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Ma, H. (author), Blom, H.A.P. (author)For diffusions, a well-developed approach in rare event estimation is to introduce a suitable factorization of the reach probability and then to estimate these factors through simulation of an Interacting Particle System (IPS). This paper studies IPS based reach probability estimation for General Stochastic Hybrid Systems (GSHS). The...journal article 2023
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Blom, H.A.P. (author), Ma, H. (author), Bakker, G. J.(Bert) (author)This paper studies estimation of reach probability for a generalized stochastic hybrid system (GSHS). For diffusion processes a well-developed approach in reach probability estimation is to introduce a suitable factorization of the reach probability and then to estimate these factors through simulation of an Interacting Particle System (IPS)....journal article 2018