RX
Renyuan Xu
cs.LGmath.OCstat.MLq-fin.MFq-fin.STmath.DSmath.PRq-fin.CPq-fin.RMecon.TH
On Valency
published · living versionsW_avqtffc2·v1 · currentpublished
Frequency-Uniform Log-Regret Reinforcement Learning for Diffusions
with Jose Blanchet, Lutong Hao
1 version
Preprints & journals
48 papers in the corpus · 2018–2026Diffusion models for dynamic volatility surface generation and data-driven hedging2609.13402v3 · Yinbin Han, Jack Yuxiang Zhang, Manuel Torres et al.2026 · 0 citationsarXiv
Sobolev Regularized Score Difference Estimation in Diffusion Models2608.18237v2 · Chenghan Xie, Jose Blanchet, Renyuan Xu2026 · 0 citationsarXiv
Online Optimization of Difference-of-Convex Compositions with Smooth Mappings2607.19553v1 · Jingwei Ji, Jong-Shi Pang, Renyuan Xu2026 · 0 citationsarXiv
Weak-to-Strong Learning in Decision Making2607.18467v2 · Jingwei Ji, Renyuan Xu2026 · 0 citationsarXiv
Expressivity and Statistical Trade-offs in Diffusion Policy Learning2607.07967v1 · Viet Vu, Renyuan Xu, Jiacheng Zhang et al.2026 · 0 citationsarXiv
Diffusion Models for Adaptive Sequential Data Generation2606.06007v2 · Haoyang Cao, Minshuo Chen, Yinbin Han et al.2026 · 0 citationsarXiv
Scalable Bi-causal Optimal Transport via KL Relaxation and Policy Gradients2605.17271v1 · Haoyang Cao, Jesse Hoekstra, Renyuan Xu et al.2026 · 0 citationsarXiv
One-Step Generative Modeling via Wasserstein Gradient Flows2605.11755v2 · Jiaqi Han, Puheng Li, Qiushan Guo et al.2026 · 0 citationsarXiv
Reinforcement Learning in Real Option Models2602.15643v1 · Jodi Dianetti, Giorgio Ferrari, Renyuan Xu2026 · 0 citationsarXiv
Schrödinger bridge with transport relaxation2602.08118v1 · Yifan Jiang, Renyuan Xu, Luhao Zhang2026 · 0 citationsarXiv
Conditional Diffusion Guidance under Hard Constraint: A Stochastic Analysis Approach2602.05533v3 · Zhengyi Guo, Wenpin Tang, Renyuan Xu2026 · 0 citationsarXiv
Adaptive Partitioning and Learning for Stochastic Control of Diffusion Processes2512.14991v3 · Hanqing Jin, Renyuan Xu, Yanzhao Yang2025 · 0 citationsarXiv
Schrödinger bridge for generative AI: Soft-constrained formulation and convergence analysis2510.11829v2 · Jin Ma, Ying Tan, Renyuan Xu2025 · 0 citationsarXiv
Entropy Regularization in Mean-Field Games of Optimal Stopping2509.18821v1 · Jodi Dianetti, Roxana Dumitrescu, Giorgio Ferrari et al.2025 · 0 citationsarXiv
Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure2504.06566v5 · Minshuo Chen, Renyuan Xu, Yumin Xu et al.2025 · 4 citationsarXiv
Stochastic Control for Fine-tuning Diffusion Models: Optimality, Regularity, and Convergence2412.18164v4 · Yinbin Han, Meisam Razaviyayn, Renyuan Xu2024 · 0 citationsForty-Second International Conference on Machine Learning 2025
Multi-Task Dynamic Pricing in Credit Market with Contextual Information2410.14839v5 · Adel Javanmard, Jingwei Ji, Renyuan Xu2024 · 0 citationsarXiv
Exploratory Optimal Stopping: A Singular Control Formulation2408.09335v3 · Jodi Dianetti, Giorgio Ferrari, Renyuan Xu2024 · 0 citationsarXiv
Periodic Trading Activities in Financial Markets: Mean-field Liquidation Game with Major-Minor Players2408.09505v1 · Yufan Chen, Lan Wu, Renyuan Xu et al.2024 · 0 citationsarXiv
Inference of Utilities and Time Preference in Sequential Decision-Making2405.15975v2 · Haoyang Cao, Zhengqi Wu, Renyuan Xu2024 · 2 citationsarXiv
Neural Network-Based Score Estimation in Diffusion Models: Optimization and Generalization2401.15604v4 · Yinbin Han, Meisam Razaviyayn, Renyuan Xu2024 · 4 citationsarXiv
Decision Making under Costly Sequential Information Acquisition: the Paradigm of Reversible and Irreversible Decisions2401.00569v4 · Renyuan Xu, Thaleia Zariphopoulou, Luhao Zhang2023 · 1 citationarXiv
Fast Policy Learning for Linear Quadratic Control with Entropy Regularization2311.14168v4 · Xin Guo, Xinyu Li, Renyuan Xu2023 · 3 citationsarXiv
