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20182026
most citedConvergence of the Deep BSDE Method for Coupled FBSDEs

139 citations · 170 across the 18 of their papers we have counts for

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Showing 2022 · math.OCShow all

5 papers · 2 filters

math.OC2022

Progressive Optimal Path Sampling for Closed-Loop Optimal Control Design with Deep Neural Networks

Xuanxi Zhang, Jihao Long, Wei Hu +2

Closed-loop optimal control design for high-dimensional nonlinear systems has been a long-standing challenge. Traditional methods, such as solving the associated Hamilton-Jacobi-Be…

math.OC2022

Solving Optimal Control Problems of Rigid-Body Dynamics with Collisions Using the Hybrid Minimum Principle

Wei Hu, Jihao Long, Yaohua Zang +2

Collisions are common in many dynamical systems with real applications. They can be formulated as hybrid dynamical systems with discontinuities automatically triggered when states…

math.OC2022★ 1 cited

Empowering Optimal Control with Machine Learning: A Perspective from Model Predictive Control

Weinan E, Jiequn Han, Jihao Long

Solving complex optimal control problems have confronted computational challenges for a long time. Recent advances in machine learning have provided us with new opportunities to ad…

math.OC2022★ 5 cited

Learning High-Dimensional McKean-Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence

Jiequn Han, Ruimeng Hu, Jihao Long

One of the core problems in mean-field control and mean-field games is to solve the corresponding McKean-Vlasov forward-backward stochastic differential equations (MV-FBSDEs). Most…

math.OC2022★ 3 cited

A Machine Learning Enhanced Algorithm for the Optimal Landing Problem

Yaohua Zang, Jihao Long, Xuanxi Zhang +3

We propose a machine learning enhanced algorithm for solving the optimal landing problem. Using Pontryagin's minimum principle, we derive a two-point boundary value problem for the…