Calculating principal eigen-functions of non-negative integral kernels : particle approximations and applications
Nick Whiteley, Nikolas Kantas
| Year of publication: |
November 2017
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|---|---|
| Authors: | Whiteley, Nick ; Kantas, Nikolas |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 42.2017, 4, p. 1007-1034
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| Subject: | interacting particle methods | eigenfunctions | rare events estimation | optimal control | diffusion Monte Carlo | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2016.0834 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011773301