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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: Zhang, Wei (Other), Konrad-Zuse-Zentrum für Informationstechnik Berlin (Other)
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
Series: Konrad-Zuse-Zentrum für Informationstechnik Berlin: ZIB-Report ; 2014, 10
Subjects:
Source: Verbunddaten SWB
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