Renyuan Xu

Publication Activity (10 Years)

Years Active: 2019-2024
Publications (10 Years): 31

Top Topics

Nash Equilibrium

Reinforcement Learning

Generalized Linear

Diffusion Models

Top Venues

Math. Oper. Res.

SIAM J. Control. Optim.

Publications

José H. Blanchet, Renyuan Xu, Zhengyuan Zhou
Delay-Adaptive Learning in Generalized Linear Contextual Bandits. Math. Oper. Res. 49 (1) (2024)
Yinbin Han, Meisam Razaviyayn, Renyuan Xu
Neural Network-Based Score Estimation in Diffusion Models: Optimization and Generalization. CoRR (2024)
Yinbin Han, Meisam Razaviyayn, Renyuan Xu
Neural Network-Based Score Estimation in Diffusion Models: Optimization and Generalization. ICLR (2024)
Haoyang Cao, Zhengqi Wu, Renyuan Xu
Inference of Utilities and Time Preference in Sequential Decision-Making. CoRR (2024)
Ben M. Hambly, Renyuan Xu, Huining Yang
Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games. J. Mach. Learn. Res. 24 (2023)
Xin Guo, Xinyu Li, Renyuan Xu
Fast Policy Learning for Linear Quadratic Regulator with Entropy Regularization. CoRR (2023)
Xin Guo, Anran Hu, Renyuan Xu, Junzi Zhang
A General Framework for Learning Mean-Field Games. Math. Oper. Res. 48 (2) (2023)
Haotian Gu, Xin Guo, Xiaoli Wei, Renyuan Xu
Dynamic Programming Principles for Mean-Field Controls with Learning. Oper. Res. 71 (4) (2023)
Zhengqi Wu, Renyuan Xu
Risk-sensitive Markov Decision Process and Learning under General Utility Functions. CoRR (2023)
Yinbin Han, Meisam Razaviyayn, Renyuan Xu
Policy Gradient Converges to the Globally Optimal Policy for Nearly Linear-Quadratic Regulators. CoRR (2023)
Jingwei Ji, Renyuan Xu, Ruihao Zhu
Risk-Aware Linear Bandits: Theory and Applications in Smart Order Routing. CoRR (2022)
Rama Cont, Alain Rossier, Renyuan Xu
Convergence and Implicit Regularization Properties of Gradient Descent for Deep Residual Networks. CoRR (2022)
Xin Guo, Wenpin Tang, Renyuan Xu
A Class of Stochastic Games and Moving Free Boundary Problems. SIAM J. Control. Optim. 60 (2) (2022)
Rama Cont, Alain Rossier, Renyuan Xu
Asymptotic Analysis of Deep Residual Networks. CoRR (2022)
Xin Guo, Renyuan Xu, Thaleia Zariphopoulou
Entropy Regularization for Mean Field Games with Learning. Math. Oper. Res. 47 (4) (2022)
Jingwei Ji, Renyuan Xu, Ruihao Zhu
Risk-Aware Linear Bandits with Application in Smart Order Routing. ICAIF (2022)
Haotian Gu, Xin Guo, Xiaoli Wei, Renyuan Xu
Mean-Field Controls with Q-Learning for Cooperative MARL: Convergence and Complexity Analysis. SIAM J. Math. Data Sci. 3 (4) (2021)
Alain-Sam Cohen, Rama Cont, Alain Rossier, Renyuan Xu
Scaling Properties of Deep Residual Networks. ICML (2021)
Ben Hambly, Renyuan Xu, Huining Yang
Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games. CoRR (2021)
Ben Hambly, Renyuan Xu, Huining Yang
Recent Advances in Reinforcement Learning in Finance. CoRR (2021)
Alain-Sam Cohen, Rama Cont, Alain Rossier, Renyuan Xu
Scaling Properties of Deep Residual Networks. CoRR (2021)
Haotian Gu, Xin Guo, Xiaoli Wei, Renyuan Xu
Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network Approach. CoRR (2021)
Ben Hambly, Renyuan Xu, Huining Yang
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon. SIAM J. Control. Optim. 59 (5) (2021)
Haotian Gu, Xin Guo, Xiaoli Wei, Renyuan Xu
Q-Learning for Mean-Field Controls. CoRR (2020)
Ben Hambly, Renyuan Xu, Huining Yang
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon. CoRR (2020)
Xin Guo, Anran Hu, Renyuan Xu, Junzi Zhang
A General Framework for Learning Mean-Field Games. CoRR (2020)
Xin Guo, Renyuan Xu, Thaleia Zariphopoulou
Entropy Regularization for Mean Field Games with Learning. CoRR (2020)
Jose H. Blanchet, Renyuan Xu, Zhengyuan Zhou
Delay-Adaptive Learning in Generalized Linear Contextual Bandits. CoRR (2020)
Zhengyuan Zhou, Renyuan Xu, Jose H. Blanchet
Learning in Generalized Linear Contextual Bandits with Stochastic Delays. NeurIPS (2019)
Xin Guo, Renyuan Xu
Stochastic Games for Fuel Follower Problem: N versus Mean Field Game. SIAM J. Control. Optim. 57 (1) (2019)
Xin Guo, Anran Hu, Renyuan Xu, Junzi Zhang
Learning Mean-Field Games. NeurIPS (2019)