| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q5054641 | 2022-11-29 | Paper |
| Large Deviations for the Single-Server Queue and the Reneging Paradox | 2022-05-17 | Paper |
| Rare event asymptotics for exploration processes for random graphs | 2022-05-06 | Paper |
| Large deviation properties of the empirical measure of a metastable small noise diffusion | 2022-05-04 | Paper |
| Analysis and Optimization of Certain Parallel Monte Carlo Methods in the Low Temperature Limit | 2022-03-15 | Paper |
| The large deviation principle for interacting dynamical systems on random graphs | 2022-03-14 | Paper |
| Quasistationary distributions and ergodic control problems | 2022-02-11 | Paper |
| Formulation and properties of a divergence used to compare probability measures without absolute continuity | 2022-01-31 | Paper |
| Splitting algorithms for rare event simulation over long time intervals | 2021-11-04 | Paper |
| Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence | 2021-11-04 | Paper |
| Variational Representations and Neural Network Estimation of Rényi Divergences | 2021-11-03 | Paper |
| Sensitivity analysis for rare events based on Rényi divergence | 2021-03-18 | Paper |
| Large deviations for configurations generated by Gibbs distributions with energy functionals consisting of singular interaction and weakly confining potentials | 2020-05-29 | Paper |
| Distributional Robustness and Uncertainty Quantification for Rare Events | 2019-11-21 | Paper |
| Uniform large deviation principles for Banach space valued stochastic evolution equations | 2019-11-14 | Paper |
| Exit time risk-sensitive control for systems of cooperative agents | 2019-09-20 | Paper |
| Moderate deviations-based importance sampling for stochastic recursive equations | 2019-09-16 | Paper |
| Analysis and Approximation of Rare Events | 2019-05-13 | Paper |
| Infinite Swapping using IID Samples | 2018-11-04 | Paper |
| Large deviations for small noise diffusions in a fast Markovian environment | 2018-11-01 | Paper |
| A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms | 2018-09-05 | Paper |
| Large deviations for the empirical measure of a diffusion via weak convergence methods | 2018-06-13 | Paper |
| Importance sampling for sums of random variables with regularly varying tails | 2018-06-12 | Paper |
| Large Deviation Principle for the Exploration Process of the Configuration Model | 2017-08-05 | Paper |
| Moderate deviation principles for stochastic differential equations with jumps | 2016-07-14 | Paper |
| Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics | 2016-04-06 | Paper |
| Moderate deviations for recursive stochastic algorithms | 2016-01-25 | Paper |
| Large Deviation Principle For Finite-State Mean Field Interacting Particle Systems | 2016-01-22 | Paper |
| Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence | 2015-11-12 | Paper |
| Escaping from an attractor: Importance sampling and rest points. I. | 2015-10-20 | Paper |
| Limits of relative entropies associated with weakly interacting particle systems | 2015-08-07 | Paper |
| Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes | 2015-08-07 | Paper |
| On the large deviation rate function for the empirical measures of reversible jump Markov processes | 2015-07-06 | Paper |
| Analysis of an interacting particle method for rare event estimation | 2013-07-05 | Paper |
| Distinguishing and integrating aleatoric and epistemic variation in uncertainty quantification | 2013-06-24 | Paper |
| Large deviations for stochastic partial differential equations driven by a Poisson random measure | 2013-01-24 | Paper |
| On the Infinite Swapping Limit for Parallel Tempering | 2013-01-24 | Paper |
| Counting with Combined Splitting and Capture–Recapture Methods | 2012-10-29 | Paper |
| Importance Sampling for Multiscale Diffusions | 2012-08-30 | Paper |
| Large deviations for multiscale diffusion via weak convergence methods | 2012-06-01 | Paper |
| Large deviation properties of weakly interacting processes via weak convergence methods | 2012-02-22 | Paper |
| Variational representations for continuous time processes | 2011-10-11 | Paper |
| Importance Sampling for Weighted-Serve-the-Longest-Queue | 2011-04-27 | Paper |
| Large deviations for stochastic flows of diffeomorphisms | 2010-11-12 | Paper |
| Importance sampling for Jackson networks | 2009-08-11 | Paper |
| Large-Deviation Approximations for General Occupancy Models | 2008-12-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3537731 | 2008-11-10 | Paper |
| Introduction to the Brown University workshop papers | 2008-10-24 | Paper |
| SDEs with oblique reflections on nonsmooth domains | 2008-10-20 | Paper |
| Explicit Solutions for a Class of Nonlinear PDEs that Arise in Allocation Problems | 2008-09-23 | Paper |
| Large deviations for infinite dimensional stochastic dynamical systems | 2008-09-04 | Paper |
| Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling | 2008-05-27 | Paper |
| Large Deviations Principle for Occupancy Problems with Colored Balls | 2008-02-22 | Paper |
| Dynamic importance sampling for queueing networks | 2008-01-28 | Paper |
| Large deviations and importance sampling for a tandem network with slow-down | 2008-01-07 | Paper |
| Refined large deviation asymptotics for the classical occupancy problem | 2007-01-29 | Paper |
| An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games | 2005-11-11 | Paper |
| On the convergence from discrete to continuous time in an optimal stopping problem. | 2005-07-13 | Paper |
