Overcoming the curse of dimensionality in dynamic programming by tensor decompositions

Dolgov, Sergey (PI)

Department of Mathematical Sciences

Project: Research council

Status	Active
Effective start/end date	10/05/21 → 9/05/23

Funding

Engineering and Physical Sciences Research Council

1 Article

Tensor decomposition methods for high-dimensional Hamilton-Jacobi-Bellman equations
Dolgov, S., Kalise, D. & Kunisch, K. K., May 2021, In: SIAM Journal on Scientific Computing. 43, 3, p. A1625-A1650 26 p.
Research output: Contribution to journal › Article › peer-review

Open Access