Peter W. Glynn

261 papers A* 12A 3B 7Misc 69Journal 148Unranked 18
YearRankTypeTitle / Venue / Authors
2026 J jnl
A Single-Sample Polylogarithmic Regret Bound for Nonstationary Online Linear Programming.
CoRR
Haoran Xu, Owen Shen, Peter W. Glynn, Yinyu Ye, Patrick Jaillet
2026 J jnl
A Two-Layer Framework for Joint Online Configuration Selection and Admission Control.
CoRR
Owen Shen, Haoran Xu, Yinyu Ye, Peter W. Glynn, Patrick Jaillet
2026 J jnl
Deep learning for Markov chains: Lyapunov functions, Poisson's equation, and stationary distributions.
Queueing Syst. Theory Appl.
Yanlin Qu, Jose H. Blanchet, Peter W. Glynn
2026 J jnl
Minimax Optimal Estimation of Stability Under Distribution Shift.
Oper. Res.
Hongseok Namkoong, Yuanzhe Ma, Peter W. Glynn
2026 J jnl
On Recurrence of the Infinite Server Queue.
Queueing Syst. Theory Appl.
Sergey Foss, Peter W. Glynn
2026 J jnl
On convergence of general truncation-augmentation schemes for approximating stationary distributions of Markov chains.
Oper. Res. Lett.
Alex Infanger, Peter W. Glynn, Yuanyuan Liu
2025 J jnl
A Regeneration-based a Posteriori Error Bound for a Markov Chain Stationary Distribution Truncation Algorithm.
CoRR
Peter W. Glynn, Zeyu Zheng
2025 J jnl
Controllable Coupled Image Generation via Diffusion Models.
CoRR
Chenfei Yuan, Nanshan Jia, Hangqi Li, Peter W. Glynn, Zeyu Zheng
2025 J jnl
Deep Learning for Markov Chains: Lyapunov Functions, Poisson's Equation, and Stationary Distributions.
CoRR
Yanlin Qu, Jose H. Blanchet, Peter W. Glynn
2025 J jnl
Technical Note-Stability of a Queue Fed by Scheduled Traffic at Critical Loading.
Oper. Res.
Victor F. Araman, Peter W. Glynn
2025 J jnl
The Fragility of Optimized Bandit Algorithms.
Oper. Res.
Lin Fan, Peter W. Glynn
2025 A* conf
Tightening Causal Bounds via Covariate-Aware Optimal Transport.
ICML
Sirui Lin, Zijun Gao, Jose H. Blanchet, Peter W. Glynn
2024 J jnl
A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson's Equation.
CoRR
Saied Mahdian, Peter W. Glynn, Yuanyuan Liu
2024 J jnl
A posteriori error bounds for truncated Markov chain linear systems arising from first transition analysis.
Oper. Res. Lett.
Alex Infanger, Peter W. Glynn
2024 A* conf
An Efficient High-dimensional Gradient Estimator for Stochastic Differential Equations.
NeurIPS
Shengbo Wang, Jose H. Blanchet, Peter W. Glynn
2024 A* conf
Deep Learning for Computing Convergence Rates of Markov Chains.
NeurIPS
Yanlin Qu, Jose H. Blanchet, Peter W. Glynn
2024 J jnl
Deep Learning for Computing Convergence Rates of Markov Chains.
CoRR
Yanlin Qu, Jose H. Blanchet, Peter W. Glynn
2024 J jnl
Online Linear Programming with Batching.
CoRR
Haoran Xu, Peter W. Glynn, Yinyu Ye
2024 A* conf
Optimal Sample Complexity for Average Reward Markov Decision Processes.
ICLR
Shengbo Wang, José H. Blanchet, Peter W. Glynn
2024 J jnl
Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation.
ACM Trans. Model. Comput. Simul.
Ziwei Su, Raghu Pasupathy, Yingchieh Yeh, Peter W. Glynn
2024 J jnl
Probabilistic Contraction Analysis of Iterated Random Operators.
IEEE Trans. Autom. Control.
Abhishek Gupta, Rahul Jain, Peter W. Glynn
2024 Misc conf
Using Cosimla Within Policy Iteration for Mdps with Large State Spaces.
WSC
Yifu Tang, Peter W. Glynn, Zeyu Zheng
2024 J jnl
When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones?
