On the optimal importance process for piecewise deterministic Markov process (Q5881053)
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scientific article; zbMATH DE number 7661350
Language | Label | Description | Also known as |
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English | On the optimal importance process for piecewise deterministic Markov process |
scientific article; zbMATH DE number 7661350 |
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On the optimal importance process for piecewise deterministic Markov process (English)
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9 March 2023
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Monte-Carlo acceleration
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importance sampling
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hybrid dynamic system
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piecewise deterministic Markovian process
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cross-entropy
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reliability
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