19 citations · 77 across the 11 of their papers we have counts for
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math.PR2020★ 4 cited
Itô's formula for flows of measures on semimartingales
Xin Guo, Huyên Pham, Xiaoli Wei
We establish Itô's formula along flows of probability measures associated with general semimartingales; this generalizes existing results for flows of measures on Itô processes. Ou…
cs.LG2020★ 14 cited
Mean-Field Controls with Q-learning for Cooperative MARL: Convergence and Complexity Analysis
Haotian Gu, Xin Guo, Xiaoli Wei +1
Multi-agent reinforcement learning (MARL), despite its popularity and empirical success, suffers from the curse of dimensionality. This paper builds the mathematical framework to a…