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Automated importance sampling via optimal control for stochastic reaction networks: a Markovian projection-based approach - MaRDI portal

Automated importance sampling via optimal control for stochastic reaction networks: a Markovian projection-based approach (Q6567277)

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scientific article; zbMATH DE number 7876168
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English
Automated importance sampling via optimal control for stochastic reaction networks: a Markovian projection-based approach
scientific article; zbMATH DE number 7876168

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    Automated importance sampling via optimal control for stochastic reaction networks: a Markovian projection-based approach (English)
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    4 July 2024
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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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    Markovian projection
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