Minimization of a class of rare event probabilities and buffered probabilities of exceedance (Q2241133)

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Minimization of a class of rare event probabilities and buffered probabilities of exceedance
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    Minimization of a class of rare event probabilities and buffered probabilities of exceedance (English)
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    8 November 2021
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    importance sampling
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    stochastic optimization
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    large deviations
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    buffered probability
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