Minimization of a class of rare event probabilities and buffered probabilities of exceedance
Amarjit Budhiraja, Shu Lu, Yang Yu, Quoc Tran-Dinh
| 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 | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Stochastischer Prozess | Stochastic process | Stichprobenerhebung | Sampling | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-021-03991-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012605874