activity
20162024
most citedVariational Monte Carlo - Bridging Concepts of Machine Learning and High Dimensional Partial Differential Equations

17 citations · 33 across the 17 of their papers we have counts for

collaborators
Showing 2021 · math.OCShow all

1 paper · 2 filters

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-…