Calculating Principal Eigen-Functions of Non-Negative Integral Kernels: Particle Approximations and Applications

DOI10.1287/MOOR.2016.0834MaRDI QIDQ4595954zbMATH OpenOpenAlexFDO

Authors Nick Whiteley, Nikolas Kantas

Publication date 7 December 2017

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1202.6678

zbMATH Keywords

diffusion Monte Carloeigenfunctionsinteracting particle methodsoptimal controlrare events estimation

Mathematics Subject Classification ID

Calculus of variations and optimal control; optimization (49-XX) Numerical optimization and variational techniques (65K10)

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Cited in

(3)

• Limit theorems for cloning algorithms
• On the stability of positive semigroups
• On the particle approximation of lagged Feynman-Kac formulae

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