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Learning-based importance sampling via stochastic optimal control for stochastic reaction networks - MaRDI portal

Learning-based importance sampling via stochastic optimal control for stochastic reaction networks (Q6172912)

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scientific article; zbMATH DE number 7714821
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Learning-based importance sampling via stochastic optimal control for stochastic reaction networks
scientific article; zbMATH DE number 7714821

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    Learning-based importance sampling via stochastic optimal control for stochastic reaction networks (English)
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    20 July 2023
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    stochastic reaction networks
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    tau-leap
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    importance sampling
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    stochastic optimal control
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    dynamic programming
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    rare event
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