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Proper Generalized Decompositions and Separated Representations for the Numerical Solution of High Dimensional Stochastic Problems

Mathematical ProgrammingNumerical AnalysisEngineeringStochastic OptimizationNumerical SolutionStochastic SystemSeparated RepresentationsStochastic Differential EquationApproximation TheoryProper Generalized DecompositionsLow-rank Approximation