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Xin Guo

Publications and source records attributed to Xin Guo.

At least 91 records · Page 5Linked to original sources
arXiv2025

Nonstationary nonzero-sum Markov games under a probability criterion

This paper deals with N-person nonzero-sum discrete-time Markov games under a probability criterion, in which the transition probabilities and reward functions are allowed to vary with time. Differing from the existing works on the expected reward criteria, our concern here is to maximize the probabilities that the accumulated rewards until the first passage time to any target set exceed a given goal, which represent the reliability of the players income. Under a mild condition, by developing a comparison theorem for the probability criterion, we prove the existence of a Nash equilibrium over history-dependent policies. Moreover, we provide an efficient algorithm for computing epsilon-Nash equilibria. Finally, we illustrate our main results by a nonstationary energy management model and take a numerical experiment.

math.PR↗
arXiv2025

Algorithms for zero-sum stochastic games with the risk-sensitive average criterion

This paper is an attempt to compute the value and saddle points of zero-sum risk-sensitive average stochastic games. For the average games with finite states and actions, we first introduce the so-called irreducibility coefficient and then establish its equivalence to the irreducibility condition. Using this equivalence,we develop an iteration algorithm to compute $\varepsilon$-approximations of the value (for any given $\varepsilon>0$) and show its convergence. Based on $\varepsilon$-approximations of the value and the irreducibility coefficient, we further propose another iteration algorithm, which is proved to obtain $\varepsilon$-saddle points in finite steps. Finally, a numerical example of energy management in smart grids is provided to illustrate our results.

math.OC↗
arXiv2025

On reachability of Markov decision processes: a novel state-classification-based PI approach

This paper concentrates on the reliability of a discrete-time controlled Markov system with finite states and actions, and aims to give an efficient algorithm for obtaining an optimal (control) policy that makes the system have the maximal reliability for every initial state. After establishing the existence of an optimal policy, for the computation of optimal policies, we introduce the concept of an absorbing set of a stationary policy, and find some characterization and a computational method of the absorbing sets. Using the largest absorbing set, we build a novel optimality equation (OE), and prove the uniqueness of a solution of the OE. Furthermore, we provide a policy iteration algorithm of optimal policies, and prove that an optimal policy and the maximal reliability can be obtained in a finite number of iterations. Finally, an example in reliability and maintenance problems is given to illustrate our results.

math.OC↗
arXiv2025

Continuous-time mean field games: a primal-dual characterization

This paper establishes a primal-dual formulation for continuous-time mean field games (MFGs) and provides a complete analytical characterization of the set of all Nash equilibria (NEs). We first show that for any given mean field flow, the representative player's control problem with {\it measurable coefficients} is equivalent to a linear program over the space of occupation measures. We then establish the dual formulation of this linear program as a maximization problem over smooth subsolutions of the associated Hamilton-Jacobi-Bellman (HJB) equation, which plays a fundamental role in characterizing NEs of MFGs. Finally, a complete characterization of \emph{all NEs for MFGs} is established by the strong duality between the linear program and its dual problem. This strong duality is obtained by studying the solvability of the dual problem, and in particular through analyzing the regularity of the associated HJB equation. Compared with existing approaches for MFGs, the primal-dual formulation and its NE characterization do not require the convexity of the associated Hamiltonian or the uniqueness of its optimizer, and remain applicable when the HJB equation lacks classical or even continuous solutions.

math.OC↗
arXiv2025

Learning from Noisy Pseudo-labels for All-Weather Land Cover Mapping

Semantic segmentation of SAR images has garnered significant attention in remote sensing due to the immunity of SAR sensors to cloudy weather and light conditions. Nevertheless, SAR imagery lacks detailed information and is plagued by significant speckle noise, rendering the annotation or segmentation of SAR images a formidable task. Recent efforts have resorted to annotating paired optical-SAR images to generate pseudo-labels through the utilization of an optical image segmentation network. However, these pseudo-labels are laden with noise, leading to suboptimal performance in SAR image segmentation. In this study, we introduce a more precise method for generating pseudo-labels by incorporating semi-supervised learning alongside a novel image resolution alignment augmentation. Furthermore, we introduce a symmetric cross-entropy loss to mitigate the impact of noisy pseudo-labels. Additionally, a bag of training and testing tricks is utilized to generate better land-cover mapping results. Our experiments on the GRSS data fusion contest indicate the effectiveness of the proposed method, which achieves first place. The code is available at https://github.com/StuLiu/DFC2025Track1.git.

