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
Language | Label | Description | Also known as |
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English | 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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