Huafu Liao

Publication Activity (10 Years)

Years Active: 2019-2024
Publications (10 Years): 4

Top Topics

Convergence Analysis

Robust Optimization

Top Venues

SIAM J. Control. Optim.

Publications

Huafu Liao, Alpár Richárd Mészáros, Chenchen Mou, Chao Zhou
Convergence analysis of controlled particle systems arising in deep learning: from finite to infinite sample size. CoRR (2024)
Lijun Bo, Agostino Capponi, Huafu Liao
Large Sample Mean-Field Stochastic Optimization. SIAM J. Control. Optim. 60 (4) (2022)
Lijun Bo, Huafu Liao, Xiang Yu
Optimal Tracking Portfolio with a Ratcheting Capital Benchmark. SIAM J. Control. Optim. 59 (3) (2021)
Lijun Bo, Huafu Liao, Xiang Yu
Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching. SIAM J. Control. Optim. 57 (1) (2019)