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math.NA2025
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…
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…