Ben Hambly
University of Oxford
H-index: 34
Europe-United Kingdom
Top articles of Ben Hambly
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Policy gradient methods find the nash equilibrium in n-player general-sum linear-quadratic games | Journal of Machine Learning Research | Ben Hambly Renyuan Xu Huining Yang | 2023 |
Contagious McKean--Vlasov problems with common noise: from smooth to singular feedback through hitting times | arXiv preprint arXiv:2307.10800 | Ben Hambly Aldaïr Petronilia Christoph Reisinger Stefan Rigger Andreas Søjmark | 2023/7/20 |
Recent advances in reinforcement learning in finance | Ben Hambly Renyuan Xu Huining Yang | 2023/7 | |
A stochastic model of chemorepulsion with additive noise and nonlinear sensitivity | Stochastics and Partial Differential Equations: Analysis and Computations | Ilya Chevyrev Ben Hambly Avi Mayorcas | 2023/6 |
Semilinear BSPDEs and Applications to McKean-Vlasov Control with Killing | arXiv preprint arXiv:2312.13468 | Ben Hambly Philipp Jettkant | 2023/12/20 |
Dimension results and local times for superdiffusions on fractals | Stochastic Processes and their Applications | Ben Hambly Peter Koepernik | 2023/4/1 |
Control of McKean--Vlasov SDEs with Contagion Through Killing at a State-Dependent Intensity | arXiv preprint arXiv:2310.15854 | Ben Hambly Philipp Jettkant | 2023/10/24 |
573 Modelling Spikes and Pricing Swing Options in Electricity Markets | Ben Hambly Sam Howison Tino Kluge | 2023 | |
Linear-quadratic Gaussian Games with Asymmetric Information: Belief Corrections Using the Opponents Actions | arXiv preprint arXiv:2307.15842 | Ben Hambly Renyuan Xu Huining Yang | 2023/7/29 |
Modelling spikes and pricing swing options in electricity markets | Ben Hambly Sam Howison Tino Kluge | 2022/12/16 | |
An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line | arXiv preprint arXiv:2210.09740 | Ben Hambly Julian Meier Andreas Sojmark | 2022/10/18 |
Policy gradient methods for the noisy linear quadratic regulator over a finite horizon | SIAM Journal on Control and Optimization | Ben Hambly Renyuan Xu Huining Yang | 2021 |
Fractal Geometry and Stochastics VI | Uta Freiberg Ben Hambly Michael Hinz Steffen Winter | 2021/3/23 | |
An approximation of solutions to heat equations defined by generalized measure theoretic Laplacians | Journal of Evolution Equations | Tim Ehnes Ben Hambly | 2021/3 |
Fast mean-reversion asymptotics for large portfolios of stochastic volatility models | Finance and Stochastics | Ben Hambly Nikolaos Kolliopoulos | 2020/7 |
Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models | Applied Mathematical Finance | Ben Hambly Jasdeep Kalsi James Newbury | 2020/3/3 |
Stefan problems for reflected SPDEs driven by space–time white noise | Stochastic Processes and their Applications | Ben Hambly Jasdeep Kalsi | 2020/2/1 |
The damped stochastic wave equation on post-critically finite fractals | Ben Hambly Weiye Yang | 2020 |
Co-Authors
