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Solving Hamilton-Jacobi-Isaacs (HJI) PDEs numerically enables equilibrial feedback control in two-player differential games, yet faces the curse of dimensionality (CoD). While physics-informed neural networks (PINNs) have shown promise in…

General-sum differential games can approximate values solved by Hamilton-Jacobi-Isaacs (HJI) equations for efficient inference when information is incomplete. However, solving such games through conventional methods encounters the curse of…

We propose a mesh-free policy iteration framework that combines classical dynamic programming with physics-informed neural networks (PINNs) to solve high-dimensional, nonconvex Hamilton--Jacobi--Isaacs (HJI) equations arising in stochastic…

Hamilton-Jacobi-Isaacs (HJI) PDEs are the governing equations for the two-player general-sum games. Unlike Reinforcement Learning (RL) methods, which are data-intensive methods for learning value function, learning HJ PDEs provide a…

Finding Nash equilibrial policies for two-player differential games requires solving Hamilton-Jacobi-Isaacs (HJI) PDEs. Self-supervised learning has been used to approximate solutions of such PDEs while circumventing the curse of…

We consider the problem of learning Nash equilibrial policies for two-player risk-sensitive collision-avoiding interactions. Solving the Hamilton-Jacobi-Isaacs equations of such general-sum differential games in real time is an open…

Stochastic games are a well established model for multi-agent sequential decision making under uncertainty. In practical applications, though, agents often have only partial observability of their environment. Furthermore, agents…

Physics-informed Neural Networks (PINNs) have recently achieved remarkable progress in solving Partial Differential Equations (PDEs) in various fields by minimizing a weighted sum of PDE loss and boundary loss. However, there are several…

Solving partial differential equations (PDEs) is a required step in the simulation of natural and engineering systems. The associated computational costs significantly increase when exploring various scenarios, such as changes in initial or…

Physics-informed neural networks (PINNs) have emerged as a prominent approach for solving partial differential equations (PDEs) by minimizing a combined loss function that incorporates both boundary loss and PDE residual loss. Despite their…

Physics-informed neural networks (PINNs) have recently emerged as an alternative way of solving partial differential equations (PDEs) without the need of building elaborate grids, instead, using a straightforward implementation. In…

State-of-the-art methods for solving 2-player zero-sum imperfect information games rely on linear programming or regret minimization, though not on dynamic programming (DP) or heuristic search (HS), while the latter are often at the core of…

In this work, we study physics-informed neural networks (PINNs) constrained by partial differential equations (PDEs) and their application in approximating PDEs with two characteristic scales. From a continuous perspective, our formulation…

We propose a physics-informed neural network policy iteration (PINN-PI) framework for solving stochastic optimal control problems governed by second-order Hamilton--Jacobi--Bellman (HJB) equations. At each iteration, a neural network is…

Physics-Informed Neural Networks (PINNs) frequently encounter difficulties in accurately resolving shock waves within high-speed compressible flows, a failure largely attributed to the "gradient pathology" arising from extreme stiffness at…

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs). We address this problem by taking advantage of recent advances in scientific machine learning and…

This paper explores the difficulties in solving partial differential equations (PDEs) using physics-informed neural networks (PINNs). PINNs use physics as a regularization term in the objective function. However, a drawback of this approach…

In this paper, we study a class of zero-sum two-player stochastic differential games with the controlled stochastic differential equations and the payoff/cost functionals of recursive type. As opposed to the pioneering work by Fleming and…

We apply a physics-informed neural network (PINN) to solve the two-point boundary value problem (BVP) arising from the necessary conditions postulated by Pontryagin's Minimum Principle for optimal control. Such BVPs are known to be…

While physics-informed neural networks (PINNs) have been proven effective for low-dimensional partial differential equations (PDEs), the computational cost remains a hurdle in high-dimensional scenarios. This is particularly pronounced when…