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ORCIDYufei Zhang 0001
Person information
- affiliation: Imperial College London, Department of Mathematics, Westminster, UK
- affiliation: University of Oxford, Mathematical Institute, UK
- affiliation (2021-2023): London School of Economics and Political Science, Department of Statistics, UK
Other persons with the same name
- Yufei Zhang (aka: Yu-Fei Zhang, Yu-fei Zhang) — disambiguation page
- Yufei Zhang 0002 — University of Electronic Science and Technology of China, UESTC, Center for Cybersecurity, DEC Group, China
- Yufei Zhang 0003
![[0000-0002-3751-4035]](https://dblp.uni-trier.de/img/orcid-mark.12x12.png "0000-0002-3751-4035")
— National University of Defense Technology, College of Electronic Science and Technology, Changsha, China - Yufei Zhang 0004 — Changchun University of Science and Technology, School of Computer Science and Technology, China
- Yufei Zhang 0005 — Shanghai Polytechnic University, School of Computer and Information Engineering, China
- Yufei Zhang 0006 — University of Science and Technology of China, Department of Electronic Engineering and Information Science, Hefei, China (and 2 more)
- Yufei Zhang 0007 — École polytechnique fédérale de Lausanne, EPFL, ETHOS Lab, School of Architecture, Civil and Environmental Engineering, Fribourg, Switzerland
- Yufei Zhang 0008 — University of Alabama at Birmingham, AL, USA
- Yufei Zhang 0009 — Hebei Normal University, College of Computer and Cyberspace Security, Shijiazhuang, China
- Yufei Zhang 0010 — Dalian Maritime University, College of Marine Engineering, China
- Yufei Zhang 0011 — Naval University of Engineering, Department of Communication Engineering, Wuhan, China
- Yufei Zhang 0012 — Trident Microsystems, Inc., Sunnyvale, CA, USA (and 1 more)
- Yufei Zhang 0013 (aka: Yu-fei Zhang 0013) — Southeast University, School of Energy and Environment, Nanjing, China
- Yufei Zhang 0014 (aka: Yu-Fei Zhang 0014) — Shanghai Jiao Tong University, Department of Computer Science and Engineering, China
- Yufei Zhang 0015 — Zhejiang University, College of Biomedical Engineering and Instrument Science, ZJU-UIUC Institute, China
- Yufei Zhang 0016 — National Satellite Ocean Application Service, State Ocean Administration, Beijing, China
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2020 – today
- 2024
[j9]Lukasz Szpruch, Tanut Treetanthiploet, Yufei Zhang:
Optimal Scheduling of Entropy Regularizer for Continuous-Time Linear-Quadratic Reinforcement Learning. SIAM J. Control. Optim. 62(1): 135-166 (2024)- [i17]Bekzhan Kerimkulov, David Siska, Lukasz Szpruch, Yufei Zhang:
Mirror Descent for Stochastic Control Problems with Measure-valued Controls. CoRR abs/2401.01198 (2024) - 2023
- [j8]Xin Guo, Anran Hu, Yufei Zhang:
Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls. SIAM J. Control. Optim. 61(2): 755-787 (2023) - [j7]Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang:
Linear Convergence of a Policy Gradient Method for Some Finite Horizon Continuous Time Control Problems. SIAM J. Control. Optim. 61(6): 3526-3558 (2023) - [i16]Melker Hoglund, Emilio Ferrucci, Camilo Hernández, Aitor Muguruza Gonzalez, Cristopher Salvi, Leandro Sánchez-Betancourt, Yufei Zhang:
A Neural RDE approach for continuous-time non-Markovian stochastic control problems. CoRR abs/2306.14258 (2023) - [i15]Tanut Treetanthiploet, Yufei Zhang, Lukasz Szpruch, Isaac Bowers-Barnard, Henrietta Ridley, James Hickey, Chris Pearce:
Insurance pricing on price comparison websites via reinforcement learning. CoRR abs/2308.06935 (2023) - [i14]Xin Guo, Yufei Zhang:
