Learning mean-field games X Guo, A Hu, R Xu, J Zhang Advances in neural information processing systems 32, 2019 | 208 | 2019 |
Recent advances in reinforcement learning in finance B Hambly, R Xu, H Yang Mathematical Finance 33 (3), 437-503, 2023 | 114 | 2023 |
Learning in generalized linear contextual bandits with stochastic delays Z Zhou, R Xu, J Blanchet Advances in Neural Information Processing Systems 32, 2019 | 93 | 2019 |
Entropy regularization for mean field games with learning X Guo, R Xu, T Zariphopoulou Mathematics of Operations research 47 (4), 3239-3260, 2022 | 73 | 2022 |
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 | 67* | 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 | 62 | 2021 |
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 | 45 | 2023 |
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 | 41 | 2019 |
Mean-field multiagent reinforcement learning: A decentralized network approach H Gu, X Guo, X Wei, R Xu Mathematics of Operations Research, 2024 | 34 | 2024 |
Dynamic programming principles for mean-field controls with learning H Gu, X Guo, X Wei, R Xu Operations Research 71 (4), 1040-1054, 2023 | 33* | 2023 |
Tail-gan: Learning to simulate tail risk scenarios R Cont, M Cucuringu, R Xu, C Zhang arXiv preprint arXiv:2203.01664, 2022 | 26* | 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 | 23 | 2023 |
Scaling properties of deep residual networks AS Cohen, R Cont, A Rossier, R Xu International Conference on Machine Learning, 2039-2048, 2021 | 19 | 2021 |
Modelling COVID-19 contagion: risk assessment and targeted mitigation policies R Cont, A Kotlicki, R Xu Royal Society open science 8 (3), 201535, 2021 | 19 | 2021 |
Consistency and computation of regularized MLEs for multivariate Hawkes processes X Guo, A Hu, R Xu, J Zhang arXiv preprint arXiv:1810.02955, 2018 | 16 | 2018 |
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 |
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 | 10* | 2021 |
Dynamic programming principles for mean-field controls with learning H Gu, X Guo, X Wei, R Xu arXiv preprint arXiv:1911.07314, 2019 | 10 | 2019 |
Excursion risk A Ananova, R Cont, R Xu Available at SSRN 3723980, 2020 | 7 | 2020 |
Neural network-based score estimation in diffusion models: Optimization and generalization Y Han, M Razaviyayn, R Xu arXiv preprint arXiv:2401.15604, 2024 | 6 | 2024 |