Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
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Publication:5388058
DOI10.1287/moor.1070.0266zbMath1341.62042OpenAlexW2027477535MaRDI QIDQ5388058
Publication date: 27 May 2008
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/069bf1f7e1622aa48264fd038431d85c5fd6d4b3
Sampling theory, sample surveys (62D05) Dynamic programming in optimal control and differential games (49L20) Applications of optimal control and differential games (49N90) Large deviations (60F10)
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