6 citations · 7 across the 3 of their papers we have counts for
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math.OC2023★ 1 cited
Stochastic Delay Differential Games: Financial Modeling and Machine Learning Algorithms
Robert Balkin, Hector D. Ceniceros, Ruimeng Hu
In this paper, we propose a numerical methodology for finding the closed-loop Nash equilibrium of stochastic delay differential games through deep learning. These games are prevale…
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…