Actor-Critic Method for High Dimensional Static Hamilton--Jacobi--Bellman Partial Differential Equations based on Neural Networks (Q5021407)

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scientific article; zbMATH DE number 7456295
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Actor-Critic Method for High Dimensional Static Hamilton--Jacobi--Bellman Partial Differential Equations based on Neural Networks
scientific article; zbMATH DE number 7456295

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    Actor-Critic Method for High Dimensional Static Hamilton--Jacobi--Bellman Partial Differential Equations based on Neural Networks (English)
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    13 January 2022
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    Hamilton-Jacobi-Bellman equations
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    high dimensional partial differential equations
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    stochastic control
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    actor-critic methods
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