Codes

All the codes are available on GitHub.

At the moment there are the following repositories:

• TT-Gradient-Cross 

 Tensor Train (TT) Gradient Cross algorithm for the resolution of Hamilton Jacobi Bellman equation. 

• Tree-Structure-Algorithm 

An algorithm based on a Tree Structure for the resolution of finite horizon optimal control problems based on Hamilton Jacobi Bellman equation.

• Multilinear_HJB_POD 

A multilinear algorithm to approximate the solution of the Hamilton-Jacobi-Bellman (HJB) equation based on the coupling of Tree Structure Algorithm and multilinear HO-POD-DEIM.