Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling (Q5388058)
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scientific article; zbMATH DE number 5279751
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| English | Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling |
scientific article; zbMATH DE number 5279751 |
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Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling (English)
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27 May 2008
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importance sampling
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large deviations
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Isaacs equation
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rare events
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simulation
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Monte Carlo
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0.8502159714698792
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0.8258733749389648
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0.8174313902854919
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0.7829267382621765
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0.7722203731536865
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