Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations (Q4997370): Difference between revisions

From MaRDI portal

Jump to:navigation, search

Latest revision as of 10:33, 30 July 2024

scientific article; zbMATH DE number 7364328

Language	Label	Description	Also known as
English	Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations	scientific article; zbMATH DE number 7364328

Statements

scholarly article

0 references

Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations (English)

0 references

0 references

0 references

Sergey V. Dolgov

0 references

SIAM Journal on Scientific Computing

0 references

publication date

29 June 2021

0 references

full work available at URL

https://arxiv.org/abs/1908.01533

0 references

zbMATH Keywords

Hamilton-Jacobi-Bellman equations

0 references

dynamic programming

0 references

optimal feedback control

0 references

tensor calculus

0 references

high-dimensional approximation

0 references

describes a project that uses

0 references

0 references

MaRDI profile type

MaRDI publication profile

0 references

The Max-Plus Finite Element Method for Solving Deterministic Optimal Control Problems: Basic Properties and Convergence Analysis

0 references

Mean field control hierarchy

0 references

An Efficient Policy Iteration Algorithm for Dynamic Programming Equations

0 references

An Efficient DP Algorithm on a Tree-Structure for Finite Horizon Optimal Control Problems

0 references

Error Analysis for POD Approximations of Infinite Horizon Problems via the Dynamic Programming Approach

0 references

A Fokker-Planck control framework for stochastic systems

0 references

Galerkin approximations of the generalized Hamilton-Jacobi-Bellman equation

0 references

FUNCTIONAL EQUATIONS IN THE THEORY OF DYNAMIC PROGRAMMING. V. POSITIVITY AND QUASI-LINEARITY

0 references

Lyapunov Equations, Energy Functionals, and Model Order Reduction of Bilinear and Stochastic Systems

0 references

Numerical operator calculus in higher dimensions

0 references

An adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equations

0 references

Infinite-Horizon Bilinear Optimal Control Problems: Sensitivity Analysis and Polynomial Feedback Laws

0 references

Numerical study of polynomial feedback laws for a bilinear control problem

0 references

Algorithm for overcoming the curse of dimensionality for state-dependent Hamilton-Jacobi equations

0 references

Two Approximations of Solutions of Hamilton-Jacobi Equations

0 references

Dynamically orthogonal tensor methods for high-dimensional nonlinear PDEs

0 references

Two-Level QTT-Tucker Format for Optimized Tensor Calculus

0 references

Alternating Minimal Energy Methods for Linear Systems in Higher Dimensions

0 references

Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations

0 references

On a new class of structured matrices

0 references

Handbook of numerical methods for hyperbolic problems. Basic and fundamental issues

0 references

Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids

0 references

0 references

Existence and computation of low Kronecker-rank approximations for large linear systems of tensor product structure

0 references

A sparse matrix arithmetic based on \({\mathfrak H}\)-matrices. I: Introduction to \({\mathfrak H}\)-matrices

0 references

Tensor Spaces and Numerical Tensor Calculus

0 references

Solving high-dimensional partial differential equations using deep learning

0 references

Balanced Averaging of Bilinear Systems with Applications to Stochastic Control

0 references

The Alternating Linear Scheme for Tensor Optimization in the Tensor Train Format

0 references

Deep backward schemes for high-dimensional nonlinear PDEs

0 references

A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations

0 references

Robust Feedback Control of Nonlinear PDEs by Numerical Approximation of High-Dimensional Hamilton--Jacobi--Isaacs Equations

0 references

Polynomial Approximation of High-Dimensional Hamilton--Jacobi--Bellman Equations and Applications to Feedback Control of Semilinear Parabolic PDEs

0 references

Mitigating the curse of dimensionality: sparse grid characteristics method for optimal feedback control and HJB equations

0 references

Tensor numerical methods for multidimensional PDES: theoretical analysis and initial applications

0 references

Tensor Decompositions and Applications

0 references

HJB-POD-Based Feedback Design for the Optimal Control of Evolution Problems

0 references

Semiglobal optimal feedback stabilization of autonomous systems via deep neural network approximation

0 references

Eigenvalues of the Fokker–Planck Operator and the Approach to Equilibrium for Diffusions in Potential Fields

0 references

A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs

0 references

Numerical analysis of strongly nonlinear PDEs

0 references

Tensor-Train Decomposition

0 references

Constructive representation of functions in low-rank tensor formats

0 references

TT-cross approximation for multidimensional arrays

0 references

On the Convergence of Policy Iteration in Stationary Dynamic Programming

0 references

Hidden physics models: machine learning of nonlinear partial differential equations

0 references

Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems

0 references

Quasioptimality of maximum-volume cross interpolation of tensors

0 references

Approximation rates for the hierarchical tensor format in periodic Sobolev spaces

0 references

DGM: a deep learning algorithm for solving partial differential equations

0 references

0 references

Feedback stabilization of the two-dimensional Navier-Stokes equations by value function approximation

0 references

Efficient computation of optimal actions

0 references

Spectral Methods in MATLAB

0 references

Tensor approximations of matrices generated by asymptotically smooth functions

0 references

Convergence of method of lines approximations to partial differential equations

0 references

Perspectives on characteristics based curse-of-dimensionality-free numerical approaches for solving Hamilton-Jacobi equations

0 references

Identifiers

zbMATH Open document ID

0 references

10.1137/19M1305136

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4997370

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4997370&oldid=37301493"