Birrell, Jeremiah; Dupuis, Paul; Katsoulakis, Markos A.; Pantazis, Yannis; Rey-Bellet, Luc \((f,\Gamma)\)-divergences: interpolating between \(f\)-divergences and integral probability metrics. (English) Zbl 07625192 J. Mach. Learn. Res. 23, Paper No. 39, 70 p. (2022). MSC: 60B10 94A17 PDFBibTeX XMLCite \textit{J. Birrell} et al., J. Mach. Learn. Res. 23, Paper No. 39, 70 p. (2022; Zbl 07625192) Full Text: arXiv Link
Atar, Rami; Budhiraja, Amarjit; Dupuis, Paul; Wu, Ruoyu Large deviations for the single-server queue and the reneging paradox. (English) Zbl 1489.60043 Math. Oper. Res. 47, No. 1, 232-258 (2022). MSC: 60F10 60J27 60K25 PDFBibTeX XMLCite \textit{R. Atar} et al., Math. Oper. Res. 47, No. 1, 232--258 (2022; Zbl 1489.60043) Full Text: DOI arXiv
Bhamidi, Shankar; Budhiraja, Amarjit; Dupuis, Paul; Wu, Ruoyu Rare event asymptotics for exploration processes for random graphs. (English) Zbl 1487.05239 Ann. Appl. Probab. 32, No. 2, 1112-1178 (2022). MSC: 05C80 60F10 60C05 90B15 60J85 PDFBibTeX XMLCite \textit{S. Bhamidi} et al., Ann. Appl. Probab. 32, No. 2, 1112--1178 (2022; Zbl 1487.05239) Full Text: DOI arXiv
Dupuis, Paul; Wu, Guo-Jhen Large deviation properties of the empirical measure of a metastable small noise diffusion. (English) Zbl 1487.60058 J. Theor. Probab. 35, No. 2, 1049-1136 (2022). MSC: 60F10 60J60 65C05 37A50 60K10 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{G.-J. Wu}, J. Theor. Probab. 35, No. 2, 1049--1136 (2022; Zbl 1487.60058) Full Text: DOI arXiv OA License
Dupuis, Paul; Wu, Guo-Jhen Analysis and optimization of certain parallel Monte Carlo methods in the low temperature limit. (English) Zbl 1484.60030 Multiscale Model. Simul. 20, No. 1, 220-249 (2022). MSC: 60F10 65C05 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{G.-J. Wu}, Multiscale Model. Simul. 20, No. 1, 220--249 (2022; Zbl 1484.60030) Full Text: DOI arXiv
Dupuis, Paul; Medvedev, Georgi S. The large deviation principle for interacting dynamical systems on random graphs. (English) Zbl 1484.60029 Commun. Math. Phys. 390, No. 2, 545-575 (2022). Reviewer: Yilun Shang (Newcastle) MSC: 60F10 60C05 05C80 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{G. S. Medvedev}, Commun. Math. Phys. 390, No. 2, 545--575 (2022; Zbl 1484.60029) Full Text: DOI arXiv
Budhiraja, Amarjit; Dupuis, Paul; Nyquist, Pierre; Wu, Guo-Jhen Quasistationary distributions and ergodic control problems. (English) Zbl 1485.93624 Stochastic Processes Appl. 145, 143-164 (2022). MSC: 93E20 60J60 60H10 PDFBibTeX XMLCite \textit{A. Budhiraja} et al., Stochastic Processes Appl. 145, 143--164 (2022; Zbl 1485.93624) Full Text: DOI arXiv
Dupuis, Paul; Mao, Yixiang Formulation and properties of a divergence used to compare probability measures without absolute continuity. (English) Zbl 1478.60008 ESAIM, Control Optim. Calc. Var. 28, Paper No. 9, 38 p. (2022). MSC: 60A10 62B10 93E15 94A17 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{Y. Mao}, ESAIM, Control Optim. Calc. Var. 28, Paper No. 9, 38 p. (2022; Zbl 1478.60008) Full Text: DOI arXiv OA License
Atar, Rami; Budhiraja, Amarjit; Dupuis, Paul; Wu, Ruoyu Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence. (English) Zbl 1476.60056 Ann. Appl. Probab. 31, No. 3, 1061-1099 (2021). MSC: 60F10 60K25 94A17 PDFBibTeX XMLCite \textit{R. Atar} et al., Ann. Appl. Probab. 31, No. 3, 1061--1099 (2021; Zbl 1476.60056) Full Text: DOI arXiv Link
Birrell, Jeremiah; Dupuis, Paul; Katsoulakis, Markos A.; Rey-Bellet, Luc; Wang, Jie Variational representations and neural network estimation of Rényi divergences. (English) Zbl 1477.94037 SIAM J. Math. Data Sci. 3, No. 4, 1093-1116 (2021). MSC: 94A17 62B10 62G05 68T10 PDFBibTeX XMLCite \textit{J. Birrell} et al., SIAM J. Math. Data Sci. 3, No. 4, 1093--1116 (2021; Zbl 1477.94037) Full Text: DOI arXiv
Buijsrogge, Anne; Dupuis, Paul; Snarski, Michael Splitting algorithms for rare event simulation over long time intervals. (English) Zbl 1477.60054 Ann. Appl. Probab. 30, No. 6, 2963-2998 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60F10 60G99 65C05 PDFBibTeX XMLCite \textit{A. Buijsrogge} et al., Ann. Appl. Probab. 30, No. 6, 2963--2998 (2020; Zbl 1477.60054) Full Text: DOI Link
Dupuis, Paul; Katsoulakis, Markos A.; Pantazis, Yannis; Rey-Bellet, Luc Sensitivity analysis for rare events based on Rényi divergence. (English) Zbl 1464.60024 Ann. Appl. Probab. 30, No. 4, 1507-1533 (2020). MSC: 60F10 94A17 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Ann. Appl. Probab. 30, No. 4, 1507--1533 (2020; Zbl 1464.60024) Full Text: DOI arXiv Euclid
Dupuis, Paul; Laschos, Vaios; Ramanan, Kavita Large deviations for configurations generated by Gibbs distributions with energy functionals consisting of singular interaction and weakly confining potentials. (English) Zbl 1445.60026 Electron. J. Probab. 25, Paper No. 46, 41 p. (2020). MSC: 60F10 60K35 60B20 15B52 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Electron. J. Probab. 25, Paper No. 46, 41 p. (2020; Zbl 1445.60026) Full Text: DOI arXiv Euclid
