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Found 23,155 Documents (Results 1–100)

Nested simulations: theory and application. (English) Zbl 07819843

Mathematische Optimierung und Wirtschaftsmathematik/Mathematical Optimization and Economathematics. Wiesbaden: Springer Spektrum; Augsburg: Univ. Augsburg (Diss. 2023) (ISBN 978-3-658-43852-4/pbk; 978-3-658-43853-1/ebook). xvii, 137 p. (2024).
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Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control. arXiv:2403.18552

Preprint, arXiv:2403.18552 [math.NA] (2024).
MSC:  65C05 65C30 93E20
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On the large deviation principle for Metropolis-Hastings Markov Chains: the Lyapunov function condition and examples. arXiv:2403.08691

Preprint, arXiv:2403.08691 [math.PR] (2024).
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