Splitting for rare event simulation: A large deviation approach to design and analysis (Q1004406)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Splitting for rare event simulation: A large deviation approach to design and analysis |
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Splitting for rare event simulation: A large deviation approach to design and analysis (English)
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10 March 2009
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rare event
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Monte Carlo
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branching process
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large deviations
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subsolutions
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Hamilton-Jacobi-Bellman equation
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simulation
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variance reduction
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