Dynamical low-rank approximations of solutions to the Hamilton-Jacobi-Bellman equation.
Martin EigelReinhold SchneiderDavid SommerPublished in: Numer. Linear Algebra Appl. (2023)
Keyphrases
- hamilton jacobi bellman
- optimal control
- control problems
- nonlinear systems
- low rank approximation
- optimal solution
- dynamical systems
- stochastic control
- hamilton jacobi
- singular value decomposition
- queueing systems
- differential equations
- iterative algorithms
- machine learning
- convex optimization
- high dimensional data
- dynamic programming
- pairwise
- training data