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We propose a novel data-driven neural network (NN) optimization framework for solving an optimal stochastic control problem under stochastic constraints. Customized activation functions for the output layers of the NN are applied, which…

Optimization and Control · Mathematics 2023-06-21 Marc Chen , Mohammad Shirazi , Peter A. Forsyth , Yuying Li

We study physics-informed neural networks (PINNs) as numerical tools for the optimal control of semilinear partial differential equations. We first recall the classical direct and indirect viewpoints for optimal control of PDEs, and then…

Optimization and Control · Mathematics 2026-04-07 Zhen Zhang , Shanqing Liu , Alessandro Alla , Jerome Darbon , George Em Karniadakis

We propose a neural network approach that yields approximate solutions for high-dimensional optimal control problems and demonstrate its effectiveness using examples from multi-agent path finding. Our approach yields controls in a feedback…

Optimization and Control · Mathematics 2022-06-29 Derek Onken , Levon Nurbekyan , Xingjian Li , Samy Wu Fung , Stanley Osher , Lars Ruthotto

This work addresses the development of a physics-informed neural network (PINN) with a loss term derived from a discretized time-dependent reduced-order system. In this work, first, the governing equations are discretized using a finite…

Numerical Analysis · Mathematics 2024-01-30 Rahul Halder , Giovanni Stabile , Gianluigi Rozza

In this paper, we introduce a model-based deep-learning approach to solve finite-horizon continuous-time stochastic control problems with jumps. We iteratively train two neural networks: one to represent the optimal policy and the other to…

Machine Learning · Computer Science 2026-01-16 Patrick Cheridito , Jean-Loup Dupret , Donatien Hainaut

We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…

Optimization and Control · Mathematics 2025-06-11 Qi Feng , Gu Wang

A physics informed neural network (PINN) incorporates the physics of a system by satisfying its boundary value problem through a neural network's loss function. The PINN approach has shown great success in approximating the map between the…

Numerical Analysis · Mathematics 2022-03-17 Revanth Mattey , Susanta Ghosh

In this paper, we present a scalable deep learning approach to solve opinion dynamics stochastic optimal control problems with mean field term coupling in the dynamics and cost function. Our approach relies on the probabilistic…

Multiagent Systems · Computer Science 2022-04-19 Tianrong Chen , Ziyi Wang , Evangelos A. Theodorou

This paper introduces a framework based on physics-informed neural networks (PINNs) for addressing key challenges in nonlinear lattices, including solution approximation, bifurcation diagram construction, and linear stability analysis. We…

Numerical Analysis · Mathematics 2025-07-22 Muhammad Luthfi Shahab , Fidya Almira Suheri , Rudy Kusdiantara , Hadi Susanto

The Physics-Informed Neural Network (PINN) approach is a new and promising way to solve partial differential equations using deep learning. The $L^2$ Physics-Informed Loss is the de-facto standard in training Physics-Informed Neural…

Machine Learning · Computer Science 2023-01-02 Chuwei Wang , Shanda Li , Di He , Liwei Wang

Quantum control is a ubiquitous research field that has enabled physicists to delve into the dynamics and features of quantum systems, delivering powerful applications for various atomic, optical, mechanical, and solid-state systems. In…

Quantum Physics · Physics 2023-12-11 Ariel Norambuena , Marios Mattheakis , Francisco J. González , Raúl Coto

In this work, we propose a class of numerical schemes for solving semilinear Hamilton-Jacobi-Bellman-Isaacs (HJBI) boundary value problems which arise naturally from exit time problems of diffusion processes with controlled drift. We…

Numerical Analysis · Mathematics 2020-02-14 Kazufumi Ito , Christoph Reisinger , Yufei Zhang

Policy iteration is a widely used technique to solve the Hamilton Jacobi Bellman (HJB) equation, which arises from nonlinear optimal feedback control theory. Its convergence analysis has attracted much attention in the unconstrained case.…

Optimization and Control · Mathematics 2020-05-19 Sudeep Kundu , Karl Kunisch

Physics-informed neural networks (PINNs) impose known physical laws into the learning of deep neural networks, making sure they respect the physics of the process while decreasing the demand of labeled data. For systems represented by…

We propose physics-informed holomorphic neural networks (PIHNNs) as a method to solve boundary value problems where the solution can be represented via holomorphic functions. Specifically, we consider the case of plane linear elasticity…

Computational Engineering, Finance, and Science · Computer Science 2024-09-30 Matteo Calafà , Emil Hovad , Allan P. Engsig-Karup , Tito Andriollo

We propose a physics-informed neural particle method (PINN--PM) for the spatially homogeneous Landau equation. The method adopts a Lagrangian interacting-particle formulation and jointly parameterizes the time-dependent score and the…

Numerical Analysis · Mathematics 2026-03-12 Minseok Kim , Sung-Jun Son , Yeoneung Kim , Donghyun Lee

The framework of deep operator network (DeepONet) has been widely exploited thanks to its capability of solving high dimensional partial differential equations. In this paper, we incorporate DeepONet with a recently developed policy…

Optimization and Control · Mathematics 2024-06-18 Jae Yong Lee , Yeoneung Kim

Machine learning techniques are employed to perform the full characterization of a quantum system. The particular artificial intelligence technique used to learn the Hamiltonian is called physics informed neural network (PINN). The idea…

In this paper, we propose novel learning frameworks to tackle optimal control problems by applying the Pontryagin maximum principle and then solving for a Hamiltonian dynamical system. Applying the Pontryagin maximum principle to the…

Optimization and Control · Mathematics 2024-08-13 Chandrajit Bajaj , Minh Nguyen

The use of deep learning methods in scientific computing represents a potential paradigm shift in engineering problem solving. One of the most prominent developments is Physics-Informed Neural Networks (PINNs), in which neural networks are…

Machine Learning · Computer Science 2024-03-08 Pratanu Roy , Stephen Castonguay