P. Dupuis

发表

A weak convergence approach to the theory of large deviations

J. Lynch, P. Dupuis, R. Ellis, 1997 .

On Lipschitz continuity of the solution mapping to the Skorokhod problem

P. Dupuis, H. Ishii, 1991 .

Convex duality and the Skorokhod Problem. I

P. Dupuis, K. Ramanan, 1999 .

SDEs with Oblique Reflection on Nonsmooth Domains

P. Dupuis, H. Ishii, 2008 .

Lyapunov Functions for Semimartingale Reflecting Brownian Motions

Ruth J. Williams, P. Dupuis, 1994 .

ON POSITIVE RECURRENCE OF CONSTRAINED DIFFUSION PROCESSES

P. Dupuis, R. Atar, A. Budhiraja, 2001, math/0501018.

On sampling controlled stochastic approximation

P. Dupuis, R. Simha, 1991 .

Importance Sampling, Large Deviations, and Differential Games

P. Dupuis, Hui Wang, 2004 .

Dynamic importance sampling for uniformly recurrent Markov chains

P. Dupuis, Hui Wang, 2005, math/0503454.

A VISCOSITY SOLUTION APPROACH TO THE ASYMPTOTIC ANALYSIS OF QUEUEING SYSTEMS

P. Dupuis, H. Soner, H. Ishii, 1990 .

Numerical Methods in Stochastic Control.

P. Dupuis, H. Kushner, 1996 .

Rates of Convergence for Approximation Schemes in Optimal Control

P. Dupuis, M. James, 1998 .

An Optimal Control Formulation and Related Numerical Methods for a Problem in Shape Reconstruction

P. Dupuis, J. Oliensis, 1994 .

Large deviations for Markov processes with discontinuous statistics

P. Dupuis, R. Ellis, A. Weiss, 1991 .

Large deviations for Markov processes with discontinuous statistics, II: random walks

P. Dupuis, R. Ellis, R. Ellis, 1992 .

Markov Chain Approximations for Deterministic Control Problems with Affine Dynamics and Quadratic Cost in the Control

P. Dupuis, M. Boué, 1999 .

Markov chain approximations for deterministic control problems with affine dynamics and quadratic cost in the control

P. Dupuis, M. Boué, 1997, Proceedings of the 36th IEEE Conference on Decision and Control.

Asymptotic behavior of constrained stochastic approximations via the theory of large deviations

P. Dupuis, H. Kushner, 1987 .

Dynamic Programming Equations

P. Dupuis, H. Kushner, 2001 .

Dynamic importance sampling for queueing networks

P. Dupuis, Hui Wang, A. Sezer, 2007, 0710.4389.

Large Deviations Analysis of Some Recursive Algorithms with State Dependent Noise

P. Dupuis, 1988 .

Convex duality and the Skorokhod Problem. II

P. Dupuis, K. Ramanan, 1999 .

Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets

P. Dupuis, 1987 .

On oblique derivative problems for fully nonlinear second-order elliptic PDE’s on domains with corners

P. Dupuis, H. Ishii, 1991 .

Stochastic approximation and large deviations: upper bounds and w.p.1 convergence

P. Dupuis, H. Kushner, 1989 .

Stochastic Approximations via Large Deviations: Asymptotic Properties

P. Dupuis, H. Kushner, 1985 .

A time-reversed representation for the tail probabilities of stationary reflected Brownian motion

P. Dupuis, K. Ramanan, 2002 .

Explicit Solution for a Network Control Problem in the Large Deviation Regime

Paul Dupuis, Rami Atar, Adam Shwartz, 2005, Queueing Syst. Theory Appl..

Minimizing escape probabilities: A large deviations approach

P. Dupuis, H. Kushner, 1989, 26th IEEE Conference on Decision and Control.

A differential game with constrained dynamics and viscosity solutions of a related HJB Equation

P. Dupuis, R. Atar, 1999, math/9907195.

On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on nonsmooth domains

P. Dupuis, H. Ishii, 1990 .

Variational problems on ows of di eomorphisms for image matching

Paul Dupuis, Ulf Grenander, Michael I. Miller, 1998 .

