
Mouhcine Assouli (XLIM – Universitè de Limoges) – Initialization-driven neural generation and training for high-dimensional optimal control and first order mean field games
mercredi 29 avril · 10h00Institut de Mathématiques de Bourgogne
mercredi 29 avril · 10h00
Jusqu'à 11h00
<p>We introduce a neural-network-based method for approximating the value function of high-dimensional deterministic optimal control problems. The proposed approach exploits the relationship between Pontryagin\'s Maximum Principle (PMP) and the value function, which</p>\n