activity
20202023
most citedSignatured Deep Fictitious Play for Mean Field Games with Common Noise

4 citations · 9 across the 6 of their papers we have counts for

collaborators

6 papers

cs.LG2023★ 1 cited

Directed Chain Generative Adversarial Networks

Ming Min, Ruimeng Hu, Tomoyuki Ichiba

Real-world data can be multimodal distributed, e.g., data describing the opinion divergence in a community, the interspike interval distribution of neurons, and the oscillators nat…

q-fin.MF2022

Deep Learning for Systemic Risk Measures

Yichen Feng, Ming Min, Jean-Pierre Fouque

The aim of this paper is to study a new methodological framework for systemic risk measures by applying deep learning method as a tool to compute the optimal strategy of capital al…

math.PR2022

Smoothness of Directed Chain Stochastic Differential Equations

Tomoyuki Ichiba, Ming Min

We study the smoothness of the solution of the directed chain stochastic differential equations, where each process is affected by its neighborhood process in an infinite directed…

cs.LG2022★ 3 cited

Sample-Efficient Reinforcement Learning with loglog(T) Switching Cost

Dan Qiao, Ming Yin, Ming Min +1

We study the problem of reinforcement learning (RL) with low (policy) switching cost - a problem well-motivated by real-life RL applications in which deployments of new policies ar…

math.OC2021★ 4 cited

Signatured Deep Fictitious Play for Mean Field Games with Common Noise

Ming Min, Ruimeng Hu

Existing deep learning methods for solving mean-field games (MFGs) with common noise fix the sampling common noise paths and then solve the corresponding MFGs. This leads to a nest…

stat.ML2020★ 1 cited

Convolutional Signature for Sequential Data

Ming Min, Tomoyuki Ichiba

Signature is an infinite graded sequence of statistics known to characterize geometric rough paths, which includes the paths with bounded variation. This object has been studied su…