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Article(2)
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scopus(2)
Numerical low-rank approximation of matrix differential equations
ArticleAbstract: The efficient numerical integration of large-scale matrix differential equations is a topical problePalabras claves:Differential Lyapunov equations, Differential Riccati equations, Dynamical low-rank approximation, El Niño simulation, Linear quadratic regulator problem, Splitting integratorsAutores:Hermann Mena, Lena Maria Pfurtscheller, Ostermann A., Piazzola C.Fuentes:scopusSolving stochastic LQR problems by polynomial chaos
ArticleAbstract: We consider the infinite dimensional stochastic linear quadratic optimal control problem for the infPalabras claves:computational methods, Stochastic optimal controlAutores:Hermann Mena, Lena Maria Pfurtscheller, Levajkovic T.Fuentes:scopus