Paul Dupuis

发表

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

Anna Nagurney, Paul Dupuis, Bradley Shrimpton, 1993 .

Stochastic Control and Numerical Methods with Applications to Communications. Game Theoretic/Subsolution to Importance Sampling for Rare Event Simulation

Harold J. Kushner, Paul Dupuis, 2008 .

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

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

Rare event simulation in the neighborhood of a rest point

Konstantinos Spiliopoulos, Paul Dupuis, 2014, Proceedings of the Winter Simulation Conference 2014.

Computational Methods for Controlled Markov Chains

Harold J. Kushner, Paul Dupuis, 2001 .

Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes

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

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

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

Weak Convergence and the Characterization of Processes

Harold J. Kushner, Paul Dupuis, 2001 .

Minimax optimal control of stochastic uncertain systems with relative entropy constraints

Ian R. Petersen, Matthew R. James, Paul Dupuis, 2000, IEEE Trans. Autom. Control..

Second Order Numerical Methods for First Order Hamilton-Jacobi Equations

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

Counting with Combined Splitting and Capture–Recapture Methods

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

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

Paul Dupuis, Rami Atar, Adam Shwartz, 2003, Math. Oper. Res..

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

Yannis Pantazis, Paul Dupuis, Markos A. Katsoulakis, 2016, SIAM/ASA J. Uncertain. Quantification.

Construction of the Approximating Markov Chain

Harold J. Kushner, Paul Dupuis, 2001 .

Risk-Sensitive and Robust Escape Control for Degenerate Diffusion Processes

Paul Dupuis, Michelle Boué, 2001, Math. Control. Signals Syst..

Analysis of an interacting particle method for rare event estimation

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

Introduction to the Brown University workshop papers

Paul Dupuis, 2008 .

Final Technical Report - Large Deviation Methods for the Analysis and Design of Monte Carlo Schemes in Physics and Chemistry - DE-SC0002413

Paul Dupuis, 2014 .

Convergence of the Optimal Feedback Policies in a Numerical Method for a Class of Deterministic Optimal Control Problems

Paul Dupuis, Adam Szpiro, 2001, SIAM J. Control. Optim..

Rare event simulation for rough energy landscapes

Konstantinos Spiliopoulos, Paul Dupuis, Hui Wang, 2011, Proceedings of the 2011 Winter Simulation Conference (WSC).

Review of Continuous Time Models

Harold J. Kushner, Paul Dupuis, 2001 .

Stochastic Control Problems in Mobile Communications

Harold J. Kushner, Paul Dupuis, 2002 .

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

Paul Dupuis, Thomas Dean, 2011, Ann. Oper. Res..

The Markov Chain Approximation Method: Introduction

Harold J. Kushner, Paul Dupuis, 2001 .

Exit time risk-sensitive control for systems of cooperative agents

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

On the Infinite Swapping Limit for Parallel Tempering

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

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

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

Large-Deviation Approximations for General Occupancy Models

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

Variational problems on ows of di eomorphisms for image matching

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

Dynamical systems and variational inequalities

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

Robust Properties of Risk-Sensitive Control

Ian R. Petersen, Matthew R. James, Paul Dupuis, 2000, Math. Control. Signals Syst..

Controlled Markov Chains

Harold J. Kushner, Paul Dupuis, 2001 .

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

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

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

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

Appendix A: Background Material

Paul Dupuis, Richard S. Ellis, 2011 .

A Multiclass Feedback Queueing Network with a Regular Skorokhod Problem

Kavita Ramanan, Paul Dupuis, 2000, Queueing Syst. Theory Appl..

Workshop on: Diffusion Approximation in Communication and Stochastic Systems Theory.

Paul Dupuis, 1994 .

Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence

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

Shape from Shading: Provably Convergent Algorithms and Uniqueness Results

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

Diffusion Approximations in Communication and Stochastic Theory

Paul Dupuis, 1994 .

Importance sampling for Jackson networks

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

Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling

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

Direct method for reconstructing shape from shading

Paul Dupuis, John Oliensis, 1991, Optics & Photonics.

Importance sampling for sums of random variables with regularly varying tails

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

Explicit Solutions for a Class of Nonlinear PDEs that Arise in Allocation Problems

Paul Dupuis, Jim X. Zhang, 2008, SIAM J. Math. Anal..

A global algorithm for shape from shading

John Oliensis, Paul Dupuis, 1993, 1993 (4th) International Conference on Computer Vision.

Computational Methods for Stochastic Networks

Harold J. Kushner, Paul Dupuis, 2012 .

Anthropology New Developments in Video Ethnography and Visual Sociology—Analyzing Multimedia Data Qualitatively

Paul Dupuis, Sharlene Hesse-Biber, T. Scott Kinder, 1997 .

Importance Sampling for Multiscale Diffusions

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

Monte Carlo in the Physical and Biological Sciences: Some Problems of Interest and Algorithms

Paul Dupuis, 2012 .

Explicit Solution to a Robust Queueing Control Problem

Paul Dupuis, 2003, SIAM J. Control. Optim..

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.

Quasistationary distributions and ergodic control problems

Pierre Nyquist, Amarjit Budhiraja, Paul Dupuis, 2021, Stochastic Processes and their Applications.

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.

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

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

Distinguishing and integrating aleatoric and epistemic variation in uncertainty quantification

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

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

Paul Dupuis, Hui Wang, Kevin Leder, 2008 .

Large deviations estimates for systems with small noise effects, and applications to stochastic systems theory

Harold J. Kushner, Paul Dupuis, 1986 .

Large deviations for multiscale diffusion via weak convergence methods

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

Limits of relative entropies associated with weakly interacting particle systems

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

Large deviation asymptotics for occupancy problems

Phil Whiting, Paul Dupuis, Carl Nuzman, 2004 .

Minimizing escape probabilities: A large deviations approach

Harold J. Kushner, Paul Dupuis, 1987 .

A nonstandard form of the rate function for the occupation measure of a Markov chain

Paul Dupuis, Ofer Zeitouni, 1996 .

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

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

Large deviation properties of data streams that share a buffer

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

Refined Large Deviation Asymptotics for the Classical Occupancy Problem

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

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

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

Large Deviations and Queueing Networks: Methods for Rate Function Identiication

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

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

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

Large Deviations for the Emprirical Measures of Reflecting Brownian Motion and Related Constrained Processes in $R_+$

Amarjit Budhiraja, Paul Dupuis, 2003 .

On the Large Deviation Rate Function for the Empirical Measures of Reversible Jump Markov Processes

Paul Dupuis, Yufei Liu, 2015 .

Escaping from an attractor: Importance sampling and rest points I

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

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

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

Large deviations and queueing networks: Methods for rate function identification

Paul Dupuis, Rami Atar, 1998 .

Risk-Sensitive and Robust Escape Criteria

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

Optimal stopping with random intervention times

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

Sensitivity analysis for rare events based on Rényi divergence

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

Large Deviations for Small Noise Diffusions in a Fast Markovian Environment

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

A dynamical systems approach for network oligopolies and variational inequalities

Anna Nagurney, Paul Dupuis, Ding Zhang, 1994 .