相关论文: Tropical low-rank approximation and application to…

Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. These methods exploit the tensor structure of function spaces and apply…

Parameter-dependent models arise in many contexts such as uncertainty quantification, sensitivity analysis, inverse problems or optimization. Parametric or uncertainty analyses usually require the evaluation of an output of a model for many…

Low-rank approximation is a technique to approximate a tensor or a matrix with a reduced rank to reduce the memory required and computational cost for simulation. Its broad applications include dimension reduction, signal processing,…

The low-rank approximation is a complexity reduction technique to approximate a tensor or a matrix with a reduced rank, which has been applied to the simulation of high dimensional problems to reduce the memory required and computational…

In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…

State-of-the-art approaches to optimal control use smooth approximations of value and policy functions and gradient-based algorithms for improving approximator parameters. Unfortunately, we show that value and policy functions that arise in…

We present an alternative approach to decompose non-negative tensors, called many-body approximation. Traditional decomposition methods assume low-rankness in the representation, resulting in difficulties in global optimization and target…

We introduce the tensor numerical method for solving optimal control problems that are constrained by fractional 2D and 3D elliptic operators with variable coefficients. We solve the governing equation for the control function which…

In pursuit of reinforcement learning systems that could train in physical environments, we investigate multi-task approaches as a means to alleviate the need for massive data acquisition. In a tabular scenario where the Q-functions are…

A self-learning approach for optimal feedback gains for finite-horizon nonlinear continuous time control systems is proposed and analysed. It relies on parameter dependent approximations to the optimal value function obtained from a family…

Controllability and observability energy functions play a fundamental role in model order reduction and are inherently connected to optimal control problems. For linear dynamical systems the energy functions are known to be quadratic…

This work proposes an adaptive structure-preserving model order reduction method for finite-dimensional parametrized Hamiltonian systems modeling non-dissipative phenomena. To overcome the slowly decaying Kolmogorov width typical of…

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…

We propose a novel value function approximation technique for Markov decision processes. We consider the problem of compactly representing the state-action value function using a low-rank and sparse matrix model. The problem is to decompose…

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

In this paper, we introduce a method for multivariate function approximation using function evaluations, Chebyshev polynomials, and tensor-based compression techniques via the Tucker format. We develop novel randomized techniques to…

We study the problem of learning optimal policies in finite-horizon Markov Decision Processes (MDPs) using low-rank reinforcement learning (RL) methods. In finite-horizon MDPs, the policies, and therefore the value functions (VFs) are not…

This paper studies optimal control under the average-reward/cost criterion for deterministic linear systems. We derive the value function and optimal policy, and propose an approximate solution using Model Predictive Control to enable…

We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…

We introduce tensor numerical techniques for solving optimal control problems constrained by elliptic operators in $\mathbb{R}^d$, $d=2,3$, with variable coefficients, which can be represented in a low rank separable form. We construct a…