A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control

A stochastic maximum principle for risk-sensitive mean-field-type control

An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates

Cost effective policies for alternative distributions of stochastic water pollution

artículo científico publicado en 2002

Deterministic Mean-Field Ensemble Kalman Filtering ⬇️

Goal-oriented adaptive finite element multilevel Monte Carlo with convergence rates

artículo científico publicado en 2022

Hybrid Chernoff Tau-Leap

Mean-field games for marriage ⬇️

artículo científico publicado en 2014

Mean-field learning for satisfactory solutions

Statistical learning for fluid flows: Sparse Fourier divergence-free approximations

artículo científico publicado en 2021