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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)Explicit Solutions for a Class of Nonlinear PDEs that Arise in Allocation Problems., and . SIAM J. Math. Anal., 39 (5): 1627-1667 (2008)Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence., , and . SIAM/ASA J. Uncertain. Quantification, 3 (1): 18-33 (2015)Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes., and . SIAM J. Appl. Math., 59 (5): 1686-1700 (1999)(f, Gamma)-Divergences: Interpolating between f-Divergences and Integral Probability Metrics., , , , and . J. Mach. Learn. Res., (2022)Second Order Numerical Methods for First Order Hamilton-Jacobi Equations., and . SIAM J. Numerical Analysis, 40 (3): 1136-1183 (2002)Convergence of numerical optimal feedback policies for deterministic optimal control problems., and . CDC, page 3138-3143. IEEE, (2002)Rare event simulation in the neighborhood of a rest point., and . WSC, page 564-573. IEEE/ACM, (2014)Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics., , , and . SIAM/ASA J. Uncertain. Quantification, 4 (1): 80-111 (2016)(f, Γ)-Divergences: Interpolating between f-Divergences and Integral Probability Metrics., , , , and . CoRR, (2020)