相关论文: Value Approximation for Two-Player General-Sum Dif…

Partial Differential Equations (PDEs) are notoriously difficult to solve. In general, closed-form solutions are not available and numerical approximation schemes are computationally expensive. In this paper, we propose to approach the…

We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range-dependence environment for Hamiltonians that can be expressed by a max-min formula. Exploiting the…

The Dynamic Programming approach allows to compute a feedback control for nonlinear problems, but suffers from the curse of dimensionality. The computation of the control relies on the resolution of a nonlinear PDE, the…

This work develops an approximation procedure for a class of non-zero-sum stochastic differential investment and reinsurance games between two insurance companies. Both proportional reinsurance and excess-of loss reinsurance policies are…

This work considers stochastic Galerkin approximations of linear elliptic partial differential equations (PDEs) with stochastic forcing terms and stochastic diffusion coefficients, that cannot be bounded uniformly away from zero and…

We investigate the inverse problem for Partial Differential Equations (PDEs) in scenarios where the parameters of the given PDE dynamics may exhibit changepoints at random time. We employ Physics-Informed Neural Networks (PINNs) - universal…

Computing optimal feedback controls for nonlinear systems generally requires solving Hamilton-Jacobi-Bellman (HJB) equations, which are notoriously difficult when the state dimension is large. Existing strategies for high-dimensional…

We present a method for optimal coordination of multiple vehicle teams when multiple endpoint configurations are equally desirable, such as seen in the autonomous assembly of formation flight. The individual vehicles' positions in the…

We prove a priori and a posteriori error estimates for physics-informed neural networks (PINNs) for linear PDEs. We analyze elliptic equations in primal and mixed form, elasticity, parabolic, hyperbolic and Stokes equations; and a PDE…

In recent years, deep learning technology has been used to solve partial differential equations (PDEs), among which the physics-informed neural networks (PINNs) emerges to be a promising method for solving both forward and inverse PDE…

Fractional and tempered fractional partial differential equations (PDEs) are effective models of long-range interactions, anomalous diffusion, and non-local effects. Traditional numerical methods for these problems are mesh-based, thus…

Standard physics-informed neural networks (PINNs) struggle to simulate highly oscillatory Helmholtz solutions in heterogeneous media because pointwise minimization of second-order PDE residuals is computationally expensive, biased toward…

We develop a new Hamiton-Jacobi (HJ) and differential game approach for exploring the Pareto front of (constrained) multi-objective optimization (MOO) problems. Given a preference function, we embed the scalarized MOO problem into the value…

We design fast numerical methods for Hamilton-Jacobi equations in density space (HJD), which arises in optimal transport and mean field games. We overcome the curse-of-infinite-dimensionality nature of HJD by proposing a generalized Hopf…

Soft- and hard-constrained Physics Informed Neural Networks (PINNs) have achieved great success in solving partial differential equations (PDEs). However, these methods still face great challenges when solving the Navier-Stokes equations…

Deep learning-based partial differential equation(PDE) solvers have received much attention in the past few years. Methods of this category can solve a wide range of PDEs with high accuracy, typically by transforming the problems into…

Physics-Informed Neural Networks (PINNs) are a new family of numerical methods, based on deep learning, for modeling boundary value problems. They offer an advantage over traditional numerical methods for high-dimensional, parametric, and…

Physics-informed neural networks (PINNs) have recently become a popular method for solving forward and inverse problems governed by partial differential equations (PDEs). By incorporating the residual of the PDE into the loss function of a…

Solving the Hamilton-Jacobi-Bellman equation is important in many domains including control, robotics and economics. Especially for continuous control, solving this differential equation and its extension the Hamilton-Jacobi-Isaacs…

This paper analyses a stochastic differential game of control and stopping in which one of the players modifies a diffusion process using impulse controls, an adversary then chooses a stopping time to end the game. The paper firstly…