Xin Guo - UC Berkeley IEOR Department - Industrial Engineering & Operations Research

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IEOR - Designing a More Efficient World

Guo Xin 138

Professor

Industrial Engineering and Operations Research

Coleman Fung Chair in Financial Modeling Endowment Fund

Ph.D. Rutgers University, 1999 Mathematics

Personal Webpage:
https://xinguo.ieor.berkeley.edu/

Risk Analytics & Data Analysis Research (RADAResearch) Lab:
https://risklab.ieor.berkeley.edu/

Contact

4189 Etcheverry Hall
(510) 642-3615
E-mail: xinguo(at)berkeley.edu

Research

Publications

X. Guo, R. Xu, T. Zariphopoulou, "Entropy regularization for mean field games with learning," Mathematics of Operations Research, 47(4): 3239-3260, 2022.
H. Cao, X. Guo, "MFGs for partially reversible investment," Stochastic Processes and their Applications, 150: 995-1014, 2022.
X. Guo, A. Hu, J. Zhang, "Theoretical Guarantees of Fictitious Discount Algorithms for Episodic Reinforcement Learning and Global Convergence of Policy Gradient Methods," Proceedings of the AAAI Conference on Artificial Intelligence, 36(6): 6774-6782, 2022.
M. Basei, X. Guo, A. Hu, Y. Zhang. "Logarithmic regret for episodic continuous-time linear-quadratic reinforcement learning over a finite-time horizon," Journal of Machine Learning Research, 23(178):1-34, 2022.
X. Guo. " An explicit solution to an optimal stopping problem with regime switching,'' Journal of Applied Probability, 38(2):464-481, 2001.
X. Guo and L. Shepp. " Some optimal stopping problems with non-trivial boundaries for pricing exotic options,'' Journal of Applied Probability, 38(3):647-658, 2001.
X. Guo, J. Liu, and X. Y. Zhou. " A constrained non-linear regular-singular stochastic control problem, with applications,'' Stochastic Processes and their Applications, 109(2):167-187, 2004.
X. Guo and H. Pham. " Optimal partially reversible investment with entry decision and general production function,'' Stochastic Processes and their Applications, 115(5):705-736, 2005.
A. Banerjee, X. Guo, and H. Wang " On the optimality of conditional expectation as a Bregman predictor,'' IEEE Transactions on Information Theory, 51(7):2664-2669, 2005.
X. Guo, J. J. Miao, and E. Morellec. " Irreversible investment with regime shifts,'' Journal of Economic Theory, 122(1):37-59, 2005.

Celebrating Women’s History Month: Spotlight on Professor Xin Guo and Her Research Group

March 17, 2023

Professor Xin Guo to Publish New Book on Quantitative Trading

September 28, 2016

Using machine learning to detect early stage cancers

August 16, 2021

IEOR Researchers Lead Efforts To Address Environmental Challenges In Energy, Pollution And Global Warming

February 9, 2017

Faculty

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