Variational approach to rare event simulation using least-squares regression (Q5227583)
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scientific article; zbMATH DE number 7089262
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variational approach to rare event simulation using least-squares regression |
scientific article; zbMATH DE number 7089262 |
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Variational approach to rare event simulation using least-squares regression (English)
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6 August 2019
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rare event simulation
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least-squares regression
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importance sampling scheme
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stochastic optimal control problem
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