Xiaoli Wei
- Itô's formula for flows of measures on semimartingales
2020/10/11 by Xin Guo, Guo, Xin, Huyên Pham +3 · 7 citations
Economics, Econometrics and Finance · #60H30 #60K35 #93E20 #Credit Risk and Financial Regulations #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- Bellman equation and viscosity solutions for mean-field stochastic control problem
2015/12/24 by Huyên Pham, Xiaoli Wei, Pham, Huyên +1 · 6 citations
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Mean-Field Controls with Q-learning for Cooperative MARL: Convergence and Complexity Analysis
2020/02/10 by Haotian Gu, Gu, Haotian, Xin Guo +5 · 3 citations
Engineering · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Traffic control and management
- Dynamic Programming Principles for Mean-Field Controls with Learning
2019/11/17 by Haotian Gu, Gu, Haotian, Xin Guo +5 · 5 citations
Computer Science · Decision Sciences · Engineering · #49N80 #60J20 #68T05 #Advanced Bandit Algorithms Research #Advanced Control Systems Optimization #FOS: Mathematics #Optimization and Control (math.OC) #Reinforcement Learning in Robotics
- Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach
2018/09/04 by Huyên Pham, Xiaoli Wei, Pham, Huyen +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network Approach
2021/08/05 by Haotian Gu, Xin Guo, Gu, Haotian +5 · 1 citation
Computer Science · #49N80 #68T05 #68T07 #90C40 #Adaptive Dynamic Programming Control #Distributed Control Multi-Agent Systems #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Reinforcement Learning in Robotics
- Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
2024/07/07 by Lijun Bo, Bo, Lijun, Jingfei Wang +5 · 2 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Gas Dynamics and Kinetic Theory #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- Seismic Data Interpolation via Denoising Diffusion Implicit Models with Coherence-corrected Resampling
2023/07/09 by Xiaoli Wei, Wei, Xiaoli, Chunxia Zhang +13 · 1 citation
Earth and Planetary Sciences · Engineering · #Drilling and Well Engineering #FOS: Computer and information sciences #FOS: Physical sciences #Geophysics (physics.geo-ph) #Machine Learning (stat.ML) #Seismic Imaging and Inversion Techniques #Seismic Waves and Analysis
- Mean Field Control with Poissonian Common Noise: A Pathwise Compactification Approach
2025/05/29 by Lijun Bo, Bo, Lijun, Wang, Jingfei +4 · 5 citations
Computer Science · Mathematics · #Distributed Control Multi-Agent Systems #FOS: Mathematics #Mathematical Biology Tumor Growth #Optimization and Control (math.OC) #Optimization and Variational Analysis #Probability (math.PR)
- Continuous-time q-learning for mean-field control problems
2023/06/28 by Xiaoli Wei, Xiang Yu, Wei, Xiaoli +1 · 1 citation
Computer Science · Engineering · #Adaptive Dynamic Programming Control #Reinforcement Learning in Robotics #Advanced Control Systems Optimization
- Unified continuous-time q-learning for mean-field game and mean-field control problems
2024/07/05 by Xiaoli Wei, Wei, Xiaoli, Xiang Yu +3 · 1 citation
Engineering · #Guidance and Control Systems
- Selective cell death of latently HIV-infected CD4+ T cells mediated by autosis inducing nanopeptides
2019/05/29 by Gang Zhang, Brian T. Luk, Xiaoli Wei +4 · 1 voice
Immunology and Microbiology · Medicine · #HIV Research and Treatment #HIV/AIDS Research and Interventions #Mosquito-borne diseases and control