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
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| 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 |
Statements
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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0.7688591480255127
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0.7634825706481934
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0.7408229112625122
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0.7293945550918579
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0.7284850478172302
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