Dupuis, Paul; Wu, Guo-jhen; Snarski, Michael Infinite swapping using IID samples. (English) Zbl 07908607 ACM Trans. Model. Comput. Simul. 29, No. 3, Paper No. 13, 26 p. (2019). MSC: 60J22 60F10 62G32 PDFBibTeX XMLCite \textit{P. Dupuis} et al., ACM Trans. Model. Comput. Simul. 29, No. 3, Paper No. 13, 26 p. (2019; Zbl 07908607) Full Text: DOI arXiv
Salins, Michael; Budhiraja, Amarjit; Dupuis, Paul Uniform large deviation principles for Banach space valued stochastic evolution equations. (English) Zbl 1472.60052 Trans. Am. Math. Soc. 372, No. 12, 8363-8421 (2019). MSC: 60F10 60H15 35R60 PDFBibTeX XMLCite \textit{M. Salins} et al., Trans. Am. Math. Soc. 372, No. 12, 8363--8421 (2019; Zbl 1472.60052) Full Text: DOI arXiv
Dupuis, Paul; Laschos, Vaios; Ramanan, Kavita Exit time risk-sensitive control for systems of cooperative agents. (English) Zbl 1422.93185 Math. Control Signals Syst. 31, No. 3, 279-332 (2019). MSC: 93E20 91B06 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Math. Control Signals Syst. 31, No. 3, 279--332 (2019; Zbl 1422.93185) Full Text: DOI arXiv
Budhiraja, Amarjit; Dupuis, Paul Analysis and approximation of rare events. Representations and weak convergence methods. (English) Zbl 1427.60003 Probability Theory and Stochastic Modelling 94. New York, NY: Springer (ISBN 978-1-4939-9577-6/hbk; 978-1-4939-9579-0/ebook). xix, 574 p. (2019). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60-02 60F10 60B10 60J10 60G57 60J65 60J74 60J76 65C05 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{P. Dupuis}, Analysis and approximation of rare events. Representations and weak convergence methods. New York, NY: Springer (2019; Zbl 1427.60003) Full Text: DOI
Birrell, Jeremiah; Dupuis, Paul; Katsoulakis, Markos A.; Rey-Bellet, Luc; Wang, Jie Distributional Robustness and Uncertainty Quantification for Rare Events. arXiv:1911.09580 Preprint, arXiv:1911.09580 [math.PR] (2019). BibTeX Cite \textit{J. Birrell} et al., ``Distributional Robustness and Uncertainty Quantification for Rare Events'', Preprint, arXiv:1911.09580 [math.PR] (2019) Full Text: arXiv OA License
Budhiraja, Amarjit; Dupuis, Paul; Ganguly, Arnab Large deviations for small noise diffusions in a fast Markovian environment. (English) Zbl 1402.60030 Electron. J. Probab. 23, Paper No. 112, 33 p. (2018). MSC: 60F10 60J75 60G35 60K37 PDFBibTeX XMLCite \textit{A. Budhiraja} et al., Electron. J. Probab. 23, Paper No. 112, 33 p. (2018; Zbl 1402.60030) Full Text: DOI arXiv Euclid
Doll, J.; Dupuis, P.; Nyquist, P. A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms. (English) Zbl 1397.65015 Appl. Math. Optim. 78, No. 1, 103-144 (2018). MSC: 65C30 60J27 60F10 60J22 PDFBibTeX XMLCite \textit{J. Doll} et al., Appl. Math. Optim. 78, No. 1, 103--144 (2018; Zbl 1397.65015) Full Text: DOI arXiv
Dupuis, Paul; Lipshutz, David Large deviations for the empirical measure of a diffusion via weak convergence methods. (English) Zbl 1388.60067 Stochastic Processes Appl. 128, No. 8, 2581-2604 (2018). MSC: 60F10 60H10 60J60 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{D. Lipshutz}, Stochastic Processes Appl. 128, No. 8, 2581--2604 (2018; Zbl 1388.60067) Full Text: DOI
Dupuis, Paul; Johnson, Dane Moderate deviations-based importance sampling for stochastic recursive equations. (English) Zbl 1426.65004 Adv. Appl. Probab. 49, No. 4, 981-1010 (2017). MSC: 65C05 60F10 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{D. Johnson}, Adv. Appl. Probab. 49, No. 4, 981--1010 (2017; Zbl 1426.65004) Full Text: DOI
Bhamidi, Shankar; Budhiraja, Amarjit; Dupuis, Paul; Wu, Ruoyu Large Deviation Principle for the Exploration Process of the Configuration Model. arXiv:1708.01832 Preprint, arXiv:1708.01832 [math.PR] (2017). MSC: 60F10 60C05 05C80 90B15 BibTeX Cite \textit{S. Bhamidi} et al., ``Large Deviation Principle for the Exploration Process of the Configuration Model'', Preprint, arXiv:1708.01832 [math.PR] (2017) Full Text: arXiv OA License
Budhiraja, Amarjit; Dupuis, Paul; Ganguly, Arnab Moderate deviation principles for stochastic differential equations with jumps. (English) Zbl 1346.60026 Ann. Probab. 44, No. 3, 1723-1775 (2016). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F10 60H10 60H15 60G57 60J75 60J25 PDFBibTeX XMLCite \textit{A. Budhiraja} et al., Ann. Probab. 44, No. 3, 1723--1775 (2016; Zbl 1346.60026) Full Text: DOI arXiv Euclid
Dupuis, Paul; Katsoulakis, Markos A.; Pantazis, Yannis; Plecháč, Petr Path-space information bounds for uncertainty quantification and sensitivity analysis of stochastic dynamics. (English) Zbl 1371.65004 SIAM/ASA J. Uncertain. Quantif. 4, 80-111 (2016). MSC: 65C05 60J10 60J25 62B10 PDFBibTeX XMLCite \textit{P. Dupuis} et al., SIAM/ASA J. Uncertain. Quantif. 4, 80--111 (2016; Zbl 1371.65004) Full Text: DOI arXiv
