Renyuan Xu
Cited by
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Learning mean-field games
X Guo, A Hu, R Xu, J Zhang
arXiv preprint arXiv:1901.09585, 2019
Learning in generalized linear contextual bandits with stochastic delays
Z Zhou, R Xu, J Blanchet
Advances in Neural Information Processing Systems 32, 5197-5208, 2019
Dynamic Programming Principles for Mean-Field Controls with Learning
H Gu, X Guo, X Wei, R Xu
arXiv preprint arXiv:1911.07314, 2019
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
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
A general framework for learning mean-field games
X Guo, A Hu, R Xu, J Zhang
arXiv preprint arXiv:2003.06069, 2020
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
Entropy regularization for mean field games with learning
X Guo, R Xu, T Zariphopoulou
arXiv preprint arXiv:2010.00145, 2020
Consistency and computation of regularized mles for multivariate Hawkes processes
X Guo, A Hu, R Xu, J Zhang
arXiv preprint arXiv:1810.02955, 2018
Modelling COVID-19 contagion: risk assessment and targeted mitigation policies
R Cont, A Kotlicki, R Xu
Royal Society open science 8 (3), 201535, 2020
A class of stochastic games and moving free boundary problems
X Guo, W Tang, R Xu
arXiv preprint arXiv:1809.03459, 2018
Scaling Properties of Deep Residual Networks
AS Cohen, R Cont, A Rossier, R Xu
arXiv preprint arXiv:2105.12245, 2021
Excursion risk
A Ananova, R Cont, R Xu
arXiv preprint arXiv:2011.02870, 2020
Mean-field multi-agent reinforcement learning: A decentralized network approach
H Gu, X Guo, X Wei, R Xu
arXiv preprint arXiv:2108.02731, 2021
Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games
BM Hambly, R Xu, H Yang
Available at SSRN 3894471, 2021
Interbank lending with benchmark rates: Pareto optima for a class of singular control games
R Cont, X Guo, R Xu
Mathematical Finance, 2021
Stylized Facts on Price Formation on Corporate Bonds and Best Execution Analysis
X Guo, CA Lehalle, R Xu
arXiv preprint arXiv:1903.09140, 2019
Delay-Adaptive Learning in Generalized Linear Contextual Bandits
J Blanchet, R Xu, Z Zhou
arXiv preprint arXiv:2003.05174, 2020
Stochastic Games: Nash Equilibrium, Pareto Optimality, Price of Anarchy, and Learning
R Xu
University of California, Berkeley, 2019
Dynamic Programming Principles for Learning Mean-Field Controls Download PDF
H Gu, X Guo, X Wei, R Xu
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