358 citations · 807 across the 21 of their papers we have counts for
4 papers · 1 filter
Approximating optimal feedback controllers of finite horizon control problems using hierarchical tensor formats
Mathias Oster, Leon Sallandt, Reinhold Schneider
Controlling systems of ordinary differential equations (ODEs) is ubiquitous in science and engineering. For finding an optimal feedback controller, the value function and associate…
Approximative Policy Iteration for Exit Time Feedback Control Problems driven by Stochastic Differential Equations using Tensor Train format
Konstantin Fackeldey, Mathias Oster, Leon Sallandt +1
We consider a stochastic optimal exit time feedback control problem. The Bellman equation is solved approximatively via the Policy Iteration algorithm on a polynomial ansatz space…
Approximating the Stationary Bellman Equation by Hierarchical Tensor Products
Mathias Oster, Leon Sallandt, Reinhold Schneider
We treat infinite horizon optimal control problems by solving the associated stationary Hamilton-Jacobi-Bellman (HJB) equation numerically to compute the value function and an opti…
Convergence results for projected line-search methods on varieties of low-rank matrices via Łojasiewicz inequality
Reinhold Schneider, André Uschmajew
The aim of this paper is to derive convergence results for projected line-search methods on the real-algebraic variety of real matrices of rank a…