29 citations · 119 across the 29 of their papers we have counts for
Showing 2020Show all
2 papers · 1 filter
math.OC2020★ 6 cited
Optimal Policies for a Pandemic: A Stochastic Game Approach and a Deep Learning Algorithm
Yao Xuan, Robert Balkin, Jiequn Han +2
Game theory has been an effective tool in the control of disease spread and in suggesting optimal policies at both individual and area levels. In this paper, we propose a multi-reg…
math.OC2020★ 12 cited
Convergence of Deep Fictitious Play for Stochastic Differential Games
Jiequn Han, Ruimeng Hu, Jihao Long
Stochastic differential games have been used extensively to model agents' competitions in Finance, for instance, in P2P lending platforms from the Fintech industry, the banking sys…