Tensor decomposition methods for high-dimensional Hamilton-Jacobi-Bellman equations

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• Finished

  Overcoming the curse of dimensionality in dynamic programming by tensor decompositions

  Dolgov, S. (PI)

  Engineering and Physical Sciences Research Council

  10/05/21 → 9/05/23

  Project: Research council

  • Tensor 100%
  • Tensor Decomposition 81%
  • Bellman Equation 81%
  • Curse of Dimensionality 68%
  • Partial Differential Equation 54%

• Tensor product numerical methods for high-dimensional problems in probability and quantum calculations

  Dolgov, S. (PI)

  1/01/16 → 31/12/18

  Project: Research council

  • Tensor 100%
  • Optimal Control Problem 33%
  • Rank Tensor 32%
  • Discretization 26%
  • Tensor Decomposition 26%

• Sergey Dolgov Fellowship - Tensor Product Numerical Methods for High-Dimensional Problems in Probablility and Quantum Calculations

  Scheichl, R. (PI)

  Engineering and Physical Sciences Research Council

  1/01/16 → 31/12/18

  Project: Research council

  • Tensor 100%
  • Rank Tensor 30%
  • Optimal Control Problem 30%
  • Tensor Product 30%
  • Approximates 26%