TY - GEN A1 - Zhang, Wei A1 - Wang, Han A1 - Hartmann, Carsten A1 - Weber, Marcus A1 - Schütte, Christof T1 - Applications of the cross-entropy method to importance sampling and optimal control of diffusions T2 - SIAM (Society for Industrial and Applied Mathematics) Y1 - 2014 U6 - https://doi.org/10.1137/14096493X SN - 1095-7197 VL - 36 IS - 6 SP - A2654 EP - A2672 ER -