Dupuis Paul

Paul Dupuis

Information about the author Paul Dupuis will soon be added to the site.
Found 7 papers in total
Analysis of an interacting particle method for rare event estimation
Analysis of an interacting particle method for rare event estimation
2013
We present a large deviations analysis for the performance of an interacting particle...
The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation
The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation
2011
We consider a general class of branching methods with killing for the estimation of...
Importance sampling for Jackson networks
Importance sampling for Jackson networks
2009
Rare event simulation in the context of queueing networks has been an active area of...
Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
2007
It was established in Dupuis and Wang (2004, 2005) that importance sampling algorithms...
An escape-time criterion for queueing networks: Asymptotic risk-sensitive control via differential games
An escape-time criterion for queueing networks: Asymptotic risk-sensitive control via differential games
2003
We consider the problem of risk-sensitive control of a stochastic network. In...
A multiclass feedback queueing network with a regular Skorokhod problem
A multiclass feedback queueing network with a regular Skorokhod problem
2000
We consider a four-class two-station network with feedback, with fluid inputs and a...
Dynamical systems and variational inequalities
Dynamical systems and variational inequalities
1993
The variational inequality problem has been utilized to formulate and study a plethora...
Papers per page: