3 papers
math.AP2026
Quantification of ergodicity for Hamilton--Jacobi equations in a dynamic random environment
Xiaoqin Guo, Wenjia Jing, Hung Vinh Tran +1
We study quantitative large-time averages for Hamilton--Jacobi equations in a dynamic random environment that is stationary ergodic and has unit-range dependence in time. Our motiv…
math.OC2025
Policy Iteration for Exploratory Hamilton--Jacobi--Bellman Equations
Hung Vinh Tran, Zhenhua Wang, Yuming Paul Zhang
We study the policy iteration algorithm (PIA) for entropy-regularized stochastic control problems on an infinite time horizon with a large discount rate, focusing on two main scena…
math.NA2025
Policy iteration for nonconvex viscous Hamilton--Jacobi equations
Xiaoqin Guo, Hung Vinh Tran, Yuming Paul Zhang
We study the convergence rates of policy iteration (PI) for nonconvex viscous Hamilton--Jacobi equations using a discrete space-time scheme, where both space and time variables are…