111 citations · 331 across the 27 of their papers we have counts for
Showing math.OCShow all
2 papers · 1 filter
math.OC2022★ 17 cited
Bridging Mean-Field Games and Normalizing Flows with Trajectory Regularization
Han Huang, Jiajia Yu, Jie Chen +1
Mean-field games (MFGs) are a modeling framework for systems with a large number of interacting agents. They have applications in economics, finance, and game theory. Normalizing f…
math.OC2016★ 1 cited
Learning Low-Complexity Autoregressive Models via Proximal Alternating Minimization
Fu Lin, Jie Chen
We consider the estimation of the state transition matrix in vector autoregressive models, when time sequence data is limited but nonsequence steady-state data is abundant. To leve…