Publications

2009

Harold Kushner
            Numerical Methods for Optimal Controls for Nonlinear Stochastic Systems With Delays: Algorithms and Data
            (PDF)

2008

Abdelkader Boucherif
             Nonlocal Problems for Parabolic Inclusions
             (PDF)

Abdelkader Boucherif, Zehour Benbouziane, and Sidi Mohamed Bouguima
             Existence Result for Impulsive Third Order Periodic Boundary Value Problems
             (PDF)

 Hongjie Dong and Dong Li
            Optimal local smoothing and analyticity rate estimates for the generalized Navier-Stokes equations
            Comm. Math. Sci., to appear.
             (PDF)

Hongjie Dong and Dong Li
              Finite time singularities for a class of generalized surface quasi-geostropic equations
              Proc. Amer. Math., 136 (2008), 2555--2563.
              (PDF)

Hongjie Dong and Seick Kim
              Green's matrices of second order elliptic systems with measurable coefficients in two dimensional domains
              Trans. Amer. Math. Soc., to appear.
              (PDF)

Hongjie Dong
              Well-posedness for a transport equation with nonlocal velocity
               J. Funct. Anal, to appear.
               (PDF)

Hongjie Dong and Doyoon Kim
              Parabolic and elliptic systems with VMO coefficients
              Submitted.
              (PDF)

Hongjie Dong and Natas Pavlovic
             Regularity criteria for the dissipative quasi-geostrophic equations in Hölder spaces
             Comm. Math. Phys., to appear.
             (PDF)

Hongjie Dong and Nicolai V. Krylov
             Second-order elliptic and parabolic equations with B(R2, VMO) coefficients
             Submitted.
             (PDF)

Hongjie Dong, Seick Kim and Mikhail Safonov
            On uniqueness of boundary blow-up solutions of a class of nonlinear elliptic equation
            Comm. Partial Differential Equations 33 (2008), no. 2, 177-188.
            (PDF)

Paul Dupuis and Thomas Dean
            The design and analysis of a generalized DPR algorithm for rare event simulation
            (PDF)

Yan Guo and Mahir Hadzic
             Stability in the Stefan problem with surface tension (I)
             (PDF)

Yan Guo and R. Strain
             Decay for soft potentials near Maxwellian
             Arch. Rational Mech. Anal., 187 no. 2, 287-339. (2008)
             (PDF)

Yan Guo and H. Hwang
            Pattern formation (I): The Keller-Segel model
            JDE, accepted.
            (PDF)

Yan Guo and Z. Lin
            Unstable and stable galaxy models
            Commun. Math. Phys., accepted.
            (PDF)

Harold Kushner
            Stochastic Approximation: A Survey
            Brown University, November, 2008
            (PDF)

Bjorn Sandstede, A. Doelman, A. Scheel and G. Schneider
           The dynamics of modulated wave trains
           Memoirs of the American Mathematical Society (accepted)
            (PDF)

Bjorn Sandstede, D. J. B. Lloyd, D. Avitabile and A.R. Champneys
           Localized hexagon patterns of the planar Swift-Hohenberg equation
           SIAM Journal on Applied Dynamical Systems 7 (2008) 1049-1100
           PDF Hexagon movie Ladder movie)

Bjorn Sandstede,  G. Derks, and S. Maad
          Perturbations of embedded eigenvalues for the bilaplacian on a cylinder
          Discrete and Continuous Dynamical Systems A 21 (2008) 801-821
          (PDF)

Bjorn Sandstede and A. Scheel
           Hopf bifurcation from viscous shock waves
           SIAM Journal on Mathematical Analysis 39 (2008) 2033-2052
           (PDF)

B Sandstede and N. Kutz
           Theory of passive harmonic mode-locking using waveguide arrays
           Optics Express 16 (2008) 636-650
           (PDF)

Bjorn Sandstede and A. Scheel
           Relative Morse indices, Fredholm indices, and group velocities
           Discrete and Continuous Dynamical Systems A 20 (2008) 139-158
          (PDF)

Hui Wang and Paul Dupuis 
            Importance Sampling for Jackson Networks
            (PDF)

Hui Wang, Paul Dupuis and Kevin Leder
            Importance Sampling for Weighted-Serve-the-Longest-Queue
           (PDF)

