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This is a video about Robust control of a risk-sensitive performance measure

Robust control of a risk-sensitive performance measure

June 25, 2019
ICERM
Presenters: Paul Dupuis

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This is a video about Subsolutions of a Hamilton-Jacobi- Bellman Equation and the Design of Rare Event Simulation Methods

Subsolutions of a Hamilton-Jacobi- Bellman Equation and the Design of Rare Event Simulation Methods

May 8, 2018
IMA
Presenters: Paul Dupuis

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This is a video about Competing sources of variance reduction in parallel replica Monte Carlo, and optimization in the low temperature limit

Competing sources of variance reduction in parallel replica Monte Carlo, and optimization in the low temperature limit

November 16, 2017
IPAM
Presenters: Paul Dupuis

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This is a video about Large Deviations and Variational Representations for Infinite Dimensional Systems: I

Large Deviations and Variational Representations for Infinite Dimensional Systems: I

January 15, 2013
IMA
Presenters: Paul Dupuis

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This is a video about Importance sampling in the neighborhood of a stable equilibrium point

Importance sampling in the neighborhood of a stable equilibrium point

November 28, 2012
ICERM
Presenters: Paul Dupuis

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