Variational approach to rare event simulation using least-squares regression (Q5227583): Difference between revisions

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Latest revision as of 01:59, 20 July 2024

scientific article; zbMATH DE number 7089262
Language Label Description Also known as
English
Variational approach to rare event simulation using least-squares regression
scientific article; zbMATH DE number 7089262

    Statements

    Variational approach to rare event simulation using least-squares regression (English)
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    6 August 2019
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    rare event simulation
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    least-squares regression
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    importance sampling scheme
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    stochastic optimal control problem
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