Dupuis, Paul; Ramanan, Kavita; Wu, Wei Large Deviation Principle For Finite-State Mean Field Interacting Particle Systems. arXiv:1601.06219 Preprint, arXiv:1601.06219 [math.PR] (2016). MSC: 60F10 60K35 BibTeX Cite \textit{P. Dupuis} et al., ``Large Deviation Principle For Finite-State Mean Field Interacting Particle Systems'', Preprint, arXiv:1601.06219 [math.PR] (2016) Full Text: arXiv OA License
Dupuis, Paul; Johnson, Dane Moderate deviations for recursive stochastic algorithms. (English) Zbl 1335.60050 Stoch. Syst. 5, No. 1, 87-119 (2015). MSC: 60F99 60F10 60F05 60F17 60J05 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{D. Johnson}, Stoch. Syst. 5, No. 1, 87--119 (2015; Zbl 1335.60050) Full Text: DOI arXiv Euclid
Atar, Rami; Chowdhary, Kenny; Dupuis, Paul Robust bounds on risk-sensitive functionals via Rényi divergence. (English) Zbl 1341.60008 SIAM/ASA J. Uncertain. Quantif. 3, 18-33 (2015). MSC: 60F10 60E15 94A17 PDFBibTeX XMLCite \textit{R. Atar} et al., SIAM/ASA J. Uncertain. Quantif. 3, 18--33 (2015; Zbl 1341.60008) Full Text: DOI arXiv
Dupuis, Paul; Spiliopoulos, Konstantinos; Zhou, Xiang Escaping from an attractor: Importance sampling and rest points. I. (English) Zbl 1334.65007 Ann. Appl. Probab. 25, No. 5, 2909-2958 (2015). Reviewer: Philipp Dörsek (London) MSC: 65C05 60F10 60H10 60J60 65C30 65C50 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Ann. Appl. Probab. 25, No. 5, 2909--2958 (2015; Zbl 1334.65007) Full Text: DOI arXiv Euclid
Budhiraja, Amarjit; Dupuis, Paul; Fischer, Markus; Ramanan, Kavita Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes. (English) Zbl 1337.60240 Electron. J. Probab. 20, Paper No. 81, 30 p. (2015). MSC: 60K35 60J10 34D20 93D30 60F10 60K25 PDFBibTeX XMLCite \textit{A. Budhiraja} et al., Electron. J. Probab. 20, Paper No. 81, 30 p. (2015; Zbl 1337.60240) Full Text: DOI arXiv
Budhiraja, Amarjit; Dupuis, Paul; Fischer, Markus; Ramanan, Kavita Limits of relative entropies associated with weakly interacting particle systems. (English) Zbl 1321.60202 Electron. J. Probab. 20, Paper No. 80, 22 p. (2015). MSC: 60K35 60J27 60F10 93D30 34D20 PDFBibTeX XMLCite \textit{A. Budhiraja} et al., Electron. J. Probab. 20, Paper No. 80, 22 p. (2015; Zbl 1321.60202) Full Text: DOI arXiv
Dupuis, Paul; Liu, Yufei On the large deviation rate function for the empirical measures of reversible jump Markov processes. (English) Zbl 1325.60023 Ann. Probab. 43, No. 3, 1121-1156 (2015). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F10 60J75 60E10 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{Y. Liu}, Ann. Probab. 43, No. 3, 1121--1156 (2015; Zbl 1325.60023) Full Text: DOI arXiv Euclid
Cai, Yi; Dupuis, Paul Analysis of an interacting particle method for rare event estimation. (English) Zbl 1278.60056 Queueing Syst. 73, No. 4, 345-406 (2013). Reviewer: Dominique Lepingle (Orléans) MSC: 60F10 60J85 60K35 65C05 65C35 PDFBibTeX XMLCite \textit{Y. Cai} and \textit{P. Dupuis}, Queueing Syst. 73, No. 4, 345--406 (2013; Zbl 1278.60056) Full Text: DOI
Chowdhary, Kamaljit; Dupuis, Paul Distinguishing and integrating aleatoric and epistemic variation in uncertainty quantification. (English) Zbl 1266.65009 ESAIM, Math. Model. Numer. Anal. 47, No. 3, 635-662 (2013). MSC: 65C50 41A10 60H35 65C30 PDFBibTeX XMLCite \textit{K. Chowdhary} and \textit{P. Dupuis}, ESAIM, Math. Model. Numer. Anal. 47, No. 3, 635--662 (2013; Zbl 1266.65009) Full Text: DOI arXiv
Budhiraja, Amarjit; Chen, Jiang; Dupuis, Paul Large deviations for stochastic partial differential equations driven by a Poisson random measure. (English) Zbl 1259.60065 Stochastic Processes Appl. 123, No. 2, 523-560 (2013). MSC: 60H15 60F10 37L55 PDFBibTeX XMLCite \textit{A. Budhiraja} et al., Stochastic Processes Appl. 123, No. 2, 523--560 (2013; Zbl 1259.60065) Full Text: DOI arXiv
Dupuis, Paul; Liu, Yufei; Plattner, Nuria; Doll, J. D. On the infinite swapping limit for parallel tempering. (English) Zbl 1261.65009 Multiscale Model. Simul. 10, No. 3, 986-1022 (2012). MSC: 65C30 60F10 60G57 65C05 60H10 34F05 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Multiscale Model. Simul. 10, No. 3, 986--1022 (2012; Zbl 1261.65009) Full Text: DOI arXiv
Dupuis, Paul; Kaynar, Bahar; Ridder, Ad; Rubinstein, Reuven; Vaisman, Radislav Counting with combined splitting and capture–recapture methods. (English) Zbl 1254.65010 Stoch. Models 28, No. 3, 478-502 (2012). MSC: 65C05 65C35 68W20 60C05 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Stoch. Models 28, No. 3, 478--502 (2012; Zbl 1254.65010) Full Text: DOI arXiv
