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07/28/2023
From continuous-time formulations to discretization schemes: tensor trains and robust regression for BSDEs and parabolic PDEs
The numerical approximation of partial differential equations (PDEs) pos...
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04/13/2021
Approximating optimal feedback controllers of finite horizon control problems using hierarchical tensor formats
Controlling systems of ordinary differential equations (ODEs) is ubiquit...
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03/02/2021
Pricing high-dimensional Bermudan options with hierarchical tensor formats
An efficient compression technique based on hierarchical tensors for pop...
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02/23/2021