On infinite dimensional linear programming approach to stochastic control * *This research is partially supported by M. Kamgarpour’s European Union ERC Starting Grant, CONENE and by T. Summers’ the US National Science Foundation under grant CNS-1566127.
Publications associées (32)
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A definition of bivariate matrix functions is introduced and some theoretical as well as algorithmic aspects are analyzed. It is shown that our framework naturally extends the usual notion of (univariate) matrix functions and allows to unify existing resul ...
We propose a novel combination of the reduced basis method with low-rank tensor techniques for the efficient solution of parameter-dependent linear systems in the case of several parameters. This combination, called rb Tensor, consists of three ingredients ...
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