Du Ouyang

activity

20232026

most citedQuasi-Monte Carlo for unbounded integrands with importance sampling

4 citations · 4 across the 7 of their papers we have counts for

collaborators

Showing 2025Show all

2 papers · 1 filter

math.NA2025

Quasi-Monte Carlo integration over $R^{s}$ with boundary-damping importance sampling

Zexin Pan, Du Ouyang, Zhijian He

This paper proposes a new importance sampling (IS) that is tailored to quasi-Monte Carlo (QMC) integration over $R^{s}$ . IS introduces a multiplicative adjustment to the int…

cs.LG2025

Accuracy of Discretely Sampled Stochastic Policies in Continuous-time Reinforcement Learning

Yanwei Jia, Du Ouyang, Yufei Zhang

Stochastic policies (also known as relaxed controls) are widely used in continuous-time reinforcement learning algorithms. However, executing a stochastic policy and evaluating its…

Quasi-Monte Carlo integration over Rs with boundary-damping importance sampling

Accuracy of Discretely Sampled Stochastic Policies in Continuous-time Reinforcement Learning

Quasi-Monte Carlo integration over $R^{s}$ with boundary-damping importance sampling