Automated importance sampling via optimal control for stochastic reaction networks: a Markovian projection-based approach
DOI10.1016/J.CAM.2024.115853zbMATH Open1542.65008MaRDI QIDQ6567277
Sophia Wiechert, Raúl Tempone, Chiheb Ben Hammouda, Nadhir Ben Rached
Publication date: 4 July 2024
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
importance samplingstochastic optimal controlstochastic reaction networksMarkovian projectiontau-leap
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Markov processes (60J99)
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