Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling (Q5388058): Difference between revisions

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Revision as of 20:04, 5 March 2024

scientific article; zbMATH DE number 5279751
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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)
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    27 May 2008
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    importance sampling
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    large deviations
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    Isaacs equation
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    rare events
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    simulation
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    Monte Carlo
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