Special Session 166: Numerical methods, viscosity solutions and free boundary problems

From the Monge-Amp\`ere equation to Stochastic Optimal Control and Reinforcement Learning
Ivan Majic
UCL
England
Co-Author(s):    Dr Max Jensen
Abstract:
The Monge--Amp\`ere equation is a nonlinear second-order partial differential equation involving the determinant of the Hessian of an unknown function, with applications in areas such as Optimal Transport. Under appropriate conditions, the Monge--Amp\`ere equation has an equivalent Hamilton--Jacobi--Bellman (HJB) formulation in the classical and viscosity solution sense. This talk studies a model Monge--Amp\`ere equation through its associated HJB formulation and the corresponding Stochastic Optimal Control problem. We establish the existence of strong controls for the control problem, and use a verification theorem to connect the value function to the HJB equation and hence to the original Monge--Amp\`ere equation. Finally, we will showcase examples of using Reinforcement Learning to solve the problem numerically.