Leon Sallandt

Orcid: 0000-0002-7102-7767

According to our database1, Leon Sallandt authored at least 5 papers between 2021 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2024
From continuous-time formulations to discretization schemes: tensor trains and robust regression for BSDEs and parabolic PDEs.
J. Mach. Learn. Res., 2024

2023
Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats.
SIAM J. Financial Math., June, 2023

2022
Approximating Optimal feedback Controllers of Finite Horizon Control Problems Using Hierarchical Tensor Formats.
SIAM J. Sci. Comput., 2022

Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format.
Multiscale Model. Simul., 2022

2021
Solving high-dimensional parabolic PDEs using the tensor train format.
Proceedings of the 38th International Conference on Machine Learning, 2021


  Loading...