Rare Event Estimation for a Large‐Scale Stochastic Hybrid System with Air Traffic Application

DOI10.1002/9780470745403.ch9zbMath1279.90034OpenAlexW2167097525MaRDI QIDQ3629724

Jaroslav Krystul, G. J. Bakker, Henk A. P. Blom

Publication date: 2 June 2009

Published in: Rare Event Simulation using Monte Carlo Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/9780470745403.ch9

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Traffic problems in operations research (90B20)

Related Items (5)

Spectral Bayesian estimation for general stochastic hybrid systems ⋮ Interacting particle system based estimation of reach probability of general stochastic hybrid systems ⋮ Sampling per mode for rare event simulation in switching diffusions ⋮ Adaptive multilevel splitting: Historical perspective and recent results ⋮ Uncertainty Propagation for General Stochastic Hybrid Systems on Compact Lie Groups

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