Author

Xuefeng Gao

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Preprint Aug 2026

Reinforcement Learning for Continuous-Time Jump Markov Decision Processes with Applications to Network Dynamic Pricing

We study reinforcement learning (RL) in Continuous-Time Jump Markov Decision Processes (CTJMDPs) featuring general discrete state spaces (which need not possess a vector space structure) and continuous/discrete action spaces. The setup covers many well-known applications in operations such as multi-product dynamic pric...

Hui-Ling Meng, Ning-Yuan Chen, Xue-Feng Gao · 1 citation

Preprint Aug 2026

Learning under Opponent Unawareness in Linear-Quadratic Stochastic Games

As firms increasingly deploy machine learning for strategic decision-making, understanding algorithmic interactions has become central to operations research and economics. This paper studies learning in infinite-horizon, nonzero-sum linear-quadratic stochastic games under a radically uncoupled information structure, w...

Dantong Chu, Xue-Feng Gao, Yufei Zhang · 0 citations