Repository: Freie Universität Berlin, Math Department

Applications of the cross-entropy method to importance sampling and optimal control of diffusions

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: Carsten Hartmann
Deposited On:20 May 2014 22:28
Last Modified:03 Mar 2017 14:41

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