arXiv AI By Hee Jun Yang, Minjung Gim, Yeoneung Kim

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

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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.

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