2007

Hongjie Dong and Dapeng Du
             Global well-posedness and a decay estimate for the critical quasi-geostrophic equation
             To appear in Discrete Contin. Dyn. Syst., 2007.
             (PDF)

Hongjie Dong, Sungwon Cho and Seick Kim
             On the fundamental solutions for strongly parabolic systems of second order
             To appear in I.U.M.J., 2007.
             (PDF)

Hongjie Dong and N. Pavlovic
             A regularity criterion for the dissipative quasi-geostrophic equations.
             (PDF)

Amarjit Budhiraja, Paul Dupuis, and Vasileios Maroulasz
            Large Deviations for Stochastic Flows of Diffeomorphisms.
            (PDF)

Paul Dupuis, Kevin Leder, and HuiWang
            Large deviations and importance sampling for a tandem network with slow-down
            (PDF)

Paul Dupuis, Kevin Leder and Hui Wang
            On the Large Deviations Properties of theWeighted-Serve-the-Longest-Queue Policy
            Progress in Probability, accepted.         
            (PDF)

Thomas Dean, and Paul Dupuis
            Splitting for Rare Event Simulation: A Large Deviations Approach to Design and Analysis
             (PDF)

Amarjit Budhiraja, Paul Dupuis, and Vasileios Maroulas (March 2007)
            Large Deviations for Infinite Dimensional Stochastic Dynamical Systems
            (PDF)

Yan Guo and G. Rein
            A non-variational approach to nonlinear stability in stellar dynamics applied to the King model
            Commun. Math. Phys., 271 (2007) 489-509.
            (PDF)

Yan Guo, C. Hallstrom and D. Spirn
            Dynamics near unstable, interfacial fluids
            Commun. Math. Phys., 270 (2007), 635-689.
            (PDF)

Yan Guo and H. Hwang
             Pattern formation (II): The Turing instability
             Proc. AMS, 135 (2007), 2855-2866.
             (PDF)

Henrik Hult and Gennady Samorodnitsky
            Tail probabilities for infinite series of regularly varying random vectors
            (PDF)

Harold J. Kushner
           Numerical Approximations to Optimal Nonlinear Filters
           (PDF)

S. V. Lototsky and B. L. Rozovskii
           Stochastic Partial Differential Equations Driven by Purely Spatial Noise
           Submitted to SIAM Journal on Mathematical Analysis, 2007
           (PDF)

S. V. Lototsky and B. L. Rozovskii
           Stochastic Parabolic Equations of Full Second-Order
           Book chapter in " Topics in Stochastic Analysis and Nonparametric Estimation,"Ed. P.- L. Chow et al., 199-210,
           The IMA Volumes in Mathematics and its Applications, Springer,  2007.
           (PDF)

S. V. Lototsky and B. L. Rozovskii
          A Unified Approach to Stochastic Evolution Equations Using the Skorokhod Integral
          Submitted to Probability Theory and Related Topics, 2007.
          (PDF)

Govind Menon
           Mathematical approaches to dynamic scaling.
           J. Non-Newtonian Fluid Mech., 2007, doi:10.1016/j.jnnfm.2007.01.003
           (PDF)

Govind Menon and R. Pego
            Universality classes in Burgers turbulence.
            Comm. Math. Phys., 2007, doi:10.1007/s00220-007-0251-1.
             (PDF)

Govind Menon and R. Pego
            The scaling attractor and ultimate dynamics for Smoluchowski's coagulation equations.
             J. Nonlinear Sci., 2007, to appear.
             (PDF)

Series 2006

Paul Dupuis and Jim X. Zhang (May 2006)

Explicit Solutions for a Class of Nonlinear PDE that Arise in Allocation Problems
(PDF, 470 kB) (Abstract)

Paul Dupuis, Kevin Leder and Hui Wang (January 2006)

Importance Sampling for Sums of Random Variables with Regularly Varying Tails
(PDF, 173 kB) (Abstract)

Harold J. Kushner (January 2006)

Scheduling and Control of Mobile Communications Networks with Randomly Time Varying Channels by Stability Methods
(PDF, 187 kB) (Abstract)

Series 2005

Paul Dupuis and Hui Wang (August 2005)

Subsolutions of an Isaacs equation and efficient schemes for importance sampling: Examples and Numerics
(PDF, 415 kB) (Abstract)

