3 papers
math.OC2026
A Computational Method for Solving the Stochastic Joint Replenishment Problem in High Dimensions
BarıŠAta, Wouter van Eekelen, Yuan Zhong
We consider a discrete-time formulation for a class of high-dimensional stochastic joint replenishment problems. First, we approximate the problem by a continuous-time impulse cont…
math.OC2026
A Theoretical Framework for Auxiliary-Loss-Free Load Balancing of Sparse Mixture-of-Experts in Large-Scale AI Models
X. Y. Han, Yuan Zhong
In large-scale AI training, Sparse Mixture-of-Experts (s-MoE) layers enable scaling by activating only a small subset of experts per token. An operational challenge in this design…
math.OC2025
Multilevel Picard scheme for solving high-dimensional drift control problems with state constraints
Yuan Zhong
Motivated by applications to the dynamic control of queueing networks, we develop a simulation-based scheme, the so-called multilevel Picard (MLP) approximation, for solving high-d…