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Neural Actor-Critic Methods for Hamilton-Jacobi-Bellman PDEs: Asymptotic Analysis and Numerical Studies
从理论到数值验证,深度解析神经actor-critic求解高维HJB方程的收敛性与性能。
arXiv:2507.06428v2 Announce Type: replace-cross Abstract: We mathematically analyze and numerically study an actor-critic machine learning algorithm f…