Leon Sallandt
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Person:5084511
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Approximating the stationary Bellman equation by hierarchical tensor products Journal of Computational Mathematics | 2024-10-09 | Paper |
| Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats SIAM Journal on Financial Mathematics | 2023-06-01 | Paper |
| Approximating optimal feedback controllers of finite horizon control problems using hierarchical tensor formats SIAM Journal on Scientific Computing | 2022-06-24 | Paper |
| Approximative policy iteration for exit time feedback control problems driven by stochastic differential equations using tensor train format Multiscale Modeling & Simulation | 2022-06-13 | Paper |
| Approximating the Stationary Bellman Equation by Hierarchical Tensor Products | 2019-11-01 | Paper |
Research outcomes over time
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