CoRR
Guanyang Wang, Jose H. Blanchet, Peter W. Glynn
2023 Misc conf
Cosimla with General Regeneration Set to Compute Markov Chain Stationary Expectations.
WSC
Peter W. Glynn, Zeyu Zheng
2023 J jnl
Gaussian limits for scheduled traffic with super-heavy tailed perturbations.
Queueing Syst. Theory Appl.
Victor F. Araman, Peter W. Glynn
2023 J jnl
Lyapunov Conditions for Differentiability of Markov Chain Expectations.
Math. Oper. Res.
Chang-Han Rhee, Peter W. Glynn
2023 J jnl
On the Maximization of Long-Run Reward CVaR for Markov Decision Processes.
CoRR
Li Xia, Zhihui Yu, Peter W. Glynn
2023 J jnl
Optimal Sample Complexity for Average Reward Markov Decision Processes.
CoRR
Shengbo Wang, Jose H. Blanchet, Peter W. Glynn
2023 J jnl
Optimal Sample Complexity of Reinforcement Learning for Uniformly Ergodic Discounted Markov Decision Processes.
CoRR
Shengbo Wang, Jose H. Blanchet, Peter W. Glynn
2023 J jnl
Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation.
CoRR
Ziwei Su, Raghu Pasupathy, Yingchieh Yeh, Peter W. Glynn
2023 J jnl
Simulation-Based Prediction.
Oper. Res.
Eunji Lim, Peter W. Glynn
2022 J jnl
A New Truncation Algorithm for Markov Chain Equilibrium Distributions with Computable Error Bounds.
CoRR
Alex Infanger, Peter W. Glynn
2022 Misc conf
Combining Numerical Linear Algebra with Simulation to Compute Stationary Distributions.
WSC
Zeyu Zheng, Alex Infanger, Peter W. Glynn
2022 J jnl
Distributed Stochastic Optimization with Large Delays.
Math. Oper. Res.
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Peter W. Glynn, Yinyu Ye
2022 J jnl
Minimax Optimal Estimation of Stability Under Distribution Shift.
CoRR
Hongseok Namkoong, Yuanzhe Ma, Peter W. Glynn
2022 J jnl
On Convergence of General Truncation-Augmentation Schemes for Approximating Stationary Distributions of Markov Chains.
CoRR
Alex Infanger, Peter W. Glynn, Yuanyuan Liu
2022 J jnl
On Convergence of a Truncation Scheme for Approximating Stationary Distributions of Continuous State Space Markov Chains and Processes.
CoRR
Alex Infanger, Peter W. Glynn
2022 J jnl
On a single server queue fed by scheduled traffic with Pareto perturbations.
Queueing Syst. Theory Appl.
Victor F. Araman, Hong Chen, Peter W. Glynn, Li Xia
2022 J jnl
Queueing theory: past, present, and future.
Queueing Syst. Theory Appl.
Peter W. Glynn
2022 J jnl
Risk-Sensitive Markov Decision Processes with Long-Run CVaR Criterion.
CoRR
Li Xia, Peter W. Glynn
2022 J jnl
Surgical Scheduling via Optimization and Machine Learning with Long-Tailed Data.
CoRR
Yuan Shi, Saied Mahdian, Jose H. Blanchet, Peter W. Glynn, Andrew Young Shin, David Scheinker
2022 J jnl
The Design and Implementation of a Broadly Applicable Algorithm for Optimizing Intra-Day Surgical Scheduling.
CoRR
Jin Xie, Teng Zhang, Jose H. Blanchet, Peter W. Glynn, Matthew Randolph, David Scheinker
2022 J jnl
The Typical Behavior of Bandit Algorithms.
CoRR
Lin Fan, Peter W. Glynn
2021 J jnl
Computing Sensitivities for Distortion Risk Measures.
INFORMS J. Comput.
Peter W. Glynn, Yijie Peng, Michael C. Fu, Jian-Qiang Hu
2021 J jnl
Diffusion Approximations for Thompson Sampling.
CoRR
Lin Fan, Peter W. Glynn
2021 J jnl
Distributed stochastic optimization with large delays.
CoRR
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Peter W. Glynn, Yinyu Ye
2021 Misc conf
Efficient Computation for Stratified Splitting.
WSC
Peter W. Glynn, Zeyu Zheng
2021 A conf
Finite-Sample Regret Bound for Distributionally Robust Offline Tabular Reinforcement Learning.
