Convergence of deep fictitious play for stochastic differential games
Jiequn Han, Ruimeng Hu, Jihao Long
| Year of publication: |
2022
|
|---|---|
| Authors: | Han, Jiequn ; Hu, Ruimeng ; Long, Jihao |
| Published in: |
Frontiers of mathematical finance : FMF. - Springfield, MO : AIMS, LLC, ISSN 2769-6715, ZDB-ID 3180026-9. - Vol. 1.2022, 2, p. 287-319
|
| Subject: | Spieltheorie | Game theory | Stochastisches Spiel | Stochastic game |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/fmf.2021011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015373550