6 citations · 7 across the 3 of their papers we have counts for
4 papers
Approximating the Optimal Transport Plan via Particle-Evolving Method
Shu Liu, Haodong Sun, Hongyuan Zha
Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely us…
Risk-sensitive Dynkin games with heterogeneous Poisson random intervention times
Gechun Liang, Haodong Sun
The paper solves constrained Dynkin games with risk-sensitive criteria, where two players are allowed to stop at two independent Poisson random intervention times, via the theory o…
Learning Cost Functions for Optimal Transport
Shaojun Ma, Haodong Sun, Xiaojing Ye +2
Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained con…
Dynkin games with Poisson random intervention times
Gechun Liang, Haodong Sun
This paper introduces a new class of Dynkin games, where the two players are allowed to make their stopping decisions at a sequence of exogenous Poisson arrival times. The value fu…