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