On a strongly convex approximation of a stochastic optimal control problem for importance sampling of metastable diffusions
Please always quote using this URN: urn:nbn:de:kobv:188-fudissthesis000000101680-4
Author: | Han Cheng Lie |
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Document Type: | Doctoral Thesis |
Granting Institution: | Freie Universität Berlin |
Advisor: | Christof Schütte |
Date of final exam: | 2016/03/21 |
Year of first publication: | 2016 |