Solving HJB equation by using least square machine learning method

DOI10.3934/DCDSS.2024060MaRDI QIDQ6985400zbMATH OpenFDO

Authors Mouhamadou Aliou M. T. Baldé, Sidy Ly

Publication date 13 May 2025

Published in Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

zbMATH Keywords

machine learningregressionleast squaresoptimal control problemHamilton-Jacobi-Bellman (HJB) equation

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Hamilton-Jacobi equations (35F21) Dynamic programming in optimal control and differential games (49L20) Least squares and related methods for stochastic control systems (93E24) Hamilton-Jacobi equations in optimal control and differential games (49L12)

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