Pages that link to "Item:Q825596"

The following pages link to Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596):

Displayed 19 items.

• Bayesian learning via neural Schrödinger-Föllmer flows (Q2104005) ‎ (← links)
• Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces (Q2137753) ‎ (← links)
• State-dependent Riccati equation feedback stabilization for nonlinear PDEs (Q2692793) ‎ (← links)
• An overview on deep learning-based approximation methods for partial differential equations (Q2697278) ‎ (← links)
• Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) ‎ (← links)
• Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs (Q5021399) ‎ (← links)
• Actor-Critic Method for High Dimensional Static Hamilton--Jacobi--Bellman Partial Differential Equations based on Neural Networks (Q5021407) ‎ (← links)
• Approximating Optimal feedback Controllers of Finite Horizon Control Problems Using Hierarchical Tensor Formats (Q5084512) ‎ (← links)
• Neural Parametric Fokker--Planck Equation (Q5087103) ‎ (← links)
• Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format (Q5865245) ‎ (← links)
• Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning (Q6047503) ‎ (← links)
• Importance sampling for the empirical measure of weakly interacting diffusions (Q6142541) ‎ (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) ‎ (← links)
• Learning-based importance sampling via stochastic optimal control for stochastic reaction networks (Q6172912) ‎ (← links)
• Mobility Estimation for Langevin Dynamics Using Control Variates (Q6178098) ‎ (← links)
• Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) ‎ (← links)
• Learning Koopman eigenfunctions of stochastic diffusions with optimal importance sampling and ISOKANN (Q6188560) ‎ (← links)
• Stein variational gradient descent: many-particle and long-time asymptotics (Q6194470) ‎ (← links)
• Neural Control of Parametric Solutions for High-Dimensional Evolution PDEs (Q6194975) ‎ (← links)