Splitting for rare event simulation : A large deviation approach to design and analysis

P. Dupuis, T. Dean, 2007, 0711.2037.

An infinite swapping approach to the rare-event sampling problem.

P. Dupuis, J. Doll, Hui Wang, 2011, The Journal of chemical physics.

Large deviation properties of the empirical measure of a stochastic differential equation with small noise

P. Dupuis, Guo-Jhen Wu, 2020, 2002.12722.

Refined Large Deviation Asymptotics for the Classical Occupancy Problem

Paul Dupuis, Philip A. Whiting, P. Dupuis, 2006 .

Large deviation properties of weakly interacting processes via weak convergence methods

P. Dupuis, A. Budhiraja, Markus Fischer, 2010, 1009.6030.

Second Order Numerical Methods for First Order Hamilton-Jacobi Equations

Paul Dupuis, Adam Szpiro, P. Dupuis, 2002, SIAM J. Numer. Anal..

A variational representation for certain functionals of Brownian motion

P. Dupuis, M. Boué, 1998 .

Large deviations for infinite dimensional stochastic dynamical systems

P. Dupuis, A. Budhiraja, V. Maroulas, 2008, 0808.3631.

Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes

Amarjit Budhiraja, Paul Dupuis, P. Dupuis, 1999, SIAM J. Appl. Math..

Analysis and Optimization of Certain Parallel Monte Carlo Methods in the Low Temperature Limit

P. Dupuis, Guo-Jhen Wu, 2020, Multiscale Model. Simul..

A Large Deviations Analysis of Certain Qualitative Properties of Parallel Tempering and Infinite Swapping Algorithms

P. Dupuis, J. Doll, P. Nyquist, 2016, 1604.05703.

Analysis and Approximation of Rare Events

P. Dupuis, A. Budhiraja, 2019, Probability Theory and Stochastic Modelling.

Infinite Swapping using IID Samples

Michael Snarski, Paul Dupuis, Guo-Jhen Wu, 2018, ACM Trans. Model. Comput. Simul..

Variational representations for continuous time processes

P. Dupuis, A. Budhiraja, V. Maroulas, 2011 .

Moderate Deviation Principles for Stochastic Differential Equations with Jumps

P. Dupuis, A. Budhiraja, A. Ganguly, 2014, 1401.7316.

Large deviations for stochastic flows of diffeomorphisms

P. Dupuis, A. Budhiraja, V. Maroulas, 2010, 1002.4295.

Risk-Sensitive and Robust Escape Criteria

William M. McEneaney, Paul Dupuis, P. Dupuis, 1997 .

Large Deviation Principle For Finite-State Mean Field Interacting Particle Systems

P. Dupuis, K. Ramanan, Wéi Wú, 2016, 1601.06219.

A dynamical systems approach for network oligopolies and variational inequalities

Anna Nagurney, Paul Dupuis, Ding Zhang, 1994 .

The design and analysis of a generalized DPR algorithm for rare event simulation

Paul Dupuis, P. Dupuis, T. Dean, 2008 .

Large Deviations for Stochastic Flows of Diffeomorphisms Amarjit Budhiraja

P. Dupuis, V. Maroulas, 2008 .

Adaptive Importance Sampling for Uniformly Recurrent Markov Chains

P. Dupuis, Hui Wang, 2003 .

A spatial averaging approach to rare-event sampling

J. D. Doll, P. Dupuis, J. Doll, 2009 .

Sensitivity analysis for rare events based on Rényi divergence

Yannis Pantazis, Paul Dupuis, Markos A. Katsoulakis, 2018, The Annals of Applied Probability.

Optimal stopping with random intervention times

Paul Dupuis, Hui Wang, P. Dupuis, 2002, Advances in Applied Probability.

Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence

P. Dupuis, R. Atar, A. Budhiraja, 2020, 2001.02110.

Robust Properties of Risk { Sensitive Control 1

P. Dupuis, M. James, I. Petersen, 1998 .

Distinguishing and integrating aleatoric and epistemic variation in uncertainty quantification

Paul Dupuis, Kamaljit Chowdhary, P. Dupuis, 2011, 1103.1861.

Distributional Robustness and Uncertainty Quantification for Rare Events.

P. Dupuis, L. Rey-Bellet, M. Katsoulakis, 2019, 1911.09580.

Analysis of rare events in queueing systems with model uncertainty

P. Dupuis, R. Atar, A. Budhiraja, 2017 .

Novel Mathematical and Computational Techniques for Robust Uncertainty Quantification

P. Dupuis, D. Gottlieb, J. Hesthaven, 2011 .

A risk-sensitive escape criterion and robust limit

P. Dupuis, W. M. McEneaney, P. Dupuis, 1994, Proceedings of 1994 33rd IEEE Conference on Decision and Control.

Large Deviations Principle for Occupancy Problems with Colored Balls

P. Dupuis, P. Whiting, C. Nuzman, 2007, Journal of Applied Probability.

Large Deviation Analysis of Queueing Systems

P. Dupuis, R. Ellis, 1995 .

Annals of Operations Research

Anna Nagurney, Paul Dupuis, Bradley Shrimpton, 1993 .

Large deviations for stochastic ﬂows of diﬀeomorphisms

P. Dupuis, A. Budhiraja, V. Maroulas, 2019 .

An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games

P. Dupuis, A. Shwartz, R. Atar, 2003, Math. Oper. Res..

Moderate deviations-based importance sampling for stochastic recursive equations

P. Dupuis, Dane Johnson, 2017, Advances in Applied Probability.

Large deviation asymptotics for occupancy problems

P. Dupuis, P. Whiting, C. Nuzman, 2004, math/0410174.

Large deviations and queueing networks: Methods for rate function identification

P. Dupuis, R. Atar, 1998, math/9809204.

ON POSITIVE RECURRENCE OF CONSTRAINED DIFFUSION PROCESSES

P. Dupuis, R. Atar, A. Budhiraja, 2001, math/0501018.

An infinite swapping approach to the rare-event sampling problem.

J. D. Doll, P. Dupuis, J. Doll, 2011, The Journal of chemical physics.

F UNCTION - SPACE REGULARIZED R ÉNYI DIVERGENCES

P. Dupuis, L. Rey-Bellet, M. Katsoulakis, 2022 .

Exit time risk-sensitive control for systems of cooperative agents

P. Dupuis, K. Ramanan, Vaios Laschos, 2019, Mathematics of Control, Signals, and Systems.

Uniform large deviation principles for Banach space valued stochastic differential equations

P. Dupuis, M. Salins, 2018 .

Explicit Solution for a Network Control Problem in the Large Deviation Regime

P. Dupuis, A. Shwartz, R. Atar, 2005, Queueing Syst. Theory Appl..

On performance measures for infinite swapping Monte Carlo methods.

P. Dupuis, J. Doll, 2014, The Journal of chemical physics.

Moderate Deviations for Recursive Stochastic Algorithms

P. Dupuis, Dane Johnson, 2014, 1401.6055.

$(f,\Gamma)$-Divergences: Interpolating between $f$-Divergences and Integral Probability Metrics

P. Dupuis, L. Rey-Bellet, M. Katsoulakis, 2020, 2011.05953.

(f, Γ)-Divergences: Interpolating between f-Divergences and Integral Probability Metrics pdf

Paul Dupuis, Yannis Pantazis, Luc Rey-Bellet, 2020, ArXiv.

