Variational approach to rare event simulation using least-squares regression (Q5227583)
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scientific article; zbMATH DE number 7089262
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| English | Variational approach to rare event simulation using least-squares regression |
scientific article; zbMATH DE number 7089262 |
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Variational approach to rare event simulation using least-squares regression (English)
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6 August 2019
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rare event simulation
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least-squares regression
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importance sampling scheme
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stochastic optimal control problem
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0.8638529
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0.8637448
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0.86110514
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0.8494465
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0.84684247
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0.84669906
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0.84664166
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0.84470475
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