Dupuis, Paul; Spiliopoulos, Konstantinos; Wang, Hui Importance sampling for multiscale diffusions. (English) Zbl 1250.60031 Multiscale Model. Simul. 10, No. 1, 1-27 (2012). MSC: 60H35 60F05 60F10 65C30 60H10 60J60 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Multiscale Model. Simul. 10, No. 1, 1--27 (2012; Zbl 1250.60031) Full Text: DOI arXiv
Dupuis, Paul; Spiliopoulos, Konstantinos Large deviations for multiscale diffusion via weak convergence methods. (English) Zbl 1247.60034 Stochastic Processes Appl. 122, No. 4, 1947-1987 (2012). Reviewer: Jan Gairing (Berlin) MSC: 60F10 60G17 60J60 70K70 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{K. Spiliopoulos}, Stochastic Processes Appl. 122, No. 4, 1947--1987 (2012; Zbl 1247.60034) Full Text: DOI arXiv
Budhiraja, Amarjit; Dupuis, Paul; Fischer, Markus Large deviation properties of weakly interacting processes via weak convergence methods. (English) Zbl 1242.60026 Ann. Probab. 40, No. 1, 74-102 (2012). MSC: 60F10 60K35 60B10 60H10 34K50 PDFBibTeX XMLCite \textit{A. Budhiraja} et al., Ann. Probab. 40, No. 1, 74--102 (2012; Zbl 1242.60026) Full Text: DOI arXiv
Dean, Thomas; Dupuis, Paul The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation. (English) Zbl 1236.60029 Ann. Oper. Res. 189, 63-102 (2011). MSC: 60F10 65C05 60J85 PDFBibTeX XMLCite \textit{T. Dean} and \textit{P. Dupuis}, Ann. Oper. Res. 189, 63--102 (2011; Zbl 1236.60029) Full Text: DOI
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios Variational representations for continuous time processes. (English. French summary) Zbl 1231.60018 Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 3, 725-747 (2011). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60F10 60G51 60H05 60G57 34F05 PDFBibTeX XMLCite \textit{A. Budhiraja} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 3, 725--747 (2011; Zbl 1231.60018) Full Text: DOI EuDML
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios Large deviations for stochastic flows of diffeomorphisms. (English) Zbl 1452.60021 Bernoulli 16, No. 1, 234-257 (2010). MSC: 60F10 60H10 35R60 PDFBibTeX XMLCite \textit{A. Budhiraja} et al., Bernoulli 16, No. 1, 234--257 (2010; Zbl 1452.60021) Full Text: DOI arXiv
Dupuis, Paul; Leder, Kevin; Wang, Hui Importance sampling for weighted-serve-the-longest-queue. (English) Zbl 1215.65019 Math. Oper. Res. 34, No. 3, 642-660 (2009). MSC: 65C50 60K25 90B22 65C05 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Math. Oper. Res. 34, No. 3, 642--660 (2009; Zbl 1215.65019) Full Text: DOI Link
Dupuis, Paul; Wang, Hui Importance sampling for Jackson networks. (English) Zbl 1166.60329 Queueing Syst. 62, No. 1-2, 113-157 (2009). MSC: 60K25 60F10 65C05 90B22 90B10 68M20 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{H. Wang}, Queueing Syst. 62, No. 1--2, 113--157 (2009; Zbl 1166.60329) Full Text: DOI
Dean, Thomas; Dupuis, Paul Splitting for rare event simulation: A large deviation approach to design and analysis. (English) Zbl 1157.60019 Stochastic Processes Appl. 119, No. 2, 562-587 (2009). MSC: 60F10 65C05 60J85 PDFBibTeX XMLCite \textit{T. Dean} and \textit{P. Dupuis}, Stochastic Processes Appl. 119, No. 2, 562--587 (2009; Zbl 1157.60019) Full Text: DOI arXiv
Zhang, Jim X.; Dupuis, Paul Large-deviation approximations for general occupancy models. (English) Zbl 1218.60023 Comb. Probab. Comput. 17, No. 3, 437-470 (2008). MSC: 60F10 82B05 PDFBibTeX XMLCite \textit{J. X. Zhang} and \textit{P. Dupuis}, Comb. Probab. Comput. 17, No. 3, 437--470 (2008; Zbl 1218.60023) Full Text: DOI
Dupuis, Paul; Leder, Kevin; Wang, Hui On the large deviations properties of the weighted-serve-the-longest-queue policy. (English) Zbl 1151.60347 Sidoravicius, Vladas (ed.) et al., In and out of equilibrium 2. Papers celebrating the 10th edition of the Brazilian school of probability (EBP), Rio de Janiero, Brazil, July 30 to August 4, 2006. Basel: Birkhäuser (ISBN 978-3-7643-8785-3/hbk). Progress in Probability 60, 229-256 (2008). MSC: 60K25 60F10 90B22 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Prog. Probab. 60, 229--256 (2008; Zbl 1151.60347)
Dupuis, Paul Introduction to the Brown university workshop papers. (English) Zbl 1152.60300 Q. Appl. Math. 66, No. 3, 497-497 (2008). MSC: 60-06 35-06 PDFBibTeX XMLCite \textit{P. Dupuis}, Q. Appl. Math. 66, No. 3, 497--497 (2008; Zbl 1152.60300) Full Text: DOI Link
Dupuis, Paul; Ishii, Hitoshi SDEs with oblique reflections on nonsmooth domains. (English) Zbl 1168.60019 Ann. Probab. 36, No. 5, 1992-1997 (2008). Reviewer: Carlos A. Braumann (Évora) MSC: 60H10 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{H. Ishii}, Ann. Probab. 36, No. 5, 1992--1997 (2008; Zbl 1168.60019) Full Text: DOI arXiv