AISTATS
Zhengqing Zhou, Qinxun Bai, Zhengyuan Zhou, Linhai Qiu, Jose H. Blanchet, Peter W. Glynn
2021 A* conf
Modified Frank Wolfe in Probability Space.
NeurIPS
Carson Kent, Jiajin Li, José H. Blanchet, Peter W. Glynn
2021 J jnl
On Incorporating Forecasts into Linear State Space Model Markov Decision Processes.
CoRR
Jacques de Chalendar, Peter W. Glynn
2021 J jnl
Robust Power Management via Learning and Game Design.
Oper. Res.
Zhengyuan Zhou, Panayotis Mertikopoulos, Aris L. Moustakas, Nicholas Bambos, Peter W. Glynn
2021 J jnl
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach.
Math. Oper. Res.
John C. Duchi, Peter W. Glynn, Hongseok Namkoong
2021 J jnl
Technical Note - Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates.
Oper. Res.
Zeyu Zheng, Harsha Honnappa, Peter W. Glynn
2021 J jnl
The Fragility of Optimized Bandit Algorithms.
CoRR
Lin Fan, Peter W. Glynn
2020 Misc conf
A Class of Optimal Transport Regularized Formulations with Applications to Wasserstein GANs.
WSC
Saied Mahdian, Jose H. Blanchet, Peter W. Glynn
2020 A* conf
Adaptive Experimental Design with Temporal Interference: A Maximum Likelihood Approach.
NeurIPS
Peter W. Glynn, Ramesh Johari, Mohammad Rasouli
2020 Misc conf
Comparing Regenerative-Simulation-Based Estimators of the Distribution of the Hitting Time to a Rarely Visited Set.
WSC
Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin
2020 Misc conf
Joint Resource Allocation for Input Data Collection and Simulation.
WSC
Jingxu Xu, Zeyu Zheng, Peter W. Glynn
2020 J jnl
On the Convergence of Mirror Descent beyond Stochastic Convex Programming.
SIAM J. Optim.
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Stephen P. Boyd, Peter W. Glynn
2020 B conf
Optimal $δ$-Correct Best-Arm Selection for Heavy-Tailed Distributions.
ALT
Shubhada Agrawal, Sandeep Juneja, Peter W. Glynn
2020 J jnl
Sequential Batch Learning in Finite-Action Linear Contextual Bandits.
CoRR
Yanjun Han, Zhengqing Zhou, Zhengyuan Zhou, Jose H. Blanchet, Peter W. Glynn, Yinyu Ye
2020 J jnl
Technical Note - Central Limit Theorems for Estimated Functions at Estimated Points.
Oper. Res.
Peter W. Glynn, Lin Fan, Michael C. Fu, Jian-Qiang Hu, Yijie Peng
2019 J jnl
Dynamic Credit-Collections Optimization.
Manag. Sci.
Naveed Chehrazi, Peter W. Glynn, Thomas A. Weber
2019 Misc conf
Estimation and Inference for Non-Stationary Arrival Models with a Linear Trend.
WSC
Peter W. Glynn, Zeyu Zheng
2019 — conf
Experimental Investigation of a Capacity-Based Demand Response Mechanism for District-Scale Applications.
HICSS
Jacques de Chalendar, Peter W. Glynn, Sally Benson
2019 A* conf
Multivariate Distributionally Robust Convex Regression under Absolute Error Loss.
NeurIPS
Jose H. Blanchet, Peter W. Glynn, Jun Yan, Zhengqing Zhou
2019 J jnl
On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process.
Queueing Syst. Theory Appl.
Peter W. Glynn, Rob J. Wang
2019 J jnl
Optimal Transport Relaxations with Application to Wasserstein GANs.
CoRR
Saied Mahdian, Jose H. Blanchet, Peter W. Glynn
2019 J jnl
Optimal best arm selection for general distributions.
CoRR
Shubhada Agrawal, Sandeep Juneja, Peter W. Glynn
2019 A* conf
Probability Functional Descent: A Unifying Perspective on GANs, Variational Inference, and Reinforcement Learning.
ICML
Casey Chu, Jose H. Blanchet, Peter W. Glynn
2019 J jnl
Probability Functional Descent: A Unifying Perspective on GANs, Variational Inference, and Reinforcement Learning.
