Asst Professor Ruimeng Hu will be presenting at the global SIAM/FME Seminar Series on Thursday, July 23. The seminar is part of the "Early Career Talks".
Title: Deep fictitious play for stochastic differential games
Abstract: Differential games, as an offspring of game theory and optimal control, provide the modeling and analysis of conflict in the context of a dynamic 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 algorithms of deep fictitious play using machine learning tools. We discuss the approaches to solve open-loop and Markovian Nash equilibria with convergence analysis.
Access details are at: http://wiki.siam.org/siag-fm/index.php/Current_events