358 citations · 807 across the 21 of their papers we have counts for
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math.OC2020★ 2 cited
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…
math.NA2020
Numerical Solution of the Parametric Diffusion Equation by Deep Neural Networks
Moritz Geist, Philipp Petersen, Mones Raslan +2
We perform a comprehensive numerical study of the effect of approximation-theoretical results for neural networks on practical learning problems in the context of numerical analysi…
math.NA2020
Convergence bounds for empirical nonlinear least-squares
Martin Eigel, Reinhold Schneider, Philipp Trunschke
We consider best approximation problems in a nonlinear subset of a Banach space of functions . The norm is assumed to be a generalization o…