Deep Fictitious Play for Stochastic Differential Games

v1v2v3 (latest)

Deep Fictitious Play for Stochastic Differential Games

22 March 2019

ArXiv (abs)PDF HTML

Papers citing "Deep Fictitious Play for Stochastic Differential Games"

13 / 13 papers shown

Title
Convergence of Deep Fictitious Play for Stochastic Differential Games Jiequn Han Ruimeng Hu Jihao Long 45 20 0 12 Aug 2020
Deep Fictitious Play for Finding Markovian Nash Equilibrium in Multi-Agent Games Jiequn Han Ruimeng Hu 55 44 0 04 Dec 2019
On the Convergence of Adam and Beyond Sashank J. Reddi Satyen Kale Surinder Kumar 99 2,499 0 19 Apr 2019
Deep Learning for Ranking Response Surfaces with Applications to Optimal Stopping Problems Ruimeng Hu OOD 49 12 0 11 Jan 2019
Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications Achref Bachouch Côme Huré N. Langrené H. Pham 74 87 0 13 Dec 2018
Convergence of the Deep BSDE Method for Coupled FBSDEs Jiequn Han Jihao Long 59 159 0 03 Nov 2018
Decentralised Learning in Systems with Many, Many Strategic Agents D. Mguni Joel Jennings Enrique Munoz de Cote 57 63 0 13 Mar 2018
A Unified Game-Theoretic Approach to Multiagent Reinforcement Learning Marc Lanctot V. Zambaldi A. Gruslys Angeliki Lazaridou K. Tuyls Julien Perolat David Silver T. Graepel 112 636 0 02 Nov 2017
Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations Weinan E Jiequn Han Arnulf Jentzen 125 798 0 15 Jun 2017
Deep Learning Approximation for Stochastic Control Problems Jiequn Han E. Weinan BDL 53 195 0 02 Nov 2016
Deep Reinforcement Learning from Self-Play in Imperfect-Information Games Johannes Heinrich David Silver SSL 53 399 0 03 Mar 2016
Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift Sergey Ioffe Christian Szegedy OOD 463 43,305 0 11 Feb 2015
Adam: A Method for Stochastic Optimization Diederik P. Kingma Jimmy Ba ODL 1.9K 150,115 0 22 Dec 2014