A weak convergence approach to the theory of large deviations P Dupuis, RS Ellis John Wiley & Sons, 2011 | 1435 | 2011 |
Variational problems on flows of diffeomorphisms for image matching P Dupuis, U Grenander, MI Miller Quarterly of applied mathematics, 587-600, 1998 | 594 | 1998 |
Dynamical systems and variational inequalities P Dupuis, A Nagurney Annals of Operations Research 44, 7-42, 1993 | 547 | 1993 |
Minimax optimal control of stochastic uncertain systems with relative entropy constraints IR Petersen, MR James, P Dupuis IEEE Transactions on Automatic Control 45 (3), 398-412, 2000 | 387 | 2000 |
On Lipschitz continuity of the solution mapping to the Skorokhod problem, with applications P Dupuis, H Ishii Stochastics: An International Journal of Probability and Stochastic …, 1991 | 353 | 1991 |
A variational representation for positive functionals of infinite dimensional Brownian motion A Budhiraja, P Dupuis Probability and mathematical statistics-Wroclaw University 20 (1), 39-61, 2000 | 349 | 2000 |
A variational representation for certain functionals of Brownian motion M Boué, P Dupuis The Annals of Probability 26 (4), 1641-1659, 1998 | 323 | 1998 |
Large deviations for infinite dimensional stochastic dynamical systems A Budhiraja, P Dupuis, V Maroulas | 310 | 2008 |
Importance sampling, large deviations, and differential games P Dupuis, H Wang Stochastics: An International Journal of Probability and Stochastic …, 2004 | 232 | 2004 |
SDEs with oblique reflection on nonsmooth domains P Dupuis, H Ishii The annals of Probability, 554-580, 1993 | 226 | 1993 |
Markov chain approximations for deterministic control problems with affine dynamics and quadratic cost in the control M Boué, P Dupuis SIAM Journal on Numerical Analysis 36 (3), 667-695, 1999 | 169 | 1999 |
Lyapunov functions for semimartingale reflecting Brownian motions P Dupuis, RJ Williams The Annals of Probability 22 (2), 680-702, 1994 | 167 | 1994 |
Variational representations for continuous time processes A Budhiraja, P Dupuis, V Maroulas Annales de l'IHP Probabilités et statistiques 47 (3), 725-747, 2011 | 155 | 2011 |
Analysis and approximation of rare events A Budhiraja, P Dupuis Representations and Weak Convergence Methods. Series Prob. Theory and Stoch …, 2019 | 141 | 2019 |
Large deviation properties of weakly interacting processes via weak convergence methods A Budhiraja, P Dupuis, M Fischer | 134 | 2012 |
Convex duality and the Skorokhod problem. I P Dupuis, K Ramanan Probability Theory and Related Fields 115, 153-195, 1999 | 132 | 1999 |
Dynamic importance sampling for queueing networks P Dupuis, AD Sezer, H Wang | 129 | 2007 |
Direct method for reconstructing shape from shading P Dupuis, J Oliensis Proceedings 1992 IEEE Computer Society Conference on Computer Vision and …, 1992 | 129 | 1992 |
Splitting for rare event simulation: A large deviation approach to design and analysis T Dean, P Dupuis Stochastic processes and their applications 119 (2), 562-587, 2009 | 128 | 2009 |
Subsolutions of an Isaacs equation and efficient schemes for importance sampling P Dupuis, H Wang Mathematics of Operations Research 32 (3), 723-757, 2007 | 127 | 2007 |