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Renyuan Xu
标题
引用次数
引用次数
年份
Learning mean-field games
X Guo, A Hu, R Xu, J Zhang
Advances in Neural Information Processing Systems 32, 2019
1292019
Learning in generalized linear contextual bandits with stochastic delays
Z Zhou, R Xu, J Blanchet
Advances in Neural Information Processing Systems 32, 2019
722019
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
40*2021
Entropy regularization for mean field games with learning
X Guo, R Xu, T Zariphopoulou
Mathematics of Operations Research 47 (4), 3239-3260, 2022
362022
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
352021
A general framework for learning mean-field games
X Guo, A Hu, R Xu, J Zhang
Mathematics of Operations Research, 2022
332022
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
332019
Recent advances in reinforcement learning in finance
B Hambly, R Xu, H Yang
arXiv preprint arXiv:2112.04553, 2021
292021
Dynamic programming principles for mean-field controls with learning
H Gu, X Guo, X Wei, R Xu
Operations Research, 2023
28*2023
Mean-field multi-agent reinforcement learning: A decentralized network approach
H Gu, X Guo, X Wei, R Xu
arXiv preprint arXiv:2108.02731, 2021
162021
Modelling COVID-19 contagion: risk assessment and targeted mitigation policies
R Cont, A Kotlicki, R Xu
Royal Society open science 8 (3), 201535, 2021
152021
Scaling properties of deep residual networks
AS Cohen, R Cont, A Rossier, R Xu
International Conference on Machine Learning, 2039-2048, 2021
132021
Consistency and computation of regularized mles for multivariate hawkes processes
X Guo, A Hu, R Xu, J Zhang
arXiv preprint arXiv:1810.02955, 2018
132018
Policy gradient methods find the Nash equilibrium in N-player general-sum linear-quadratic games
B Hambly, R Xu, H Yang
arXiv preprint arXiv:2107.13090, 2021
122021
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
11*2022
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
8*2021
Excursion risk
A Ananova, R Cont, R Xu
arXiv preprint arXiv:2011.02870, 2020
42020
Transaction cost analytics for corporate bonds
X Guo, CA Lehalle, R Xu
Quantitative Finance 22 (7), 1295-1319, 2022
3*2022
Tail-gan: Nonparametric scenario generation for tail risk estimation
R Cont, M Cucuringu, R Xu, C Zhang
arXiv preprint arXiv:2203.01664, 2022
22022
Asymptotic Analysis of Deep Residual Networks
R Cont, A Rossier, R Xu
arXiv preprint arXiv:2212.08199, 2022
12022
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