Paul Dupuis, Devin Sezer and Hui Wang (December 2005)

Dynamic Importance Sampling for Queueing Networks
(PDF, 418 kB) (Abstract)

Paul Dupuis and Hui Wang (August 2005)

Subsolutions of an Isaacs equation and efficient schemes for importance sampling: Convergence analysis
(PDF, 337 kB) (Abstract)

Harold J. Kushner (December 2005)

Numerical Approximations for Non-Zero-Sum Stochastic Differential Games
(PDF, 352 kB)

Harold J. Kushner (December 2005)

Numerical Approximations for Stochastic Systems With Delays in the State and Control
(PDF, 331 kB)

Harold Kushner (July 2005)

Scheduling and Control of Multi-Node Mobile Communications Systems with Randomly-Varying Channels by Stability Methods
(PDF, 220 kB) (Abstract)

Yan Guo, Hyung Ju Hwang (October 2005)

Pattern Formation (II): The Turing Instability
(PDF, 182 kB)

Yan Guo, Hyung Ju Hwang (September 2005)

Pattern Formation (I): The Keller-Segel Model
(PDF, 158 kB)

Harold J. Kushner (July 2005)

Control of Multi-Node Mobile Communications Networks with Time Varying Channels via Stability Methods
(PDF, 248 kB)

Paul Dupuis, Jim (Xiao) Zhang, Philip Whiting (January 2005)

Refined Large Deviation Asymptotics for the Classical Occupancy Problem
(PDF, 233 kB) (Abstract)

Series 2004

Jim X. Zhang, Paul Dupuis (December 2004)

Large Deviation Principle for General Occupancy Models
(PDF, 175 kB) (Abstract)

Robert Buche, Harold J. Kushner (March 2004)

Control of Mobile Communication Systems with Time-Varying Channels via Stability Methods
(PDF, 186 kB) (Abstract)

Harold J. Kushner (August 2004)

Numerical Approximations for Nonlinear Stochastic Systems With Delays
(PDF, 284 kB) (Abstract)

Harold J. Kushner, Philip A. Whiting (February 2003)

Convergence of Proportional-Fair Sharing Algorithms Under General Conditions
(PDF, 283 kB) (Abstract)

Harold J. Kushner (June 2004)

The Gauss-Seidel Numerical Procedure for Markov Stochastic Games
(PDF, 193 kB) (Abstract)

Harold J. Kushner (March 2004)

Extensions of Proportional-Fair Sharing Algorithms for Multi-Access Control of Mobile Communications: Constraints, Finite Queues and Bursty Data Processes
(PDF, 126 kB) (Abstract)

Eitan Altman, Harold J. Kushner (March 2004)

Heavy Traffic Analysis of AIMD Models
(PDF, 208 kB) (Abstract)

Wendell H. Fleming (August 2004)

Optimal Investment Models with Minimum Consumption Criteria
(PDF, 268 kB) (Abstract)

Series 2003

Harold J. Kushner (October 2003)

The Gauss-Seidel Numerical Procedure for Markov Stochastic Games
(PDF, 124 kB) (Abstract)

Eitan Altman, Harold J. Kushner (June 2003)

Heavy Traffic Analysis of AIMD Models
(PDF, 210 kB) (Abstract)

Harold J. Kushner, Philip A. Whiting (June 2003)

Asymptotic Properties of Proportional-Fair Sharing Algorithms: Extensions of the Algorithm
(PDF, 134 kB) (Abstract)

Wendell H. Fleming (June 2003)

Max-Plus Stochastic Processes
(PDF, 274 kB) (Abstract)

Paul Dupuis, Hui Wang (June 2003)

Adaptive Importance Sampling for Uniformly Recurrent Markov Chains
(PDF, 372 kB) (Abstract)

Paul Dupuis, Carl Nuzman, Phil Whiting (June 2003)

Large Deviation Principle for Occupancy Problems with Colored Balls
(PDF, 341 kB) (Abstract)

Harold J. Kushner, Philip A. Whiting (February 2003)

Convergence of Proportional-Fair Sharing Algorithms Under General Conditions
(PDF, 272 kB) (Abstract)

Robert Buche, Harold J. Kushner (February 2003)

