Data-driven Tensor Train Gradient Cross Approximation for Hamilton-Jacobi-Bellman Equations.
Sergey DolgovDante KaliseLuca SaluzziPublished in: CoRR (2022)
Keyphrases
- data driven
- hamilton jacobi bellman
- optimal control
- control problems
- nonlinear systems
- stochastic control
- structure tensor
- approximate dynamic programming
- high order
- hamilton jacobi
- closed form
- edge detection
- dynamical systems
- reinforcement learning
- numerical solution
- linear program
- control strategy
- differential equations