2 citations · 2 across the 4 of their papers we have counts for
6 papers
Near-Optimal Mixed Strategy for Zero-Sum Linear-Quadratic Differential Games
Tao Xu, Wang Xi, Jianping He
Deriving analytic solutions for optimal mixed strategies in zero-sum linear-quadratic differential games (ZSLQDGs) remains an open problem. In this paper, we analytically synthesiz…
Distributionally Robust Probabilistic Prediction for Stochastic Dynamical Systems
Tao Xu, Jianping He
Probabilistic prediction of stochastic dynamical systems (SDSs) aims to accurately predict the conditional probability distributions of future states. However, accurate probabilist…
Smart Predict-then-Optimize Method with Dependent Data: Risk Bounds and Calibration of Autoregression
Jixian Liu, Tao Xu, Jianping He +1
The predict-then-optimize (PTO) framework is indispensable for addressing practical stochastic decision-making tasks. It consists of two crucial steps: initially predicting unknown…
Robust Probabilistic Prediction for Stochastic Dynamical Systems
Tao Xu, Jianping He
It is critical and challenging to design robust predictors for stochastic dynamical systems (SDSs) with uncertainty quantification (UQ) in the prediction. Specifically, robustness…
Near-Optimal Mixed Strategy for Zero-Sum Differential Games
Tao Xu, Wang Xi, Jianping He
Synthesizing near-optimal mixed strategies for zero-sum differential games (ZSDGs) has been a longstanding challenge. Existing research mainly focuses on characterizing the theoret…
Probabilistic Predictability of Stochastic Dynamical Systems
Tao Xu, Yushan Li, Jianping He
To assess the quality of a probabilistic prediction for stochastic dynamical systems (SDSs), scoring rules assign a numerical score based on the predictive distribution and the mea…