Repository: Freie Universität Berlin, Math Department

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Number of items: 3.

2020

Nüsken, N. and Richter, L. (2020) Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space. SFB 1114 Preprint in arXiv . pp. 1-40. (Submitted)

2019

Hartmann, C. and Kebiri, O. and Neureither, L. and Richter, L. (2019) Variational approach to rare event simulation using least-squares regression. Chaos, 29 (6). 063107. ISSN 1054-1500 (print); 1089-7682 (online)

2017

Hartmann, C. and Richter, L. and Schütte, Ch. and Zhang, W. (2017) Variational characterization of free energy: theory and algorithms. Entropy (Special Issue), 19 (11). pp. 1-27. ISSN 1099-4300

This list was generated on Fri Jul 10 16:10:40 2020 CEST.