Dupuis, Paul; Zhang, Jim X. Explicit solutions for a class of nonlinear PDEs that arise in allocation problems. (English) Zbl 1167.35323 SIAM J. Math. Anal. 39, No. 5, 1627-1667 (2008). MSC: 35C05 34H05 65K10 60F10 60K30 35B37 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{J. X. Zhang}, SIAM J. Math. Anal. 39, No. 5, 1627--1667 (2008; Zbl 1167.35323) Full Text: DOI
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios Large deviations for infinite dimensional stochastic dynamical systems. (English) Zbl 1155.60024 Ann. Probab. 36, No. 4, 1390-1420 (2008). Reviewer: Dirk Blömker (Augsburg) MSC: 60H15 60F10 37L55 PDFBibTeX XMLCite \textit{A. Budhiraja} et al., Ann. Probab. 36, No. 4, 1390--1420 (2008; Zbl 1155.60024) Full Text: DOI arXiv
Dupuis, Paul; Leder, Kevin; Wang, Hui Importance sampling for sums of random variables with regularly varying tails. (English) Zbl 1390.65002 ACM Trans. Model. Comput. Simul. 17, No. 3, Article No. 14, 21 p. (2007). MSC: 65C05 PDFBibTeX XMLCite \textit{P. Dupuis} et al., ACM Trans. Model. Comput. Simul. 17, No. 3, Article No. 14, 21 p. (2007; Zbl 1390.65002) Full Text: DOI
Dupuis, Paul; Wang, Hui Subsolutions of an Isaacs equation and efficient schemes for importance sampling. (English) Zbl 1341.62042 Math. Oper. Res. 32, No. 3, 723-757 (2007). MSC: 62D05 60F10 49L20 49N90 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{H. Wang}, Math. Oper. Res. 32, No. 3, 723--757 (2007; Zbl 1341.62042) Full Text: DOI Link
Dupuis, Paul; Nuzman, Carl; Whiting, Phil Large deviations principle for occupany problems with colored balls. (English) Zbl 1142.60017 J. Appl. Probab. 44, No. 1, 115-141 (2007). Reviewer: Hsien-Kuei Hwang (Taipei) MSC: 60F10 60C05 05A16 PDFBibTeX XMLCite \textit{P. Dupuis} et al., J. Appl. Probab. 44, No. 1, 115--141 (2007; Zbl 1142.60017) Full Text: DOI
Dupuis, Paul; Sezer, Ali Devin; Wang, Hui Dynamic importance sampling for queueing networks. (English) Zbl 1144.60022 Ann. Appl. Probab. 17, No. 4, 1306-1346 (2007). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F10 65C05 49N90 60K25 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Ann. Appl. Probab. 17, No. 4, 1306--1346 (2007; Zbl 1144.60022) Full Text: DOI arXiv
Dupuis, Paul; Leder, Kevin; Wang, Hui Large deviations and importance sampling for a tandem network with slow-down. (English) Zbl 1144.90346 Queueing Syst. 57, No. 2-3, 71-83 (2007). MSC: 90B22 90B10 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Queueing Syst. 57, No. 2--3, 71--83 (2007; Zbl 1144.90346) Full Text: DOI
Dupuis, Paul; Zhang, Jim (Xiao); Whiting, Philip Refined large deviation asymptotics for the classical occupancy problem. (English) Zbl 1106.60035 Methodol. Comput. Appl. Probab. 8, No. 4, 467-496 (2006). MSC: 60F10 60K30 60G50 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Methodol. Comput. Appl. Probab. 8, No. 4, 467--496 (2006; Zbl 1106.60035) Full Text: DOI
Dupuis, Paul; Wang, Hui On the convergence from discrete to continuous time in an optimal stopping problem. (English) Zbl 1138.93066 Ann. Appl. Probab. 15, No. 2, 1339-1366 (2005). Reviewer: Henrikas Pragarauskas (Vilnius) MSC: 93E20 93E35 60J55 90C59 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{H. Wang}, Ann. Appl. Probab. 15, No. 2, 1339--1366 (2005; Zbl 1138.93066) Full Text: DOI arXiv
Dupuis, Paul; Wang, Hui Dynamic importance sampling for uniformly recurrent Markov chains. (English) Zbl 1068.60036 Ann. Appl. Probab. 15, No. 1A, 1-38 (2005). Reviewer: Gong Guanglu (Beijing) MSC: 60F10 65C05 93E20 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{H. Wang}, Ann. Appl. Probab. 15, No. 1A, 1--38 (2005; Zbl 1068.60036) Full Text: DOI arXiv
Dupuis, Paul; Wang, Hui Importance sampling, large deviations, and differential games. (English) Zbl 1076.65003 Stochastics Stochastics Rep. 76, No. 6, 481-508 (2004). Reviewer: R. E. Maiboroda (Kyïv) MSC: 65C05 93E20 49N70 91A23 60F10 65C50 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{H. Wang}, Stochastics Stochastics Rep. 76, No. 6, 481--508 (2004; Zbl 1076.65003) Full Text: DOI
Dupuis, Paul; Nuzman, Carl; Whiting, Phil Large deviation asymptotics for occupancy problems. (English) Zbl 1057.60023 Ann. Probab. 32, No. 3B, 2765-2818 (2004). Reviewer: Zdzisław Rychlik (Lublin) MSC: 60F10 60C05 60G17 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Ann. Probab. 32, No. 3B, 2765--2818 (2004; Zbl 1057.60023) Full Text: DOI arXiv
Atar, Rami; Shwartz, Adam; Dupuis, Paul Explicit solution for a network control problem in the large deviation regime. (English) Zbl 1044.60018 Queueing Syst. 46, No. 1-2, 159-176 (2004). MSC: 60F10 60K25 49N70 93E20 PDFBibTeX XMLCite \textit{R. Atar} et al., Queueing Syst. 46, No. 1--2, 159--176 (2004; Zbl 1044.60018) Full Text: DOI arXiv
Atar, Rami; Dupuis, Paul; Shwartz, Adam An escape-time criterion for queueing networks: asymptotic risk-sensitive control via differential games. (English) Zbl 1082.60520 Math. Oper. Res. 28, No. 4, 801-835 (2003). MSC: 60K25 49N70 90B22 91A23 PDFBibTeX XMLCite \textit{R. Atar} et al., Math. Oper. Res. 28, No. 4, 801--835 (2003; Zbl 1082.60520) Full Text: DOI arXiv
