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ORCIDBen M. Hambly
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- affiliation: University of Oxford, UK
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2020 – today
- 2023
[j8]Ben M. Hambly, Renyuan Xu, Huining Yang:
Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games. J. Mach. Learn. Res. 24: 139:1-139:56 (2023)- 2022
- [j7]Pierluigi Cesana, Ben M. Hambly:
A probabilistic model for interfaces in a martensitic phase transition. J. Appl. Probab. 59(4): 1081-1105 (2022) - 2021
- [j6]Ben M. Hambly, Renyuan Xu
, Huining Yang:
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon. SIAM J. Control. Optim. 59(5): 3359-3391 (2021) - [i3]Ben M. Hambly, Renyuan Xu, Huining Yang:
Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games. CoRR abs/2107.13090 (2021) - [i2]Ben M. Hambly, Renyuan Xu, Huining Yang:
Recent Advances in Reinforcement Learning in Finance. CoRR abs/2112.04553 (2021) - 2020
- [i1]Ben M. Hambly, Renyuan Xu, Huining Yang:
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon. CoRR abs/2011.10300 (2020)
2010 – 2019
- 2019
- [j5]Ben M. Hambly, Nikolaos Kolliopoulos:
Erratum: Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models. SIAM J. Financial Math. 10(3): 857-876 (2019) - 2017
- [j4]Ben M. Hambly, Nikolaos Kolliopoulos:
Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models. SIAM J. Financial Math. 8(1): 962-1014 (2017) - 2015
- [j3]Lajos Gergely Gyurkó, Ben M. Hambly, Jan Hendrik Witte:
Monte Carlo methods via a dual approach for some discrete time stochastic control problems. Math. Methods Oper. Res. 81(1): 109-135 (2015) - 2011
- [j2]N. Bush, Ben M. Hambly, Helen Haworth, L. Jin, Christoph Reisinger:
Stochastic Evolution Equations in Portfolio Credit Modelling. SIAM J. Financial Math. 2(1): 627-664 (2011) - 2010
- [j1]Nikolay Aleksandrov, Ben M. Hambly:
A dual approach to multiple exercise option problems under constraints. Math. Methods Oper. Res. 71(3): 503-533 (2010)
Coauthor Index
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