-
1
-
-
0032237648
-
A variational representation for certain functionals of brownian motion
-
MR1675051
-
BOUÉ, M. andDUPUIS, P. (1998). A variational representation for certain functionals of Brownian motion. Ann. Probab. 26 1641-1659. MR1675051
-
(1998)
Ann. Probab
, vol.26
, pp. 1641-1659
-
-
Boué, M.1
Dupuis, P.2
-
2
-
-
36749092274
-
Large deviations and importance sampling for a tandem network with slow-down
-
MR2358074
-
DUPUIS, P., LEDER, K. andWANG, H. (2007). Large deviations and importance sampling for a tandem network with slow-down. Queueing Syst. 57 71-83. MR2358074
-
(2007)
Queueing Syst
, vol.57
, pp. 71-83
-
-
Dupuis, P.1
Leder, K.2
Wang, H.3
-
3
-
-
70349285118
-
Importance sampling for weighted-serve-thelongest-queue
-
MR2555340
-
DUPUIS, P., LEDER, K. andWANG, H. (2009). Importance sampling for weighted-serve-thelongest-queue. Math. Oper. Res. 34 642-660. MR2555340
-
(2009)
Math. Oper. Res
, vol.34
, pp. 642-660
-
-
Dupuis, P.1
Leder, K.2
Wang, H.3
-
4
-
-
36749081203
-
Dynamic importance sampling for queueing networks
-
MR2344308
-
DUPUIS, P., SEZER, A. D. andWANG, H. (2007). Dynamic importance sampling for queueing networks. Ann. Appl. Probab. 17 1306-1346. MR2344308
-
(2007)
Ann. Appl. Probab
, vol.17
, pp. 1306-1346
-
-
Dupuis, P.1
Sezer, A.D.2
Wang, H.3
-
5
-
-
84861503544
-
Importance sampling for multiscale diffusions
-
MR2902596
-
DUPUIS, P., SPILIOPOULOS, K. and WANG, H. (2012). Importance sampling for multiscale diffusions. Multiscale Model. Simul. 10 1-27. MR2902596
-
(2012)
Multiscale Model. Simul
, Issue.10
, pp. 1-27
-
-
Dupuis, P.1
Spiliopoulos, K.2
Wang, H.3
-
6
-
-
22244431981
-
Importance sampling, large deviations, and differential games
-
MR2100018
-
DUPUIS, P. and WANG, H. (2004). Importance sampling, large deviations, and differential games. Stoch. Stoch. Rep. 76 481-508. MR2100018
-
(2004)
Stoch. Stoch. Rep
, vol.76
, pp. 481-508
-
-
Dupuis, P.1
Wang, H.2
-
7
-
-
36749081774
-
Subsolutions of an isaacs equation and efficient schemes for importance sampling
-
MR2348245
-
DUPUIS, P. and WANG, H. (2007). Subsolutions of an Isaacs equation and efficient schemes for importance sampling. Math. Oper. Res. 32 723-757. MR2348245
-
(2007)
Math. Oper. Res
, vol.32
, pp. 723-757
-
-
Dupuis, P.1
Wang, H.2
-
8
-
-
70349678978
-
Importance sampling for jackson networks
-
MR2520745
-
DUPUIS, P. andWANG, H. (2009). Importance sampling for Jackson networks. Queueing Syst. 62 113-157. MR2520745
-
(2009)
Queueing Syst
, vol.62
, pp. 113-157
-
-
Dupuis, P.1
Wang, H.2
-
11
-
-
84976805635
-
Analysis of an importance sampling estimator for tandem queues
-
GLASSERMAN, P. and KOU, S. (1995). Analysis of an importance sampling estimator for tandem queues. ACM Trans. Model. Comput. Simul. 4 22-42.
-
(1995)
ACM Trans. Model. Comput. Simul
, vol.4
, pp. 22-42
-
-
Glasserman, P.1
Kou, S.2
-
12
-
-
0031481011
-
Counterexamples in importance sampling for large deviations probabilities
-
MR1459268
-
GLASSERMAN, P. andWANG, Y. (1997). Counterexamples in importance sampling for large deviations probabilities. Ann. Appl. Probab. 7 731-746. MR1459268
-
(1997)
Ann. Appl. Probab
, vol.7
, pp. 731-746
-
-
Glasserman, P.1
Wang, Y.2
|