Adaptive Optimization of Least Squares Tracking Algorithms: With Applications to Adaptive Antenna Arrays for Randomly Time-Varying Mobile Communications Systems
(PDF, 752 kB) (Abstract)

Robert Buche, Harold J. Kushner (January 2003)

Control of Mobile Communication Systems with Time-Varying Channels via Stability Methods
(PDF, 178 kB) (Abstract)

Series 2002

Paul Dupuis, Hui Wang (October 2002)

Importance Sampling, Large Deviations, and Differential Games
(PDF, 391 kB) (Abstract)

Harold J. Kushner, Philip A. Whiting (May 2002)

Asymptotic Properties of Proportional-Fair Sharing Algorithms
(PDF, 225 kB) (Abstract)

Robert T. Buche, Harold J. Kushner (June 2002)

Adaptively Optimizing the Algorithms for Adaptive Antenna Arrays for Randomly Time-Varying Mobile Communications Systems
(PDF, 830 kB) (Abstract)

Rami Atar, Paul Dupuis, Adam Shwartz (June 2002)

An escape time criterion for queueing networks: Asymptotic risk-sensitive control via differential games
(PDF, 445 kB) (Abstract)

Pavol Brunovsky, Shui-Nee Chow, John Mallet-Paret (May 2002)

Theorems of Hartman-Grobman Type for Singularly Perturbed Vector Fields
(PDF, 439 kB) (Abstract)

Wendell H. Fleming, Jerome L. Stein (May 2002)

Optimal Investment-Consumption Models in International Finance
(PDF, 255 kB) (Abstract)

Wendell H. Fleming, Jerome L. Stein (May 2002)

Stochastic Inter-temporal Optimization in Discrete Time
(PDF, 82 kB) (Abstract)

Wendell H. Fleming, Daniel Hern, ez-Hern, ez (May 2002)

An Optimal Consumption Model with Stochastic Volatility
(PDF, 261 kB) (Abstract)

Wendell H. Fleming (May 2002)

Max-plus Stochastic Control
(PDF, 157 kB) (Abstract)

Wendell H. Fleming (May 2002)

Max-plus Stochastic Processes and Control
(PDF, 286 kB) (Abstract)

Wendell H. Fleming, Jerome L. Stein (May 2002)

Stochastic Optimal Control, International Finance and Debt
(PDF, 168 kB) (Abstract)

Paul Dupuis, Carl Nuzman, Phil Whiting (April 2002)

Large Deviation Asymptotics for Occupancy Problems
(PDF, 481 kB) (Abstract)

John Mallet-Paret, Roger D. Nussbaum (March 2002)

A Basis Theorem for a Class of Max-Plus Eigenproblems
(PDF, 271 kB) (Abstract)

John Mallet-Paret, Roger D. Nussbaum (February 2002)

Eigenvalues for a Class of Homogeneous Cone Maps Arising from Max-Plus Operators
(PDF, 473 kB) (Abstract)

John Mallet-Paret, Roger D. Nussbaum (February 2002)

Boundary Layer Phenomena for Differential-Delay Equations with State Dependent Time Lags: III
(PDF, 449 kB) (Abstract)

Series 2001

Harold J. Kushner (December 2001)

Numerical Approximations for Stochastic Differential Games: The Ergodic Case
(PDF, 341 kB) (Abstract)

John Mallet-Paret (September 2001)

Crystallographic Pinning: Direction Dependent Pinning in Lattice Differential Equations
(Postscript, 915 kB) (PDF, 649 kB) (Abstract)

John Mallet-Paret, Sjoerd Verduyn Lunel (August 2001)

Exponential dichotomies and Wiener-Hopf Factorizations for Mixed-Type Functional Differential Equations
(Postscript, 789 kB) (PDF, 573 kB) (Abstract)

Robert Buche, Harold J. Kushner (August 2001)

Stability and Control of Mobile Communications Systems With Time Varying Channels
(Postscript, 531 kB) (PDF, 311 kB) (Abstract)

Paul Dupuis (August 2001)

Explicit Solution to a Robust Queueing Control Problem
(PDF, 405 kB) (Abstract)

Paul Dupuis, Hui Wang (June 2001)

Optimal Stopping with Random Intervention Times
(Postscript, 251 kB) (PDF, 263 kB) (Abstract)

Paul Dupuis, Hui Wang (June 2001)

