Deep fictitious play for stochastic differential games

DOI10.4310/CMS.2021.v19.n2.a2zbMath1484.91034arXiv1903.09376MaRDI QIDQ2057010

Ruimeng Hu

Publication date: 8 December 2021

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.09376

zbMATH Keywords

Nash equilibriumstochastic differential gamefictitious playdeep learning

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15)

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