Analysis of Continuous Tensor-Train Methods for Optimal Control Problems with the Ornstein-Uhlenbeck Operator

Continuous tensor-train decompositions methods have been found to well approximate optimal control policies under certain conditions for dynamic programming problems within the Compressed Continuous Computation (C3) framework. We aim to utilize numerically approximated control solutions found using...

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Bibliographic Details
Main Author: White, Joshua
Other Authors: Marzouk, Youssef M.
Format: Thesis
Published: Massachusetts Institute of Technology 2023
Online Access:https://hdl.handle.net/1721.1/147369