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Credit risk models with incomplete information
Guo, Xin; Jarrow, Robert A.; Zeng, Yan - In: Mathematics of operations research 34 (2009) 2, pp. 320-332
Persistent link: https://www.econbiz.de/10003870282
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Credit Risk Models with Incomplete Information
Guo, Xin; Jarrow, Robert A.; Zeng, Yan - In: Mathematics of operations research 34 (2009) 2, pp. 320-332
Persistent link: https://www.econbiz.de/10008255209
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Optimal investment strategy for α-robust utility maximization problem
Yang, Zhou; Li, Danping; Zeng, Yan; Liu, Guanting - In: Mathematics of operations research 50 (2025) 1, pp. 606-632
Persistent link: https://www.econbiz.de/10015211757
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Mean-field multiagent reinforcement learning : a decentralized network approach
Gu, Haotian; Guo, Xin; Wei, Xiaoli; Xu, Renyuan - In: Mathematics of operations research 50 (2025) 1, pp. 506-536
Persistent link: https://www.econbiz.de/10015211747
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Nonzero-sum stochastic games and mean-field games with impulse controls
Basei, Matteo; Cao, Haoyang; Guo, Xin - In: Mathematics of operations research 47 (2022) 1, pp. 341-366
Persistent link: https://www.econbiz.de/10013364867
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Entropy regularization for mean field games with learning
Guo, Xin; Xu, Renyuan; Zariphopoulou-Souganidis, Thaleia - In: Mathematics of operations research 47 (2022) 4, pp. 3239-3260
Persistent link: https://www.econbiz.de/10014311405
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A general framework for learning mean-field games
Guo, Xin; Hu, Anran; Xu, Renyuan; Zhang, Junzi - In: Mathematics of operations research 48 (2023) 2, pp. 656-686
Persistent link: https://www.econbiz.de/10014314872