Quantification of model uncertainty on path-space<i>via</i>goal-oriented relative entropy (Q5006303)
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scientific article; zbMATH DE number 7381633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantification of model uncertainty on path-space<i>via</i>goal-oriented relative entropy |
scientific article; zbMATH DE number 7381633 |
Statements
Quantification of model uncertainty on path-space<i>via</i>goal-oriented relative entropy (English)
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13 August 2021
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uncertainty quantification
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relative entropy
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non-reversible diffusion processes
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semi-Markov queueing models
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stochastic control
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