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Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations (2021)

First Author: Dolgov S

Attributed to: Overcoming the curse of dimensionality in dynamic programming by tensor decompositions funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1137/19m1305136

Publication URI: http://dx.doi.org/10.1137/19m1305136

Type: Journal Article/Review

Parent Publication: SIAM Journal on Scientific Computing

Issue: 3