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On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks

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Three- or Two-Stage Stochastic Market-Clearing Algorithm?

MATHICSE Technical Report : Dimensionality reduction of parameter-dependent problems through proper orthogonal decomposition

Stabilized Numerical Methods for Stochastic Differential Equations driven by Diffusion and Jump-Diffusion Processes

Approximating Functions On Stratified Sets

Macros in sbt: Problem Solved!

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part I: Continuous-Domain Theory

Moment equations for the mixed formulation of the Hodge Laplacian with stochastic loading term

Sensitivity of stochastic perturbations in a noise amplifier flow

High order numerical approximation of the invariant measure of ergodic SDEs

Thumbnail galleries for procedural models

Three- or Two-Stage Stochastic Market-Clearing Algorithm?

MATHICSE Technical Report : Dimensionality reduction of parameter-dependent problems through proper orthogonal decomposition

Approximating Functions On Stratified Sets

Stabilized Numerical Methods for Stochastic Differential Equations driven by Diffusion and Jump-Diffusion Processes

Moment equations for the mixed formulation of the Hodge Laplacian with stochastic loading term

High order numerical approximation of the invariant measure of ergodic SDEs

Macros in sbt: Problem Solved!

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part I: Continuous-Domain Theory

Sensitivity of stochastic perturbations in a noise amplifier flow

Thumbnail galleries for procedural models