Ben M. Hambly

11 papers Journal 11

Year	Rank	Type	Title / Venue / Authors
2023	J	`jnl`	Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games. J. Mach. Learn. Res. Ben M. Hambly, Renyuan Xu, Huining Yang
2022	J	`jnl`	A probabilistic model for interfaces in a martensitic phase transition. J. Appl. Probab. Pierluigi Cesana, Ben M. Hambly
2021	J	`jnl`	Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games. CoRR Ben M. Hambly, Renyuan Xu, Huining Yang
2021	J	`jnl`	Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon. SIAM J. Control. Optim. Ben M. Hambly, Renyuan Xu, Huining Yang
2021	J	`jnl`	Recent Advances in Reinforcement Learning in Finance. CoRR Ben M. Hambly, Renyuan Xu, Huining Yang
2020	J	`jnl`	Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon. CoRR Ben M. Hambly, Renyuan Xu, Huining Yang
2019	J	`jnl`	Erratum: Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models. SIAM J. Financial Math. Ben M. Hambly, Nikolaos Kolliopoulos
2017	J	`jnl`	Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models. SIAM J. Financial Math. Ben M. Hambly, Nikolaos Kolliopoulos
2015	J	`jnl`	Monte Carlo methods via a dual approach for some discrete time stochastic control problems. Math. Methods Oper. Res. Lajos Gergely Gyurkó, Ben M. Hambly, Jan Hendrik Witte
2011	J	`jnl`	Stochastic Evolution Equations in Portfolio Credit Modelling. SIAM J. Financial Math. N. Bush, Ben M. Hambly, Helen Haworth, L. Jin, Christoph Reisinger
2010	J	`jnl`	A dual approach to multiple exercise option problems under constraints. Math. Methods Oper. Res. Nikolay Aleksandrov, Ben M. Hambly