# PINN-based viscosity solution of HJB equation

arXiv: https://arxiv.org/abs/2309.09953 · HTML: https://mlsanity.com/paper/2309.09953/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 18 Sep 2023.

## Built on by (most cited first, 1 of 1)

- [Viscosity-Informed Generative Actor-Critic for High-Dimensional Stochastic Optimal Control](https://mlsanity.com/paper/2605.15668/) (2026)

## Abstract (arXiv)

This paper proposed a novel PINN-based viscosity solution for HJB equations. Although there exists work using PINN to solve HJB, but none of them gives the solution in viscosity sense. This paper reveals the fact that using the convex neural network, one can guarantee the viscosity solution and thus the neural network can easily converge to the true solution of HJB despite of the starting point.