Generative Modelling with Tensor Train approximations of Hamilton-Jacobi-Bellman equations.
David SommerRobert GruhlkeMax KirsteinMartin EigelClaudia SchillingsPublished in: CoRR (2024)
Keyphrases
- hamilton jacobi bellman
- optimal control
- control problems
- nonlinear systems
- stochastic control
- dynamical systems
- generative model
- approximate dynamic programming
- high order
- hamilton jacobi
- numerical methods
- mathematical model
- dynamic programming
- machine learning
- closed form
- numerical solution
- finite difference
- queueing systems
- control law