32 citations · 91 across the 10 of their papers we have counts for
10 papers
Sparse PCA with Oracle Property
Quanquan Gu, Zhaoran Wang, Han Liu
In this paper, we study the estimation of the -dimensional sparse principal subspace of covariance matrix in the high-dimensional setting. We aim to recover the oracle princ…
Posterior Sampling for Competitive RL: Function Approximation and Partial Observation
Shuang Qiu, Ziyu Dai, Han Zhong +3
This paper investigates posterior sampling algorithms for competitive reinforcement learning (RL) in the context of general function approximations. Focusing on zero-sum Markov gam…
Learning Regularized Monotone Graphon Mean-Field Games
Fengzhuo Zhang, Vincent Y. F. Tan, Zhaoran Wang +1
This paper studies two fundamental problems in regularized Graphon Mean-Field Games (GMFGs). First, we establish the existence of a Nash Equilibrium (NE) of any -regularized GMF…
Dynamic Datasets and Market Environments for Financial Reinforcement Learning
Xiao-Yang Liu, Ziyi Xia, Hongyang Yang +6
The financial market is a particularly challenging playground for deep reinforcement learning due to its unique feature of dynamic datasets. Building high-quality market environmen…
A Unified Framework of Policy Learning for Contextual Bandit with Confounding Bias and Missing Observations
Siyu Chen, Yitan Wang, Zhaoran Wang +1
We study the offline contextual bandit problem, where we aim to acquire an optimal policy using observational data. However, this data usually contains two deficiencies: (i) some v…
Finding Regularized Competitive Equilibria of Heterogeneous Agent Macroeconomic Models with Reinforcement Learning
Ruitu Xu, Yifei Min, Tianhao Wang +3
We study a heterogeneous agent macroeconomic model with an infinite number of households and firms competing in a labor market. Each household earns income and engages in consumpti…