Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations
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Publication:4997370
DOI10.1137/19M1305136zbMath1471.65184arXiv1908.01533OpenAlexW3162644644MaRDI QIDQ4997370
Dante Kalise, Karl Kunisch, Sergey V. Dolgov
Publication date: 29 June 2021
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.01533
optimal feedback controldynamic programmingHamilton-Jacobi-Bellman equationstensor calculushigh-dimensional approximation
Factorization of matrices (15A23) Feedback control (93B52) Numerical computation of solutions to systems of equations (65H10) Dynamic programming (90C39) Iterative numerical methods for linear systems (65F10) Existence theories for optimal control problems involving partial differential equations (49J20) Multilinear algebra, tensor calculus (15A69) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) PDEs in connection with control and optimization (35Q93) Fokker-Planck equations (35Q84)
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