Optimal Bregman prediction and Jensen's equality. - Arindam Banerjee 001; Xin Guo 001; Hui Wang 003 (ISIT, 2004)

Closed-Form Solutions for Perpetual American Put Options with Regime Switching. - Qing Zhang 003; Xin Guo 001 (SIAM J. Appl. Math., 2004)

Optimal probabilistic routing in distributed parallel queues. - Xin Guo 001; Yingdong Lu; Mark S. Squillante (SIGMETRICS Perform. Evaluation Rev., 2004)

Irreversible investment with regime shifts. - Xin Guo 001; Jianjun Miao; Erwan Morellec (J. Econ. Theory, 2005)

Optimal selling rules in a regime switching model. - Xin Guo 001; Qing Zhang 003 (IEEE Trans. Autom. Control., 2005)

On the optimality of conditional expectation as a Bregman predictor. - Arindam Banerjee 001; Xin Guo 001; Hui Wang 003 (IEEE Trans. Inf. Theory, 2005)

Connecting singular control with optimal switching. - Xin Guo 001; Pascal I. Tomecek (CDC, 2008)

Connections between Singular Control and Optimal Switching. - Xin Guo 001; Pascal I. Tomecek (SIAM J. Control. Optim., 2008)

Credit Risk Models with Incomplete Information. - Xin Guo 001; Robert A. Jarrow; Yan Zeng (Math. Oper. Res., 2009)

A Class of Singular Control Problems and the Smooth Fit Principle. - Xin Guo 001; Pascal I. Tomecek (SIAM J. Control. Optim., 2009)

Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes. - Xin Guo 001; Guoliang Wu (SIAM J. Control. Optim., 2009)

Impulse Control of Multidimensional Jump Diffusions. - Mark H. A. Davis; Xin Guo 001; Guoliang Wu (SIAM J. Control. Optim., 2010)

Optimal spot market inventory strategies in the presence of cost and price risk. - Xin Guo 001; Philip M. Kaminsky; Pascal I. Tomecek; M. Yuen (Math. Methods Oper. Res., 2011)

Ambiguity set and learning via Bregman and Wasserstein. - Xin Guo 001; Johnny Hong; Nan Yang (CoRR, 2017)

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

Sparsemax and Relaxed Wasserstein for Topic Sparsity. - Tianyi Lin; Zhiyue Hu; Xin Guo 001 (WSDM, 2019)

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

Connecting GANs and MFGs. - Haoyang Cao; Xin Guo 001; Mathieu Laurière (CoRR, 2020)

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

Approximation and convergence of GANs training: an SDE approach. - Haoyang Cao; Xin Guo 001 (CoRR, 2020)

Relaxed Wasserstein with Applications to GANs. - Xin Guo 001; Johnny Hong; Tianyi Lin; Nan Yang (ICASSP, 2021)

Generative Adversarial Network: Some Analytical Perspectives. - Haoyang Cao; Xin Guo 001 (CoRR, 2021)

An SDE Framework for Adversarial Training, with Convergence and Robustness Analysis. - Haotian Gu; Xin Guo 001 (CoRR, 2021)

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

Theoretical Guarantees of Fictitious Discount Algorithms for Episodic Reinforcement Learning and Global Convergence of Policy Gradient Methods. - Xin Guo 001; Anran Hu; Junzi Zhang (AAAI, 2022)

Meta-learning with GANs for anomaly detection, with deployment in high-speed rail inspection system. - Haoyang Cao; Xin Guo 001; Guan Wang (CoRR, 2022)

Logarithmic Regret for Episodic Continuous-Time Linear-Quadratic Reinforcement Learning over a Finite-Time Horizon. - Matteo Basei; Xin Guo 001; Anran Hu; Yufei Zhang 001 (J. Mach. Learn. Res., 2022)

Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls. - Matteo Basei; Haoyang Cao; Xin Guo 001 (Math. Oper. Res., 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)

Feasibility and Transferability of Transfer Learning: A Mathematical Framework. - Haoyang Cao; Haotian Gu; Xin Guo 001; Mathieu Rosenbaum (CoRR, 2023)

MFGLib: A Library for Mean-Field Games. - Xin Guo 001; Anran Hu; Matteo Santamaria; Mahan Tajrobehkar; Junzi Zhang (CoRR, 2023)

Feasibility of Transfer Learning: A Mathematical Framework. - Haoyang Cao; Haotian Gu; Xin Guo 001 (CoRR, 2023)

MESOB: Balancing Equilibria & Social Optimality. - Xin Guo 001; Lihong Li; Sareh Nabi; Rabih Salhab; Junzi Zhang (CoRR, 2023)

Transfer Learning for Portfolio Optimization. - Haoyang Cao; Haotian Gu; Xin Guo 001; Mathieu Rosenbaum (CoRR, 2023)

Towards An Analytical Framework for Potential Games. - Xin Guo 001; Yufei Zhang 001 (CoRR, 2023)

Risk of Transfer Learning and its Applications in Finance. - Haoyang Cao; Haotian Gu; Xin Guo 001; Mathieu Rosenbaum (CoRR, 2023)

Fast Policy Learning for Linear Quadratic Regulator with Entropy Regularization. - Xin Guo 001; Xinyu Li; Renyuan Xu (CoRR, 2023)

Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls. - Xin Guo 001; Anran Hu; Yufei Zhang 001 (SIAM J. Control. Optim., 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)

Transportation Marketplace Rate Forecast Using Signature Transform. - Haotian Gu; Xin Guo 001; Timothy L. Jacobs; Philip M. Kaminsky; Xinyu Li (KDD, 2024)

Transportation Market Rate Forecast Using Signature Transform. - Haotian Gu; Timothy L. Jacobs; Philip M. Kaminsky; Xin Guo 001; Xinyu Li (CoRR, 2024)

Stochastic differential equation approximations of generative adversarial network training and its long-run behavior. - Haoyang Cao; Xin Guo 001 (J. Appl. Probab., 2024)

Connecting GANs, Mean-Field Games, and Optimal Transport. - Haoyang Cao; Xin Guo 001; Mathieu Laurière (SIAM J. Appl. Math., 2024)

MF-OMO: An Optimization Formulation of Mean-Field Games. - Xin Guo 001; Anran Hu; Junzi Zhang (SIAM J. Control. Optim., 2024)

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