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math.OC2026
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 control problems characterized by stationary Hamilton--Jacobi--Bellman equations. For general viscosity…
math.OC2024
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…