Convergence of Deep Fictitious Play for Stochastic Differential Games

12 August 2020

Papers citing "Convergence of Deep Fictitious Play for Stochastic Differential Games"

9 / 9 papers shown

Title
Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems Chengfan Gao Siping Gao Ruimeng Hu Zimu Zhu 31 14 0 08 Oct 2022
Learning High-Dimensional McKean-Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence Jiequn Han Ruimeng Hu Jihao Long AI4CE OOD 20 21 0 25 Apr 2022
Deep Graphic FBSDEs for Opinion Dynamics Stochastic Control T. Chen Ziyi Wang Evangelos A. Theodorou 18 1 0 05 Apr 2022
Signatured Deep Fictitious Play for Mean Field Games with Common Noise Ming Min Ruimeng Hu 37 27 0 06 Jun 2021
A Class of Dimension-free Metrics for the Convergence of Empirical Measures Jiequn Han Ruimeng Hu Jihao Long 26 3 0 24 Apr 2021
Recurrent Neural Networks for Stochastic Control Problems with Delay Jiequn Han Ruimeng Hu 24 18 0 05 Jan 2021
An overview on deep learning-based approximation methods for partial differential equations C. Beck Martin Hutzenthaler Arnulf Jentzen Benno Kuckuck 35 146 0 22 Dec 2020
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 32 9 0 12 Dec 2020
Deep Fictitious Play for Stochastic Differential Games Ruimeng Hu 32 29 0 22 Mar 2019