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

Author:

Ben Hammouda Chiheb,Ben Rached Nadhir,Tempone Raúl,Wiechert SophiaORCID

Funder

King Abdullah University of Science and Technology

Helmholtz Association

Alexander von Humboldt-Stiftung

Publisher

Elsevier BV

Reference49 articles.

1. Learning-based importance sampling via stochastic optimal control for stochastic reaction networks;Ben Hammouda;Stat. Comput.,2023

2. Hierarchical Approximation Methods for Option Pricing and Stochastic Reaction Networks;Ben Hammouda,2020

3. Fred Brauer, Carlos Castillo-Chavez, Mathematical Models in Population Biology and Epidemiology, vol. 40, Springer.

4. Stochastic Analysis of Biochemical Systems;Anderson,2015

5. Stochastic vs. deterministic modeling of intracellular viral kinetics;Srivastava;J. Theoret. Biol.,2002

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