samuel N., et al.
Published: (2026)

A new approach to principal-agent problems with volatility control
by: Chiusolo, Alessandro, et al.
Published: (2024)

Trading in residential energy systems with storage: a kinetic mean-field approach
by: Fabini, Margherita, et al.
Published: (2026)

Deep Relaxation of Controlled Stochastic Gradient Descent via Singular Perturbations
by: Bardi, Martino, et al.
Published: (2022)

Equation-Free Coarse Control of Distributed Parameter Systems via Local Neural Operators
by: Fabiani, Gianluca, et al.
Published: (2025)

Exploratory Randomization for Discrete-Time Linear Exponential Quadratic Gaussian (LEQG) Problem
by: Lleo, Sebastien, et al.
Published: (2025)

Leader-Follower Linear-Quadratic Stochastic Graphon Games
by: Chen, Weijia, et al.
Published: (2026)

A deep solver for BSDEs with jumps
by: Andersson, Kristoffer, et al.
Published: (2022)

Deep neural networks can provably solve Bellman equations for Markov decision processes without the curse of dimensionality
by: Jentzen, Arnulf, et al.
Published: (2025)

Generative Market Equilibrium Models with Stable Adversarial Learning via Reinforcement
by: Kratsios, Anastasis, et al.
Published: (2025)

Solving Approximation Tasks with Greedy Deep Kernel Methods
by: Klink, Marian, et al.
Published: (2025)

Fractional-Boundary-Regularized Deep Galerkin Method for Variational Inequalities in Mixed Optimal Stopping and Control
by: Zhao, Yun, et al.
Published: (2025)

Learning of discrete models of variational PDEs from data
by: Offen, Christian, et al.
Published: (2023)

Exploratory Randomization for Discrete-Time Risk-Sensitive Benchmarked Investment Management with Reinforcement Learning
by: Lleo, Sebastien, et al.
Published: (2026)

Risk-sensitive linear-quadratic-Gaussian graphon mean-field games
by: Chen, Tian, et al.
Published: (2026)

Stochastic Graphon Games with Memory
by: Neuman, Eyal, et al.
Published: (2024)

Optimal Comfortable Consumption under Epstein-Zin utility
by: Tian, Dejian, et al.
Published: (2025)

A forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations
by: Kapllani, Lorenc, et al.
Published: (2024)

A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations
by: Kapllani, Lorenc, et al.
Published: (2024)

Reinforcement Learning for Speculative Trading under Exploratory Framework
by: Zhao, Yun, et al.
Published: (2026)

In-Context Operator Learning on the Space of Probability Measures
by: Cole, Frank, et al.
Published: (2026)

Mirror Descent for Stochastic Control Problems with Measure-valued Controls
by: Kerimkulov, Bekzhan, et al.
Published: (2024)

Modeling Vehicle-Type-Specific Pedestrian Crash Avoidance Behavior in Safety-Critical Interactions Using Smooth-Mamba Deep Reinforcement Learning
by: Pu, Qingwen, et al.
Published: (2026)

Marrying Compressed Sensing and Deep Signal Separation
by: Hickok, Truman, et al.
Published: (2024)

A Theory of Multilevel Interactive Equilibrium in NeuroAI
by: Chen, Zhe Sage, et al.
Published: (2026)

Probabilistic Analysis of Graphon Mean Field Control
by: Cao, Zhongyuan, et al.
Published: (2025)