no code implementations • L4DC 2020 • Marcus Pereira, Ziyi Wang, Tianrong Chen, Emily Reed, Evangelos Theodorou
We present a deep recurrent neural network architecture to solve a class of stochastic optimal control problems described by fully nonlinear Hamilton Jacobi Bellman partial differential equations.
no code implementations • 11 Jun 2019 • Marcus A. Pereira, Ziyi Wang, Tianrong Chen, Emily Reed, Evangelos A. Theodorou
We present a deep recurrent neural network architecture to solve a class of stochastic optimal control problems described by fully nonlinear Hamilton Jacobi Bellmanpartial differential equations.