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A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control., , and . IEEE Trans. Automat. Contr., 60 (10): 2640-2649 (2015)Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation., and . Stat. Comput., 28 (4): 923-935 (2018)Efficient importance sampling for large sums of independent and identically distributed random variables., , , and . Stat. Comput., 31 (6): 79 (2021)Efficient Importance Sampling for the Left Tail of Positive Gaussian Quadratic Forms., , and . IEEE Wirel. Commun. Lett., 10 (3): 527-531 (2021)Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations., , and . Comput. Math. Appl., 71 (6): 1173-1197 (2016)Analysis of a class of Multi-Level Markov Chain Monte Carlo algorithms based on Independent Metropolis-Hastings., , and . CoRR, (2021)Towards automatic global error control: Computable weak error expansion for the tau-leap method., and . Monte Carlo Methods Appl., 17 (3): 233-278 (2011)On the efficient simulation of the left-tail of the sum of correlated log-normal variates., , , and . Monte Carlo Methods Appl., 24 (1): 101-115 (2018)Worst case scenario analysis for elliptic problems with uncertainty., , and . Numerische Mathematik, 101 (2): 185-219 (2005)A stochastic collocation method for the second order wave equation with a discontinuous random speed., , and . Numerische Mathematik, 123 (3): 493-536 (2013)