84 citations · 277 across the 25 of their papers we have counts for
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math.OC2013★ 3 cited
Meshless discretization of LQ-type stochastic control problems
Ralf Banisch, Carsten Hartmann
We propose a novel Galerkin discretization scheme for stochastic optimal control problems on an indefinite time horizon. The control problems are linear-quadratic in the controls,…
cond-mat.stat-mech2013★ 84 cited
Grand-canonical-like molecular-dynamics simulations by using an adaptive-resolution technique
Han Wang, Carsten Hartmann, Christof Schütte +1
In this work, we provide a detailed theoretical analysis, supported by numerical tests, of the reliability of the adaptive resolution simulation (AdResS) technique in sampling the…