Solving high-dimensional Hamilton–Jacobi–Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
2662-2971
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
online resource.
- Erschienen in
-
Solving high-dimensional Hamilton–Jacobi–Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space ; volume:2 ; number:4 ; day:21 ; month:6 ; year:2021 ; pages:1-48 ; date:8.2021
Partial differential equations and applications ; 2, Heft 4 (21.6.2021), 1-48, 8.2021
- Urheber
-
Nüsken, Nikolas
Richter, Lorenz
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
-
10.1007/s42985-021-00102-x
- URN
-
urn:nbn:de:101:1-2021110707014763872221
- Rechteinformation
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:24 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Nüsken, Nikolas
- Richter, Lorenz
- SpringerLink (Online service)
Ähnliche Objekte (12)
Solving high-dimensional PDEs, approximation of path space measures and importance sampling of diffusions
A convergence theorem for Crandall–Lions viscosity solutions to path-dependent Hamilton–Jacobi–Bellman PDEs
A convergence theorem for Crandall–Lions viscosity solutions to path-dependent Hamilton–Jacobi–Bellman PDEs
Adaptive spline interpolation for Hamilton–Jacobi–Bellman equations
Multi-grid methods for Hamilton-Jacobi-Bellman equations
Adaptive grid generation for evolutive Hamilton-Jacobi-Bellman equations
On Nonuniqueness of Solutions of Hamilton–Jacobi–Bellman Equations
Rank-Adaptive Tensor Methods for High-Dimensional Nonlinear PDEs
Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
Policy iteration for Hamilton–Jacobi–Bellman equations with control constraints
An Adaptive Wavelet Method for Solving High-Dimensional Elliptic PDEs
Hamilton-Jacobi-Bellman equations : numerical methods and applications in optimal control
Solving high-dimensional PDEs, approximation of path space measures and importance sampling of diffusions
A convergence theorem for Crandall–Lions viscosity solutions to path-dependent Hamilton–Jacobi–Bellman PDEs
A convergence theorem for Crandall–Lions viscosity solutions to path-dependent Hamilton–Jacobi–Bellman PDEs
Adaptive spline interpolation for Hamilton–Jacobi–Bellman equations
Multi-grid methods for Hamilton-Jacobi-Bellman equations
Adaptive grid generation for evolutive Hamilton-Jacobi-Bellman equations
On Nonuniqueness of Solutions of Hamilton–Jacobi–Bellman Equations
Rank-Adaptive Tensor Methods for High-Dimensional Nonlinear PDEs
Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
Policy iteration for Hamilton–Jacobi–Bellman equations with control constraints
An Adaptive Wavelet Method for Solving High-Dimensional Elliptic PDEs
Hamilton-Jacobi-Bellman equations : numerical methods and applications in optimal control
Solving high-dimensional PDEs, approximation of path space measures and importance sampling of diffusions
A convergence theorem for Crandall–Lions viscosity solutions to path-dependent Hamilton–Jacobi–Bellman PDEs
A convergence theorem for Crandall–Lions viscosity solutions to path-dependent Hamilton–Jacobi–Bellman PDEs
Adaptive spline interpolation for Hamilton–Jacobi–Bellman equations
Multi-grid methods for Hamilton-Jacobi-Bellman equations
Adaptive grid generation for evolutive Hamilton-Jacobi-Bellman equations
On Nonuniqueness of Solutions of Hamilton–Jacobi–Bellman Equations
Rank-Adaptive Tensor Methods for High-Dimensional Nonlinear PDEs
Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
Policy iteration for Hamilton–Jacobi–Bellman equations with control constraints
An Adaptive Wavelet Method for Solving High-Dimensional Elliptic PDEs