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Dynamical low-rank approximations of solutions to the Hamilton–Jacobi–Bellman equation |
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| Authors: | Martin Eigel Reinhold Schneider David Sommer |
| Institution: | 1. Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany;2. Department of Mathematics, Technical University Berlin, Berlin, Germany |
| Abstract: | |
| Keywords: | dynamical low-rank approximation feedback control Hamilton–Jacobi–Bellman tensor product approximation variational Monte Carlo |