A Tensor Decomposition Approach for High-Dimensional Hamilton-Jacobi-Bellman Equations.
Sergey DolgovDante KaliseKarl KunischPublished in: CoRR (2019)
Keyphrases
- hamilton jacobi bellman
- tensor decomposition
- high dimensional
- optimal control
- control problems
- nonlinear systems
- data representation
- visual data
- auxiliary information
- stochastic control
- dimensionality reduction
- high order
- low dimensional
- dynamical systems
- hamilton jacobi
- reinforcement learning
- low rank
- feature space
- tensor factorization
- high dimensional data
- decomposition algorithm
- adaptive control
- operations management
- image processing
- control strategy
- queueing systems
- active learning
- dynamic programming
- mathematical model
- training data