Author of the publication

Large deviations and queueing networks: Methods for rate function identification

, and . Stochastic Processes and their Applications, 84 (2): 255--296 (Dec 1, 1999)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

A time-reversed representation for the tail probabilities of stationary reflected Brownian motion, and . Stochastic Processes and their Applications, 98 (2): 253--287 (April 2002)Rare event simulation in the neighborhood of a rest point., and . WSC, page 564-573. IEEE/ACM, (2014)Convergence of numerical optimal feedback policies for deterministic optimal control problems., and . CDC, page 3138-3143. IEEE, (2002)(f, Gamma)-Divergences: Interpolating between f-Divergences and Integral Probability Metrics., , , , and . J. Mach. Learn. Res., (2022)Importance Sampling for Weighted-Serve-the-Longest-Queue., , and . Math. Oper. Res., 34 (3): 642-660 (2009)(f, Γ)-Divergences: Interpolating between f-Divergences and Integral Probability Metrics., , , , and . CoRR, (2020)Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics., , , and . SIAM/ASA J. Uncertain. Quantification, 4 (1): 80-111 (2016)Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling., and . Math. Oper. Res., 32 (3): 723-757 (2007)Rare event simulation for rough energy landscapes., , and . WSC, page 504-515. IEEE, (2011)Function-space regularized Rényi divergences., , , , and . ICLR, OpenReview.net, (2023)