Deep Fictitious Play for Stochastic Differential Games

22 March 2019

Papers citing "Deep Fictitious Play for Stochastic Differential Games"

16 / 16 papers shown

Title
Stochastic Delay Differential Games: Financial Modeling and Machine Learning Algorithms R. Balkin Héctor D. Ceniceros Ruimeng Hu 11 2 0 12 Jul 2023
Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems Chengfan Gao Siping Gao Ruimeng Hu Zimu Zhu 23 14 0 08 Oct 2022
Deep Learning for Systemic Risk Measures Yichen Feng Ming Min J. Fouque 18 6 0 02 Jul 2022
Learning High-Dimensional McKean-Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence Jiequn Han Ruimeng Hu Jihao Long AI4CE OOD 13 20 0 25 Apr 2022
Linear convergence of a policy gradient method for some finite horizon continuous time control problems C. Reisinger Wolfgang Stockinger Yufei Zhang 16 5 0 22 Mar 2022
DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks Jiequn Han Yucheng Yang Weinan E 14 21 0 29 Dec 2021
Reinforcement Learning with Dynamic Convex Risk Measures Anthony Coache S. Jaimungal 13 27 0 26 Dec 2021
Signatured Deep Fictitious Play for Mean Field Games with Common Noise Ming Min Ruimeng Hu 27 27 0 06 Jun 2021
A Class of Dimension-free Metrics for the Convergence of Empirical Measures Jiequn Han Ruimeng Hu Jihao Long 21 3 0 24 Apr 2021
Recurrent Neural Networks for Stochastic Control Problems with Delay Jiequn Han Ruimeng Hu 11 18 0 05 Jan 2021
Optimal Policies for a Pandemic: A Stochastic Game Approach and a Deep Learning Algorithm Yao Xuan R. Balkin Jiequn Han Ruimeng Hu Héctor D. Ceniceros 11 9 0 12 Dec 2020
Large-Scale Multi-Agent Deep FBSDEs T. Chen Ziyi Wang Ioannis Exarchos Evangelos A. Theodorou 16 4 0 21 Nov 2020
Convergence of Deep Fictitious Play for Stochastic Differential Games Jiequn Han Ruimeng Hu Jihao Long 11 19 0 12 Aug 2020
Deep Fictitious Play for Finding Markovian Nash Equilibrium in Multi-Agent Games Jiequn Han Ruimeng Hu 17 43 0 04 Dec 2019
On the Convergence of Model Free Learning in Mean Field Games Romuald Elie Julien Pérolat Mathieu Laurière M. Geist Olivier Pietquin 17 89 0 04 Jul 2019
Deep Q-Learning for Nash Equilibria: Nash-DQN P. Casgrain Brian Ning S. Jaimungal 13 32 0 23 Apr 2019