Leon Sallandt

According to our database, Leon Sallandt authored at least 5 papers between 2021 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats.

Christian Bayer, Martin Eigel, Leon Sallandt, Philipp Trunschke

SIAM J. Financial Math., June, 2023

From continuous-time formulations to discretization schemes: tensor trains and robust regression for BSDEs and parabolic PDEs.

Lorenz Richter, Leon Sallandt, Nikolas Nüsken

CoRR, 2023

2022

Approximating Optimal feedback Controllers of Finite Horizon Control Problems Using Hierarchical Tensor Formats.

Mathias Oster, Leon Sallandt, Reinhold Schneider

SIAM J. Sci. Comput., 2022

Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format.

Konstantin Fackeldey, Mathias Oster, Leon Sallandt, Reinhold Schneider

Multiscale Model. Simul., 2022

2021

Solving high-dimensional parabolic PDEs using the tensor train format.

Lorenz Richter, Leon Sallandt, Nikolas Nüsken

Proceedings of the 38th International Conference on Machine Learning, 2021