Login / Signup
Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space.
Nikolas Nüsken
Lorenz Richter
Published in:
CoRR (2020)
Keyphrases
</>
high dimensional
neural network
low dimensional
hamilton jacobi bellman
optimal control
anisotropic diffusion
artificial neural networks
control problems
partial differential equations
nonlinear systems
level set
steady state
input output