Pontryagin Neural Operator for Solving Parametric General-Sum Differential Games
The values of two-player general-sum differential games are viscosity solutions to Hamilton-Jacobi-Isaacs (HJI) equations. Value and policy approximations for such games suffer from the curse of dimensionality (CoD). Alleviating CoD through physics-informed neural networks (PINN) encounters convergence issues when differentiable values with large Lipschitz constants are present due to state constraints. On top of these challenges, it is often necessary to learn generalizable values and policies across a parametric space of games, e.g., for game parameter inference when information is incomplete. To address these challenges, we propose in this paper a Pontryagin-mode neural operator that outperforms the current state-of-the-art hybrid PINN model on safety performance across games with parametric state constraints. Our key contribution is the introduction of a costate loss defined on the discrepancy between forward and backward costate rollouts, which are computationally cheap. We show that the costate dynamics, which can reflect state constraint violation, effectively enables the learning of differentiable values with large Lipschitz constants, without requiring manually supervised data as suggested by the hybrid PINN model. More importantly, we show that the close relationship between costates and policies makes the former critical in learning feedback control policies with generalizable safety performance.
Code (1)
Similar Papers 제목 키워드 기반
Neural Hamiltonian Operator
Stochastic control problems in high dimensions are notoriously difficult to solve due to the curse of dimensionality. An alternative to traditional dynamic programming is Pontryagin's Maximum Principle (PMP), which recas…
Finite Element Operator Network for Solving Elliptic-type parametric PDEs
Partial differential equations (PDEs) underlie our understanding and prediction of natural phenomena across numerous fields, including physics, engineering, and finance. However, solving parametric PDEs is a complex task…
OpInf-LLM: Parametric PDE Solving with LLMs via Operator Inference
Solving diverse partial differential equations (PDEs) is fundamental in science and engineering. Large language models (LLMs) have demonstrated strong capabilities in code generation, symbolic reasoning, and tool use, bu…
Code GenerationTowards Gaussian Process for operator learning: an uncertainty aware resolution independent operator learning algorithm for computational mechanics
The growing demand for accurate, efficient, and scalable solutions in computational mechanics highlights the need for advanced operator learning algorithms that can efficiently handle large datasets while providing relia…
Computational EfficiencyOperator learningUncertainty QuantificationCompNO: A Novel Foundation Model approach for solving Partial Differential Equations
Partial differential equations (PDEs) govern a wide range of physical phenomena, but their numerical solution remains computationally demanding, especially when repeated simulations are required across many parameter set…