Tensor decomposition and high-performance computing for solving high-dimensional stochastic control system numerically (Q2121191)
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scientific article; zbMATH DE number 7502205
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tensor decomposition and high-performance computing for solving high-dimensional stochastic control system numerically |
scientific article; zbMATH DE number 7502205 |
Statements
Tensor decomposition and high-performance computing for solving high-dimensional stochastic control system numerically (English)
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1 April 2022
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DC pension model
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high-dimensional HJB equation
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separated representation
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stochastic control system
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tensor decomposition
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