Model reduction algorithms for optimal control and importance sampling of diffusions (Q2816523)
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scientific article; zbMATH DE number 6618865
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| English | Model reduction algorithms for optimal control and importance sampling of diffusions |
scientific article; zbMATH DE number 6618865 |
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Model reduction algorithms for optimal control and importance sampling of diffusions (English)
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23 August 2016
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stochastic optimal control
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importance sampling
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model reduction
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transition path
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algorithm
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numerical example
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0.9079212
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0.8922251
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0.89035785
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0.8901471
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0.8863342
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0.8860835
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