典型文献
Tensor Decomposition and High-Performance Computing for Solving High-Dimensional Stochastic Control System Numerically
文献摘要：
The paper presents a numerical method for solving a class of high-dimensional stochastic control systems based on tensor decomposition and parallel computing.The HJB solution provides a globally optimal controller to the associated dynamical system.Variable substitution is used to simplify the nonlinear HJB equation.The curse of dimensionality is avoided by representing the HJB equation using separated representation.Alternating least squares (ALS) is used to reduced the separation rank.The experiment is conducted and the numerical solution is obtained.A high-performance algorithm is designed to reduce the separation rank in the parallel environment,solving the high-dimensional HJB equation with high efficiency.
文献关键词：
中图分类号：
作者姓名：
CHEN Yidong;LU Zhonghua
作者机构：
Computer Network Information Center,Chinese Academy of Sciences,Beijing 100190,China;University of Chinese Academy of Sciences,Beijing 100190,China
文献出处：
引用格式：
[1]CHEN Yidong;LU Zhonghua-.Tensor Decomposition and High-Performance Computing for Solving High-Dimensional Stochastic Control System Numerically)[J].系统科学与复杂性学报（英文版）,2022(01):123-136
A类：
Numerically
B类：
Tensor,Decomposition,High,Performance,Computing,Solving,Dimensional,Stochastic,Control,System,paper,presents,numerical,method,solving,class,high,stochastic,systems,tensor,decomposition,parallel,computing,HJB,solution,provides,globally,optimal,controller,associated,dynamical,Variable,substitution,is,used,simplify,nonlinear,equation,curse,dimensionality,avoided,by,representing,using,separated,representation,Alternating,least,squares,ALS,reduced,separation,rank,experiment,conducted,obtained,performance,algorithm,designed,environment,efficiency
AB值：
0.62063
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