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03/15/2023
Policy Gradient Converges to the Globally Optimal Policy for Nearly Linear-Quadratic Regulators
Nonlinear control systems with partial information to the decision maker...
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12/15/2022
Asymptotic Analysis of Deep Residual Networks
We investigate the asymptotic properties of deep Residual networks (ResN...
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08/04/2022
Risk-Aware Linear Bandits: Theory and Applications in Smart Order Routing
Motivated by practical considerations in machine learning for financial ...
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04/14/2022
Convergence and Implicit Regularization Properties of Gradient Descent for Deep Residual Networks
We prove linear convergence of gradient descent to a global minimum for ...
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12/08/2021
Recent Advances in Reinforcement Learning in Finance
The rapid changes in the finance industry due to the increasing amount o...
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08/05/2021
Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network Approach
One of the challenges for multi-agent reinforcement learning (MARL) is d...
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07/27/2021
Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games
We consider a general-sum N-player linear-quadratic game with stochastic...
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05/25/2021
Scaling Properties of Deep Residual Networks
Residual networks (ResNets) have displayed impressive results in pattern...
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11/20/2020
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon
We explore reinforcement learning methods for finding the optimal policy...
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09/30/2020
Entropy Regularization for Mean Field Games with Learning
Entropy regularization has been extensively adopted to improve the effic...
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03/13/2020
A General Framework for Learning Mean-Field Games
This paper presents a general mean-field game (GMFG) framework for simul...
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03/11/2020
Delay-Adaptive Learning in Generalized Linear Contextual Bandits
In this paper, we consider online learning in generalized linear context...
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02/10/2020
Q-Learning for Mean-Field Controls
Multi-agent reinforcement learning (MARL) has been applied to many chall...
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10/06/2018
