4 citations · 4 across the 2 of their papers we have counts for
2 papers
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…
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…