Neural networks for first order HJB equations and application to front propagation with obstacle terms (Q6087416): Difference between revisions

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scientific article; zbMATH DE number 7765778

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English	Neural networks for first order HJB equations and application to front propagation with obstacle terms	scientific article; zbMATH DE number 7765778

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instance of

scholarly article

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title

Neural networks for first order HJB equations and application to front propagation with obstacle terms (English)

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SN Partial Differential Equations and Applications

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publication date

15 November 2023

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full work available at URL

https://arxiv.org/abs/2210.04300

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zbMATH Keywords

neural networks

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deterministic optimal control

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dynamic programming principle

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first order Hamilton-Jacobi-Bellman equation

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state constraints

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MaRDI profile type

MaRDI publication profile

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cites work

The Max-Plus Finite Element Method for Solving Deterministic Optimal Control Problems: Basic Properties and Convergence Analysis

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A tree structure algorithm for optimal control problems with state constraints

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A general Hamilton-Jacobi framework for non-linear state-constrained control problems

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Value function and optimal trajectories for a maximum running cost control problem with state constraints. Application to an abort landing problem

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Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications

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Numerical methods for the pricing of swing options: a stochastic control approach

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A forward scheme for backward SDEs

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A discontinuous Galerkin scheme for front propagation with obstacles

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Convergence of discontinuous Galerkin schemes for front propagation with obstacles

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Reachability and Minimal Times for State Constrained Nonlinear Problems without Any Controllability Assumption

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Optimistic planning algorithms for state-constrained optimal control problems

0 references

An adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equations

0 references

Two Approximations of Solutions of Hamilton-Jacobi Equations

0 references

Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations

0 references

Handbook of numerical methods for hyperbolic problems. Basic and fundamental issues

0 references

Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids

0 references

Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs

0 references

A regression-based Monte Carlo method to solve backward stochastic differential equations

0 references

Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions

0 references

A distribution-free theory of nonparametric regression

0 references

Solving high-dimensional partial differential equations using deep learning

0 references

Convergence of the deep BSDE method for coupled FBSDEs

0 references

A Discontinuous Galerkin Finite Element Method for Hamilton--Jacobi Equations

0 references

Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis

0 references

Deep backward schemes for high-dimensional nonlinear PDEs

0 references

On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations

0 references

Q2703816

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Reinterpretation and simplified implementation of a discontinuous Galerkin method for Hamilton-Jacobi equations

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High-Order Essentially Nonoscillatory Schemes for Hamilton–Jacobi Equations

0 references

Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations

0 references

Q4938745

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DGM: a deep learning algorithm for solving partial differential equations

0 references

Discontinuous Galerkin finite element methods for time-dependent Hamilton-Jacobi-Bellman equations with Cordes coefficients

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Identifiers

zbMATH Open document ID

1527.35140

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arXiv ID

2210.04300

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Mathematics Subject Classification ID

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10.1007/S42985-023-00258-8

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Sitelinks

Mathematics(1 entry)

mardi Publication:6087416

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-.1007/s42985-023-00258-8
@@ Property / DOI: 10.1007/s42985-023-00258-8 / rank @@
-Normal rank
@@ Property / cites work @@
+The Max-Plus Finite Element Method for Solving Deterministic Optimal Control Problems: Basic Properties and Convergence Analysis
+Normal rank
@@ Property / cites work @@
+A tree structure algorithm for optimal control problems with state constraints
+Normal rank
@@ Property / cites work @@
+A general Hamilton-Jacobi framework for non-linear state-constrained control problems
+Normal rank
@@ Property / cites work @@
+Value function and optimal trajectories for a maximum running cost control problem with state constraints. Application to an abort landing problem
+Normal rank
@@ Property / cites work @@
+Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications
+Normal rank
@@ Property / cites work @@
+Numerical methods for the pricing of swing options: a stochastic control approach
+Normal rank
@@ Property / cites work @@
+A forward scheme for backward SDEs
@@ Property / cites work: A forward scheme for backward SDEs / rank @@
+Normal rank
@@ Property / cites work @@
+A discontinuous Galerkin scheme for front propagation with obstacles
+Normal rank
@@ Property / cites work @@
+Convergence of discontinuous Galerkin schemes for front propagation with obstacles
+Normal rank
@@ Property / cites work @@
+Reachability and Minimal Times for State Constrained Nonlinear Problems without Any Controllability Assumption
+Normal rank
@@ Property / cites work @@
+Optimistic planning algorithms for state-constrained optimal control problems
+Normal rank
@@ Property / cites work @@
+An adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equations
+Normal rank
@@ Property / cites work @@
+Two Approximations of Solutions of Hamilton-Jacobi Equations
+Normal rank
@@ Property / cites work @@
+Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations
+Normal rank
@@ Property / cites work @@
+Handbook of numerical methods for hyperbolic problems. Basic and fundamental issues
+Normal rank
@@ Property / cites work @@
+Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids
+Normal rank
@@ Property / cites work @@
+Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs
+Normal rank
@@ Property / cites work @@
+A regression-based Monte Carlo method to solve backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions
+Normal rank
@@ Property / cites work @@
+A distribution-free theory of nonparametric regression
+Normal rank
@@ Property / cites work @@
+Solving high-dimensional partial differential equations using deep learning
+Normal rank
@@ Property / cites work @@
+Convergence of the deep BSDE method for coupled FBSDEs
+Normal rank
@@ Property / cites work @@
+A Discontinuous Galerkin Finite Element Method for Hamilton--Jacobi Equations
+Normal rank
@@ Property / cites work @@
+Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis
+Normal rank
@@ Property / cites work @@
+Deep backward schemes for high-dimensional nonlinear PDEs
+Normal rank
@@ Property / cites work @@
+On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations
+Normal rank
@@ Property / cites work @@
+Q2703816
@@ Property / cites work: Q2703816 / rank @@
+Normal rank
@@ Property / cites work @@
+Reinterpretation and simplified implementation of a discontinuous Galerkin method for Hamilton-Jacobi equations
+Normal rank
@@ Property / cites work @@
+High-Order Essentially Nonoscillatory Schemes for Hamilton–Jacobi Equations
+Normal rank
@@ Property / cites work @@
+Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
+Normal rank
@@ Property / cites work @@
+Q4938745
@@ Property / cites work: Q4938745 / rank @@
+Normal rank
@@ Property / cites work @@
+DGM: a deep learning algorithm for solving partial differential equations
+Normal rank
@@ Property / cites work @@
+Discontinuous Galerkin finite element methods for time-dependent Hamilton-Jacobi-Bellman equations with Cordes coefficients
+Normal rank
@@ Property / DOI @@
+.1007/S42985-023-00258-8
@@ Property / DOI: 10.1007/S42985-023-00258-8 / rank @@
+Normal rank