A neural network based policy iteration algorithm with global $H^2$ -superlinear convergence for stochastic games on domains

5 June 2019

Papers citing "A neural network based policy iteration algorithm with global $H^2$-superlinear convergence for stochastic games on domains"

6 / 6 papers shown

Title
Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs Ariel Neufeld Philipp Schmocker Sizhou Wu 45 7 0 08 May 2024
A Policy Gradient Framework for Stochastic Optimal Control Problems with Global Convergence Guarantee Mo Zhou Jian-Xiong Lu 38 7 0 11 Feb 2023
Approximating Discontinuous Nash Equilibrial Values of Two-Player General-Sum Differential Games Lei Zhang Mukesh Ghimire Wenlong Zhang Zhenni Xu Yi Ren 30 7 0 05 Jul 2022
Linear convergence of a policy gradient method for some finite horizon continuous time control problems C. Reisinger Wolfgang Stockinger Yufei Zhang 21 5 0 22 Mar 2022
Gradient Flows for Regularized Stochastic Control Problems David Siska Lukasz Szpruch 21 20 0 10 Jun 2020
Stochastic Gradient Descent for Non-smooth Optimization: Convergence Results and Optimal Averaging Schemes Ohad Shamir Tong Zhang 104 572 0 08 Dec 2012