Xin Guo

Publication Activity (10 Years)

Years Active: 2004-2024
Publications (10 Years): 20

Top Topics

Linear Quadratic

Mathematical Framework

Transfer Learning

Top Venues

Math. Oper. Res.

J. Appl. Probab.

SIAM J. Math. Data Sci.

Publications

Haoyang Cao, Xin Guo
Stochastic differential equation approximations of generative adversarial network training and its long-run behavior. J. Appl. Probab. 61 (2) (2024)
Haoyang Cao, Xin Guo, Mathieu Laurière
Connecting GANs, Mean-Field Games, and Optimal Transport. SIAM J. Appl. Math. 84 (4) (2024)
Haotian Gu, Tim Jacobs, Philip M. Kaminsky, Xin Guo, Xinyu Li
Transportation Market Rate Forecast Using Signature Transform. CoRR (2024)
Haotian Gu, Xin Guo, Timothy L. Jacobs, Philip M. Kaminsky, Xinyu Li
Transportation Marketplace Rate Forecast Using Signature Transform. KDD (2024)
Haoyang Cao, Haotian Gu, Xin Guo
Feasibility of Transfer Learning: A Mathematical Framework. CoRR (2023)
Xin Guo, Xinyu Li, Renyuan Xu
Fast Policy Learning for Linear Quadratic Regulator with Entropy Regularization. CoRR (2023)
Xin Guo, Anran Hu, Yufei Zhang
Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls. SIAM J. Control. Optim. 61 (2) (2023)
Xin Guo, Anran Hu, Renyuan Xu, Junzi Zhang
A General Framework for Learning Mean-Field Games. Math. Oper. Res. 48 (2) (2023)
Haoyang Cao, Haotian Gu, Xin Guo, Mathieu Rosenbaum
Transfer Learning for Portfolio Optimization. CoRR (2023)
Haoyang Cao, Haotian Gu, Xin Guo, Mathieu Rosenbaum
Risk of Transfer Learning and its Applications in Finance. CoRR (2023)
Haoyang Cao, Haotian Gu, Xin Guo, Mathieu Rosenbaum
Feasibility and Transferability of Transfer Learning: A Mathematical Framework. CoRR (2023)
Haotian Gu, Xin Guo, Xiaoli Wei, Renyuan Xu
Dynamic Programming Principles for Mean-Field Controls with Learning. Oper. Res. 71 (4) (2023)
Xin Guo, Yufei Zhang
Towards An Analytical Framework for Potential Games. CoRR (2023)
Xin Guo, Renyuan Xu, Thaleia Zariphopoulou
Entropy Regularization for Mean Field Games with Learning. Math. Oper. Res. 47 (4) (2022)
Xin Guo, Johnny Hong, Tianyi Lin, Nan Yang
Relaxed Wasserstein with Applications to GANs. ICASSP (2021)
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)
Tianyi Lin, Zhiyue Hu, Xin Guo
Sparsemax and Relaxed Wasserstein for Topic Sparsity. WSDM (2019)
Tianyi Lin, Zhiyue Hu, Xin Guo
Sparsemax and Relaxed Wasserstein for Topic Sparsity. CoRR (2018)
Xin Guo, Johnny Hong, Nan Yang
Ambiguity set and learning via Bregman and Wasserstein. CoRR (2017)
Xin Guo, Johnny Hong, Tianyi Lin, Nan Yang
Relaxed Wasserstein with Applications to GANs. CoRR (2017)
Xin Guo, Philip M. Kaminsky, Pascal I. Tomecek, M. Yuen
Optimal spot market inventory strategies in the presence of cost and price risk. Math. Methods Oper. Res. 73 (1) (2011)
Mark H. A. Davis, Xin Guo, Guoliang Wu
Impulse Control of Multidimensional Jump Diffusions. SIAM J. Control. Optim. 48 (8) (2010)
Xin Guo, Guoliang Wu
Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes. SIAM J. Control. Optim. 48 (2) (2009)
Xin Guo, Robert A. Jarrow, Yan Zeng
Credit Risk Models with Incomplete Information. Math. Oper. Res. 34 (2) (2009)
Xin Guo, Pascal I. Tomecek
A Class of Singular Control Problems and the Smooth Fit Principle. SIAM J. Control. Optim. 47 (6) (2009)
Xin Guo, Pascal I. Tomecek
Connecting singular control with optimal switching. CDC (2008)
Xin Guo, Pascal I. Tomecek
Connections between Singular Control and Optimal Switching. SIAM J. Control. Optim. 47 (1) (2008)
Xin Guo, Qing Zhang
Optimal selling rules in a regime switching model. IEEE Trans. Autom. Control. 50 (9) (2005)
Arindam Banerjee, Xin Guo, Hui Wang
On the optimality of conditional expectation as a Bregman predictor. IEEE Trans. Inf. Theory 51 (7) (2005)
Xin Guo, Jianjun Miao, Erwan Morellec
Irreversible investment with regime shifts. J. Econ. Theory 122 (1) (2005)
Arindam Banerjee, Xin Guo, Hui Wang
Optimal Bregman prediction and Jensen's equality. ISIT (2004)
Xin Guo, Yingdong Lu, Mark S. Squillante
Optimal probabilistic routing in distributed parallel queues. SIGMETRICS Perform. Evaluation Rev. 32 (2) (2004)
Qing Zhang, Xin Guo
Closed-Form Solutions for Perpetual American Put Options with Regime Switching. SIAM J. Appl. Math. 64 (6) (2004)