44 citations · 45 across the 11 of their papers we have counts for
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math.OC2022★ 1 cited
A Neural Network Approach for Stochastic Optimal Control
Xingjian Li, Deepanshu Verma, Lars Ruthotto
We present a neural network approach for approximating the value function of high-dimensional stochastic control problems. Our training process simultaneously updates our value fun…
math.OC2021★ 44 cited
A Neural Network Approach for High-Dimensional Optimal Control Applied to Multi-Agent Path Finding
Derek Onken, Levon Nurbekyan, Xingjian Li +3
We propose a neural network approach that yields approximate solutions for high-dimensional optimal control problems and demonstrate its effectiveness using examples from multi-age…