Learning Mean-Field Games. - Xin Guo 001; Anran Hu; Renyuan Xu; Junzi Zhang (NeurIPS, 2019)

Learning in Generalized Linear Contextual Bandits with Stochastic Delays. - Zhengyuan Zhou; Renyuan Xu; Jose H. Blanchet (NeurIPS, 2019)

Stochastic Games for Fuel Follower Problem: N versus Mean Field Game. - Xin Guo 001; Renyuan Xu (SIAM J. Control. Optim., 2019)

Q-Learning for Mean-Field Controls. - Haotian Gu; Xin Guo 001; Xiaoli Wei; Renyuan Xu (CoRR, 2020)

Scaling Properties of Deep Residual Networks. - Alain-Sam Cohen; Rama Cont; Alain Rossier; Renyuan Xu (ICML, 2021)

Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network Approach. - Haotian Gu; Xin Guo 001; Xiaoli Wei; Renyuan Xu (CoRR, 2021)

Recent Advances in Reinforcement Learning in Finance. - Ben M. Hambly; Renyuan Xu; Huining Yang (CoRR, 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)

Mean-Field Controls with Q-Learning for Cooperative MARL: Convergence and Complexity Analysis. - Haotian Gu; Xin Guo 001; Xiaoli Wei; Renyuan Xu (SIAM J. Math. Data Sci., 2021)

Risk-Aware Linear Bandits with Application in Smart Order Routing. - Jingwei Ji; Renyuan Xu; Ruihao Zhu (ICAIF, 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: Theory and Applications in Smart Order Routing. - Jingwei Ji; Renyuan Xu; Ruihao Zhu (CoRR, 2022)

Asymptotic Analysis of Deep Residual Networks. - Rama Cont; Alain Rossier; Renyuan Xu (CoRR, 2022)

A Class of Stochastic Games and Moving Free Boundary Problems. - Xin Guo 001; Wenpin Tang; Renyuan Xu (SIAM J. Control. Optim., 2022)

Entropy Regularization for Mean Field Games with Learning. - Xin Guo 001; Renyuan Xu; Thaleia Zariphopoulou (Math. Oper. Res., 2022)

Policy Gradient Converges to the Globally Optimal Policy for Nearly Linear-Quadratic Regulators. - Yinbin Han; Meisam Razaviyayn; Renyuan Xu (CoRR, 2023)

Risk-sensitive Markov Decision Process and Learning under General Utility Functions. - Zhengqi Wu; Renyuan Xu (CoRR, 2023)

Fast Policy Learning for Linear Quadratic Regulator with Entropy Regularization. - Xin Guo 001; Xinyu Li; Renyuan Xu (CoRR, 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)

A General Framework for Learning Mean-Field Games. - Xin Guo 001; Anran Hu; Renyuan Xu; Junzi Zhang (Math. Oper. Res., 2023)

Dynamic Programming Principles for Mean-Field Controls with Learning. - Haotian Gu; Xin Guo 001; Xiaoli Wei; Renyuan Xu (Oper. Res., 2023)

Neural Network-Based Score Estimation in Diffusion Models: Optimization and Generalization. - Yinbin Han; Meisam Razaviyayn; Renyuan Xu (ICLR, 2024)

Inference of Utilities and Time Preference in Sequential Decision-Making. - Haoyang Cao; Zhengqi Wu; Renyuan Xu (CoRR, 2024)

Exploratory Optimal Stopping: A Singular Control Formulation. - Jodi Dianetti; Giorgio Ferrari; Renyuan Xu (CoRR, 2024)

Multi-Task Dynamic Pricing in Credit Market with Contextual Information. - Adel Javanmard; Jingwei Ji; Renyuan Xu (CoRR, 2024)

Stochastic Control for Fine-tuning Diffusion Models: Optimality, Regularity, and Convergence. - Yinbin Han; Meisam Razaviyayn; Renyuan Xu (CoRR, 2024)

Delay-Adaptive Learning in Generalized Linear Contextual Bandits. - José H. Blanchet; Renyuan Xu; Zhengyuan Zhou (Math. Oper. Res., 2024)

Mean-Field Multiagent Reinforcement Learning: A Decentralized Network Approach. - Haotian Gu; Xin Guo 001; Xiaoli Wei; Renyuan Xu (Math. Oper. Res., 2025)

Model-Free Analysis of Dynamic Trading Strategies. - Anna Ananova; Rama Cont; Renyuan Xu (SIAM J. Financial Math., 2025)

Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure. - Minshuo Chen; Renyuan Xu; Yumin Xu; Ruixun Zhang (CoRR, 2025)