1 citations · 1 across the 2 of their papers we have counts for
3 papers
math.OC2022★ 1 cited
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…
cs.LG2021
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…
math.PR2018
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…