Passer au contenu

/ Département de mathématiques et de statistique

Rechercher

Conférence de Ruimeng Hu, candidat au poste de professeur en mathématiques financières, 6 déc. 10h30

Conférencier

RUIMENG HU

 

Columbia University

New-York, États-Unis

 

 

Deep fictitious play for stochastic differential games

Differential games, as an offspring of game theory and optimal control, provide the modeling and analysis of conflict in the context of a dynamical system. Computing Nash equilibria is one of the core objectives in differential games, with a major bottleneck coming from the notorious intractability of N-player games. This leads to the difficulty of the curse of dimensionality, which will be overcome by the presented theory and algorithms of deep fictitious play using machine learning tools.

 

Date : Vendredi le 6 décembre 2019

Heure : 10h30 à 11h30

Lieu : Pavillon André-Aisenstadt

Salle : 6214