Deep neural network approximation for high-dimensional parabolic Hamilton-Jacobi-Bellman equations.
Philipp GrohsLukas HerrmannPublished in: CoRR (2021)
Keyphrases
- hamilton jacobi bellman
- neural network
- high dimensional
- optimal control
- control problems
- nonlinear systems
- stochastic control
- fuzzy systems
- hamilton jacobi
- dynamical systems
- approximate dynamic programming
- fuzzy logic
- reinforcement learning
- artificial neural networks
- dynamic programming
- feature space
- closed form
- numerical solution
- mathematical model
- brownian motion
- linear program
- queueing networks
- adaptive control
- differential equations
- steady state
- kernel function
- evolutionary algorithm
- genetic algorithm
- machine learning