cs.CV↗
arXiv2025

Continuity conditions weaker than lower semi-continuity

Lower semi-continuity (\texttt{LSC}) is a critical assumption in many foundational optimisation theory results; however, in many cases, \texttt{LSC} is stronger than necessary. This has led to the introduction of numerous weaker continuity conditions that enable more general theorem statements. In the context of unstructured optimization over topological domains, we collect these continuity conditions from disparate sources and review their applications. As primary outcomes, we prove two comprehensive implication diagrams that establish novel connections between the reviewed conditions. In doing so, we also introduce previously missing continuity conditions and provide new counterexamples.

math.OC↗
arXiv2025

Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths

We derive a functional Itô-formula for non-anticipative maps of rough paths, based on the approximation properties of the signature of càdlàg rough paths. This result is a functional extension of the Itô-formula for càdlàg rough paths (by Friz and Zhang (2018)), which coincides with the change of variable formula formulated by Dupire (2009) whenever the functionals' representations, the notions of regularity, and the integration concepts can be matched. Unlike these previous works, we treat the vertical (jump) pertubation via the Marcus transformation, which allows for incorporating path functionals where the second order vertical derivatives do not commute, as is the case for typical signature functionals. As a byproduct, we show that sufficiently regular non-anticipative maps admit a functional Taylor expansion in terms of the path's signature, leading to an important generalization of the recent results by Dupire and Tissot-Daguette (2022).

math.PR↗
arXiv2025

Markov $α$-Potential Games

We propose a new framework of Markov $α$-potential games to study Markov games. We show that any Markov game with finite-state and finite-action is a Markov $α$-potential game, and establish the existence of an associated $α$-potential function. Any optimizer of an $α$-potential function is shown to be an $α$-stationary Nash equilibrium. We study two important classes of practically significant Markov games, Markov congestion games and the perturbed Markov team games, via the framework of Markov $α$-potential games, with explicit characterization of an upper bound for $α$ and its relation to game parameters. Additionally, we provide a semi-infinite linear programming based formulation to obtain an upper bound for $α$ for any Markov game. Furthermore, we study two equilibrium approximation algorithms, namely the projected gradient-ascent algorithm and the sequential maximum improvement algorithm, along with their Nash regret analysis, and corroborate the results with numerical experiments.

cs.GT↗
arXiv2025

An $α$-potential game framework for $N$-player dynamic games

This paper proposes and studies a general form of dynamic $N$-player non-cooperative games called $α$-potential games, where the change of a player's value function upon her unilateral deviation from her strategy is equal to the change of an $α$-potential function up to an error $α$. Analogous to the static potential game (which corresponds to $α=0$), the $α$-potential game framework is shown to reduce the challenging task of finding $α$-Nash equilibria for a dynamic game to minimizing the $α$-potential function. Moreover, an analytical characterization of $α$-potential functions is established, with $α$ represented in terms of the magnitude of the asymmetry of value functions' second-order derivatives. For stochastic differential games in which the state dynamic is a controlled diffusion, $α$ is characterized in terms of the number of players, the choice of admissible strategies, and the intensity of interactions and the level of heterogeneity among players. Two classes of stochastic differential games, namely distributed games and games with mean field interactions, are analyzed to highlight the dependence of $α$ on general game characteristics that are beyond the mean-field paradigm, which focuses on the limit of $N$ with homogeneous players. To analyze the $α$-NE, the associated optimization problem is embedded into a conditional McKean-Vlasov control problem. A verification theorem is established to construct $α$-NE based on solutions to an infinite-dimensional Hamilton-Jacobi-Bellman equation, which is reduced to a system of ordinary differential equations for linear-quadratic games.

