Model reduction algorithms for optimal control and importance sampling of diffusions
type: Item
instance of: scholarly article
title: Model reduction algorithms for optimal control and importance sampling of diffusions
zbMATH Open document ID: 1347.65115
DOI: 10.1088/0951-7715/29/8/2298
author: Carsten Hartmann
author: Christof Schütte
author: Wei Zhang
published in: Nonlinearity
publication date: 2016-08-23T00:00:00Z
Mathematics Subject Classification ID: 65K10
Mathematics Subject Classification ID: 49J55
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6618865
zbMATH Keywords: stochastic optimal control
zbMATH Keywords: importance sampling
zbMATH Keywords: model reduction
zbMATH Keywords: transition path
zbMATH Keywords: algorithm
zbMATH Keywords: numerical example
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1088/0951-7715/29/8/2298
OpenAlex ID: W613018134
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description: scientific article; zbMATH DE number 6618865