Richter, Lorenz
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1

Nonasymptotic Bounds for Suboptimal Importance Sampling:

Hartmann, Carsten ; Richter, Lorenz
SIAM/ASA Journal on Uncertainty Quantification.  12 (2024)  2 - p. 309-346 , 2024
 
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3

Improving Control Based Importance Sampling Strategies for ..:

Ribera Borrell, Enric ; Quer, Jannes ; Richter, Lorenz.
SIAM Journal on Scientific Computing.  46 (2023)  2 - p. S298-S323 , 2023
 
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5

Error bounds for model reduction of feedback-controlled lin..:

Becker, Simon ; Hartmann, Carsten ; Redmann, Martin.
Stochastic Processes and their Applications.  149 (2022)  - p. 107-141 , 2022
 
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7

Solving high-dimensional Hamilton–Jacobi–Bellman PDEs using..:

Nüsken, Nikolas ; Richter, Lorenz
Partial Differential Equations and Applications.  2 (2021)  4 - p. , 2021
 
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10

Solving high-dimensional PDEs, approximation of path space ..:

Richter, Lorenz
https://opus4.kobv.de/opus4-btu/frontdoor/index/index/docId/5864.  , 2022
 
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14

Variational characterization of free energy: Theory and alg..:

Hartmann, Carsten ; Richter, Lorenz ; Schütte, Christof.
https://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/6504.  , 2017
 
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