4 citations · 4 across the 2 of their papers we have counts for
7 papers
Decomposing User-APP Graph into Subgraphs for Effective APP and User Embedding Learning
Tan Yu, Jun Zhi, Yufei Zhang +3
APP-installation information is helpful to describe the user's characteristics. The users with similar APPs installed might share several common interests and behave similarly in s…
Path regularity of coupled McKean-Vlasov FBSDEs
Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang
This paper establishes Hölder time regularity of solutions to coupled McKean-Vlasov forward-backward stochastic differential equations (MV-FBSDEs). This is not only of fundamental…
Understanding Deep Architectures with Reasoning Layer
Xinshi Chen, Yufei Zhang, Christoph Reisinger +1
Recently, there has been a surge of interest in combining deep learning models with reasoning in order to handle more sophisticated learning tasks. In many cases, a reasoning task…
A neural network based policy iteration algorithm with global -superlinear convergence for stochastic games on domains
Kazufumi Ito, Christoph Reisinger, Yufei Zhang
In this work, we propose a class of numerical schemes for solving semilinear Hamilton-Jacobi-Bellman-Isaacs (HJBI) boundary value problems which arise naturally from exit time prob…
Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems
Christoph Reisinger, Yufei Zhang
In this paper, we establish that for a wide class of controlled stochastic differential equations (SDEs) with stiff coefficients, the value functions of corresponding zero-sum game…
Error estimates of penalty schemes for quasi-variational inequalities arising from impulse control problems
Christoph Reisinger, Yufei Zhang
This paper proposes penalty schemes for a class of weakly coupled systems of Hamilton-Jacobi-Bellman quasi-variational inequalities (HJBQVIs) arising from stochastic hybrid control…