A large-deviation-based splitting estimation of power flow reliability
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Cites work
- scientific article; zbMATH DE number 410740 (Why is no real title available?)
- scientific article; zbMATH DE number 847311 (Why is no real title available?)
- A large deviations perspective on the efficiency of multilevel splitting
- A variant of importance splitting for rare event estimation: fixed number of successes
- Convex Relaxation of Optimal Power Flow—Part I: Formulations and Equivalence
- Efficient Monte Carlo simulation via the generalized splitting method
- Importance sampling for multiscale diffusions
- On efficiency of multilevel splitting
- Optimal importance sampling with explicit formulas in continuous time
- Optimization for decision making. Linear and quadratic models
- Rare Event Simulation using Monte Carlo Methods
- Rare event simulation of small noise diffusions
- Splitting for rare event simulation: A large deviation approach to design and analysis
Cited in
(3)- The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate
- A kinetic Monte Carlo approach for simulating cascading transmission line failure
- The master-slave splitting extended to power flow problems on integrated networks with an unbalanced distribution network
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