2 papers
math.OC2024
Existence of Optimal Stationary Singular Controls and Mean Field Game Equilibria
Asaf Cohen, Chuhao Sun
In this paper, we examine the stationary relaxed singular control problem within a multi-dimensional framework for a single agent, as well as its mean field game equivalent. We dem…
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…