Solving high-dimensional parabolic PDEs using the tensor train format. - Lorenz Richter; Leon Sallandt; Nikolas Nüsken (ICML, 2021)

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)

Approximating Optimal feedback Controllers of Finite Horizon Control Problems Using Hierarchical Tensor Formats. - Mathias Oster; Leon Sallandt; Reinhold Schneider (SIAM J. Sci. Comput., 2022)

Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats. - Christian Bayer 001; Martin Eigel; Leon Sallandt; Philipp Trunschke (SIAM J. Financial Math., 2023)

From continuous-time formulations to discretization schemes: tensor trains and robust regression for BSDEs and parabolic PDEs. - Lorenz Richter; Leon Sallandt; Nikolas Nüsken (J. Mach. Learn. Res., 2024)