Budhiraja, Amarjit; Dupuis, Paul Large deviations for the empirical measures of reflecting {B}rownian motion and related constrained processes in {\(\mathbb R_+\)}. (English) Zbl 1064.60044 Electron. J. Probab. 8, Paper No. 16, 46 p. (2003). MSC: 60F10 60J25 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{P. Dupuis}, Electron. J. Probab. 8, Paper No. 16, 46 p. (2003; Zbl 1064.60044) Full Text: DOI EuDML EMIS
Dupuis, Paul Explicit solution to a robust queueing control problem. (English) Zbl 1050.93016 SIAM J. Control Optimization 42, No. 5, 1854-1875 (2003). MSC: 93B35 49N70 35F30 91A23 49L25 93C20 90B10 PDFBibTeX XMLCite \textit{P. Dupuis}, SIAM J. Control Optim. 42, No. 5, 1854--1875 (2003; Zbl 1050.93016) Full Text: DOI
Dupuis, Paul; Ramanan, Kavita A time-reversed representation for the tail probabilities of stationary reflected Brownian motion. (English) Zbl 1059.60030 Stochastic Processes Appl. 98, No. 2, 253-287 (2002). MSC: 60F10 60J65 49L99 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{K. Ramanan}, Stochastic Processes Appl. 98, No. 2, 253--287 (2002; Zbl 1059.60030) Full Text: DOI
Szpiro, Adam; Dupuis, Paul Second order numerical methods for first order Hamilton–Jacobi equations. (English) Zbl 1031.49027 SIAM J. Numer. Anal. 40, No. 3, 1136-1183 (2002). Reviewer: Dinh Nho Hao (Brussel) MSC: 49L20 49M25 65N12 PDFBibTeX XMLCite \textit{A. Szpiro} and \textit{P. Dupuis}, SIAM J. Numer. Anal. 40, No. 3, 1136--1183 (2002; Zbl 1031.49027) Full Text: DOI
Atar, Rami; Dupuis, Paul A differential game with constrained dynamics and viscosity solutions of a related HJB equation. (English) Zbl 1025.49020 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 51, No. 7, 1105-1130 (2002). Reviewer: Dmitry Silin (Berkeley) MSC: 49L25 49N70 91A23 90B22 93B36 PDFBibTeX XMLCite \textit{R. Atar} and \textit{P. Dupuis}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 51, No. 7, 1105--1130 (2002; Zbl 1025.49020) Full Text: DOI arXiv
Dupuis, Paul; Wang, Hui Optimal stopping with random intervention times. (English) Zbl 1009.60032 Adv. Appl. Probab. 34, No. 1, 141-157 (2002). Reviewer: W.Stadje (Osnabrück) MSC: 60G40 93E20 60J65 60J75 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{H. Wang}, Adv. Appl. Probab. 34, No. 1, 141--157 (2002; Zbl 1009.60032) Full Text: DOI
Atar, Rami; Budhiraja, Amarjit; Dupuis, Paul On positive recurrence of constrained diffusion processes. (English) Zbl 1018.60081 Ann. Probab. 29, No. 2, 979-1000 (2001); correction ibid. 29, No. 3, 1404 (2001). Reviewer: Wilfried Schenk (Dresden) MSC: 60J60 58J65 90B15 PDFBibTeX XMLCite \textit{R. Atar} et al., Ann. Probab. 29, No. 2, 979--1000 (2001; Zbl 1018.60081) Full Text: DOI arXiv
Dupuis, Paul; Szpiro, Adam Convergence of the optimal feedback policies in a numerical method for a class of deterministic optimal control problems. (English) Zbl 1001.49032 SIAM J. Control Optimization 40, No. 2, 393-420 (2001). Reviewer: Asaf D.Iskenderov (Baku) MSC: 49M30 49L20 65C40 65N06 65N12 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{A. Szpiro}, SIAM J. Control Optim. 40, No. 2, 393--420 (2001; Zbl 1001.49032) Full Text: DOI
Boué, Michelle; Dupuis, Paul Risk-sensitive and robust escape control for degenerate diffusion processes. (English) Zbl 0979.93122 Math. Control Signals Syst. 14, No. 1, 62-85 (2001). Reviewer: M.Nisio (Osaka) MSC: 93E20 91A15 91A23 PDFBibTeX XMLCite \textit{M. Boué} and \textit{P. Dupuis}, Math. Control Signals Syst. 14, No. 1, 62--85 (2001; Zbl 0979.93122) Full Text: DOI
Kushner, Harold J.; Dupuis, Paul Numerical methods for stochastic control problems in continuous time. 2nd ed. (English) Zbl 0968.93005 Applications of Mathematics. 24. New York, NY: Springer. xii, 475 p. (2001). Reviewer: A.Akutowicz (Berlin) MSC: 93-02 93E20 65K10 90C39 65C40 93E25 60J22 60J75 PDFBibTeX XMLCite \textit{H. J. Kushner} and \textit{P. Dupuis}, Numerical methods for stochastic control problems in continuous time. 2nd ed. New York, NY: Springer (2001; Zbl 0968.93005)
Dupuis, P.; Ramanan, K. An explicit formula for the solution of certain optimal control problems on domains with corners. (English) Zbl 0990.60043 Theory Probab. Math. Stat. 63, 33-49 (2001) and Teor. Jmovirn. Mat. Stat. 63, 32-48 (2000). Reviewer: A.D.Borisenko (Kyïv) MSC: 60G35 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{K. Ramanan}, Teor. Ĭmovirn. Mat. Stat. 63, 32--48 (2000; Zbl 0990.60043)
Budhiraja, Amarjit; Dupuis, Paul A variational representation for positive functionals of infinite dimensional Brownian motion. (English) Zbl 0994.60028 Probab. Math. Stat. 20, No. 1, 39-61 (2000). Reviewer: Nina Gantert (Karlsruhe) MSC: 60F10 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{P. Dupuis}, Probab. Math. Stat. 20, No. 1, 39--61 (2000; Zbl 0994.60028)
