Interacting Particle System-based Estimation of Reach Probability for a Generalized Stochastic Hybrid System.

Henk A. P. Blom Hao Ma G. J. Bakker

Published in: ADHS (2018)

Keyphrases

jump diffusion process
estimation algorithm
probability distribution
density estimation
learning automata
real time
artificial neural networks
monte carlo
optimal control problems
neural network
expert systems
model selection
robust estimation
accurate estimation
estimation accuracy
bayes rule