Importance Sampling, Large Deviations, and Differential Games (Q4659569)
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scientific article; zbMATH DE number 2147914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance Sampling, Large Deviations, and Differential Games |
scientific article; zbMATH DE number 2147914 |
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Importance Sampling, Large Deviations, and Differential Games (English)
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21 March 2005
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Monte Carlo estimation
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stochastic control
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simulation
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asymptotic optimality
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Isaacs equation
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importance sampling
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large deviations
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differentiable games
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numerical examples
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