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math.PR2023
Approximations of semi-Markov processes and insurance policy valuation
Martin Bladt, Andreea Minca, Oscar Peralta
Inspired by a duration-dependent life insurance model, we consider continuous-time semi-Markov jump processes, initially assumed to have a finite state-space. We develop approximat…
cs.GT2023
Reinforcement Learning for SBM Graphon Games with Re-Sampling
Peihan Huo, Oscar Peralta, Junyu Guo +2
The Mean-Field approximation is a tractable approach for studying large population dynamics. However, its assumption on homogeneity and universal connections among all agents limit…