Gaussian process policy iteration with additive Schwarz acceleration for forward and inverse HJB and mean field game problems
基于高斯过程策略迭代与加性Schwarz加速的正向和逆向HJB及平均场博弈问题
机构 * Department of Computing and Mathematical Sciences, California Institute of Technology, CA, USA(计算与数学科学系,加州理工学院,CA,美国) ; Department of Mathematics and Risk Management Institute, National University of Singapore, Singapore(数学与风险管理研究所,新加坡国立大学,新加坡)
AI总结 提出高斯过程策略迭代框架,通过线性PDE配位约束和Legendre变换求解HJB方程和平均场博弈的正向与逆向问题,并利用加性Schwarz加速提高收敛效率。