Ben Hambly

Publication Activity (10 Years)

Years Active: 2010-2021
Publications (10 Years): 6

Top Topics

Nash Equilibrium

Markov Decision Processes

Policy Gradient

Top Venues

SIAM J. Financial Math.

SIAM J. Control. Optim.

Publications

Ben Hambly, Renyuan Xu, Huining Yang
Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games. CoRR (2021)
Ben Hambly, Renyuan Xu, Huining Yang
Recent Advances in Reinforcement Learning in Finance. CoRR (2021)
Ben Hambly, Renyuan Xu, Huining Yang
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon. SIAM J. Control. Optim. 59 (5) (2021)
Ben Hambly, Renyuan Xu, Huining Yang
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon. CoRR (2020)
Ben Hambly, Nikolaos Kolliopoulos
Erratum: Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models. SIAM J. Financial Math. 10 (3) (2019)
Ben Hambly, Nikolaos Kolliopoulos
Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models. SIAM J. Financial Math. 8 (1) (2017)
Nikolay Aleksandrov, Ben Hambly
A dual approach to multiple exercise option problems under constraints. Math. Methods Oper. Res. 71 (3) (2010)