Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations

From MaRDI portal
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




Related Items

Error Estimates for a Tree Structure Algorithm Solving Finite Horizon Control ProblemsSympOCnet: Solving Optimal Control Problems with Applications to High-Dimensional Multiagent Path Planning ProblemsParticle number conservation and block structures in matrix product statesMoment-Driven Predictive Control of Mean-Field Collective DynamicsApproximating Optimal feedback Controllers of Finite Horizon Control Problems Using Hierarchical Tensor FormatsSketching for a low-rank nonnegative matrix approximation: numerical studyData-Driven Tensor Train Gradient Cross Approximation for Hamilton–Jacobi–Bellman EquationsGeneralized eigenvalue for even order tensors via Einstein product and its applications in multilinear control systemsOptimal polynomial feedback laws for finite horizon control problemsNeural networks for first order HJB equations and application to front propagation with obstacle termsHJB-RBF based approach for the control of PDEsPricing High-Dimensional Bermudan Options with Hierarchical Tensor FormatsState-dependent Riccati equation feedback stabilization for nonlinear PDEsAn overview on deep learning-based approximation methods for partial differential equationsNeural network-based variational methods for solving quadratic porous medium equations in high dimensionsApproximation of optimal control problems for the Navier-Stokes equation via multilinear HJB-PODLearning an optimal feedback operator semiglobally stabilizing semilinear parabolic equationsAn HJB-POD approach for the control of nonlinear PDEs on a tree structureRICAM, the Johann Radon Institute for Computational and Applied MathematicsSemiglobal optimal feedback stabilization of autonomous systems via deep neural network approximationModeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow dischargeApproximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train FormatActor-Critic Method for High Dimensional Static Hamilton--Jacobi--Bellman Partial Differential Equations based on Neural Networks


Uses Software


Cites Work


This page was built for publication: Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations