Pages that link to "Item:Q5305278"
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The following pages link to Importance Sampling for Backward SDEs (Q5305278):
Displaying 11 items.
- Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010) (← links)
- Stochastic optimal control via forward and backward stochastic differential equations and importance sampling (Q680513) (← links)
- A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980) (← links)
- Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763) (← links)
- Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions (Q2792367) (← links)
- The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation (Q2818259) (← links)
- Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
- Variational approach to rare event simulation using least-squares regression (Q5227583) (← links)
- Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning (Q6047503) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)