On the Convergence from Discrete to Continuous Time in an Optimal Stopping Problem
(Postscript, 354 kB) (PDF, 331 kB) (Abstract)

Amarjit Budhiraja, Paul Dupuis (May 2001)

Large Deviations for the Empirical Measures of Reflecting Brownian Motion and Related Constrained Processes in $I\!\!R_+$
(Postscript, 423 kB) (PDF, 387 kB) (Abstract)

Harold J. Kushner (May 2001)

Numerical Methods for Stochastic Differential Games
(Postscript, 412 kB) (PDF, 379 kB) (Abstract)

Robert Buche, Harold J. Kushner (May 2001)

Control of Mobile Communications with Time Varying Channels in Heavy Traffic
(Postscript, 364 kB) (PDF, 359 kB) (Abstract)

Eitan Altman, Harold J. Kushner (March 2001)

Control of Polling in Presence of Vacations in Heavy Traffic with Applications to Satellite and Mobile Radio Systems
(Postscript, 436 kB) (PDF, 414 kB) (Abstract)

Paul Dupuis, Kavita Ramanan (February 2001)

A Time-Reversed Representation for the Tail Probabilities of Stationary Reflected Brownian Motion
(Postscript, 436 kB) (PDF, 385 kB) (Abstract)

Series 2000

Robert Buche, Harold J. Kushner (September 2000)

Analysis and Control of Mobile Communications with Time Varying Channels in Heavy Traffic
(Postscript, 325 kB) (PDF, 327 kB) (Abstract)

Harold J. Kushner (August 2000)

Stability of single class queueing networks
(Postscript, 256 kB) (PDF, 267 kB) (Abstract)

Paul Dupuis, Kavita Ramanan (July 2000)

An explicit formula for the solution of certain optimal control problems on domains with corners
(Postscript, 278 kB) (PDF, 281 kB) (Abstract)

Rami Atar, Amarjit Budhiraja, Paul Dupuis (June 2000)

On positive recurrence of constrained diffusion processes
(Postscript, 252 kB) (PDF, 263 kB) (Abstract)

Harold J. Kushner (May 2000)

Control problems in telecommunications: the heavy traffic approach
(Postscript, 499 kB) (PDF, 485 kB) (Abstract)

Wendell H. Fleming (April 2000)

Stochastic control models of optimal investment and consumption
(Postscript, 368 kB) (PDF, 328 kB) (Abstract)

Harold J. Kushner (February 2000)

Jump-Diffusions With Controlled Jumps: Existence and Numerical Methods
(Postscript, 208 kB) (PDF, 238 kB) (Abstract)

Amarjit Budhiraja, Harold J. Kushner (January 2000)

Monte Carlo algorithms and asymptotic problems in nonlinear filtering
(Postscript, 274 kB) (PDF, 297 kB) (Abstract)

Series 1999

S. Cordier, E. Grenier, Y. Guo (December 1999)

Two-Stream Instabilities in Plasmas
(Postscript, 205 kB) (PDF, 201 kB) (Abstract)

Amarjit Budhiraja, Paul Dupuis (November 1999)

A Variational Representation for Positive Functionals of Infinite Dimensional Brownian Motion
(Postscript, 255 kB) (PDF, 271 kB) (Abstract)

Amarjit Budhiraja, Harold J. Kushner (November 1999)

Monte Carlo Algorithms and Asymptotic Problems in Nonlinear Filtering
(Postscript, 273 kB) (PDF, 295 kB) (Abstract)

Yan Guo (October 1999)

On the Generalized Antonov's Stability Criterion for Polytropic Steady States
(Postscript, 343 kB) (PDF, 319 kB) (Abstract)

Robert Buche, Harold J. Kushner (August 1999)

Rate of Convergence for Constrained Stochastic Approximation Algorithms
(Postscript, 391 kB) (PDF, 398 kB) (Abstract)

Luis Almeida, Yan Guo (July 1999)

Dynamical Instability of Symmetric Vortices
(Postscript, 138 kB) (PDF, 157 kB) (Abstract)

Eitan Altman, Harold J. Kushner (July 1999)

Control of Polling in Presence of Vacations in Heavy Traffic with Applications to Satellite and Mobile Radio Systems
(Postscript, 398 kB) (PDF, 399 kB) (Abstract)

