Stochastic differential games have been used extensively to model agents' competitions in finance, for instance, in P2P lending platforms from the Fintech industry, the banking system for systemic risk, and insurance markets. The recently proposed machine learning algorithm, deep fictitious play, provides a novel and efficient tool for finding Markovian Nash equilibrium of large
 Award ID(s):
 1953035
 NSFPAR ID:
 10343586
 Date Published:
 Journal Name:
 Frontiers of Mathematical Finance
 Volume:
 1
 Issue:
 2
 ISSN:
 27696715
 Page Range / eLocation ID:
 287
 Format(s):
 Medium: X
 Sponsoring Org:
 National Science Foundation
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