1 citations · 1 across the 2 of their papers we have counts for
5 papers
Optimization frameworks and sensitivity analysis of Stackelberg mean-field games
Xin Guo, Anran Hu, Jiacheng Zhang
This paper proposes and studies a class of discrete-time finite-time-horizon Stackelberg mean-field games, with one leader and an infinite number of identical and indistinguishable…
Theoretical Guarantees of Fictitious Discount Algorithms for Episodic Reinforcement Learning and Global Convergence of Policy Gradient Methods
Xin Guo, Anran Hu, Junzi Zhang
When designing algorithms for finite-time-horizon episodic reinforcement learning problems, a common approach is to introduce a fictitious discount factor and use stationary polici…
MFGs for partially reversible investment
Haoyang Cao, Xin Guo
This paper analyzes a class of infinite-time-horizon stochastic games with singular controls motivated from the partially reversible problem. It provides an explicit solution for t…
Consistency and Computation of Regularized MLEs for Multivariate Hawkes Processes
Xin Guo, Anran Hu, Renyuan Xu +1
This paper proves the consistency property for the regularized maximum likelihood estimators (MLEs) of multivariate Hawkes processes (MHPs). It also develops an alternating minimiz…
Stochastic Games for Fuel Followers Problem: N vs MFG
Xin Guo, Renyuan Xu
In this paper we formulate and analyze an -player stochastic game of the classical fuel follower problem and its Mean Field Game (MFG) counterpart. For the -player game, we o…