Large deviations and importance sampling for systems of slow-fast motion (Q1946537): Difference between revisions

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Latest revision as of 08:25, 6 July 2024

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Large deviations and importance sampling for systems of slow-fast motion
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    Large deviations and importance sampling for systems of slow-fast motion (English)
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    15 April 2013
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    importance sampling
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    Monte Carlo
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    large deviations
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    homogenization
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    multiscale
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    slow-fast motion
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    stochastic differential equations
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    cell problem
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    Hamilton-Jacobi-Bellman
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    asymptotic optimality
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