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Sequential Decision-Making

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• On Bellman Equations for Continuous-time Policy Evaluation: High-order Discretization and Function Approximation. [pdf]

Wenlong Mou, Yuhua Zhu*.

Preprint, 2024.

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• PhiBE: A PDE-based Bellman Equation for Continuous Time Policy Evaluation. [pdf]

Yuhua Zhu.

Preprint, 2024.

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• Continuous-in-time Limit for Bayesian Bandits. [pdf]

Yuhua Zhu, Zachary Izzo and Lexing Ying.​ 

Journal of Machine Learning Research (JMLR), 2023. 

Matlab code

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• Operator Augmentation for Model-based Policy Evaluation. [pdf]

Xun Tang, Lexing Ying and Yuhua Zhu*.​ 

Communications in Mathematical Sciences, 2023. ​

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• Variational Actor-Critic Algorithms. [pdf]

Yuhua Zhu and Lexing Ying.​

ESAIM: Control, Optimisation and Calculus of Variations, 2023.

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• A Note on Optimization Formulations of Markov Decision Processes. [pdf]

Lexing Ying and Yuhua Zhu.​

Communications in Mathematical Sciences, 2021, to appear.​

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• Borrowing From the Future: Addressing Double Sampling in Model-free Control. [pdf]

Yuhua Zhu, Zachary Izzo and Lexing Ying

Mathematical and Scientific Machine Learning, PMLR, 2021.​

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• Borrowing From the Future: An Attempt to Address Double Sampling. [pdf]

Yuhua Zhu and Lexing Ying.

Mathematical and Scientific Machine Learning, PMLR 107:246-268, 2020. 

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*: Alphabetical authorship.

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