Renyuan Xu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Decision Making under Costly Sequential Information Acquisition: the Paradigm of Reversible and Irreversible Decisions (available as arXiv preprint)	N/A	Paper
Fast policy learning for linear-quadratic control with entropy regularization SIAM Journal on Control and Optimization	2026-01-14	Paper
Inference of utilities and time preference in sequential decision-making Applied Mathematics and Optimization	2025-10-24	Paper
Policy gradient converges to the globally optimal policy for nearly linear-quadratic regulators SIAM Journal on Control and Optimization	2025-08-21	Paper
Model-free analysis of dynamic trading strategies SIAM Journal on Financial Mathematics	2025-08-05	Paper
Mean-field multiagent reinforcement learning: a decentralized network approach Mathematics of Operations Research	2025-02-21	Paper
Dynamic Programming Principles for Mean-Field Controls with Learning Operations Research	2024-03-12	Paper
Delay-Adaptive Learning in Generalized Linear Contextual Bandits Mathematics of Operations Research	2024-03-05	Paper
A General Framework for Learning Mean-Field Games Mathematics of Operations Research	2024-02-23	Paper
Recent advances in reinforcement learning in finance Mathematical Finance	2024-01-31	Paper
Interbank lending with benchmark rates: Pareto optima for a class of singular control games Mathematical Finance	2023-09-28	Paper
Entropy Regularization for Mean Field Games with Learning Mathematics of Operations Research	2023-01-09	Paper
Transaction cost analytics for corporate bonds Quantitative Finance	2022-07-22	Paper
A Class of Stochastic Games and Moving Free Boundary Problems SIAM Journal on Control and Optimization	2022-03-18	Paper
Mean-field controls with Q-learning for cooperative MARL: convergence and complexity analysis SIAM Journal on Mathematics of Data Science	2021-12-27	Paper
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon SIAM Journal on Control and Optimization	2021-10-18	Paper
Stochastic games for fuel follower problem: \(N\) versus mean field game SIAM Journal on Control and Optimization	2019-02-20	Paper
Learning Mean-Field Games	2019-01-28	Paper
Consistency and Computation of Regularized MLEs for Multivariate Hawkes Processes	2018-10-06	Paper

Research outcomes over time

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