327 citations · 2.1k across the 124 of their papers we have counts for
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math.OC2020★ 6 cited
Global Convergence of Policy Gradient for Linear-Quadratic Mean-Field Control/Game in Continuous Time
Weichen Wang, Jiequn Han, Zhuoran Yang +1
Reinforcement learning is a powerful tool to learn the optimal policy of possibly multiple agents by interacting with the environment. As the number of agents grow to be very large…
math.OC2020★ 52 cited
A Two-Timescale Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic
Mingyi Hong, Hoi-To Wai, Zhaoran Wang +1
This paper analyzes a two-timescale stochastic algorithm framework for bilevel optimization. Bilevel optimization is a class of problems which exhibit a two-level structure, and it…