Sledovať
Renyuan Xu
Názov
Citované v
Citované v
Rok
Learning mean-field games
X Guo, A Hu, R Xu, J Zhang
Advances in neural information processing systems 32, 2019
2372019
Recent advances in reinforcement learning in finance
B Hambly, R Xu, H Yang
Mathematical Finance 33 (3), 437-503, 2023
2202023
Learning in generalized linear contextual bandits with stochastic delays
Z Zhou, R Xu, J Blanchet
Advances in Neural Information Processing Systems 32, 2019
1102019
Entropy regularization for mean field games with learning
X Guo, R Xu, T Zariphopoulou
Mathematics of Operations research 47 (4), 3239-3260, 2022
892022
Mean-field controls with Q-learning for cooperative MARL: convergence and complexity analysis
H Gu, X Guo, X Wei, R Xu
SIAM Journal on Mathematics of Data Science 3 (4), 1168-1196, 2021
89*2021
Policy gradient methods for the noisy linear quadratic regulator over a finite horizon
B Hambly, R Xu, H Yang
SIAM Journal on Control and Optimization 59 (5), 3359-3391, 2021
822021
A general framework for learning mean-field games
X Guo, A Hu, R Xu, J Zhang
Mathematics of Operations Research 48 (2), 656-686, 2023
562023
Stochastic Games for Fuel Follower Problem: versus Mean Field Game
X Guo, R Xu
SIAM Journal on Control and Optimization 57 (1), 659-692, 2019
442019
Dynamic programming principles for mean-field controls with learning
H Gu, X Guo, X Wei, R Xu
Operations Research 71 (4), 1040-1054, 2023
42*2023
Mean-field multiagent reinforcement learning: A decentralized network approach
H Gu, X Guo, X Wei, R Xu
Mathematics of Operations Research 50 (1), 506-536, 2025
412025
Tail-gan: Learning to simulate tail risk scenarios
R Cont, M Cucuringu, R Xu, C Zhang
arXiv preprint arXiv:2203.01664, 2022
37*2022
Policy gradient methods find the nash equilibrium in n-player general-sum linear-quadratic games
B Hambly, R Xu, H Yang
Journal of Machine Learning Research 24 (139), 1-56, 2023
342023
Scaling properties of deep residual networks
AS Cohen, R Cont, A Rossier, R Xu
International Conference on Machine Learning, 2039-2048, 2021
232021
Modelling COVID-19 contagion: risk assessment and targeted mitigation policies
R Cont, A Kotlicki, R Xu
Royal Society open science 8 (3), 201535, 2021
222021
Neural network-based score estimation in diffusion models: Optimization and generalization
Y Han, M Razaviyayn, R Xu
arXiv preprint arXiv:2401.15604, 2024
212024
Consistency and computation of regularized MLEs for multivariate Hawkes processes
X Guo, A Hu, R Xu, J Zhang
arXiv preprint arXiv:1810.02955, 2018
212018
Interbank lending with benchmark rates: Pareto optima for a class of singular control games
R Cont, X Guo, R Xu
Mathematical Finance 31 (4), 1357-1393, 2021
13*2021
A class of stochastic games and moving free boundary problems
X Guo, W Tang, R Xu
SIAM Journal on Control and Optimization 60 (2), 758-785, 2022
12*2022
Dynamic programming principles for mean-field controls with learning
H Gu, X Guo, X Wei, R Xu
arXiv preprint arXiv:1911.07314, 2019
112019
Excursion risk
A Ananova, R Cont, R Xu
Available at SSRN 3723980, 2020
92020
Systém momentálne nemôže vykonať operáciu. Skúste to neskôr.
Články 1–20