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Xuwei Yang
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Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control
M Huang, X Yang
Applied Mathematics & Optimization 84 (Suppl 2), 1969-2010, 2021
162021
Dynamic Cournot models for production of exhaustible commodities under stochastic demand
M Ludkovski, X Yang
Commodities, Energy and Environmental Finance, 371-396, 2015
142015
Linear Quadratic Mean Field Games: Decentralized O(1/N)-Nash Equilibria
M Huang, X Yang
Journal of Systems Science and Complexity 34 (5), 2003-2035, 2021
112021
Mean field game approach to production and exploration of exhaustible commodities
M Ludkovski, X Yang
arXiv preprint arXiv:1710.05131, 2017
112017
Linear quadratic mean field Stackelberg games: Master equations and time consistent feedback strategies
X Yang, M Huang
2021 60th IEEE Conference on Decision and Control (CDC), 171-176, 2021
82021
Mean field Stackelberg games: state feedback equilibrium
M Huang, X Yang
IFAC-PapersOnLine 53 (2), 2237-2242, 2020
72020
Linear quadratic mean field social optimization: asymptotic solvability
M Huang, X Yang
2019 IEEE 58th Conference on Decision and Control (CDC), 8210-8215, 2019
52019
Reality only happens once: Single-path generalization bounds for transformers
Y Limmer, A Kratsios, X Yang, R Saqur, B Horvath
arXiv preprint arXiv:2405.16563, 2024
42024
Neural Operators Can Play Dynamic Stackelberg Games
G Alvarez, I Ekren, A Kratsios, X Yang
arXiv preprint arXiv:2411.09644, 2024
12024
Deep Kalman Filters Can Filter
B Hovart, A Kratsios, Y Limmer, X Yang
arXiv preprint arXiv:2310.19603, 2023
12023
Regret-optimal federated transfer learning for kernel regression with applications in American option pricing
X Yang, A Kratsios, F Krach, M Grasselli, A Lucchi
arXiv preprint arXiv:2309.04557, 2023
12023
Linear-quadratic mean field Stackelberg games: master equations and decentralized feedback strategies
M Huang, X Yang
Les Cahiers du GERAD ISSN 711, 2440, 2023
12023
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