Paul Dupuis, Kavita Ramanan (May 1999)

A Multiclass Feedback Queueing Network with a Regular Skorokhod Problem
(Postscript, 331 kB) (PDF, 280 kB) (Abstract)

Adam Szpiro, Paul Dupuis (May 1999)

Second Order Numerical Methods for First Order Hamilton-Jacobi Equations
(Postscript, 3.7 MB) (PDF, 1.1 MB) (Abstract)

Yan Guo, Gerhard Rein (March 1999)

Existence and stability of Camm type steady states in galactic dynamics
(Postscript, 226 kB) (PDF, 230 kB) (Abstract)

Rami Atar, Paul Dupuis (February 1999)

Characterization of the Value Function for a Differential Game Formulation of a Queueing Network Optimization Problem
(Postscript, 1.7 MB) (PDF, 278 kB) (Abstract)

Harold J. Kushner, Y. N. Chen (January 1999)

Optimal Control of Assignment of Jobs to Processors Under Heavy Traffic
(Postscript, 438 kB) (PDF, 423 kB) (Abstract)

Series 1998

Amarjit Budhiraja, Harold J. Kushner (November 1998)

Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms
(Postscript, 414 kB) (PDF, 388 kB) (Abstract)

Rami Atar, Paul Dupuis (October 1998)

Large Deviations and Queueing Networks: Methods for Rate Function Identification
(Postscript, 2.4 MB) (PDF, 392 kB) (Abstract)

Wendell H. Fleming (October 1998)

Controlled Markov Processes and Mathematical Finance
(Postscript, 366 kB) (PDF, 337 kB) (Abstract)

Paul Dupuis, Adam Szpiro (October 1998)

Convergence of the Optimal Feedback Policies in a Numerical Method for a Class of Deterministic Optimal Control Problems
(Postscript, 5.0 MB) (PDF, 1.6 MB) (Abstract)

Michelle Boue, Paul Dupuis, Richard S. Ellis (August 1998)

Large Deviations for Small Noise Diffusions with Discontinuous Statistics
(Postscript, 288 kB) (PDF, 262 kB) (Abstract)

Paul Dupuis, Matthew R. James, Ian Petersen (August 1998)

Robust Properties of Risk-Sensitive Control
(Postscript, 189 kB) (PDF, 212 kB) (Abstract)

Dennis Jarvis, Harold J. Kushner (May 1996)

Codes for Optimal Stochastic Control: Documentation and Users Guide
(Postscript, 345 kB) (PDF, 341 kB) (Abstract)

Yan Guo, A. Shadi Tahvildar-Zadeh (June 1998)

Formation of Singularities in Relativistic Fluid Dynamics and in Spherically Symmetric Plasma Dynamics
(Postscript, 184 kB) (PDF, 193 kB) (Abstract)

Yan Guo, Gerhard Rein (June 1998)

Stable Steady States in Stellar Dynamics
(Postscript, 228 kB) (PDF, 232 kB) (Abstract)

Amarjit Budhiraja, Paul Dupuis (June 1998)

Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes
(Postscript, 202 kB) (PDF, 222 kB) (Abstract)

Yan Guo (April 1998)

Variational Method for Stable Polytropic Galaxies
(Postscript, 168 kB) (PDF, 170 kB) (Abstract)

Robert Buche, Harold J. Kushner (April 1998)

Stochastic Approximation and User Adaptation in a Competitive Resource Sharing System
(Postscript, 221 kB) (PDF, 246 kB) (Abstract)

Harold J. Kushner (April 1998)

Numerical Methods for Variance Control, With Applications to Optimization in Finance
(Postscript, 273 kB) (PDF, 282 kB) (Abstract)

Yan Guo, Walter Strauss (March 1998)

Relativistic Unstable Periodic BGK Waves
(Postscript, 367 kB) (PDF, 295 kB) (Abstract)

Yan Guo, Walter Strauss (February 1998)

Unstable Oscillatory-Tail Waves in Collisionless Plasmas
(Postscript, 445 kB) (PDF, 356 kB) (Abstract)

Wendell H. Fleming, Shuenn-Jyi Sheu (February 1998)

Optimal Long Term Growth Rate of Expected Utility of Wealth
(Postscript, 333 kB) (PDF, 309 kB) (Abstract)

Yan Guo (February 1998)

