High-Dimensional Dynamic Stochastic Model Representation
نویسندگان
چکیده
منابع مشابه
High dimensional model representation
Abstrakt: In practical applications of the control theory, there is lack of approximation techniques applicable to intractable dynamic-programming equations describing the optimality controller. In the paper, we consider use of the technique coming from chemistry and called high dimensional model representation (HDMR). Its main advantages are finite order of expansion and rapid convergence for ...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2022
ISSN: ['1095-7197', '1064-8275']
DOI: https://doi.org/10.1137/21m1392231