Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling (Q5388058)
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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 |
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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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