Search for dissertations about: "sandeep juneja"

Found 1 swedish dissertation containing the words sandeep juneja.

  2. 1. On large deviations and design of efficient importance sampling algorithms

    Author : Pierre Nyquist; Henrik Hult; Sandeep Juneja; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Large deviations; Monte Carlo methods; importance sampling;

    Abstract : This thesis consists of four papers, presented in Chapters 2-5, on the topics large deviations and stochastic simulation, particularly importance sampling. The four papers make theoretical contributions to the development of a new approach for analyzing efficiency of importance sampling algorithms by means of large deviation theory, and to the design of efficient algorithms using the subsolution approach developed by Dupuis and Wang (2007). READ MORE