Repository: Freie Universität Berlin, Math Department

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Article

Hartmann, C. and Richter, L. (2021) Nonasymptotic bounds for suboptimal importance sampling. To appear 2024 in SIAM/ASA Journal on Uncertainty Quantification . (In Press)

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)

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

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