Ben M. Hambly

According to our database, Ben M. Hambly authored at least 9 papers between 2010 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games.

Ben M. Hambly, Renyuan Xu, Huining Yang

J. Mach. Learn. Res., 2023

2022

A probabilistic model for interfaces in a martensitic phase transition.

Pierluigi Cesana, Ben M. Hambly

J. Appl. Probab., 2022

2021

Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon.

Ben M. Hambly, Renyuan Xu, Huining Yang

SIAM J. Control. Optim., 2021

Recent Advances in Reinforcement Learning in Finance.

Ben M. Hambly, Renyuan Xu, Huining Yang

CoRR, 2021

2019

Erratum: Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models.

Ben M. Hambly, Nikolaos Kolliopoulos

SIAM J. Financial Math., 2019

2017

Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models.

Ben M. Hambly, Nikolaos Kolliopoulos

SIAM J. Financial Math., 2017

2015

Monte Carlo methods via a dual approach for some discrete time stochastic control problems.

Lajos Gergely Gyurkó, Ben M. Hambly, Jan Hendrik Witte

Math. Methods Oper. Res., 2015

2011

Stochastic Evolution Equations in Portfolio Credit Modelling.

N. Bush, Ben M. Hambly, Helen Haworth, L. Jin, Christoph Reisinger

SIAM J. Financial Math., 2011

2010

A dual approach to multiple exercise option problems under constraints.

Nikolay Aleksandrov, Ben M. Hambly

Math. Methods Oper. Res., 2010