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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-…
math.OC2016
Reproducing kernel Hilbert spaces and variable metric algorithms in PDE constrained shape optimisation
Martin Eigel, Kevin Sturm
In this paper we investigate and compare different gradient algorithms designed for the domain expression of the shape derivative. Our main focus is to examine the usefulness of ke…