A Non-intrusive Stratified Resampler for Regression Monte Carlo

来源 :2016国际非线性偏微分方程与科学计算研讨会 | 被引量 : 0次 | 上传用户：shrimpdragon

【摘要】

：

　　Stochastic dynamic programming equations are classic equations arising in the resolution of nonlinear evolution equations,like in stochastic control.In this

【作者】

：

Jorge Zubelli

【机构】

：

InstitutoNacionaldeMatemáticaPuraAplicada,Brazil

【出处】

：

2016国际非线性偏微分方程与科学计算研讨会

【发表日期】

：

2016年7期

下载到本地 , 更方便阅读

下载此文赞助VIP

声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架

论文部分内容阅读

　　Stochastic dynamic programming equations are classic equations arising in the resolution of nonlinear evolution equations,like in stochastic control.In this talk we address a technique to solve certain dynamic programming equations associated to a given Markov chain X,using a regression-based Monte Carlo algorithm.

其他文献

The relative entropy method; connection with the second law and variational structures

　　The relative entropy method is a calculation developed for hyperbolic conservation laws by Dafermos and DiPerna,which exploits the thermodynamical entropy s

会议

Efficient and accurate numerical methods for computing the ground states and dynamics of spin 2 Bose

　　In this talk,we will propose some efficient numerical methods for computing the ground states and dynamics of the spin-2 Bose-Einstein condensates(BECs)mode

会议

Nonlinear asymptotic stability of the Lane-Emden solution for the viscous gaseous star problem

　　In this talk,I will present some recent works on the nonlinear asymptotic stability of the Lane-Emden Solutions for the Navier-Stokes-Poisson systems with p

会议

Scalar conservation laws with rough time dependence

　　I will present a recently developed theory for scalar conservation laws with nonlinear multiplicative rough signal dependence.I will describe the difficulti

会议

Evaluation of the Deformation of 3D Printed Shape Memory Bilayer Beam by Classical Beam Theory

　　Shape memory polymers(SMPs)as smart materials with the ability to recover by an external stimulus,they have obtained many researchers attention.A lot of rep

会议

Shape memory polymer3D printingBilayer structure

Global regularities of two-dimensional density patch for inhomogeneous incompressible viscous flow w

　　Toward the open question proposed by P.-L.Lions in the book ["Mathematical topics in fluid mechanics",Oxford University Press,1996] concerning the propagati

会议

Energy stable numerical methods for dissipative partial differential equation systems

　　Dissipative partial differential equations for fluid flows of various types share a common mathematical structure derived from the generalized Onsager princ

会议

Material Configurational Forces and Its Applications in Fracture and Damage Mechanics

　　Material configurational mechanics with application to describe the failure behavior of complex defects does provide an innovative way to predict the failur

会议

configurational forcesfracturedamageferroelectrics

Continuous data assimilation for the three-dimensional Brinkman-Forchheimer-extended Darcy Model

　　In this talk,I will introduce the three-dimensional Brinkman-Forchheimer-extended Darcy Model of Porous media.This model is believed to be accurate when the

会议

Measure Valued Solutions to the Boltzmann Equation

　　In this talk,we will present some recent results on the well-posedness,regularity and large time behavior of the measure valued solutions.The results are fr

会议

A Non-intrusive Stratified Resampler for Regression Monte Carlo

其他学术论文