Approximating the stationary Bellman equation by hierarchical tensor products
DOI10.4208/JCM.2112-M2021-0084MaRDI QIDQ6616995
Mathias Oster, Leon Sallandt, Reinhold Schneider
Publication date: 9 October 2024
Published in: Journal of Computational Mathematics (Search for Journal in Brave)
dynamic programmingfeedback controlHamilton-Jacobi-Bellmantensor product approximationvariational Monte-Carlo
Dynamic programming in optimal control and differential games (49L20) Optimal feedback synthesis (49N35) Multilinear algebra, tensor calculus (15A69) PDE constrained optimization (numerical aspects) (49M41)
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