Solving HJB equation by using least square machine learning method
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Hamilton-Jacobi-Bellman (HJB) equationleast squaresmachine learningoptimal control problemregression
Hamilton-Jacobi equations (35F21) Hamilton-Jacobi equations in optimal control and differential games (49L12) Dynamic programming in optimal control and differential games (49L20) Learning and adaptive systems in artificial intelligence (68T05) Least squares and related methods for stochastic control systems (93E24)
Cites work
- Adaptive deep learning for high-dimensional Hamilton-Jacobi-Bellman equations
- Controlled Markov processes and viscosity solutions
- scientific article; zbMATH DE number 4004696 (Why is no real title available?)
- scientific article; zbMATH DE number 3720745 (Why is no real title available?)
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- scientific article; zbMATH DE number 3277871 (Why is no real title available?)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations
- Newton's Method for the Matrix Square Root
- Numerical approximation of the product of the square root of a matrix with a vector
- Solving high-dimensional partial differential equations using deep learning
- Stochastic Reaction Network Modeling and Optimal Control for Covid-19
- Tensor decomposition methods for high-dimensional Hamilton-Jacobi-Bellman equations
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