@article{FackeldeyOsterSallandtetal.2022, author = {Konstantin Fackeldey and Mathias Oster and Leon Sallandt and Reinhold Schneider}, title = {Approximative Policy Iteration for Exit Time Feedback Control Problems driven by Stochastic Differential Equations using Tensor Train format}, journal = {SIAM Journal on Multiscale Modeling and Simulation}, volume = {20}, number = {1}, pages = {379 -- 403}, doi = {10.1137/20M1372500}, year = {2022}, }