Convergence of Deep Fictitious Play for Stochastic Differential Games

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Convergence of Deep Fictitious Play for Stochastic Differential Games

12 August 2020

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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 59 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 42 23 0 25 Apr 2022
Deep Graphic FBSDEs for Opinion Dynamics Stochastic Control T. Chen Ziyi Wang Evangelos A. Theodorou 51 1 0 05 Apr 2022
Signatured Deep Fictitious Play for Mean Field Games with Common Noise Ming Min Ruimeng Hu 73 28 0 06 Jun 2021
A Class of Dimension-free Metrics for the Convergence of Empirical Measures Jiequn Han Ruimeng Hu Jihao Long 121 3 0 24 Apr 2021
Recurrent Neural Networks for Stochastic Control Problems with Delay Jiequn Han Ruimeng Hu 77 19 0 05 Jan 2021
An overview on deep learning-based approximation methods for partial differential equations C. Beck Martin Hutzenthaler Arnulf Jentzen Benno Kuckuck 117 153 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 71 9 0 12 Dec 2020
Deep Fictitious Play for Stochastic Differential Games Ruimeng Hu 105 29 0 22 Mar 2019

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