Tensor Decomposition Methods for High-dimensional Hamilton-Jacobi-Bellman Equations.
Sergey DolgovDante KaliseKarl KunischPublished in: SIAM J. Sci. Comput. (2021)
Keyphrases
- decomposition methods
- hamilton jacobi bellman
- high dimensional
- optimal control
- control problems
- nonlinear systems
- stochastic control
- decomposition method
- training support vector machines
- constraint satisfaction problems
- high order
- database theory
- dynamical systems
- approximate dynamic programming
- reinforcement learning
- dynamic programming
- queueing systems
- hamilton jacobi
- hypertree decomposition
- control strategy
- feature space
- support vector machine
- differential equations
- fuzzy model
- mathematical model
- optimal policy
- kernel function
- brownian motion
- relational databases
- training data