"Importance Splitting for Finite-Time Rare Event Simulation."

Guangxin Jiang, Michael C. Fu (2018)

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DOI: 10.1109/TAC.2017.2758171

access: closed

type: Journal Article

metadata version: 2020-05-20

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Guangxin Jiang, Michael C. Fu:
Importance Splitting for Finite-Time Rare Event Simulation. IEEE Trans. Autom. Control. 63(6): 1670-1677 (2018)

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