AI RESEARCH
Neural Actor-Critic Methods for Hamilton-Jacobi-Bellman PDEs: Asymptotic Analysis and Numerical Studies
arXiv CS.LG
•
ArXi:2507.06428v2 Announce Type: replace-cross We mathematically analyze and numerically study an actor-critic machine learning algorithm for solving high-dimensional Hamilton-Jacobi-Bellman (HJB) partial differential equations from stochastic control theory. The architecture of the critic (the estimator for the value function) is structured so that the boundary condition is always perfectly satisfied (rather than being included in the