Pages that link to "Item:Q5227583"
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The following pages link to Variational approach to rare event simulation using least-squares regression (Q5227583):
Displayed 9 items.
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
- A Koopman framework for rare event simulation in stochastic differential equations (Q2133784) (← links)
- (Q4988574) (← links)
- Collapse of transitional wall turbulence captured using a rare events algorithm (Q5014147) (← links)
- $\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs (Q5033264) (← links)
- Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format (Q5865245) (← links)
- Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (Q5876580) (← links)
- Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning (Q6047503) (← links)
- Learning-based importance sampling via stochastic optimal control for stochastic reaction networks (Q6172912) (← links)