Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
type: Item
instance of: scholarly article
title: Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
zbMATH Open document ID: 1341.62042
author: Paul Dupuis
author: Hui Wang
published in: Mathematics of Operations Research
publication date: 2008-05-27T00:00:00Z
Mathematics Subject Classification ID: 62D05
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 49N90
zbMATH DE Number: 5279751
zbMATH Keywords: importance sampling
zbMATH Keywords: large deviations
zbMATH Keywords: Isaacs equation
zbMATH Keywords: rare events
zbMATH Keywords: simulation
zbMATH Keywords: Monte Carlo
MaRDI profile type: Publication
OpenAlex ID: W2027477535
DOI: 10.1287/MOOR.1070.0266
description: scientific article; zbMATH DE number 5279751