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math.OC2022
Data-driven initialization of deep learning solvers for Hamilton-Jacobi-Bellman PDEs
Anastasia Borovykh, Dante Kalise, Alexis Laignelet +1
A deep learning approach for the approximation of the Hamilton-Jacobi-Bellman partial differential equation (HJB PDE) associated to the Nonlinear Quadratic Regulator (NLQR) problem…
math.OC2022★ 2 cited
Stochastic Mirror Descent for Convex Optimization with Consensus Constraints
Anastasia Borovykh, Nikolas Kantas, Panos Parpas +1
The mirror descent algorithm is known to be effective in situations where it is beneficial to adapt the mirror map to the underlying geometry of the optimization model. However, th…