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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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

Publication

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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

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

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Two Approximations of Solutions of Hamilton-Jacobi Equations

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

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

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

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Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs

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

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

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A distribution-free theory of nonparametric regression

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Solving high-dimensional partial differential equations using deep learning

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Convergence of the deep BSDE method for coupled FBSDEs

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

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

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Deep backward schemes for high-dimensional nonlinear PDEs

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

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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

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

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Q4938745

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DGM: a deep learning algorithm for solving partial differential equations

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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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