Publications

Preprint

  • Yu, J., Cheng, X., Liu, J-G., & Zhao, H. (2024). Convergence analysis and acceleration of fictitious play for general MFGs via the best response arXiv: 2411.07989 [paper]

  • Liu, Y., Peng, W., Wang, T., & Yu, J. (2024). Zeroth-order stochastic cubic Newton method with low-rank Hessian estimation arXiv: 2410.22357 [paper]

  • Wang, T., Wang, Z., & Yu, J. (2024). Zeroth-order low-rank Hessian estimation via matrix recovery arXiv: 2402.05385 [paper]

Peer-reviewed Publications

  • Yu, J., Xiao, Q., Chen, T., & Lai, R (2024). A bilevel optimization method for inverse mean-field games. Inverse Problems, 40 (2024) 105016 [paper] [code]

  • Yu, J., Lai, R., Li, W., & Osher, S. (2024). A fast proximal gradient method and convergence analysis for dynamic mean field planning. Mathematics of Computation, 93 (2024), 603-642 [paper] [code]

  • Huang, H., Yu, J., Chen, J., & Lai, R. (2023). Bridging mean-field games and normalizing flows with trajectory regularization. Journal of Computational Physics, 487, 112155. [paper] [code]

  • Yu, J., Lai, R., Li, W., & Osher, S. (2023). Computational mean-field games on manifolds. Journal of Computational Physics, 484, 112070. [paper] [code]