Author of the publication

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

Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence., , and . SIAM/ASA J. Uncertain. Quantification, 3 (1): 18-33 (2015)Explicit Solutions for a Class of Nonlinear PDEs that Arise in Allocation Problems., and . SIAM J. Math. Anal., 39 (5): 1627-1667 (2008)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)Second Order Numerical Methods for First Order Hamilton-Jacobi Equations., and . SIAM J. Numerical Analysis, 40 (3): 1136-1183 (2002)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)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)An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games., , and . Math. Oper. Res., 28 (4): 801-835 (2003)Importance sampling for Jackson networks., and . Queueing Syst. Theory Appl., 62 (1-2): 113-157 (2009)