Rare event asymptotics for exploration processes for random graphs

P. Dupuis, A. Budhiraja, Shankar Bhamidi, 2019, The Annals of Applied Probability.

Large Deviation Principle for the Exploration Process of the Configuration Model

P. Dupuis, A. Budhiraja, Shankar Bhamidi, 2017, 1708.01832.

Large Deviation Properties of the Empirical Measure of a Metastable Small Noise Diffusion

Paul Dupuis, Guo-Jhen Wu, P. Dupuis, 2021, Journal of Theoretical Probability.

Large-Deviation Approximations for General Occupancy Models

Paul Dupuis, Jim X. Zhang, P. Dupuis, 2008, Combinatorics, Probability and Computing.

Quasistationary distributions and ergodic control problems

P. Dupuis, A. Budhiraja, Guo-Jhen Wu, 2021, Stochastic Processes and their Applications.

Dynamical systems and variational inequalities

Anna Nagurney, Paul Dupuis, P. Dupuis, 1993, Ann. Oper. Res..

Uniform large deviation principles for Banach space valued stochastic evolution equations

P. Dupuis, A. Budhiraja, M. Salins, 2018, Transactions of the American Mathematical Society.

PR ] 1 M ar 2 01 8 Uniform large deviation principles for Banach space valued stochastic differential equations

P. Dupuis, A. Budhiraja, M. Salins, 2018 .

A Skorokhod Problem formulation and large deviation analysis of a processor sharing model

Kavita Ramanan, Paul Dupuis, P. Dupuis, 1998, Queueing Syst. Theory Appl..

A VARIATIONAL REPRESENTATION FOR POSITIVE FUNCTIONALS OF INFINITE DIMENSIONAL BROWNIAN MOTION

P. Dupuis, A. Budhiraja, 2000 .

Importance Sampling for Weighted-Serve-the-Longest-Queue

Paul Dupuis, Hui Wang, Kevin Leder, 2009, Math. Oper. Res..

On the Large Deviations Properties of the Weighted-Serve-the-Longest-Queue Policy

Paul Dupuis, Hui Wang, Kevin Leder, 2008 .

Large deviations and importance sampling for a tandem network with slow-down

Paul Dupuis, Hui Wang, Kevin Leder, 2007, Queueing Syst. Theory Appl..

Large deviation properties of data streams that share a buffer

Kavita Ramanan, Paul Dupuis, P. Dupuis, 1998 .

Minimax optimal control of stochastic uncertain systems with relative entropy constraints

P. Dupuis, M. James, I. Petersen, 1997, Proceedings of the 36th IEEE Conference on Decision and Control.

Numerical schemes for the finite power gain problem

P. Dupuis, M. James, P. Dower, 1997, Proceedings of the 36th IEEE Conference on Decision and Control.

Large Deviations for the Single-Server Queue and the Reneging Paradox

Ruoyu Wu, Amarjit Budhiraja, Paul Dupuis, 2019, Math. Oper. Res..

Exit time risk-sensitive control for systems of cooperative agents

Kavita Ramanan, Paul Dupuis, Vaios Laschos, 2018, Math. Control. Signals Syst..

Large Deviations for Stochastic Partial Differential Equations Driven by a Poisson Random Measure

Amarjit Budhiraja, Paul Dupuis, Jiang Chen, 2012, 1203.4020.

Large deviations for multiscale diffusion via weak convergence methods

Konstantinos Spiliopoulos, Paul Dupuis, P. Dupuis, 2010, 1011.5933.

Large Deviations for Small Noise Diffusions in a Fast Markovian Environment

Amarjit Budhiraja, Paul Dupuis, Arnab Ganguly, 2017, 1705.02948.

Robust Properties of Risk-Sensitive Control

P. Dupuis, M.R. James, P. Dupuis, 1998, Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171).

Direct method for reconstructing shape from shading

P. Dupuis, J. Oliensis, P. Dupuis, 1991, Proceedings 1992 IEEE Computer Society Conference on Computer Vision and Pattern Recognition.

On the convergence from discrete to continuous time in an optimal stopping problem

Paul Dupuis, Hui Wang, P. Dupuis, 2005, math/0505241.

