TTRISK: Tensor train decomposition algorithm for risk averse optimization (2022)
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/10.1002/nla.2481
Publication URI: http://dx.doi.org/10.1002/nla.2481
Type: Journal Article/Review
Parent Publication: Numerical Linear Algebra with Applications
Issue: 3