Quantification of model uncertainty on path-space<i>via</i>goal-oriented relative entropy (Q5006303)
From MaRDI portal
scientific article; zbMATH DE number 7381633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantification of model uncertainty on path-space<i>via</i>goal-oriented relative entropy |
scientific article; zbMATH DE number 7381633 |
Statements
Quantification of model uncertainty on path-space<i>via</i>goal-oriented relative entropy (English)
0 references
13 August 2021
0 references
uncertainty quantification
0 references
relative entropy
0 references
non-reversible diffusion processes
0 references
semi-Markov queueing models
0 references
stochastic control
0 references
0 references
0 references
0 references
0 references
0 references