| Dynamic importance sampling for uniformly recurrent Markov chains | 2005-04-29 | Paper |
| Importance Sampling, Large Deviations, and Differential Games | 2005-03-21 | Paper |
| Large deviations for the empirical measures of reflecting {B}rownian motion and related constrained processes in {\(\mathbb R_+\)} | 2005-03-08 | Paper |
| A time-reversed representation for the tail probabilities of stationary reflected Brownian motion. | 2005-02-25 | Paper |
| Large deviation asymptotics for occupancy problems. | 2004-12-10 | Paper |
| Explicit solution for a network control problem in the large deviation regime | 2004-08-10 | Paper |
| Explicit Solution to a Robust Queueing Control Problem | 2004-01-08 | Paper |
| On positive recurrence of constrained diffusion processes | 2003-05-06 | Paper |
| Optimal stopping with random intervention times | 2003-04-28 | Paper |
| Second Order Numerical Methods for First Order Hamilton--Jacobi Equations | 2003-01-05 | Paper |
| A differential game with constrained dynamics and viscosity solutions of a related HJB equation | 2002-11-28 | Paper |
| Large deviations and queueing networks: Methods for rate function identification | 2002-08-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4529798 | 2002-05-07 | Paper |
| Risk-sensitive and robust escape control for degenerate diffusion processes | 2002-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2772038 | 2002-02-18 | Paper |
| Robust properties of risk-sensitive control | 2001-11-04 | Paper |
| Convergence of the Optimal Feedback Policies in a Numerical Method for a Class of Deterministic Optimal Control Problems | 2001-10-29 | Paper |
| A multiclass feedback queueing network with a regular Skorokhod problem | 2001-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2703816 | 2001-03-18 | Paper |
| Large deviations for small noise diffusions with discontinuous statistics | 2000-12-03 | Paper |
| Minimax optimal control of stochastic uncertain systems with relative entropy constraints | 2000-10-17 | Paper |
| Convex duality and the Skorokhod problem. I | 2000-09-13 | Paper |
| Convex duality and the Skorokhod problem. II | 2000-09-13 | Paper |
| Variational problems on flows of diffeomorphisms for image matching | 2000-08-24 | Paper |
| Large deviation properties of data streams that share a buffer | 2000-07-05 | Paper |
| A variational representation for certain functionals of Brownian motion | 2000-05-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4227193 | 1999-10-03 | Paper |
| Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes | 1999-09-13 | Paper |
| Markov Chain Approximations for Deterministic Control Problems with Affine Dynamics and Quadratic Cost in the Control | 1999-05-19 | Paper |
| A Skorokhod problem formulation and large deviation analysis of a processor sharing model | 1998-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4388221 | 1998-05-18 | Paper |
| Rates of Convergence for Approximation Schemes in Optimal Control | 1998-05-10 | Paper |
| Risk-Sensitive and Robust Escape Criteria | 1998-02-09 | Paper |
| The Large Deviation Principle for a General Class of Queueing Systems I | 1997-08-05 | Paper |
| A nonstandard form of the rate function for the occupation measure of a Markov chain | 1997-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4843007 | 1995-08-16 | Paper |
| Lyapunov functions for semimartingale reflecting Brownian motions | 1995-03-12 | Paper |
| An optimal control formulation and related numerical methods for a problem in shape reconstruction | 1995-03-01 | Paper |
| Dynamical systems and variational inequalities | 1994-01-06 | Paper |
| SDEs with oblique reflection on nonsmooth domains | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4004190 | 1992-09-18 | Paper |
| Large deviations for Markov processes with discontinuous statistics. II: Random walks | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3974811 | 1992-06-26 | Paper |
| On sampling controlled stochastic approximation | 1992-06-26 | Paper |
| On oblique derivative problems for fully nonlinear second-order elliptic PDE's on domains with corners | 1992-06-25 | Paper |
| Large deviations for Markov processes with discontinuous statistics. I: General upper bounds | 1992-06-25 | Paper |
| On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on nonsmooth domains | 1992-06-25 | Paper |
| On lipschitz continuity of the solution mapping to the skorokhod problem, with applications | 1991-01-01 | Paper |
| A viscosity solution approach to the asymptotic analysis of queueing systems | 1990-01-01 | Paper |
| Minimizing Escape Probabilities: A large Deviations Approach | 1989-01-01 | Paper |
| Stochastic Approximation and Large Deviations: Upper Bounds and <scp>w.p.1</scp> Convergence | 1989-01-01 | Paper |
| Large deviations analysis of some recursive algorithms with state dependent noise | 1988-01-01 | Paper |
| Asymptotic behavior of constrained stochastic approximations via the theory of large deviations | 1987-01-01 | Paper |
| Stochastic Systems with Small Noise, Analysis and Simulation; A Phase Locked Loop Example | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3833363 | 1987-01-01 | Paper |
| Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets† | 1987-01-01 | Paper |
| Large Deviations Estimates for Systems with Small Noise Effects, and Applications to Stochastic Systems Theory | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4729198 | 1986-01-01 | Paper |
| Stochastic Approximations via Large Deviations: Asymptotic Properties | 1985-01-01 | Paper |
