Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format (Q5865245)
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scientific article; zbMATH DE number 7540470
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format |
scientific article; zbMATH DE number 7540470 |
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Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format (English)
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13 June 2022
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policy iteration
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tensor train
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Koopman operator
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variational Monte Carlo
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Hamilton-Jacobi-Bellmann (HJB)
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exit time
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