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Xu, Renyuan

  1. Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon
    2020/11/20 by Hambly, Ben, Xu, Renyuan, Yang, Huining · 7 citations
    #37N35 #68Q32 #68T05 #91Bxx #93E35 #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Statistical Finance (q-fin.ST)
  2. A General Framework for Learning Mean-Field Games
    2020/03/13 by Xin Guo, Anran Hu, Guo, Xin +5 · 5 citations
    Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #Decision-Making and Behavioral Economics #Experimental Behavioral Economics Studies #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Sports Analytics and Performance
  3. Mean-Field Controls with Q-learning for Cooperative MARL: Convergence and Complexity Analysis
    2020/02/10 by Haotian Gu, Gu, Haotian, Xin Guo +5 · 4 citations
    Engineering · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Traffic control and management
  4. Dynamic Programming Principles for Mean-Field Controls with Learning
    2019/11/17 by Haotian Gu, Gu, Haotian, Xin Guo +5 · 6 citations
    Computer Science · Decision Sciences · Engineering · #49N80 #60J20 #68T05 #Advanced Bandit Algorithms Research #Advanced Control Systems Optimization #FOS: Mathematics #Optimization and Control (math.OC) #Reinforcement Learning in Robotics
  5. Tail-GAN: Learning to Simulate Tail Risk Scenarios
    2022/03/03 by Cont, Rama, Cucuringu, Mihai, Xu, Renyuan +1 · 3 citations
    #FOS: Economics and business #Risk Management (q-fin.RM)
  6. Neural Network-Based Score Estimation in Diffusion Models: Optimization and Generalization
    2024/01/28 by Yinbin Han, Meisam Razaviyayn, Han, Yinbin +3 · 4 citations
    Physics and Astronomy · #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Model Reduction and Neural Networks
  7. Entropy Regularization for Mean Field Games with Learning
    2020/09/30 by Guo, Xin, Xu, Renyuan, Zariphopoulou, Thaleia · 3 citations
    #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC)
  8. Fast Policy Learning for Linear Quadratic Control with Entropy Regularization
    2023/11/23 by Xin Guo, Xinyu Li, Guo, Xin +3 · 4 citations
    Computer Science · Engineering · #Adaptive Dynamic Programming Control #Advanced Control Systems Optimization #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Reinforcement Learning in Robotics
  9. Stochastic Control for Fine-tuning Diffusion Models: Optimality, Regularity, and Convergence
    2024/12/24 by Han, Yinbin, Razaviyayn, Meisam, Xu, Renyuan · 6 citations
    #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC)
  10. Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games
    2021/07/27 by Hambly, Ben, Xu, Renyuan, Yang, Huining · 2 citations
    #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC)
  11. Exploratory Optimal Stopping: A Singular Control Formulation
    2024/08/18 by Jodi Dianetti, Dianetti, Jodi, Giorgio Ferrari +3 · 5 citations
    Computer Science · Engineering · #35F21 #49-XX #68T05 #93E35 #Advanced Control Systems Optimization #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Optimization and Search Problems
  12. Interbank lending with benchmark rates: Pareto optima for a class of singular control games
    2020/05/11 by Cont, Rama, Guo, Xin, Xu, Renyuan · 1 citation
    #Dynamical Systems (math.DS) #FOS: Mathematics #Optimization and Control (math.OC)
  13. Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure
    2025/04/09 by Minshuo Chen, Renyuan Xu, Chen, Minshuo +5 · 5 citations
    Economics, Econometrics and Finance · Mathematics · Computer Science · #Stochastic processes and financial applications #Tensor decomposition and applications #Stochastic Gradient Optimization Techniques
  14. Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network Approach
    2021/08/05 by Haotian Gu, Gu, Haotian, Xin Guo +5 · 1 citation
    Computer Science · #49N80 #68T05 #68T07 #90C40 #Adaptive Dynamic Programming Control #Distributed Control Multi-Agent Systems #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Reinforcement Learning in Robotics
  15. Periodic Trading Activities in Financial Markets: Mean-field Liquidation Game with Major-Minor Players
    2024/08/18 by Yufan Chen, Chen, Yufan, Lan Wu +5 · 2 citations
    Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #Stochastic processes and financial applications
  16. Entropy Regularization in Mean-Field Games of Optimal Stopping
    2025/09/23 by Dianetti, Jodi, Dumitrescu, Roxana, Ferrari, Giorgio +1 · 1 citation
    #FOS: Mathematics #Optimization and Control (math.OC)
  17. Stochastic Games for Fuel Followers Problem: N vs MFG
    2018/03/08 by Xin Guo, Renyuan Xu, Guo, Xin +1 · 1 citation
    Economics, Econometrics and Finance · #Climate Change Policy and Economics #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications