16 citations · 103 across the 24 of their papers we have counts for
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math.OC2020★ 12 cited
Entropy Regularization for Mean Field Games with Learning
Xin Guo, Renyuan Xu, Thaleia Zariphopoulou
Entropy regularization has been extensively adopted to improve the efficiency, the stability, and the convergence of algorithms in reinforcement learning. This paper analyzes both…
math.OC2020★ 12 cited
Logarithmic regret for episodic continuous-time linear-quadratic reinforcement learning over a finite-time horizon
Matteo Basei, Xin Guo, Anran Hu +1
We study finite-time horizon continuous-time linear-quadratic reinforcement learning problems in an episodic setting, where both the state and control coefficients are unknown to t…
math.OC2020★ 2 cited
Interbank lending with benchmark rates: Pareto optima for a class of singular control games
Rama Cont, Xin Guo, Renyuan Xu
We analyze a class of stochastic differential games of singular control, motivated by the study of a dynamic model of interbank lending with benchmark rates. We describe Pareto opt…