Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling (Q5388058): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:55, 9 February 2024
scientific article; zbMATH DE number 5279751
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling |
scientific article; zbMATH DE number 5279751 |
Statements
Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling (English)
0 references
27 May 2008
0 references
importance sampling
0 references
large deviations
0 references
Isaacs equation
0 references
rare events
0 references
simulation
0 references
Monte Carlo
0 references
