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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| 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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0.817527711391449
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0.8059000968933105
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0.7961164712905884
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0.7898498177528381
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