The following pages link to Paul Dupuis (Q182606):
Displaying 50 items.
- Analysis of an interacting particle method for rare event estimation (Q351492) (← links)
- Large deviations for multiscale diffusion via weak convergence methods (Q424511) (← links)
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- Explicit solution for a network control problem in the large deviation regime (Q596417) (← links)
- Large deviations for stochastic flows of diffeomorphisms (Q605042) (← links)
- Large deviation properties of weakly interacting processes via weak convergence methods (Q662424) (← links)
- Variational representations for continuous time processes (Q720739) (← links)
- Moderate deviation principles for stochastic differential equations with jumps (Q726792) (← links)
- Escaping from an attractor: Importance sampling and rest points. I. (Q748325) (← links)
- A viscosity solution approach to the asymptotic analysis of queueing systems (Q751705) (← links)
- Importance sampling for Jackson networks (Q833107) (← links)
- Refined large deviation asymptotics for the classical occupancy problem (Q861544) (← links)
- Large deviations for infinite dimensional stochastic dynamical systems (Q941300) (← links)
- SDEs with oblique reflections on nonsmooth domains (Q948751) (← links)
- Asymptotic behavior of constrained stochastic approximations via the theory of large deviations (Q1080265) (← links)
- Large deviations analysis of some recursive algorithms with state dependent noise (Q1113175) (← links)
- A Skorokhod problem formulation and large deviation analysis of a processor sharing model (Q1127041) (← links)
- On oblique derivative problems for fully nonlinear second-order elliptic PDE's on domains with corners (Q1174564) (← links)
- Large deviations for Markov processes with discontinuous statistics. I: General upper bounds (Q1176370) (← links)
- Large deviations for Markov processes with discontinuous statistics. II: Random walks (Q1187106) (← links)
- Large deviation properties of data streams that share a buffer (Q1296716) (← links)
- A variational representation for certain functionals of Brownian motion (Q1307458) (← links)
- Dynamical systems and variational inequalities (Q1308651) (← links)
- An optimal control formulation and related numerical methods for a problem in shape reconstruction (Q1333378) (← links)
- Lyapunov functions for semimartingale reflecting Brownian motions (Q1336560) (← links)
- Large deviations and queueing networks: Methods for rate function identification (Q1613663) (← links)
- Large deviations for the empirical measure of a diffusion via weak convergence methods (Q1639668) (← links)
- (Q1670370) (redirect page) (← links)
- A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms (Q1670372) (← links)
- A time-reversed representation for the tail probabilities of stationary reflected Brownian motion. (Q1766065) (← links)
- Large deviations for the empirical measures of reflecting {B}rownian motion and related constrained processes in {\(\mathbb R_+\)} (Q1767499) (← links)
- Dynamic importance sampling for uniformly recurrent Markov chains (Q1774208) (← links)
- Robust properties of risk-sensitive control (Q1841265) (← links)
- A differential game with constrained dynamics and viscosity solutions of a related HJB equation (Q1849023) (← links)
- On positive recurrence of constrained diffusion processes (Q1872212) (← links)
- Large deviation asymptotics for occupancy problems. (Q1889799) (← links)
- A nonstandard form of the rate function for the occupation measure of a Markov chain (Q1915834) (← links)
- Large deviations for stochastic partial differential equations driven by a Poisson random measure (Q1933599) (← links)
- Convex duality and the Skorokhod problem. I (Q1963835) (← links)
- Convex duality and the Skorokhod problem. II (Q1963836) (← links)
- Large deviations for small noise diffusions with discontinuous statistics (Q1964762) (← links)
- Large deviations for small noise diffusions in a fast Markovian environment (Q1994521) (← links)
- Quasistationary distributions and ergodic control problems (Q2074986) (← links)
- The large deviation principle for interacting dynamical systems on random graphs (Q2113491) (← links)
- Large deviation properties of the empirical measure of a metastable small noise diffusion (Q2135201) (← links)
- Rare event asymptotics for exploration processes for random graphs (Q2135267) (← links)
- Large deviations for configurations generated by Gibbs distributions with energy functionals consisting of singular interaction and weakly confining potentials (Q2184609) (← links)
- Splitting algorithms for rare event simulation over long time intervals (Q2240483) (← links)
- Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence (Q2240844) (← links)
- Exit time risk-sensitive control for systems of cooperative agents (Q2274526) (← links)
