Efficient Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks

Tempone, Raul; Ben Rached, Nadhir; Ben Hammouda, Chiheb; Wiechert, Sophia Franziska (Corresponding author)

(2022)
Poster

In: Stochastic Numerics and Statistical Learning: Theory and Applications Workshop Thuwal (KAUST) 2022-05-15 - 2022-05-29

Institutions

  • Department of Mathematics [110000]
  • Chair of Mathematics for Uncertainty Quantification [118110]

Identifier