math.OC↗
arXiv2025

Aneumo: A Large-Scale Comprehensive Synthetic Dataset of Aneurysm Hemodynamics

Intracranial aneurysm (IA) is a common cerebrovascular disease that is usually asymptomatic but may cause severe subarachnoid hemorrhage (SAH) if ruptured. Although clinical practice is usually based on individual factors and morphological features of the aneurysm, its pathophysiology and hemodynamic mechanisms remain controversial. To address the limitations of current research, this study constructed a comprehensive hemodynamic dataset of intracranial aneurysms. The dataset is based on 466 real aneurysm models, and 10,000 synthetic models were generated by resection and deformation operations, including 466 aneurysm-free models and 9,534 deformed aneurysm models. The dataset also provides medical image-like segmentation mask files to support insightful analysis. In addition, the dataset contains hemodynamic data measured at eight steady-state flow rates (0.001 to 0.004 kg/s), including critical parameters such as flow velocity, pressure, and wall shear stress, providing a valuable resource for investigating aneurysm pathogenesis and clinical prediction. This dataset will help advance the understanding of the pathologic features and hemodynamic mechanisms of intracranial aneurysms and support in-depth research in related fields. Dataset hosted at https://github.com/Xigui-Li/Aneumo.

cs.CV↗
arXiv2024

A feature refinement module for light-weight semantic segmentation network

Low computational complexity and high segmentation accuracy are both essential to the real-world semantic segmentation tasks. However, to speed up the model inference, most existing approaches tend to design light-weight networks with a very limited number of parameters, leading to a considerable degradation in accuracy due to the decrease of the representation ability of the networks. To solve the problem, this paper proposes a novel semantic segmentation method to improve the capacity of obtaining semantic information for the light-weight network. Specifically, a feature refinement module (FRM) is proposed to extract semantics from multi-stage feature maps generated by the backbone and capture non-local contextual information by utilizing a transformer block. On Cityscapes and Bdd100K datasets, the experimental results demonstrate that the proposed method achieves a promising trade-off between accuracy and computational cost, especially for Cityscapes test set where 80.4% mIoU is achieved and only 214.82 GFLOPs are required.

cs.CV↗
arXiv2024

A Deep Semantic Segmentation Network with Semantic and Contextual Refinements

Semantic segmentation is a fundamental task in multimedia processing, which can be used for analyzing, understanding, editing contents of images and videos, among others. To accelerate the analysis of multimedia data, existing segmentation researches tend to extract semantic information by progressively reducing the spatial resolutions of feature maps. However, this approach introduces a misalignment problem when restoring the resolution of high-level feature maps. In this paper, we design a Semantic Refinement Module (SRM) to address this issue within the segmentation network. Specifically, SRM is designed to learn a transformation offset for each pixel in the upsampled feature maps, guided by high-resolution feature maps and neighboring offsets. By applying these offsets to the upsampled feature maps, SRM enhances the semantic representation of the segmentation network, particularly for pixels around object boundaries. Furthermore, a Contextual Refinement Module (CRM) is presented to capture global context information across both spatial and channel dimensions. To balance dimensions between channel and space, we aggregate the semantic maps from all four stages of the backbone to enrich channel context information. The efficacy of these proposed modules is validated on three widely used datasets-Cityscapes, Bdd100K, and ADE20K-demonstrating superior performance compared to state-of-the-art methods. Additionally, this paper extends these modules to a lightweight segmentation network, achieving an mIoU of 82.5% on the Cityscapes validation set with only 137.9 GFLOPs.

cs.CV↗
arXiv2024

FinEval: A Chinese Financial Domain Knowledge Evaluation Benchmark for Large Language Models

Large language models have demonstrated outstanding performance in various natural language processing tasks, but their security capabilities in the financial domain have not been explored, and their performance on complex tasks like financial agent remains unknown. This paper presents FinEval, a benchmark designed to evaluate LLMs' financial domain knowledge and practical abilities. The dataset contains 8,351 questions categorized into four different key areas: Financial Academic Knowledge, Financial Industry Knowledge, Financial Security Knowledge, and Financial Agent. Financial Academic Knowledge comprises 4,661 multiple-choice questions spanning 34 subjects such as finance and economics. Financial Industry Knowledge contains 1,434 questions covering practical scenarios like investment research. Financial Security Knowledge assesses models through 1,640 questions on topics like application security and cryptography. Financial Agent evaluates tool usage and complex reasoning with 616 questions. FinEval has multiple evaluation settings, including zero-shot, five-shot with chain-of-thought, and assesses model performance using objective and subjective criteria. Our results show that Claude 3.5-Sonnet achieves the highest weighted average score of 72.9 across all financial domain categories under zero-shot setting. Our work provides a comprehensive benchmark closely aligned with Chinese financial domain.

