2 papers
math.PR2026
Schrödinger bridge with transport relaxation
Yifan Jiang, Renyuan Xu, Luhao Zhang
Motivated by modern machine learning applications where we only have access to empirical measures constructed from finite samples, we relax the marginal constraints of the classica…
math.OC2026
Decision Making under Costly Sequential Information Acquisition: the Paradigm of Reversible and Irreversible Decisions
Renyuan Xu, Thaleia Zariphopoulou, Luhao Zhang
Decision making in modern stochastic systems, including e-commerce platforms, financial markets and healthcare systems, has evolved into a multifaceted process that combines inform…