Towards An Analytical Framework for Potential Games. CoRR abs/2310.02259 (2023) - [i13]Bekzhan Kerimkulov, James-Michael Leahy, David Siska, Lukasz Szpruch, Yufei Zhang:
A Fisher-Rao gradient flow for entropy-regularised Markov decision processes in Polish spaces. CoRR abs/2310.02951 (2023) - 2022
- [j6]Matteo Basei, Xin Guo, Anran Hu, Yufei Zhang:
Logarithmic Regret for Episodic Continuous-Time Linear-Quadratic Reinforcement Learning over a Finite-Time Horizon. J. Mach. Learn. Res. 23: 178:1-178:34 (2022) - [i12]Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang:
Linear convergence of a policy gradient method for finite horizon continuous time stochastic control problems. CoRR abs/2203.11758 (2022) - [i11]Lukasz Szpruch, Tanut Treetanthiploet, Yufei Zhang:
Optimal scheduling of entropy regulariser for continuous-time linear-quadratic reinforcement learning. CoRR abs/2208.04466 (2022) - [i10]Michael Giegrich, Christoph Reisinger, Yufei Zhang:
Convergence of policy gradient methods for finite-horizon stochastic linear-quadratic control problems. CoRR abs/2211.00617 (2022) - 2021
- [j5]Christoph Reisinger, Yufei Zhang:
A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities. Comput. Math. Appl. 93: 199-213 (2021) - [j4]Kazufumi Ito, Christoph Reisinger, Yufei Zhang:
A Neural Network-Based Policy Iteration Algorithm with Global H2-Superlinear Convergence for Stochastic Games on Domains. Found. Comput. Math. 21(2): 331-374 (2021) - [j3]Christoph Reisinger, Yufei Zhang:
Regularity and Stability of Feedback Relaxed Controls. SIAM J. Control. Optim. 59(5): 3118-3151 (2021) - [i9]Xin Guo, Anran Hu, Yufei Zhang:
Reinforcement learning for linear-convex models with jumps via stability analysis of feedback controls. CoRR abs/2104.09311 (2021) - [i8]Lukasz Szpruch, Tanut Treetanthiploet, Yufei Zhang:
Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models. CoRR abs/2112.10264 (2021) - 2020
- [j2]Christoph Reisinger, Yufei Zhang:
Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems. SIAM J. Control. Optim. 58(1): 243-276 (2020) - [c1]Xinshi Chen, Yufei Zhang, Christoph Reisinger, Le Song:
Understanding Deep Architecture with Reasoning Layer. NeurIPS 2020 - [i7]Christoph Reisinger, Yufei Zhang:
Regularity and stability of feedback relaxed controls. CoRR abs/2001.03148 (2020) - [i6]Xinshi Chen, Yufei Zhang, Christoph Reisinger, Le Song:
Understanding Deep Architectures with Reasoning Layer. CoRR abs/2006.13401 (2020) - [i5]Matteo Basei, Xin Guo, Anran Hu, Yufei Zhang:
Logarithmic regret for episodic continuous-time linear-quadratic reinforcement learning over a finite-time horizon. CoRR abs/2006.15316 (2020) - [i4]Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang:
A posteriori error estimates for fully coupled McKean-Vlasov forward-backward SDEs. CoRR abs/2007.07731 (2020) - [i3]Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang:
Regularity and time discretization of extended mean field control problems: a McKean-Vlasov FBSDE approach. CoRR abs/2009.08175 (2020)
2010 – 2019
- 2019
- [j1]Christoph Reisinger, Yufei Zhang:
A Penalty Scheme for Monotone Systems with Interconnected Obstacles: Convergence and Error Estimates. SIAM J. Numer. Anal. 57(4): 1625-1648 (2019) - [i2]Christoph Reisinger, Yufei Zhang:
Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems. CoRR abs/1903.06652 (2019) - [i1]Kazufumi Ito, Christoph Reisinger, Yufei Zhang:
A neural network based policy iteration algorithm with global H2-superlinear convergence for stochastic games on domains. CoRR abs/1906.02304 (2019)
Coauthor Index
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