Harbrecht, Helmut and Kalmykov, Ilja.
(2024)
Sparse grid approximation of the Riccati equation.
Preprints Fachbereich Mathematik, 2024 (01).
Harbrecht, Helmut and Kalmykov, Ilja.
(2021)
Sparse grid approximation of the Riccati operator for closed loop parabolic control problems with Dirichlet boundary control.
SIAM Journal on Control and Optimization (SICON), 59 (6).
pp. 4538-4562.
Harbrecht, Helmut and Kalmykov, Ilja.
(2019)
Sparse grid approximation of the Riccati operator for closed loop parabolic control problems with Dirichlet boundary control.
Preprints Fachbereich Mathematik, 2019 (09).
Garcke, Jochen and Kalmykov, Ilja.
(2018)
Efficient Higher Order Time Discretization Schemes For Hamilton-Jacobi-Bellman Equations Based On Diagonally Implicit Symplectic Runge-Kutta Methods.
In:
Hamilton-Jacobi-Bellman Equations. Numerical Methods and Applications in Optimal Control, 21.
Berlin-Bosten, pp. 97-128.
Garcke, Jochen and Kalmykov, Ilja.
(2017)
Efficient Higher Order Time Discretization Schemes for Hamilton-Jacobi-Bellman Equations Based on Diagonally Implicit Symplectic Runge-Kutta Methods.
Preprints Fachbereich Mathematik, 2017 (09).
