41 citations · 302 across the 43 of their papers we have counts for
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Hermite kernel surrogates for the value function of high-dimensional nonlinear optimal control problems
Tobias Ehring, Bernard Haasdonk
Numerical methods for the optimal feedback control of high-dimensional dynamical systems typically suffer from the curse of dimensionality. In the current presentation, we devise a…
Feedback control of parametrized PDEs via model order reduction and dynamic programming principle
Alessandro Alla, Bernard Haasdonk, Andreas Schmidt
In this paper we investigate infinite horizon optimal control problems for parametrized partial differential equations. We are interested in feedback control via dynamic programmin…
Model order reduction approaches for infinite horizon optimal control problems via the HJB equation
Alessandro Alla, Andreas Schmidt, Bernard Haasdonk
We investigate feedback control for infinite horizon optimal control problems for partial differential equations. The method is based on the coupling between Hamilton-Jacobi-Bellma…
A Reduced Basis Method for the Simulation of American Options
Bernard Haasdonk, Julien Salomon, Barbara Wohlmuth
We present a reduced basis method for the simulation of American option pricing. To tackle this model numerically, we formulate the problem in terms of a time dependent variational…