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Hu, Ruimeng

  1. Recent Developments in Machine Learning Methods for Stochastic Control and Games
    2023/03/17 by Ruimeng Hu, Mathieu Laurière, Hu, Ruimeng +1 · 7 citations
    Decision Sciences · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Simulation Techniques and Applications
  2. Learning High-Dimensional McKean-Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence
    2022/04/25 by Han, Jiequn, Hu, Ruimeng, Long, Jihao · 2 citations
    #49N80 #65C30 #68Q25 #68T07 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC)
  3. Optimal Portfolio under Fractional Stochastic Environment
    2017/03/20 by Fouque, Jean-Pierre, Hu, Ruimeng · 1 citation
    #60G22 #91G10 #93E20 #FOS: Economics and business #Mathematical Finance (q-fin.MF)
  4. Deep Learning for Ranking Response Surfaces with Applications to Optimal\n Stopping Problems
    2019/01/10 by Ruimeng Hu, Hu, Ruimeng · 1 citation
    Engineering · Decision Sciences · #Water resources management and optimization #Auction Theory and Applications
  5. Deep Fictitious Play for Stochastic Differential Games
    2019/03/22 by Hu, Ruimeng · 1 citation
    #60G99 #68T20 #91A15 #91A26 #91B50 #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC)
  6. A Class of Dimension-free Metrics for the Convergence of Empirical Measures
    2021/04/24 by Jiequn Han, Han, Jiequn, Ruimeng Hu +3 · 1 citation
    Mathematics · Physics and Astronomy · #60B10 #60E15 #60H10 #60K35 #91A16 #FOS: Computer and information sciences #FOS: Mathematics #Geometric Analysis and Curvature Flows #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Statistical Mechanics and Entropy
  7. Convergence of Deep Fictitious Play for Stochastic Differential Games
    2020/08/12 by Han, Jiequn, Hu, Ruimeng, Long, Jihao · 1 citation
    #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (cs.LG) #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC)
  8. Error estimates of physics-informed neural networks for approximating Boltzmann equation
    2024/07/11 by Abdo, Elie, Chai, Lihui, Hu, Ruimeng +1 · 2 citations
    #FOS: Mathematics #Numerical Analysis (math.NA)
  9. N-player and Mean-field Games in Itô-diffusion Markets with Competitive or Homophilous Interaction
    2021/06/01 by Ruimeng Hu, Hu, Ruimeng, Thaleia Zariphopoulou +1 · 1 citation
    Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Stochastic processes and financial applications
  10. Multi-Agent Relative Investment Games in a Jump Diffusion Market with Deep Reinforcement Learning Algorithm
    2024/04/18 by Lu, Liwei, Hu, Ruimeng, Yang, Xu +1 · 2 citations
    #FOS: Mathematics #Optimization and Control (math.OC)
  11. Higher-Order error estimates for physics-informed neural networks approximating the primitive equations
    2022/09/24 by Hu, Ruimeng, Lin, Quyuan, Raydan, Alan +1 · 1 citation
    #FOS: Mathematics #Numerical Analysis (math.NA)
  12. Recurrent Neural Networks for Stochastic Control Problems with Delay
    2021/01/05 by Han, Jiequn, Hu, Ruimeng · 1 citation
    #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC)
  13. On the Long-time Dynamics and Ergodicity of the Stochastic Nernst-Planck-Navier-Stokes System
    2023/10/31 by Elie Abdo, Abdo, Elie, Ruimeng Hu +3 · 1 citation
    Economics, Econometrics and Finance · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
  14. Pathwise Solutions for Stochastic Hydrostatic Euler Equations and Hydrostatic Navier-Stokes Equations Under the Local Rayleigh Condition
    2023/01/18 by Hu, Ruimeng, Lin, Quyuan · 1 citation
    #Analysis of PDEs (math.AP) #FOS: Mathematics
  15. On the Three-dimensional Nernst-Planck-Boussinesq System
    2024/05/03 by Abdo, Elie, Hu, Ruimeng, Lin, Quyuan · 1 citation
    #Analysis of PDEs (math.AP) #FOS: Mathematics
  16. Regularization by noise for the inviscid primitive equations
    2024/07/31 by Hu, Ruimeng, Lin, Quyuan, Liu, Rongchang · 1 citation
    #Analysis of PDEs (math.AP) #FOS: Mathematics