Renyuan Xu

According to our database, Renyuan Xu authored at least 23 papers between 2019 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Neural Network-Based Score Estimation in Diffusion Models: Optimization and Generalization.

Yinbin Han, Meisam Razaviyayn, Renyuan Xu

CoRR, 2024

2023

Dynamic Programming Principles for Mean-Field Controls with Learning.

Haotian Gu, Xin Guo, Xiaoli Wei, Renyuan Xu

Oper. Res., July, 2023

A General Framework for Learning Mean-Field Games.

Xin Guo, Anran Hu, Renyuan Xu, Junzi Zhang

Math. Oper. Res., May, 2023

Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games.

Ben M. Hambly, Renyuan Xu, Huining Yang

J. Mach. Learn. Res., 2023

Fast Policy Learning for Linear Quadratic Regulator with Entropy Regularization.

Xin Guo, Xinyu Li, Renyuan Xu

CoRR, 2023

Risk-sensitive Markov Decision Process and Learning under General Utility Functions.

Zhengqi Wu, Renyuan Xu

CoRR, 2023

Policy Gradient Converges to the Globally Optimal Policy for Nearly Linear-Quadratic Regulators.

Yinbin Han, Meisam Razaviyayn, Renyuan Xu

CoRR, 2023

2022

Entropy Regularization for Mean Field Games with Learning.

Xin Guo, Renyuan Xu, Thaleia Zariphopoulou

Math. Oper. Res., November, 2022

A Class of Stochastic Games and Moving Free Boundary Problems.

Xin Guo, Wenpin Tang, Renyuan Xu

SIAM J. Control. Optim., 2022

Asymptotic Analysis of Deep Residual Networks.

Rama Cont, Alain Rossier, Renyuan Xu

CoRR, 2022

Risk-Aware Linear Bandits: Theory and Applications in Smart Order Routing.

Jingwei Ji, Renyuan Xu, Ruihao Zhu

CoRR, 2022

Convergence and Implicit Regularization Properties of Gradient Descent for Deep Residual Networks.

Rama Cont, Alain Rossier, Renyuan Xu

CoRR, 2022

Risk-Aware Linear Bandits with Application in Smart Order Routing.

Jingwei Ji, Renyuan Xu, Ruihao Zhu

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

2021

Mean-Field Controls with Q-Learning for Cooperative MARL: Convergence and Complexity Analysis.

Haotian Gu, Xin Guo, Xiaoli Wei, Renyuan Xu

SIAM J. Math. Data Sci., 2021

Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon.

Ben M. Hambly, Renyuan Xu, Huining Yang

SIAM J. Control. Optim., 2021

Recent Advances in Reinforcement Learning in Finance.

Ben M. Hambly, Renyuan Xu, Huining Yang

CoRR, 2021

Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network Approach.

Haotian Gu, Xin Guo, Xiaoli Wei, Renyuan Xu

CoRR, 2021

Scaling Properties of Deep Residual Networks.

Alain-Sam Cohen, Rama Cont, Alain Rossier, Renyuan Xu

Proceedings of the 38th International Conference on Machine Learning, 2021

2020

Delay-Adaptive Learning in Generalized Linear Contextual Bandits.

Jose H. Blanchet, Renyuan Xu, Zhengyuan Zhou

CoRR, 2020

Q-Learning for Mean-Field Controls.

Haotian Gu, Xin Guo, Xiaoli Wei, Renyuan Xu

CoRR, 2020

2019

Stochastic Games for Fuel Follower Problem: N versus Mean Field Game.

Xin Guo, Renyuan Xu

SIAM J. Control. Optim., 2019

Learning in Generalized Linear Contextual Bandits with Stochastic Delays.

Zhengyuan Zhou, Renyuan Xu, Jose H. Blanchet

Proceedings of the Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, 2019

Learning Mean-Field Games.

Xin Guo, Anran Hu, Renyuan Xu, Junzi Zhang

Proceedings of the Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, 2019