scientific article; zbMATH DE number 5010659
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Publication:3374282
zbMATH Open1084.62104MaRDI QIDQ3374282FDOQ3374282
Authors: Anna Ivanova Olsen, A. Naess 
Publication date: 9 March 2006
Title of this publication is not available (Why is that?)
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Reliability and life testing (62N05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of optimal control and differential games (49N90)
Cited In (5)
- Estimation of failure probabilities of linear dynamic systems by importance sampling
- Learning-based importance sampling via stochastic optimal control for stochastic reaction networks
- Importance sampling for randomly excited dynamical systems
- Model reduction algorithms for optimal control and importance sampling of diffusions
- An importance sampling procedure for estimating failure probabilities of non-linear dynamic systems subjected to random noise
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