A viscosity-informed generative actor-critic algorithm approximates viscosity solutions to stationary degenerate elliptic Hamilton-Jacobi-Bellman equations for stochastic exit-time control by casting enforcement as a min-max problem over an envelope-generated test family.
Journal of Guidance, Control, and Dynamics , year = 2020, volume = 43, number = 1, pages =
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Viscosity-Informed Generative Actor-Critic for High-Dimensional Stochastic Optimal Control
A viscosity-informed generative actor-critic algorithm approximates viscosity solutions to stationary degenerate elliptic Hamilton-Jacobi-Bellman equations for stochastic exit-time control by casting enforcement as a min-max problem over an envelope-generated test family.