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Solving High Dimensional HJ Equations Using Generalized Hopf-Lax Formulas vs Using Machine Learning
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- 1 Introduction
- 2 Most important slide
- 3 Lagrangian formulation
- 4 Main idea
- 5 Microscopic model
- 6 Hamiltonian equation
- 7 Continuity equation
- 8 Existing work
- 9 Monte Carlo
- 10 Machine Learning Framework
- 11 RecordBased Architecture
- 12 Gradient
- 13 Trace
- 14 Cost
- 15 Improved red constructions
- 16 Enforce the physics
- 17 Gradient penalization
- 18 Results
- 19 Numerical Results
- 20 Conclusion
- 21 Last function
- 22 Comments