Risk-sensitive Markov Decision Process and Learning under General Utility Functions2311.13589v2 · Zhengqi Wu, Renyuan Xu2023 · 5 citationsarXiv
Linear-quadratic Gaussian Games with Asymmetric Information: Belief Corrections Using the Opponents Actions2307.15842v1 · Ben Hambly, Renyuan Xu, Huining Yang2023 · 2 citationsarXiv
Policy Gradient Converges to the Globally Optimal Policy for Nearly Linear-Quadratic Regulators2303.08431v5 · Yinbin Han, Meisam Razaviyayn, Renyuan Xu2023 · 4 citationsarXiv
Asymptotic Analysis of Deep Residual Networks2212.08199v2 · Rama Cont, Alain Rossier, Renyuan Xu2022 · 1 citationarXiv
Risk-Aware Linear Bandits: Theory and Applications in Smart Order Routing2208.02389v3 · Jingwei Ji, Renyuan Xu, Ruihao Zhu2022 · 0 citationsarXiv
Convergence and Implicit Regularization Properties of Gradient Descent for Deep Residual Networks2204.07261v4 · Rama Cont, Alain Rossier, RenYuan Xu2022 · 4 citationsarXiv
Tail-GAN: Learning to Simulate Tail Risk Scenarios2203.01664v4 · Rama Cont, Mihai Cucuringu, Renyuan Xu et al.2022 · 16 citationsarXiv
Recent Advances in Reinforcement Learning in Finance2112.04553v4 · Ben Hambly, Renyuan Xu, Huining Yang2021 · 252 citationsarXiv
Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network Approach2108.02731v2 · Haotian Gu, Xin Guo, Xiaoli Wei et al.2021 · 14 citationsarXiv
Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games2107.13090v2 · Ben Hambly, Renyuan Xu, Huining Yang2021 · 8 citationsarXiv
Scaling Properties of Deep Residual Networks2105.12245v2 · Alain-Sam Cohen, Rama Cont, Alain Rossier et al.2021 · 8 citationsarXiv
Modelling COVID-19 contagion: risk assessment and targeted mitigation policies.34035936 · Cont, Rama, Kotlicki, Artur, Xu, Renyuan2026 · 22 citationsRoyal Society open science. 2021;8(3):201535
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon2011.10300v2 · Ben Hambly, Renyuan Xu, Huining Yang2020 · 60 citationsarXiv
Model-free Analysis of Dynamic Trading Strategies2011.02870v3 · Anna Ananova, Rama Cont, Renyuan Xu2020 · 0 citationsarXiv
Entropy Regularization for Mean Field Games with Learning2010.00145v2 · Xin Guo, Renyuan Xu, Thaleia Zariphopoulou2020 · 71 citationsarXiv
Interbank lending with benchmark rates: Pareto optima for a class of singular control games2005.05766v3 · Rama Cont, Xin Guo, Renyuan Xu2020 · 10 citationsarXiv
A General Framework for Learning Mean-Field Games2003.06069v3 · Xin Guo, Anran Hu, Renyuan Xu et al.2020 · 33 citationsarXiv
Delay-Adaptive Learning in Generalized Linear Contextual Bandits2003.05174v1 · Jose Blanchet, Renyuan Xu, Zhengyuan Zhou2020 · 4 citationsarXiv
Mean-Field Controls with Q-learning for Cooperative MARL: Convergence and Complexity Analysis2002.04131v6 · Haotian Gu, Xin Guo, Xiaoli Wei et al.2020 · 42 citationsarXiv
Dynamic Programming Principles for Mean-Field Controls with Learning1911.07314v6 · Haotian Gu, Xin Guo, Xiaoli Wei et al.2019 · 24 citationsarXiv
Transaction Cost Analytics for Corporate Bonds1903.09140v4 · Xin Guo, Charles-Albert Lehalle, Renyuan Xu2019 · 2 citationsarXiv
Learning Mean-Field Games1901.09585v4 · Xin Guo, Anran Hu, Renyuan Xu et al.2019 · 89 citationsarXiv
Consistency and Computation of Regularized MLEs for Multivariate Hawkes Processes1810.02955v1 · Xin Guo, Anran Hu, Renyuan Xu et al.2018 · 4 citationsarXiv
A class of stochastic games and moving free boundary problems1809.03459v5 · Xin Guo, Wenpin Tang, Renyuan Xu2018 · 10 citationsarXiv
Stochastic Games for Fuel Followers Problem: N vs MFG1803.02925v3 · Xin Guo, Renyuan Xu2018 · 4 citationsarXiv
Career total: 82 works. 48 are in this corpus.
Profile built from the corpus for this byline.
Author records are still filling in while the Hub is in alpha. If this is your page, you'll be able to claim it soon. Spot a mistake? Tell us.