Dupuis, Paul; Ramanan, Kavita A multiclass feedback queueing network with a regular Skorokhod problem. (English) Zbl 0970.60026 Queueing Syst. 36, No. 4, 327-349 (2000). MSC: 60F10 60K25 90B22 90B18 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{K. Ramanan}, Queueing Syst. 36, No. 4, 327--349 (2000; Zbl 0970.60026) Full Text: DOI
Dupuis, Paul; James, Matthew R.; Petersen, Ian Robust properties of risk-sensitive control. (English) Zbl 0971.93081 Math. Control Signals Syst. 13, No. 4, 318-332 (2000). Reviewer: M.Nisio (Osaka) MSC: 93E20 93B35 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Math. Control Signals Syst. 13, No. 4, 318--332 (2000; Zbl 0971.93081) Full Text: DOI
Petersen, Ian R.; James, Matthew R.; Dupuis, Paul Minimax optimal control of stochastic uncertain systems with relative entropy constraints. (English) Zbl 0978.93083 IEEE Trans. Autom. Control 45, No. 3, 398-412 (2000). Reviewer: M.Nisio (Osaka) MSC: 93E20 93B36 93C55 PDFBibTeX XMLCite \textit{I. R. Petersen} et al., IEEE Trans. Autom. Control 45, No. 3, 398--412 (2000; Zbl 0978.93083) Full Text: DOI Link
Boué, Michelle; Dupuis, Paul; Ellis, Richard S. Large deviations for small noise diffusions with discontinuous statistics. (English) Zbl 0949.60046 Probab. Theory Relat. Fields 116, No. 1, 125-149 (2000). Reviewer: F.Liese (Rostock) MSC: 60F10 60J60 60H10 PDFBibTeX XMLCite \textit{M. Boué} et al., Probab. Theory Relat. Fields 116, No. 1, 125--149 (2000; Zbl 0949.60046) Full Text: DOI
Atar, Rami; Dupuis, Paul Large deviations and queueing networks: Methods for rate function identification. (English) Zbl 0996.60036 Stochastic Processes Appl. 84, No. 2, 255-296 (1999). MSC: 60F10 93E20 60F17 60K25 PDFBibTeX XMLCite \textit{R. Atar} and \textit{P. Dupuis}, Stochastic Processes Appl. 84, No. 2, 255--296 (1999; Zbl 0996.60036) Full Text: DOI arXiv
Dupuis, Paul; Ramanan, Kavita Convex duality and the Skorokhod problem. II. (English) Zbl 0944.60062 Probab. Theory Relat. Fields 115, No. 2, 197-236 (1999). Reviewer: Sergej V.Rogozin (Minsk) MSC: 60G99 34A60 52B11 60K25 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{K. Ramanan}, Probab. Theory Relat. Fields 115, No. 2, 197--236 (1999; Zbl 0944.60062) Full Text: DOI
Dupuis, Paul; Ramanan, Kavita Convex duality and the Skorokhod problem. I. (English) Zbl 0944.60061 Probab. Theory Relat. Fields 115, No. 2, 153-195 (1999). Reviewer: Sergej V.Rogozin (Minsk) MSC: 60G99 34A60 52B11 60K25 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{K. Ramanan}, Probab. Theory Relat. Fields 115, No. 2, 153--195 (1999; Zbl 0944.60061) Full Text: DOI
Budhiraja, Amarjit; Dupuis, Paul Simple necessary and sufficient conditions for the stability of constrained processes. (English) Zbl 0934.93068 SIAM J. Appl. Math. 59, No. 5, 1686-1700 (1999). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 93E15 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{P. Dupuis}, SIAM J. Appl. Math. 59, No. 5, 1686--1700 (1999; Zbl 0934.93068) Full Text: DOI
Budhiraja, Amarjit; Dupuis, Paul Representations for functionals of Hilbert space valued diffusions. (English) Zbl 0922.60030 McEneaney, William M. (ed.) et al., Stochastic analysis, control, optimization and applications. A volume in honor of Wendell H. Fleming, on the occasion of his 70th birthday. Boston: Birkhäuser. 1-20 (1999). Reviewer: Nina Gantert (Berlin) MSC: 60F10 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{P. Dupuis}, in: Stochastic analysis, control, optimization and applications. A volume in honor of Wendell H. Fleming, on the occasion of his 70th birthday. Boston: Birkhäuser. 1--20 (1999; Zbl 0922.60030)
Dupuis, Paul; Grenander, Ulf; Miller, Michael I. Variational problems on flows of diffeomorphisms for image matching. (English) Zbl 0949.49002 Q. Appl. Math. 56, No. 3, 587-600 (1998). MSC: 49J20 58E25 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Q. Appl. Math. 56, No. 3, 587--600 (1998; Zbl 0949.49002) Full Text: DOI
Boué, Michelle; Dupuis, Paul A variational representation for certain functionals of Brownian motion. (English) Zbl 0936.60059 Ann. Probab. 26, No. 4, 1641-1659 (1998). MSC: 60H99 60J65 60J60 60F10 PDFBibTeX XMLCite \textit{M. Boué} and \textit{P. Dupuis}, Ann. Probab. 26, No. 4, 1641--1659 (1998; Zbl 0936.60059) Full Text: DOI
Ramanan, Kavita; Dupuis, Paul Large deviation properties of data streams that share a buffer. (English) Zbl 0939.60020 Ann. Appl. Probab. 8, No. 4, 1070-1129 (1998). Reviewer: V.Thangaraj (Madras) MSC: 60F10 90B15 PDFBibTeX XMLCite \textit{K. Ramanan} and \textit{P. Dupuis}, Ann. Appl. Probab. 8, No. 4, 1070--1129 (1998; Zbl 0939.60020) Full Text: DOI
