The authors prove the generalized Hopf formula under mild conditions and use it with SPDEs and the Pontryagin principle to compute curse-of-dimensionality-free dual bounds for stochastic control.
Solving time-continuous stochastic optimal control prob- lems: Algorithm design and convergence analysis of actor-critic flow
3 Pith papers cite this work. Polarity classification is still indexing.
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A deep policy iteration method reformulates finite-horizon mean-field games as regenerative problems with deterministic cycles, using particle systems and one-step updates to handle dimensions up to 10,000 efficiently.
The Twisted-Path Particle Filter parameterizes twisting functions via neural networks and optimizes them against a path-measure KL divergence to improve continuous-time particle filtering.
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Guidance for twisted particle filter: a continuous-time perspective
The Twisted-Path Particle Filter parameterizes twisting functions via neural networks and optimizes them against a path-measure KL divergence to improve continuous-time particle filtering.