Open AccessConvergence of deep fictitious play for stochastic differential games
Author(s) -
Jiequn Han,
Ruimeng Hu,
Jihao Long
Publication year - 2022
Publication title -
frontiers of mathematical finance
Language(s) - English
Resource type - Journals
ISSN - 2769-6715
DOI - 10.3934/fmf.2021011
Subject(s) - nash equilibrium , convergence (economics) , mathematical economics , stochastic differential equation , mathematics , computer science , population , algorithm , discrete mathematics , artificial intelligence , economics , economic growth , demography , sociology