 | 2012 |
| 22 |  | Paul Dupuis,
Konstantinos Spiliopoulos,
Hui Wang:
Importance Sampling for Multiscale Diffusions.
Multiscale Modeling & Simulation 10(1): 1-27 (2012) |
| 2011 |
| 21 |  | Thomas Dean,
Paul Dupuis:
The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation.
Annals OR 189(1): 63-102 (2011) |
| 20 |  | Paul Dupuis,
Konstantinos Spiliopoulos,
Hui Wang:
Importance Sampling for Multiscale Diffusions
CoRR abs/1107.5448: (2011) |
| 2009 |
| 19 |  | Paul Dupuis,
Kevin Leder,
Hui Wang:
Importance Sampling for Weighted-Serve-the-Longest-Queue.
Math. Oper. Res. 34(3): 642-660 (2009) |
| 18 |  | Paul Dupuis,
Hui Wang:
Importance sampling for Jackson networks.
Queueing Syst. 62(1-2): 113-157 (2009) |
| 2008 |
| 17 |  | Jim X. Zhang,
Paul Dupuis:
Large-Deviation Approximations for General Occupancy Models.
Combinatorics, Probability & Computing 17(3): 437-470 (2008) |
| 16 |  | Paul Dupuis,
Jim X. Zhang:
Explicit Solutions for a Class of Nonlinear PDEs that Arise in Allocation Problems.
SIAM J. Math. Analysis 39(5): 1627-1667 (2008) |
| 15 |  | Paul Dupuis,
Jim X. Zhang:
Explicit Solutions for a Class of Nonlinear PDEs that Arise in Allocation Problems.
SIAM J. Math. Analysis 39(5): 1627-1667 (2008) |
| 2007 |
| 14 |  | Paul Dupuis,
Kevin Leder,
Hui Wang:
Importance sampling for sums of random variables with regularly varying tails.
ACM Trans. Model. Comput. Simul. 17(3): (2007) |
| 13 |  | Paul Dupuis,
Hui Wang:
Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling.
Math. Oper. Res. 32(3): 723-757 (2007) |
| 12 |  | Paul Dupuis,
Kevin Leder,
Hui Wang:
Large deviations and importance sampling for a tandem network with slow-down.
Queueing Syst. 57(2-3): 71-83 (2007) |
| 2004 |
| 11 |  | Rami Atar,
Adam Shwartz,
Paul Dupuis:
Explicit Solution for a Network Control Problem in the Large Deviation Regime.
Queueing Syst. 46(1-2): 159-176 (2004) |
| 2003 |
| 10 |  | Rami Atar,
Paul Dupuis,
Adam Shwartz:
An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games.
Math. Oper. Res. 28(4): 801-835 (2003) |
| 9 |  | Paul Dupuis:
Explicit Solution to a Robust Queueing Control Problem.
SIAM J. Control and Optimization 42(5): 1854-1875 (2003) |
| 2002 |
| 8 |  | Adam Szpiro,
Paul Dupuis:
Second Order Numerical Methods for First Order Hamilton-Jacobi Equations.
SIAM J. Numerical Analysis 40(3): 1136-1183 (2002) |
| 2001 |
| 7 |  | Michelle Boué,
Paul Dupuis:
Risk-Sensitive and Robust Escape Control for Degenerate Diffusion Processes.
MCSS 14(1): 62-85 (2001) |
| 6 |  | Paul Dupuis,
Adam Szpiro:
Convergence of the Optimal Feedback Policies in a Numerical Method for a Class of Deterministic Optimal Control Problems.
SIAM J. Control and Optimization 40(2): 393-420 (2001) |
| 2000 |
| 5 |  | Paul Dupuis,
Kavita Ramanan:
A Multiclass Feedback Queueing Network with a Regular Skorokhod Problem.
Queueing Syst. 36(4): 327-349 (2000) |
| 1998 |
| 4 |  | Paul Dupuis,
Kavita Ramanan:
A Skorokhod Problem formulation and large deviation analysis of a processor sharing model.
Queueing Syst. 28(1-3): 109-124 (1998) |
| 1994 |
| 3 |  | Paul Dupuis,
John Oliensis:
Shape from Shading: Provably Convergent Algorithms and Uniqueness Results.
ECCV (2) 1994: 259-268 |
| 1993 |
| 2 |  | John Oliensis,
Paul Dupuis:
A global algorithm for shape from shading.
ICCV 1993: 692-701 |
| 1 |  | Paul Dupuis,
Anna Nagurney:
Dynamical systems and variational inequalities.
Annals OR 44(1): 7-42 (1993) |