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We study the steady-state dynamics of the Hubbard model driven out-of-equilibrium by a constant electric field and coupled to a dissipative heat bath. For very strong field, we find a dimensional reduction: the system behaves as an equilibrium Hubbard model in lower dimensions. We derive steady-state equations for the dynamical mean field theory in the presence of dissipation. We discuss how the electric field induced dimensional crossover affects the momentum resolved and integrated spectral functions, the energy distribution function, as well as the steady current in the non-linear regime.