Stable Magnetic Equilibria in a Symmetric Collisionless Plasma
(Postscript, 414 kB) (PDF, 334 kB) (Abstract)

Yan Guo (February 1998)

Smooth Irrotational Flow in the Large to the Euler-Poisson System in R^{3+1}
(Postscript, 237 kB) (PDF, 209 kB) (Abstract)

Eitan Altman, Harold J. Kushner (January 1998)

Admission Control for Combined Guaranteed Performance and Best Effort Communications Systems Under Heavy Traffic
(Postscript, 302 kB) (PDF, 316 kB) (Abstract)

Shui-Nee Chow, John Mallet-Paret, Wenxian Shen (January 1998)

Traveling Waves in Lattice Dynamical Systems
(Postscript, 380 kB) (PDF, 354 kB) (Abstract)

Series 1997

Yan Guo, Walter A. Strauss (January 1998)

Unstable BGK Solitary Waves and Collisionless Shocks
(Postscript, 331 kB) (PDF, 282 kB) (Abstract)

Harold J. Kushner, Amarjit S. Budhiraja (December 1997)

A Nonlinear Filtering Algorithm Based on a Approximation of the Conditional Distribution
(Abstract)

Harold J. Kushner (December 1997)

Existence of Optimal Controls for Variance Control
(Postscript, 193 kB) (PDF, 229 kB) (Abstract)

Rami Atar, Frederi Viens, Ofer Zeitouni (November 1997)

Robustness of Zakai's equation via Feynman-Kac representations
(Postscript, 186 kB) (PDF, 208 kB) (Abstract)

Amarjit Budhiraja, Paul Dupuis (November 1997)

Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes
(Postscript, 241 kB) (PDF, 250 kB) (Abstract)

Philip J. Davis, Igor Najfeld (November 1997)

Equisum Matrices and Their Permanence
(Abstract)

Michelle Boue, Paul Dupuis (October 1997)

Risk-Sensitive and Robust Escape Control for Degenerate Processes>
(Abstract)

Amarjit Budhiraja, Harold J. Kushner (October 1997)

Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval
(Postscript, 363 kB) (PDF, 361 kB) (Abstract)

John Mallet-Paret (August 1997)

The Global Structure of Traveling Waves in Spatially Discrete Dynamical Systems
(Postscript, 512 kB) (PDF, 455 kB) (Abstract)

John Mallet-Paret (August 1997)

The Fredholm Alternative for Functional Differential Equations of Mixed Type
(Postscript, 369 kB) (PDF, 345 kB) (Abstract)

Wendell H. Fleming (August 1997)

Deterministic Nonlinear Filtering
(Postscript, 227 kB) (PDF, 233 kB) (Abstract)

Harold J. Kushner, Ulrich A. W. Tetzlaff (August 1997)

Control and Optimal Control of Assemble to Order Manufacturing Systems Under Heavy Traffic
(Postscript, 388 kB) (PDF, 377 kB) (Abstract)

H. J. Kushner, G. Yin (August 1997)

Random Directions Methods in Stochastic Approximation
(Postscript, 171 kB) (PDF, 216 kB) (Abstract)

Michelle Boue, Paul Dupuis (June 1997)

Markov Chain Approximations for Deterministic Control Problems with Affine Dynamics and Quadratic Cost in the Control
(Postscript, 574 kB) (PDF, 470 kB) (Abstract)

Ian R. Petersen, Matthew R. James, Paul Dupuis (May 1997)

Minimax Optimal Control of Stochastic Uncertain Systems with Relative Entropy Constraints
(Postscript, 254 kB) (PDF, 306 kB) (Abstract)

Amarjit Budhiraja, Harold J. Kushner (March 1997)

Robustness of Nonlinear Filters Over the Infinite Time Interval
(Postscript, 282 kB) (PDF, 289 kB) (Abstract)

Paul Dupuis, Ulf Gren, er, Michael I. Miller (February 1997)

Variational Problems on Flows of Diffeomorphisms for Image Matching
(Postscript, 410 kB) (PDF, 253 kB) (Abstract)

Harold J. Kushner (February 1997)

A Note on Closed Loop Adaptive Noise Cancellation
(Postscript, 132 kB) (PDF, 173 kB) (Abstract)

Harold J. Kushner (January 1997)

