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Thompson Sampling Algorithm for Stochastic Differential Games
Ruolan He, UM
We study a stochastic differential game with $N$ competitive players in a linear-quadratic framework with ergodic cost, where...
On hypoellipticity of degenerate operators in testing and detection problems
Yuqiong Wang, UM.
We study a class of degenerate diffusion generators that arise in sequential testing and quickest detection problems with partial...
Mean-field analysis for the training of overparameterized Deep ResNet
Zhiyan Ding, UM
In this talk, I will present the mean-field analysis framework for overparameterized Deep ResNets. I will first establish the rigorous...
