Du Ouyang

Postdoctoral Researcher at CMAP, École Polytechnique

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du.ouyang@polytechnique.edu

I am a postdoctoral researcher at the Centre de Mathématiques Appliquées (CMAP), École Polytechnique, working under the supervison of Prof. Huyên Pham.

My research interests are numerical analysis, stochastic control, reinforcement learning, machine learning, and quasi-Monte Carlo methods.

I received my Ph.D. in Mathematics with Distinction from the Department of Mathematical Sciences at Tsinghua University in 2026, where I was advised by Prof. Xiaoqun Wang.

I am always happy to discuss research ideas and potential collaborations. Please feel free to contact me.

news

Jun 30, 2026 Du Ouyang received the Ph.D. in Mathematics with Distinction from Tsinghua University.

selected publications

  1. SINUM
    Achieving high convergence rates by quasi-Monte Carlo and importance sampling for unbounded integrands
    Du Ouyang, Xiaoqun Wang, and Zhijian He
    SIAM Journal on Numerical Analysis, 2024
    DOI
  2. Appl. Numer. Math.
    Generalization error analysis of deep backward dynamic programming for solving nonlinear PDEs
    Du Ouyang, Jichang Xiao, and Xiaoqun Wang
    Applied Numerical Mathematics, 2025
    DOI
  3. SICON
    Accuracy of discretely sampled stochastic policies in continuous-time reinforcement learning
    Yanwei Jia, Du Ouyang, and Yufei Zhang
    SIAM Journal on Control and Optimization, 2026
    Alphabetical order
    DOI