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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

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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…