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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2503.18656 |
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Table of Contents:
- We study the solution theory of the whole-space static (elliptic) Hamilton-Jacobi-Bellman (HJB) equation in spectral Barron spaces. We prove that under the assumption that the coefficients involved are spectral Barron functions and the discount factor is sufficiently large, there exists a sequence of uniformly bounded spectral Barron functions that converges locally uniformly to the solution. As a consequence, the solution of the HJB equation can be approximated by two-layer neural networks without curse of dimensionality.