Solving Nonlinear Hamilton-Jacobi-Bellman PIDE on Nonlinear Hamilton-Jacobi-Bellman PIDE (34) 1.0 (test)
0.0049Mean Absolute Error (MAE)INEUS
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| INEUSd=5, Time (sec)=3278, Epochs (k*)=1000, Independent runs=102026.05 | 0.0049 | 0.0007 | 0.0513 | 0.0029 | |
| INEUSd=10, Time (sec)=3289, Epochs (k*)=1000, Independent runs=102026.05 | 0.0158 | 0.0015 | 0.1299 | 0.0068 | |
| INEUSd=25, Time (sec)=4737, Epochs (k*)=1000, Independent runs=102026.05 | 0.0599 | 0.0185 | 0.304 | 0.0853 | |
| INEUSd=50, Time (sec)=5772, Epochs (k*)=1000, Independent runs=102026.05 | 0.1284 | 0.0201 | 0.7561 | 0.1243 | |
| INEUSd=100, Time (sec)=10,422, Epochs (k*)=1000, Independent runs=102026.05 | 0.2526 | 0.0277 | 0.864 | 0.1053 |