A Tensor Decomposition Approach for High-Dimensional Hamilton-Jacobi-Bellman Equations.

Sergey Dolgov Dante Kalise Karl Kunisch

Published 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