Zhang, W. and Wang, H. and Hartmann, C. and Weber, M. and Schütte, Ch. (2014) Applications of the cross-entropy method to importance sampling and optimal control of diffusions. SIAM J. Sci. Comput., 36 (6). A2654-A2672. ISSN 1064-8275
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Official URL: http://epubs.siam.org/doi/abs/10.1137/14096493X
| Item Type: | Article |
|---|---|
| Subjects: | Mathematical and Computer Sciences > Mathematics > Mathematical Methods |
| Divisions: | Other Institutes > Matheon > A - Life Sciences Department of Mathematics and Computer Science > Institute of Mathematics > Cellular Mechanics Group Department of Mathematics and Computer Science > Institute of Mathematics > BioComputing Group |
| ID Code: | 1414 |
| Deposited By: | INVALID USER |
| Deposited On: | 20 May 2014 22:28 |
| Last Modified: | 03 Mar 2017 14:41 |
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