Monotone Neural Policy Iteration for High-Dimensional First-Order Hamilton--Jacobi--Bellman Equations
Updated 1 h ago · first seen 11 Sept 2026
paper_01M294FS5XKFXZR0YFY7W54V59
- Published
- 11 Sept 2026
- T1 · 1 h ago
- arXiv
- 2605.07116
- T1 · 1 h ago
- Category
- cs.LG
- T1 · 1 h ago
Abstract
We analyze a neural semi-discrete method for high-dimensional first-order Hamilton-Jacobi-Bellman (HJB) equations with known or learned dynamics. Centered differences and an artificial viscosity $Nh=O(h)$ define a monotone operator evaluated through $2d+1$ shifted network queries; policy iteration solves the resulting Bellman equation without a tensor grid. At fixed $h$, the sharp componentwise condition $\max_i|f_i|\le2N$ turns every frozen-policy operator into a nearest-neighbor Markov-chain generator with a policy-independent total jump rate. Uniformization gives whole-space well-posedness for measurable feedbacks, an explicit Poisson-tail bound on the numerical domain of dependence, and boundary-free localization. The representation also yields a posteriori policy-evaluation bounds that account for residual and learned-model errors. A greedy-gap analysis controls inexact policy iteration at fixed $h$; a separate consistency estimate connects the semi-discrete equation to the continuous HJB equation. Experiments reproduce the extremal tail, show rates consistent with $O(\sqrt h)$ and nearly $h$-independent exact-policy-iteration decay, and assess empirical estimator effectivity. A nonsmooth example shows that the continuous residual can miss a non-viscosity solution, whereas the shifted residual detects the defect. Further tests provide a structured interval-verified certificate calibration, an early-budget benefit of policy freezing for bang-bang control, and learned-dynamics diagnostics. A structured nonlinear problem with active compact-control constraints is tested against a manufactured semi-discrete reference through $d=1024$.
Authors 4
Minseok Kim, Yeongjong Kim, Namkyeong Cho, Yeoneung Kim
Specification
- Official page
Source:arXiv (Atom API + RSS)T1observed 1 h agohigh
- Arxiv announce type
- replace
Source:arXiv (Atom API + RSS)T1observed 1 h agohigh
- arXiv id
- 2605.07116
Source:arXiv (Atom API + RSS)T1observed 1 h agohigh
- Categories
- cs.LG, cs.AI, cs.NA, math.NA, math.OC
Source:arXiv (Atom API + RSS)T1observed 1 h agohigh
Source:arXiv (Atom API + RSS)T1observed 1 h agohigh
- Primary category
- cs.LG
Source:arXiv (Atom API + RSS)T1observed 1 h agohigh
- Published
- 11 Sept 2026
Source:arXiv (Atom API + RSS)T1observed 1 h agohigh
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Provenance
Attributed facts
9
Source tiers
T19
Freshest observation
1 h ago
Conflicts
None
No models linked to this paper yet.
- Authors
- Minseok Kim, Yeongjong Kim, Namkyeong Cho
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Claim history
Official pageofficial_url1
| Value | Valid from → to | Status | Source | Confidence | Extractor |
|---|---|---|---|---|---|
| https://arxiv.org/abs/2605.07116 | → current | current | arXiv (Atom API + RSS)T1 | high | deterministic |
Abstractabstract1
| Value | Valid from → to | Status | Source | Confidence | Extractor |
|---|---|---|---|---|---|
| We analyze a neural semi-discrete method for high-dimensional first-order Hamilton-Jacobi-Bellman (HJB) equations with known or learned dynamics. Centered differences and an artificial viscosity $Nh=O(h)$ define a monotone operator evaluated through $2d+1$ shifted network queries; policy iteration solves the resulting Bellman equation without a tensor grid. At fixed $h$, the sharp componentwise condition $\max_i|f_i|\le2N$ turns every frozen-policy operator into a nearest-neighbor Markov-chain generator with a policy-independent total jump rate. Uniformization gives whole-space well-posedness for measurable feedbacks, an explicit Poisson-tail bound on the numerical domain of dependence, and boundary-free localization. The representation also yields a posteriori policy-evaluation bounds that account for residual and learned-model errors. A greedy-gap analysis controls inexact policy iteration at fixed $h$; a separate consistency estimate connects the semi-discrete equation to the continuous HJB equation. Experiments reproduce the extremal tail, show rates consistent with $O(\sqrt h)$ and nearly $h$-independent exact-policy-iteration decay, and assess empirical estimator effectivity. A nonsmooth example shows that the continuous residual can miss a non-viscosity solution, whereas the shifted residual detects the defect. Further tests provide a structured interval-verified certificate calibration, an early-budget benefit of policy freezing for bang-bang control, and learned-dynamics diagnostics. A structured nonlinear problem with active compact-control constraints is tested against a manufactured semi-discrete reference through $d=1024$. | → current | current | arXiv (Atom API + RSS)T1 | high | deterministic |
Arxiv announce typearxiv_announce_type1
| Value | Valid from → to | Status | Source | Confidence | Extractor |
|---|---|---|---|---|---|
| replace | → current | current | arXiv (Atom API + RSS)T1 | high | deterministic |
arXiv idarxiv_id1
| Value | Valid from → to | Status | Source | Confidence | Extractor |
|---|---|---|---|---|---|
| 2605.07116 | → current | current | arXiv (Atom API + RSS)T1 | high | deterministic |
Categoriescategories1
| Value | Valid from → to | Status | Source | Confidence | Extractor |
|---|---|---|---|---|---|
| cs.LG, cs.AI, cs.NA, math.NA, math.OC | → current | current | arXiv (Atom API + RSS)T1 | high | deterministic |
PDFpdf_url1
| Value | Valid from → to | Status | Source | Confidence | Extractor |
|---|---|---|---|---|---|
| https://arxiv.org/pdf/2605.07116 | → current | current | arXiv (Atom API + RSS)T1 | high | deterministic |
Primary categoryprimary_category1
| Value | Valid from → to | Status | Source | Confidence | Extractor |
|---|---|---|---|---|---|
| cs.LG | → current | current | arXiv (Atom API + RSS)T1 | high | deterministic |
Publishedpublished_at1
| Value | Valid from → to | Status | Source | Confidence | Extractor |
|---|---|---|---|---|---|
| 11 Sept 2026 | → current | current | arXiv (Atom API + RSS)T1 | high | deterministic |
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- New paperPaperMonotone Neural Policy Iteration for High-Dimensional First-Order Hamilton--Jacobi--Bellman Equations
New paper: Monotone Neural Policy Iteration for High-Dimensional First-Order Hamilton--Jacobi--Bellman Equations
arxiv
| Source | Document | Type | Tier | Last observed | Snapshots |
|---|---|---|---|---|---|
| arXiv (Atom API + RSS) | rss.arxiv.org/rss/cs.LG | feed | T1· Official | 1 h ago | 1 |
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