activity
20192023
most citedSolving high-dimensional parabolic PDEs using the tensor train format

8 citations · 12 across the 6 of their papers we have counts for

collaborators
Showing 2019Show all

1 paper · 1 filter

math.OC2019

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…