3 papers
math.PR2026
The -bounds for Derivatives of Unitary Developments of Random Continuous Geometric Rough Paths
Chong Liu, Zijiu Lyu, Hao Ni
In this paper we derive an explicit formula for derivatives of unitary developments of random continuous geometric rough paths of all orders and establish proper -bounds for t…
math.OC2025
Mean-Field Games with Constraints
Anran Hu, Zijiu Lyu
This paper introduces a framework of Constrained Mean-Field Games (CMFGs), where each agent solves a constrained Markov decision process (CMDP). This formulation captures scenarios…
cs.LG2025
Policy Transfer for Continuous-Time Reinforcement Learning: A (Rough) Differential Equation Approach
Xin Guo, Zijiu Lyu
This paper studies policy transfer, one of the well-known transfer learning techniques adopted in large language models, for continuous-time reinforcement learning problems. In the…