相关论文: Multi-Trajectory Physics-Informed Neural Networks …
The objective of designing a control system is to steer a dynamical system with a control signal, guiding it to exhibit the desired behavior. The Hamilton-Jacobi-Bellman (HJB) partial differential equation offers a framework for optimal…
We propose a physics-informed neural networks (PINNs) framework to solve the infinite-horizon optimal control problem of nonlinear systems. In particular, since PINNs are generally able to solve a class of partial differential equations…
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…
We propose a mesh-free policy iteration framework based on physics-informed neural networks (PINNs) for solving entropy-regularized stochastic control problems. The method iteratively alternates between soft policy evaluation and…
This paper introduces the Hamilton-Jacobi-Bellman Proximal Policy Optimization (HJBPPO) algorithm into reinforcement learning. The Hamilton-Jacobi-Bellman (HJB) equation is used in control theory to evaluate the optimality of the value…
Physics-informed neural networks (PINN) have achieved notable success in solving partial differential equations (PDE), yet solving the Navier-Stokes equations (NSE) with complex boundary conditions remains a challenging task. In this paper,…
In this paper, we present a Hybrid Wavelet-based Physics-Informed Neural Networks (HW-PINNs) framework for portfolio management that provides a promising alternative to Physics-Informed Neural Networks (PINNs). Here, we first discuss the…
Physics-informed neural solvers offer a promising route to model-based reinforcement learning in continuous time, where optimal feedback synthesis is governed by Hamilton--Jacobi--Bellman (HJB) equations. Practical implementations often…
In complex engineering systems such as electro-thermal-fluid coupling, rapid and accurate prediction of multi-physics fields is essential for advanced applications like digital twins and real-time condition monitoring. Traditional numerical…
We propose an enhanced physics-informed neural network (PINN), the Trace Regularity Physics-Informed Neural Network (TRPINN), which enforces the boundary loss in the Sobolev-Slobodeckij norm $H^{1/2}(\partial \Omega)$, the correct trace…
This paper studies an optimal dividend problem with a drawdown constraint in a Brownian motion model, requiring the dividend payout rate to remain above a fixed proportion of its historical maximum. This leads to a path-dependent stochastic…
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…
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…
Reliable spacecraft attitude control depends on accurate prediction of attitude dynamics, particularly when model-based strategies such as Model Predictive Control (MPC) are employed, where performance is limited by the quality of the…
We propose a price impact model where changes in prices are purely driven by the order flow in the market. The stochastic price impact of market orders and the arrival rates of limit and market orders are functions of the market liquidity…
Efficient thermal management and precise field prediction are critical for the design of advanced energy systems, including electrohydrodynamic transport, microfluidic energy harvesters, and electrically driven thermal regulators. However,…
The aim of this work is to develop a deep learning method for solving high-dimensional stochastic control problems based on the Hamilton--Jacobi--Bellman (HJB) equation and physics-informed learning. Our approach is to parameterize the…
The phonon Boltzmann transport equation (BTE) is widely used for describing multiscale heat conduction (from nm to $\mu$m or mm) in solid materials. Developing numerical approaches to solve this equation is challenging since it is a…
Physics-informed neural networks (PINNs) typically minimize average residuals, which can conceal large, localized errors. We propose Residual Risk-Aware Physics-Informed Neural Networks PINNs (RRaPINNs), a single-network framework that…
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…