Splitting for rare event simulation: A large deviation approach to design and analysis (Q1004406): Difference between revisions

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+Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
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+Genealogical particle analysis of rare events
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+Dynamic importance sampling for queueing networks
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+Dynamic importance sampling for uniformly recurrent Markov chains
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+Q3672830
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+A large deviations perspective on the efficiency of multilevel splitting
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+Analysis of an importance sampling estimator for tandem queues
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+Counterexamples in importance sampling for large deviations probabilities
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