Tensor decomposition methods for high-dimensional Hamilton-Jacobi-Bellman equations (Q4997370)

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Tensor decomposition methods for high-dimensional Hamilton-Jacobi-Bellman equations

scientific article; zbMATH DE number 7364328

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English	Tensor decomposition methods for high-dimensional Hamilton-Jacobi-Bellman equations	scientific article; zbMATH DE number 7364328

Statements

instance of

scholarly article

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title

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

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SIAM Journal on Scientific Computing

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publication date

29 June 2021

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full work available at URL

https://arxiv.org/abs/1908.01533

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zbMATH Keywords

Hamilton-Jacobi-Bellman equations

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dynamic programming

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optimal feedback control

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tensor calculus

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high-dimensional approximation

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describes a project that uses

Matlab

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DGM

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MaRDI profile type

MaRDI publication profile

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cites work

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Solving high-dimensional partial differential equations using deep learning

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Identifiers

zbMATH Open document ID

1471.65184

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DOI

10.1137/19M1305136

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Tensor decomposition methods for high-dimensional Hamilton-Jacobi-Bellman equations