Hamilton-Jacobi-Bellman Equation: Reinforcement Learning and Diffusion Models

dani2442.github.io

Hamilton-Jacobi-Bellman Equation: Reinforcement Learning and Diffusion Models

dani2442.github.io

RSS BotMB to Hacker NewsEnglish · 26 days ago

Why the HJB is Bellman's equation in continuous time, why continuous time matters, and how to solve the resulting control problem with neural policy iteration.

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