2 papers
stat.ML2026
Equilibrium Learning in Unbounded Stochastic Games with Gaussian Transitions
Jonathan Anthony Mavroforas, Fred Roosta
Learning equilibria from data is difficult when several decision makers interact indefinitely and the system state has no prescribed bounds. We examine discounted general-sum stoch…
q-fin.MF2025
Rough Path Approaches to Stochastic Control, Filtering, and Stopping
Jonathan A. Mavroforas, Anthony H. Dooley
This paper presents a unified exposition of rough path methods applied to optimal control, robust filtering, and optimal stopping, addressing a notable gap in the existing literatu…