Solving high dimensional HJB equation using tensor decomposition.
The most current version is v1.0. The master branch is under development.
To use this tool, you need to install the MATLAB Tensor Toolbox
The corresponding technical paper is here, and the user guide is here.
Disclaimer: This copy of the SeALS tool is not perfect. It is distributed for research purpose. So, it may contain bugs or other technical issues. The authors will try to help you with resolving those issues. However, there is no guarantee or whatnot on providing consistent technical support.
Notes:
- Require MATLAB Tensor Toolbox
- Codes in './src/ctdlab/' are from this specific commit of ctdlab
Contributors:
- Elis Stefansson (elisst@kth.se)
- Yoke Peng Leong (ypleong@caltech.edu)