Boué, Michelle; Dupuis, Paul Markov chain approximations for deterministic control problems with affine dynamics and quadratic cost in the control. (English) Zbl 0933.65073 SIAM J. Numer. Anal. 36, No. 3, 667-695 (1998). MSC: 65K10 49J15 60G35 60F10 65C40 49L20 PDFBibTeX XMLCite \textit{M. Boué} and \textit{P. Dupuis}, SIAM J. Numer. Anal. 36, No. 3, 667--695 (1998; Zbl 0933.65073) Full Text: DOI
Dupuis, Paul; Ramanan, Kavita A Skorokhod problem formulation and large deviation analysis of a processor sharing model. (English) Zbl 0909.90144 Queueing Syst. 28, No. 1-3, 109-124 (1998). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{K. Ramanan}, Queueing Syst. 28, No. 1--3, 109--124 (1998; Zbl 0909.90144) Full Text: DOI
Dupuis, Paul; James, Matthew R. Rates of convergence for approximation schemes in optimal control. (English) Zbl 0914.93072 SIAM J. Control Optimization 36, No. 2, 719-741 (1998). Reviewer: M.Kohlmann (Bonn) MSC: 93E20 65N12 65N15 65N06 93E25 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{M. R. James}, SIAM J. Control Optim. 36, No. 2, 719--741 (1998; Zbl 0914.93072) Full Text: DOI
Dupuis, Paul; Ellis, Richard S. A weak convergence approach to the theory of large deviations. (English) Zbl 0904.60001 Wiley Series in Probability and Statistics. Chichester: John Wiley & Sons. xviii, 479 p. (1997). Reviewer: M.Schweizer (Berlin) MSC: 60-02 60F05 60F10 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{R. S. Ellis}, A weak convergence approach to the theory of large deviations. Chichester: John Wiley \& Sons (1997; Zbl 0904.60001)
Dupuis, Paul; McEneaney, William M. Risk-sensitive and robust escape criteria. (English) Zbl 0889.35014 SIAM J. Control Optimization 35, No. 6, 2021-2049 (1997). MSC: 35B37 49L25 91A23 93B36 93C10 93E20 60F10 93C99 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{W. M. McEneaney}, SIAM J. Control Optim. 35, No. 6, 2021--2049 (1997; Zbl 0889.35014) Full Text: DOI
Hesse-Biber, S.; Dupuis, P. An automatic hypothesis tester for qualitative analysis. (English) Zbl 0850.62018 Faulbaum, Frank (ed.) et al., SoftStat ’95.: Advances in statistical software 5. The 8th conference on the scientific use of statistical software, March 26-30, 1995, Heidelberg, Germany. Stuttgart: Lucius & Lucius. 353-360 (1996). MSC: 62-04 68U99 PDFBibTeX XMLCite \textit{S. Hesse-Biber} and \textit{P. Dupuis}, in: SoftStat '95.: Advances in statistical software 5. The 8th conference on the scientific use of statistical software, March 26-30, 1995, Heidelberg, Germany. Stuttgart: Lucius \& Lucius. 353--360 (1996; Zbl 0850.62018)
Dupuis, Paul; Zeitouni, Ofer A nonstandard form of the rate function for the occupation measure of a Markov chain. (English) Zbl 0853.60028 Stochastic Processes Appl. 61, No. 2, 249-261 (1996). Reviewer: U.F.Schmock (Zürich) MSC: 60F10 60J27 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{O. Zeitouni}, Stochastic Processes Appl. 61, No. 2, 249--261 (1996; Zbl 0853.60028) Full Text: DOI
Dupuis, Paul; Ellis, Richard S. The large deviation principle for a general class of queueing systems. I. (English) Zbl 0869.60022 Trans. Am. Math. Soc. 347, No. 8, 2689-2751 (1995). Reviewer: S.Ebralidze (Tbilisi) MSC: 60F10 60K25 93E20 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{R. S. Ellis}, Trans. Am. Math. Soc. 347, No. 8, 2689--2751 (1995; Zbl 0869.60022) Full Text: DOI
Dupuis, Paul; Ellis, Richard S. Large deviation analysis of queueing systems. (English) Zbl 0823.60020 Kelly, Frank P. (ed.) et al., Stochastic networks. Proceedings of a workshop of the 1993-94 IMA program on emerging applications of probability. New York, NY: Springer-Verlag. IMA Vol. Math. Appl. 71, 347-365 (1995). MSC: 60F10 60K25 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{R. S. Ellis}, IMA Vol. Math. Appl. 71, 347--365 (1995; Zbl 0823.60020)
Dupuis, Paul; Williams, Ruth J. Lyapunov functions for semimartingale reflecting Brownian motions. (English) Zbl 0808.60068 Ann. Probab. 22, No. 2, 680-702 (1994). Reviewer: M.Kohlmann (Bonn) MSC: 60J60 60J65 60K25 34D20 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{R. J. Williams}, Ann. Probab. 22, No. 2, 680--702 (1994; Zbl 0808.60068) Full Text: DOI
Dupuis, Paul; Oliensis, John An optimal control formulation and related numerical methods for a problem in shape reconstruction. (English) Zbl 0807.49027 Ann. Appl. Probab. 4, No. 2, 287-346 (1994). Reviewer: E.Casas (Santander) MSC: 49L20 93E20 65K10 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{J. Oliensis}, Ann. Appl. Probab. 4, No. 2, 287--346 (1994; Zbl 0807.49027) Full Text: DOI
Dupuis, Paul; Nagurney, Anna Dynamical systems and variational inequalities. (English) Zbl 0785.93044 Ann. Oper. Res. 44, No. 1-4, 9-42 (1993). MSC: 93C15 90B99 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{A. Nagurney}, Ann. Oper. Res. 44, No. 1--4, 9--42 (1993; Zbl 0785.93044) Full Text: DOI