Repository: Freie Universität Berlin, Math Department

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Number of items: 5.

2024

Kaarnioja, Vesa and Kuo, Frances Y. and Sloan, Ian H. (2024) Lattice-Based Kernel Approximation and Serendipitous Weights for Parametric PDEs in Very High Dimensions. Monte Carlo and Quasi-Monte Carlo Methods, 460 . pp. 81-103. ISSN 978-3-031-59761-9

Kaarnioja, Vesa and Kuo, Frances Y. and Sloan, Ian H. (2024) Lattice-based kernel approximation and serendipitous weights for parametric PDEs in very high dimensions. In: Monte Carlo and Quasi-Monte Carlo Methods 2022. Springer Proceedings in Mathematics & Statistics, 460 (460). Springer Verlag, pp. 81-103. ISBN 978-3-031-59761-9

Guth, Philipp A. and Kaarnioja, Vesa and Kuo, Frances Y. and Schillings, Claudia and Sloan, Ian H. (2024) Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration. Numerische Mathematik, 156 . pp. 565-608.

2021

Guth, Philipp A. and Kaarnioja, Vesa and Kuo, Frances Y. and Schillings, Claudia and Sloan, Ian H. (2021) A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty. SIAM/ASA Journal on Uncertainty Quantification, 9 (2). pp. 354-383.

2019

Guth, Philipp A. and Kaarnioja, Vesa and Kuo, Frances Y. and Schillings, Claudia and Sloan, Ian H. (2019) A quasi-Monte Carlo method for an optimal control problem under uncertainty. ArXiv .

This list was generated on Wed Feb 5 11:49:06 2025 CET.