Author:
Doll J.,Dupuis P.,Nyquist P.
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Reference19 articles.
1. Boué, M., Dupuis, P.: A variational representation for certain functionals of Brownian motion. Ann. Prob. 26, 1641–1659 (1998)
2. Budhiraja, A., Dupuis, P., Maroulas, V.: Variational representations for continuous time processes. Ann. l’Inst. H. Poincaré 47, 725–747 (2011)
3. Doll, J., Dupuis, P.: On performance measures for infinite swapping Monte Carlo methods. J. Chem. Phys 142, 024111 (2015)
4. Doll, J., Plattner, N., Freeman, D.L., Liu, Y., Dupuis, P.: Rare-event sampling: occupation-based performance measures for parallel tempering and infinite swapping Monte Carlo methods. J. Chem. Phys 137, 204112 (2012)
5. Dupuis, P., Ellis, R.S.: The large deviation principle for a general class of queueing systems. I. Trans. Am. Math. Soc. 347, 2689–2751 (1996)
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