most citedApproximation by tree tensor networks in high dimensions: Sobolev and compositional functions

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math.OC2021

Dynamical low-rank approximations of solutions to the Hamilton-Jacobi-Bellman equation

Martin Eigel, Reinhold Schneider, David Sommer

We present a novel method to approximate optimal feedback laws for nonlinear optimal control based on low-rank tensor train (TT) decompositions. The approach is based on the Dirac-…