5 papers
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…
Policy Iteration for Stationary Discounted Hamilton--Jacobi--Bellman Equations: A Viscosity Approach
Namkyeong Cho, Yeoneung Kim
We study policy iteration (PI) for deterministic infinite-horizon discounted optimal control problems, whose value function is characterized by a stationary Hamilton--Jacobi--Bellm…
Physics-informed approach for exploratory Hamilton--Jacobi--Bellman equations via policy iterations
Yeongjong Kim, Namkyeong Cho, Minseok Kim +1
We propose a mesh-free policy iteration framework based on physics-informed neural networks (PINNs) for solving entropy-regularized stochastic control problems. The method iterativ…
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…
On the stability of Lipschitz continuous control problems and its application to reinforcement learning
Namkyeong Cho, Yeoneung Kim
We address the crucial yet underexplored stability properties of the Hamilton--Jacobi--Bellman (HJB) equation in model-free reinforcement learning contexts, specifically for Lipsch…