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Applications of the cross-entropy method to importance sampling and optimal control of diffusions
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Authors and Corporations: | , |
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Title: | Applications of the cross-entropy method to importance sampling and optimal control of diffusions/ ZIB. Wei Zhang ... |
Type of Resource: | E-Book |
Language: | English |
published: |
Berlin-Dahlem
Konrad-Zuse-Zentrum für Informationstechnik
2014
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Series: |
Konrad-Zuse-Zentrum für Informationstechnik Berlin: ZIB-Report ; 2014, 10
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Subjects: | |
Source: | Verbunddaten SWB Lizenzfreie Online-Ressourcen |
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