Model reduction algorithms for optimal control and importance sampling of diffusions (Q2816523)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model reduction algorithms for optimal control and importance sampling of diffusions |
scientific article |
Statements
Model reduction algorithms for optimal control and importance sampling of diffusions (English)
0 references
23 August 2016
0 references
stochastic optimal control
0 references
importance sampling
0 references
model reduction
0 references
transition path
0 references
algorithm
0 references
numerical example
0 references
