Concepedia

Michelle Boué

MB

4

Publications

432

Citations

4

H-Index

1998

Active since

Affiliations

Brown University(Current)

University of Massachusetts Amherst

Michelle Boué is an author at Brown University specializing in engineering, stochastic calculus, and large deviations.

Top concepts

EngineeringLarge DeviationsStochastic CalculusNoiseStatisticsProbabilityBrownian MotionComputer VisionProcess ControlComputer Science

Publications per year

1998–2001

4

Publications

4

A variational representation for certain functionals of Brownian motion

Michelle Boué, Paul Dupuis · The Annals of Probability · 1998 · 270 citations · Full text

Large Deviations, Dirichlet Form, -Dimensional Brownian Motion +10

Markov Chain Approximations for Deterministic Control Problems with Affine Dynamics and Quadratic Cost in the Control

Michelle Boué, Paul Dupuis · SIAM Journal on Numerical Analysis · 1999 · 125 citations

Mathematical Programming, Engineering, Dynamic Optimization +11

Large deviations for small noise diffusions with discontinuous statistics

Michelle Boué, Paul Dupuis, Richard S. Ellis · Probability Theory and Related Fields · 2000 · 22 citations · Full text

Large Deviations, Engineering, Diffusion Process +4

Risk-Sensitive and Robust Escape Control for Degenerate Diffusion Processes

Michelle Boué, Paul Dupuis · Mathematics of Control Signals and Systems · 2001 · 15 citations

Robust Escape Control, Diffusion Process, Stochastic Calculus +3

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