Heavy Traffic Analysis of Controlled Multiplexing Systems
(Postscript, 308 kB) (PDF, 309 kB) (Abstract)

Paul Dupuis, Kavita Ramanan (January 1997)

A Skorokhod Problem Formulation and Large Deviation Analysis of a Processor Sharing Model
(Postscript, 224 kB) (PDF, 234 kB) (Abstract)

Series 1996

Harold J. Kushner (November 1996)

Robustness and Convergence of Approximations to Nonlinear Filters for Jump-Diffusions
(Postscript, 317 kB) (PDF, 325 kB) (Abstract)

Paul Dupuis, Kavita Ramanan (January 1997)

Convex Duality and the Skorokhod Problem
(Postscript, 752 kB) (PDF, 641 kB) (Abstract)

John W. Cahn, John Mallet-Paret, Erik S. Van Vleck (July 1996)

Traveling Wave Solutions for Systems of ODE's on a Two-Dimensional Spatial Lattice
(Postscript, 421 kB) (PDF, 369 kB) (Abstract)

John Mallet-Paret (March 1996)

Spatial Patterns, Spatial Chaos, and Traveling Waves in Lattice Differential Equations
(Postscript, 279 kB) (PDF, 257 kB) (Abstract)

Yan Guo (February 1998)

Smooth Irrotational Flow in the Large to the Euler-Poisson System in R^{3+1}
(Postscript, 279 kB) (PDF, 257 kB) (Abstract)

Harold J. Kushner (January 1996)

Numerical Methods for Stochastic Control Problems in Finance
(Postscript, 276 kB) (PDF, 272 kB) (Abstract)

Series 1995

Shui-Nee Chow, John Mallet-Paret, Erik S. Van Vleck (January 1996)

Pattern Formation and Spatial Chaos in Spatially Discrete Evolution Equations
(Postscript, 727 kB) (PDF, 579 kB) (Abstract)

Shui-Nee Chow, John Mallet-Paret, Erik S. Van Vleck (December 1995)

Dynamics of Lattice Differential Equations
(Postscript, 548 kB) (PDF, 350 kB) (Abstract)

W. H. Fleming, D. Hern, ez-Hern, ez (February 1996)

Risk Sensitive Control of Finite State Machines on an Infinite Horizon I
(Postscript, 286 kB) (PDF, 283 kB) (Abstract)

Kavita Ramanan, Paul Dupuis (February 1996)

Large Deviation Properties of Data Streams that Share a Buffer
(Postscript, 587 kB) (PDF, 485 kB) (Abstract)

Michelle Boue, Paul Dupuis (February 1997)

A Variational Representation for Certain Functionals of Brownian Motion
(Postscript, 240 kB) (PDF, 257 kB) (Abstract)

Fabio Camilli (December 1995)

Approximation of Hamilton-Jacobi Equations Arising in Nonlinear Control Problems
(Postscript, 163 kB) (PDF, 198 kB) (Abstract)

Shui-Nee Chow, John Mallet-Paret (December 1995)

Pattern Formation and Spatial Chaos in Lattice Dynamical Systems: II
(Postscript, 100 kB) (PDF, 114 kB) (Abstract)

Shui-Nee Chow, John Mallet-Paret (December 1995)

Pattern Formation and Spatial Chaos in Lattice Dynamical Systems: I
(Postscript, 119 kB) (PDF, 141 kB) (Abstract)

Series 1994

John Mallet-Paret (November 1995)

Stability and Oscillation in Monotone Cyclic Systems of Differential Equations
(Postscript, 144 kB) (PDF, 168 kB) (Abstract)

John Mallet-Paret, George R. Sell (December 1995)

The Poincare-Bendixon Theorem for Monotone Cyclic Feedback Systems with Delay
(Postscript, 395 kB) (PDF, 366 kB) (Abstract)

John Mallet-Paret, George R. Sell (December 1995)

Systems of Differential Delay Equations I: Floquet Multipliers and Discrete Lyapunov Functions
(Postscript, 436 kB) (PDF, 399 kB) (Abstract)

Series 1993

John Mallet-Paret, Roger D. Nussbaum (December 1995)

Boundary Layer Phenomena for Differential-Delay Equations with State Dependent Time Lags: II
(Postscript, 544 kB) (PDF, 492 kB) (Abstract)