State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables (Q6171770)
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scientific article; zbMATH DE number 7713784
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables |
scientific article; zbMATH DE number 7713784 |
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State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables (English)
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18 July 2023
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Monte Carlo
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rare event
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importance sampling
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stochastic optimal control
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