3 citations · 3 across the 1 of their papers we have counts for
2 papers
math.OC2022★ 3 cited
A Machine Learning Enhanced Algorithm for the Optimal Landing Problem
Yaohua Zang, Jihao Long, Xuanxi Zhang +3
We propose a machine learning enhanced algorithm for solving the optimal landing problem. Using Pontryagin's minimum principle, we derive a two-point boundary value problem for the…
math.OC2020
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…