Dear all,
in the context of stochastic control, I am wondering if some of you have implemented either of the two papers in julia.
- Onken, D., Nurbekyan, L., Li, X., Fung, S. W., Osher, S., & Ruthotto, L. (2023). A Neural Network Approach for High-Dimensional Optimal Control Applied to Multiagent Path Finding. IEEE Transactions on Control Systems Technology, 31(1), 235–251. A Neural Network Approach for High-Dimensional Optimal Control Applied to Multiagent Path Finding | IEEE Journals & Magazine | IEEE Xplore
- Li, X., Verma, D., & Ruthotto, L. (2024). A Neural Network Approach for Stochastic Optimal Control. SIAM Journal on Scientific Computing, 46(5), C535–C556. https://doi.org/10.1137/23M155832X
Thank you for your help,
Best regards