Prof. GAO, Xuefeng 高 雪 峰 教授
Professor
BSc (Peking University)
PhD (Georgia Institute of Technology)
Research Interests :
* Stochastic Models and Operations Research
* Reinforcement Learning
* Financial Engineering
* Generative Models
Office: Room 606, William M.W. Mong Engineering Building
Tel: (852) 3943-8242
Email: xfgao@se.cuhk.edu.hk
Biography
Selected Publications
B. Wang, X. Gao and L. Li, Reinforcement learning for continuous-time optimal execution: Actor-Critic algorithm and error analysis. Finance and Stochastics, 2025.
X.Gao, H. Nguyen and L. Zhu. Wasserstein convergence guarantees for a general class of score-based generative models. Journal of Machine Learning Research, 2025.
X. Gao and X.Y. Zhou. Square-root regret bounds for continuous-time episodic Markov decision processes. Mathematics of Operations Research, 2024.
X. Gao and X.Y. Zhou. Logarithmic regret bounds for continuous-time average reward Markov decision processes. SIAM Journal on Control and Optimization. 2024.
X. Gao, J. Huang and J. Zhang. Asymptotically optimal control of omnichannel service systems with pick-up guarantees. Operations Research, 2023.
X. Gao and J. Huang. Asymptotically optimal control of make-to-stock systems. Mathematics of Operations Research, 2023.
X. Gao, M. Gurbuzbalaban and L. Zhu. Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for non-convex stochastic optimization: Non-asymptotic performance bounds and momentum-based acceleration. Operations Research, 2021.