6 citations · 7 across the 3 of their papers we have counts for
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math.OC2020★ 1 cited
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…
cs.LG2020★ 6 cited
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…