arXiv AI

Solving nonconvex Hamilton--Jacobi--Isaacs equations with PINN-based policy iteration

arXiv:2507. 15455v3 Announce Type: replace-cross Abstract: We propose a mesh-free policy iteration framework that combines classical dynamic programming with physics-informed neural networks (PINNs) to solve high-dimensional, nonconvex Hamilton--Jacobi--Isaacs (HJI) equations arising in stochastic differential games and robust control.

Hugging Face Trending Papers
Aug 11

Forward Trajectory Steering for Hamilton-Jacobi Reachability Analysis

Hamilton-Jacobi (HJ) reachability provides a mathematically rigorous framework for safe control of dynamical systems, but its practical application is bottlenecked by the computational complexity of solving Hamilton-Jacobi-Isaacs variational inequality PDEs in high dimensions. Physics-informed neural networks (PINNs) have recently emerged as a promising alternative to classical mesh-based solvers, yet their performance is highly sensitive to the choice of collocation sampling.

arXiv Machine Learning
Jun 30

Entropy-Regularized Reinforcement Learning for Linear-Quadratic Stackelberg Differential Games in Regime-Switching Diffusion Models

arXiv:2606. 28671v1 Announce Type: new Abstract: Stackelberg differential games (SDGs) provide a powerful framework for hierarchical decision-making in stochastic and continuous-time environments, yet their solution remains computationally challenging due to the complexity of traditional dynamic programming and Hamilton-Jacobi-Bellman-Isaacs (HJBI) methods, especially in high-dimensional systems.

By Congde Hu, Danping Li, Lin Xu, Wenying Xu
arXiv Machine Learning
Jun 19

Evolutionary Two-Stage Hyperparameter Optimization Strategies for Physics-Informed Neural Networks

arXiv:2606. 20442v1 Announce Type: new Abstract: Physics-Informed Neural Networks (PINNs) solve Partial Differential Equations (PDEs) by embedding physical laws into neural network training.

By Fedor Buzaev (HSE University), Dmitry Efremenko (HSE University), Egor Bugaev (HSE University), Andrei Ermakov (HSE University, AXXX), Denis Derkach (HSE University), Daria Pugacheva (HSE University, AXXX), Fedor Ratnikov (HSE University)
arXiv Machine Learning
Jun 17

A Convex Quasilinearization Method for Solving Nonlinear PDEs with Physics-Informed Neural Networks

arXiv:2606. 18175v1 Announce Type: cross Abstract: We present a numerical method for the forward solution of nonlinear partial differential equations (PDEs) in which Bellman-Kalaba quasilinearization reduces the nonlinear problem to a sequence of linear subproblems, each discretized by collocation onto a trial space that is linear in its parameters and solved by a single direct linear least-squares QR factorization.

By Gbenga T. Awojinrin, Abdul-Akeem Olawoyin, Rami M. Younis
arXiv Machine Learning
Jun 11

Adjoint Method versus Physics-Informed Neural Networks in PDE-Constrained Inverse Problems

arXiv:2606. 12337v1 Announce Type: cross Abstract: Inverse problems governed by partial differential equations (PDEs) are central to computational mechanics and are commonly solved by adjoint-based optimization, while physics-informed neural networks (PINNs) have emerged as a flexible alternative.

By Zhen Zhang, Alessandro Alla, George Em Karniadakis