Automated importance sampling via optimal control for stochastic reaction networks: A Markovian projection–based approach

Ben Hammouda, C., Ben Rached, N., Tempone, R. et al. (1 more author) (Cover date: 15 August 2024) Automated importance sampling via optimal control for stochastic reaction networks: A Markovian projection–based approach. Journal of Computational and Applied Mathematics, 446. 115853. p. 115853. ISSN 0377-0427

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Item Type: Article
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© 2024 The Authors. This is an open access article under the terms of the Creative Commons Attribution License (CC-BY-NC-ND 4.0).

Keywords: Stochastic reaction networks, Tau-leap, Importance sampling, Stochastic optimal control, Markovian projection, Rare event
Dates:
  • Published: 29 February 2024
  • Published (online): 23 February 2024
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 05 Mar 2024 10:45
Last Modified: 05 Mar 2024 10:45
Status: Published
Publisher: Elsevier
Identification Number: 10.1016/j.cam.2024.115853
Open Archives Initiative ID (OAI ID):

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