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cs.LG2026
Monotone Neural Policy Iteration for High-Dimensional First-Order Hamilton--Jacobi--Bellman Equations
Minseok Kim, Yeongjong Kim, Namkyeong Cho +1
We analyze a neural semi-discrete method for high-dimensional first-order Hamilton-Jacobi-Bellman (HJB) equations with known or learned dynamics. Centered differences and an artifi…
cs.LG2025
Physics-Informed Policy Iteration for High-Dimensional Hamilton--Jacobi--Bellman Equations: Interior Error Bounds without Boundary Data
Yeongjong Kim, Minseok Kim, Yeoneung Kim +1
We develop a physics-informed policy-iteration method for stationary second-order Hamilton--Jacobi--Bellman equations arising in continuous-time stochastic control. Each policy-eva…