2 papers
stat.ML2021
Convergence of GANs Training: A Game and Stochastic Control Methodology
Othmane Mounjid, Xin Guo
Training generative adversarial networks (GANs) is known to be difficult, especially for financial time series. This paper first analyzes the well-posedness problem in GANs minimax…
math.OC2016
Note on discounted continuous-time Markov decision processes with a lower bounding function
Xin Guo, Alexey Piunovskiy, Yi Zhang
In this paper, we consider the discounted continuous-time Markov decision process (CTMDP) with a lower bounding function. In this model, the negative part of each cost rate is boun…