Jiequn Han

icon indicating a website link https://users.flatironinstitute.org/~jhan/

icon company Flatiron Institute, Simons Foundation icon location Researcher

Results 2 comments of Jiequn Han

Issue with Local Optima in HJBLQ problem:

Thanks for your interest in the repo. However, I did not understand your question. In your notation, $u: (t,x) \mapsto E(g(X_T^{t,x}))$ is not a constant map, since the value of...

Issue with Local Optima in HJBLQ problem:

Since there hasn’t been any follow-up clarification on this issue for a while, I will close it for now. Please feel free to reopen or comment if you have additional...