activity
20202023
most citedOptimal Policies for a Pandemic: A Stochastic Game Approach and a Deep Learning Algorithm

6 citations · 7 across the 3 of their papers we have counts for

collaborators
Showing 2023Show all

1 paper · 1 filter

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…