Minimization of a class of rare event probabilities and buffered probabilities of exceedance
Year of publication: |
2021
|
---|---|
Authors: | Budhiraja, Amarjit ; Lu, Shu ; Yu, Yang ; Tran-Dinh, Quoc |
Published in: |
Annals of operations research ; volume 302, number 1 (July 2021). - New York, NY, USA : Springer. - 2021, p. 49-83
|
Subject: | Importance sampling | Stochastic optimization | Large deviations | Buffered probability | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Stichprobenerhebung | Sampling |
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