We propose a semi-Lagrangian scheme using a spatially adaptive sparse grid to deal with non-linear time-dependent Hamilton-Jacobi Bellman equations. We focus in particular on front propagation models in higher dimensions ......

Generative dimensionality reduction methods play an important role in machine learning applications because they construct an explicit mapping from a low-dimensional space to the high-dimensional data space. We discuss a ......

An approach to solve finite time horizon suboptimal feedback control problems for partial differential equations is proposed by solving dynamic programming equations on adaptive sparse grids. A semi-discrete optimal control ...