On the optimal importance process for piecewise deterministic Markov process (Q5881053): Difference between revisions

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Latest revision as of 15:43, 31 July 2024

scientific article; zbMATH DE number 7661350
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English
On the optimal importance process for piecewise deterministic Markov process
scientific article; zbMATH DE number 7661350

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    On the optimal importance process for piecewise deterministic Markov process (English)
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    9 March 2023
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    Monte-Carlo acceleration
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    importance sampling
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    hybrid dynamic system
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    piecewise deterministic Markovian process
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    cross-entropy
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    reliability
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