Variational Representations and Neural Network Estimation of Rényi Divergences

Paul Dupuis, Markos A. Katsoulakis, Luc Rey-Bellet, 2020, SIAM J. Math. Data Sci..

Limits of relative entropies associated with weakly interacting particle systems

Amarjit Budhiraja, Kavita Ramanan, Paul Dupuis, 2014, 1412.5553.

Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes

Amarjit Budhiraja, Kavita Ramanan, Paul Dupuis, 2014, 1412.5555.

The large deviation principle for a general class of queueing systems. I

P. Dupuis, R. Ellis, 1995 .

Formulation and properties of a divergence used to compare probability measures without absolute continuity

Paul Dupuis, Yixiang Mao, P. Dupuis, 2019, ESAIM: Control, Optimisation and Calculus of Variations.

Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence

Paul Dupuis, Rami Atar, Kamaljit Chowdhary, 2013, SIAM/ASA J. Uncertain. Quantification.

Large Deviations and Queueing Networks: Methods for Rate Function Identiication

Paul Dupuis, Rami Atar, P. Dupuis, 2022 .

Importance Sampling for Multiscale Diffusions

Konstantinos Spiliopoulos, Paul Dupuis, Hui Wang, 2011, Multiscale Model. Simul..

The Lottery as an Occupancy Process : Large-Deviations Approximations and Importance Sampling

Advisor, P. Dupuis, K. Bose, 2013 .

Stochastic systems with small noise, analysis and simulation; a phase locked loop example

Harold J. Kushner, Paul Dupuis, P. Dupuis, 1985 .

Importance sampling for Jackson networks

Paul Dupuis, Hui Wang, P. Dupuis, 2009, Queueing Syst. Theory Appl..

Importance sampling for sums of random variables with regularly varying tails

Paul Dupuis, Hui Wang, Kevin Leder, 2007, TOMC.

Escaping from an attractor: Importance sampling and rest points I

Konstantinos Spiliopoulos, Paul Dupuis, P. Dupuis, 2013, 1303.0450.

Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling

Paul Dupuis, Hui Wang, P. Dupuis, 2005, Math. Oper. Res..

Shape from Shading: Provably Convergent Algorithms and Uniqueness Results

John Oliensis, Paul Dupuis, P. Dupuis, 1994, ECCV.

Function-space regularized Rényi divergences

P. Dupuis, L. Rey-Bellet, M. Katsoulakis, 2022, ArXiv.

A differential game with constrained dynamics and viscosity solutions of a related HJB Equation

P. Dupuis, R. Atar, 1999, math/9907195.

Analysis of an interacting particle method for rare event estimation

Yi Cai, Paul Dupuis, P. Dupuis, 2013, Queueing Syst. Theory Appl..

On the Infinite Swapping Limit for Parallel Tempering

Paul Dupuis, Yufei Liu, Jimmie D. Doll, 2011, Multiscale Model. Simul..

Shape from Shading: Provably Convergent Algorithms and Uniqueness Results

P. Dupuis, J. Oliensis, R. Dupuis, 1994, ECCV.

Large deviations for configurations generated by Gibbs distributions with energy functionals consisting of singular interaction and weakly confining potentials

P. Dupuis, K. Ramanan, Vaios Laschos, 2015, Electronic Journal of Probability.

Counting with Combined Splitting and Capture–Recapture Methods

Paul Dupuis, Ad Ridder, Radislav Vaisman, 2011, 1103.6096.

Representations for Functional of Hilbert Space Valued Diffusions

P. Dupuis, A. Budhiraja, 1999 .

Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics

Yannis Pantazis, Paul Dupuis, Markos A. Katsoulakis, 2015, SIAM/ASA J. Uncertain. Quantification.

Large deviations for empirical measures generated by Gibbs measures with singular energy functionals

P. Dupuis, K. Ramanan, Vaios Laschos, 2015 .

The large deviation principle for a general class of queueing systems. I

P. Dupuis, R. Ellis, 1995 .