Ruimeng Hu

Jihao Long

SIAM J. Numer. Anal., February, 2024

Error estimates of physics-informed neural networks for approximating Boltzmann equation.

[BibT_eX]

[DOI]

CoRR, 2024

Accuracy Analysis of Physics-Informed Neural Networks for Approximating the Critical SQG Equation.

[BibT_eX]

[DOI]

Elie Abdo

Quyuan Lin

CoRR, 2024

2023

Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems.

[BibT_eX]

[DOI]

SIAM J. Financial Math., December, 2023

A Deep Learning Analysis of Climate Change, Innovation, and Uncertainty.

[BibT_eX]

[DOI]

CoRR, 2023

Deep Reinforcement Learning for Infinite Horizon Mean Field Problems in Continuous Spaces.

[BibT_eX]

[DOI]

CoRR, 2023

Stochastic Delay Differential Games: Financial Modeling and Machine Learning Algorithms.

[BibT_eX]

[DOI]

Robert Balkin

Héctor D. Ceniceros

CoRR, 2023

Recent Developments in Machine Learning Methods for Stochastic Control and Games.

[BibT_eX]

[DOI]

Mathieu Laurière

CoRR, 2023

Directed Chain Generative Adversarial Networks.

[BibT_eX]

[DOI]

Ming Min

Tomoyuki Ichiba

Proceedings of the International Conference on Machine Learning, 2023

2022

Sub- and Supersolution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Markets.

[BibT_eX]

[DOI]

Ronnie Sircar

SIAM J. Financial Math., 2022

Higher-Order Error estimates for physics-informed neural networks approximating the primitive equations.

[BibT_eX]

[DOI]

CoRR, 2022

Pandemic Control, Game Theory and Machine Learning.

[BibT_eX]

[DOI]

CoRR, 2022

2021

Recurrent neural networks for stochastic control problems with delay.

[BibT_eX]

[DOI]

Math. Control. Signals Syst., 2021

A Class of Dimensionality-free Metrics for the Convergence of Empirical Measures.

[BibT_eX]

[DOI]

Jihao Long

CoRR, 2021

Optimal Policies for a Pandemic: A Stochastic Game Approach and a Deep Learning Algorithm.

[BibT_eX]

[DOI]

Proceedings of the Mathematical and Scientific Machine Learning, 2021

Signatured Deep Fictitious Play for Mean Field Games with Common Noise.

[BibT_eX]

[DOI]

Ming Min

Proceedings of the 38th International Conference on Machine Learning, 2021

2020

Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment.

[BibT_eX]

[DOI]

Multiscale Model. Simul., 2020

Convergence of Deep Fictitious Play for Stochastic Differential Games.

[BibT_eX]

[DOI]

Jihao Long

CoRR, 2020

Deep Fictitious Play for Finding Markovian Nash Equilibrium in Multi-Agent Games.

[BibT_eX]

[DOI]

Proceedings of Mathematical and Scientific Machine Learning, 2020

2019

Deep Fictitious Play for Stochastic Differential Games.

[BibT_eX]

[DOI]

CoRR, 2019

Deep Learning for Ranking Response Surfaces with Applications to Optimal Stopping Problems.

[BibT_eX]

[DOI]

CoRR, 2019

2018

Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2018

Systemic risk and optimal fee for central clearing counterparty under partial netting.

[BibT_eX]

[DOI]

Oper. Res. Lett., 2018

Asymptotic Optimal Portfolio in Fast Mean-Reverting Stochastic Environments.

[BibT_eX]

[DOI]

Proceedings of the 57th IEEE Conference on Decision and Control, 2018

2017

Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2017

Sequential Design for Ranking Response Surfaces.

[BibT_eX]

[DOI]