2 papers
math.OC2025
Convexity and strict convexity for compositional neural networks in high-dimensional optimal control
Lars Grüne, Konrad Kleinberg, Thomas Kruse +1
Neural networks (NNs) have emerged as powerful tools for solving high-dimensional optimal control problems. In particular, their compositional structure has been shown to enable ef…
math.OC2025
Deep neural networks can provably solve Bellman equations for Markov decision processes without the curse of dimensionality
Arnulf Jentzen, Konrad Kleinberg, Thomas Kruse
Discrete time stochastic optimal control problems and Markov decision processes (MDPs) are fundamental models for sequential decision-making under uncertainty and as such provide t…