Viscosity-Informed Generative Actor-Critic for High-Dimensional Stochastic Optimal Control

MaRDI QIDQ7251526arXivFDO

Authors Alen E. Golpashin, Gokul Puthumanaillam, Melkior Ornik, Bruce A. Conway

Publication date 2026

Published in arXiv

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99) Optimal stochastic control (93E20)

arXiv classification

math.OC

Cited in

(1)

• Low Residuals, Wrong Value: Learning the Viscosity Solution of Hamilton-Jacobi-Isaacs Equations with PINNs

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