cs.CL↗
arXiv2024

Transportation Marketplace Rate Forecast Using Signature Transform

Freight transportation marketplace rates are typically challenging to forecast accurately. In this work, we have developed a novel statistical technique based on signature transforms and have built a predictive and adaptive model to forecast these marketplace rates. Our technique is based on two key elements of the signature transform: one being its universal nonlinearity property, which linearizes the feature space and hence translates the forecasting problem into linear regression, and the other being the signature kernel, which allows for comparing computationally efficiently similarities between time series data. Combined, it allows for efficient feature generation and precise identification of seasonality and regime switching in the forecasting process. An algorithm based on our technique has been deployed by Amazon trucking operations, with far superior forecast accuracy and better interpretability versus commercially available industry models, even during the COVID-19 pandemic and the Ukraine conflict. Furthermore, our technique is able to capture the influence of business cycles and the heterogeneity of the marketplace, improving prediction accuracy by more than fivefold, with an estimated annualized saving of \$50MM.

cs.LG↗
arXiv2024

Deep-sub-cycle ultrafast optical pulses

Sub-cycle optical pulse is of great importance for ultrafast science and technology. While a narrower pulse can offer a higher temporal resolution, so far the pulse width has not reached the limit of half an optical cycle. Here we propose to break the half-cycle limit via inverse Compton scattering in a deep-subwavelength-confined infrared or THz optical driving field, which can be converted into a deep-sub-cycle (i.e., less than half a cycle) ultrafast pulse by relativistic electrons passing through. Quantitatively, by using a deep-subwavelength-confined 0.4-THz 1-ps pulsed driving field and a 3-MeV 1-fs electron bunch, we obtain a $\sim$ 0.1-cycle femtosecond pulse with a peak frequency of $\sim$ 26 THz ($\sim$ 38 fs in optical cycle) and a pulse width of $\sim$ 3.6 fs; with the same driving field and a 30-MeV 50-as electron bunch, we obtain a 0.17-cycle attosecond pulse with a peak frequency of $\sim$ 2.0 PHz ($\sim$ 500 as in optical cycle) and a pulse width of $\sim$ 86 as. Below the optical damage threshold of the field-confinement material, the single-pulse photon number can exceed $10^6$. Such pulses may open opportunities for studying light-matter interaction on the deep-sub-cycle level, and pave a way to unprecedented optical technology ranging from temporal super-resolution optical microscopy and spectroscopy to unconventional atom/molecule polarization and manipulation.

physics.optics↗
arXiv2024

Active control of excitonic strong coupling and electroluminescence in electrically driven plasmonic nanocavities

Enhancement and active control of light-matter interactions at the atomic scale is important for developing next-generation nanophotonic and quantum optical devices. Here, we demonstrate electric control of both excitonic strong coupling and electroluminescence by integrating semiconductor monolayers into a nanometer gap of electrically driven nanocube-on-mirror plasmonic nanocavities. Particularly, in a strongly-coupled system of nanocavity plasmons and WSe2 excitons, the ultra-strong electric field generated in the nanocavity gap enables a reversible modulation of the Rabi splitting between ~102 and 80 meV with a bias below 2.5 V. In the quantum tunnelling regime, by injecting carriers into a nanocavity-integrated WS2 monolayer, bias-controlled spectrally tunable electroluminescence from charged or neutral excitons is achieved with an external quantum efficiency reaching ~3.5%. These results underline practical approaches to electric control of atomic-scale light-matter interactions for applications including nanoscale light sources, ultrafast electro-optic modulation, quantum information processing and sensing.

physics.optics↗
arXiv2024

Towards An Analytical Framework for Dynamic Potential Games

Potential game is an emerging notion and framework for studying N-player games, especially with heterogeneous players. In this paper, we build an analytical framework for dynamic potential games. We prove that a game is a dynamic potential game if and only if each player's value function can be decomposed as a potential function and a residual term which is solely dependent on other players' policies. This decomposition is consistent with the result in the static setting and enables us to identify and analyze an important and new class of dynamic potential games called the distributed game. Moreover, we prove that a game is a dynamic potential game if the value function has a symmetric Jacobian. This generalizes the differential characterization for static potential games by replacing the classical derivative with a new notation of functional derivative with respect to Markov policies. For a general class of continuous-time stochastic games, we explicitly characterize their potential functions. In particular, we show that the potential function of linear-quadratic games can be studied through a system of linear ODEs. Furthermore, under a rank condition on control coefficients, we prove a linear-quadratic game is a Markov potential game if and only if all players have identical cost functions.

math.OC↗