Efficient Computation of Extreme Excursion Probabilities for Dynamical Systems through Rice's Formula.
Vishwas RaoMihai AnitescuPublished in: SIAM/ASA J. Uncertain. Quantification (2021)
Keyphrases
- efficient computation
- dynamical systems
- dynamic systems
- differential equations
- qualitative simulation
- nonlinear dynamical systems
- computational efficiency
- phase space
- state space
- probability distribution
- partially observable
- agent environment
- search space
- dynamic programming
- multi dimensional
- predictive state representations