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Liwei Lu
Liwei Lu
Tsinghua University
Verified email at mails.tsinghua.edu.cn
Title
Cited by
Cited by
Year
Temporal difference learning for high-dimensional PIDEs with jumps
L Lu, H Guo, X Yang, Y Zhu
arXiv preprint arXiv:2307.02766, 2023
22023
Weak Collocation Regression method: fast reveal hidden stochastic dynamics from high-dimensional aggregate data
L Lu, Z Zeng, Y Jiang, Y Zhu, P Hu
Journal of Computational Physics 502, 112799, 2024
12024
Multi-Agent Relative Investment Games in a Jump Diffusion Market with Deep Reinforcement Learning Algorithm
L Lu, R Hu, X Yang, Y Zhu
arXiv preprint arXiv:2404.11967, 2024
2024
Weak Collocation Regression for Inferring Stochastic Dynamics with L\'{e} vy Noise
L Guo, L Lu, Z Zeng, P Hu, Y Zhu
arXiv preprint arXiv:2403.08292, 2024
2024
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Articles 1–4