2 papers
math.NA2023
Quantum-inspired nonlinear Galerkin ansatz for high-dimensional HJB equations
Chuhao Sun, Asaf Cohen, James Stokes +1
Neural networks are increasingly recognized as a powerful numerical solution technique for partial differential equations (PDEs) arising in diverse scientific computing domains, in…
math.OC2021
Optimal ergodic harvesting under ambiguity
Asaf Cohen, Alexandru Hening, Chuhao Sun
We consider an ergodic harvesting problem with model ambiguity that arises from biology. To account for the ambiguity, the problem is constructed as a stochastic game with two play…