Actor-Critic Method for High Dimensional Static Hamilton--Jacobi--Bellman Partial Differential Equations based on Neural Networks
نویسندگان
چکیده
Actor-Critic Method for High Dimensional Static Hamilton--Jacobi--Bellman Partial Differential Equations based on Neural Networks
منابع مشابه
Hamilton-Jacobi-Bellman Equations
This work treats Hamilton-Jacobi-Bellman equations. Their relation to several problems in mathematics is presented and an introduction to viscosity solutions is given. The work of several research articles is reviewed, including the Barles-Souganidis convergence argument and the inaugural papers on mean-field games. Original research on numerical methods for Hamilton-Jacobi-Bellman equations is...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2021
ISSN: ['1095-7197', '1064-8275']
DOI: https://doi.org/10.1137/21m1402303