Control-Dependent L\'evy
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A Per-Component Diagnostic Protocol for Neural HJB-PIDE Solvers under Control-Dependent L\'evy Jumps
Announce Type: new Abstract: We propose a five-step diagnostic protocol for residual-trained neural HJB-PIDE solvers with control-dependent L\'evy jumps, targeting a general failure mode of neural PDE methods: a learned solution can match headline scalar diagnostics while miscomputing an operator inside its training loss. The protocol pairs each neural solve with at least one from-scratch independent reference, decomposes the Hamiltonian into drift, diffusion, compensator, and...