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"Applications of the Cross-Entropy Method to Importance Sampling and ..."

Wei Zhang et al. (2014)

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DOI: 10.1137/14096493X

access: closed

type: Journal Article

metadata version: 2021-10-14

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Wei Zhang, Han Wang, Carsten Hartmann, Marcus Weber, Christof Schütte:
Applications of the Cross-Entropy Method to Importance Sampling and Optimal Control of Diffusions. SIAM J. Sci. Comput. 36(6) (2014)

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