Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations
(2021)
Journal Article
Dolgov, S., Kalise, D., & Kunisch, K. (2021). Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations. SIAM Journal on Scientific Computing, 43(3), A1625-A1650. https://doi.org/10.1137/19m1305136
A tensor decomposition approach for the solution of high-dimensional, fully nonlin-ear Hamilton-Jacobi-Bellman equations arising in optimal feedback control of nonlinear dynamics is presented. The method combines a tensor train approximation for the... Read More about Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations.