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On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling
Lyapunov Inequalities Efficient Importance Sampling
2015/7/6
In this article we explain some connections between Lyapunov methods and subsolutions of an associated Isaacs equation for the design of efficient importance sampling schemes. As we shall see, subsolu...
Stability, Resonance and Lyapunov Inequalities for Periodic Conservative Systems
Lyapunov inequalities periodic boundary value problems resonance
2010/12/7
This paper is devoted to the study of Lyapunov type inequalities for periodic conservative systems. The main results are derived from a previous analysis which relates the best Lyapunov constants to s...