CoRR
Casey Chu, Jose H. Blanchet, Peter W. Glynn
2019 Misc conf
The Asymptotic Validity of Sequential Stopping Rules for Confidence Interval Construction Using Standardized Time Series.
WSC
Jing Dong, Peter W. Glynn
2019 J jnl
The stochastic counterpart of conservation laws with heterogeneous conductivity fields: Application to deterministic problems and uncertainty quantification.
J. Comput. Phys. X
Amir H. Delgoshaie, Peter W. Glynn, Patrick Jenny, Hamdi A. Tchelepi
2018 J jnl
A Fixed Point Theorem for Iterative Random Contraction Operators over Banach Spaces.
CoRR
Abhishek K. Gupta, Rahul Jain, Peter W. Glynn
2018 J jnl
A c/μ-Rule for Service Resource Allocation in Group-Server Queues.
CoRR
Li Xia, Zhe George Zhang, Quan-Lin Li, Peter W. Glynn
2018 — conf
An Accelerated Approach to Safely and Efficiently Test Pre-Production Autonomous Vehicles on Public Streets.
ITSC
Mansur Arief, Peter W. Glynn, Ding Zhao
2018 J jnl
An Accelerated Approach to Safely and Efficiently Test Pre-produced Autonomous Vehicles on Public Streets.
CoRR
Mansur Arief, Peter W. Glynn, Ding Zhao
2018 Misc conf
Constructing simulation output Intervals under input uncertainty via Data sectioning.
WSC
Peter W. Glynn, Henry Lam
2018 J jnl
Deterministic and Stochastic Wireless Network Games: Equilibrium, Dynamics, and Price of Anarchy.
Oper. Res.
Zhengyuan Zhou, Nicholas Bambos, Peter W. Glynn
2018 A* conf
Distributed Asynchronous Optimization with Unbounded Delays: How Slow Can You Go?
ICML
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Peter W. Glynn, Yinyu Ye, Li-Jia Li, Li Fei-Fei
2018 A* conf
Learning in Games with Lossy Feedback.
NeurIPS
Zhengyuan Zhou, Panayotis Mertikopoulos, Susan Athey, Nicholas Bambos, Peter W. Glynn, Yinyu Ye
2018 J jnl
On Sampling Rates in Simulation-Based Recursions.
SIAM J. Optim.
Raghu Pasupathy, Peter W. Glynn, Soumyadip Ghosh, Fatemeh Sadat Hashemi
2018 J jnl
On the rate of convergence to equilibrium for reflected Brownian motion.
Queueing Syst. Theory Appl.
Peter W. Glynn, Rob J. Wang
2018 Misc conf
Using Regenerative simulation to Calibrate exponential Approximations to Risk Measures of Hitting times to rarely Visited Sets.
WSC
Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin
2017 J jnl
An equilibrium analysis of a discrete-time Markovian queue with endogenous abandonments.
Queueing Syst. Theory Appl.
Baris Ata, Peter W. Glynn, Xiaoshan Peng
2017 — conf
Countering Feedback Delays in Multi-Agent Learning.
NIPS
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Peter W. Glynn, Claire J. Tomlin
2017 Misc conf
Fitting continuous piecewise linear poisson intensities via maximum likelihood and least squares.
WSC
Zeyu Zheng, Peter W. Glynn
2017 J jnl
Improving predictions of pediatric surgical durations with supervised learning.
Int. J. Data Sci. Anal.
Neal Master, Zhengyuan Zhou, Daniel Miller, David Scheinker, Nicholas Bambos, Peter W. Glynn
2017 J jnl
Mirror descent in non-convex stochastic programming.
CoRR
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Stephen P. Boyd, Peter W. Glynn
2017 — conf
Mirror descent learning in continuous games.
CDC
Zhengyuan Zhou, Panayotis Mertikopoulos, Aris L. Moustakas, Nicholas Bambos, Peter W. Glynn
2017 J jnl
On preemptive-repeat LIFO queues.
Queueing Syst. Theory Appl.
Søren Asmussen, Peter W. Glynn
2017 Misc conf
On the asymptotic analysis of quantile sensitivity estimation by Monte Carlo simulation.
WSC
Yijie Peng, Michael C. Fu, Peter W. Glynn, Jianqiang Hu
2017 Misc conf
On the estimation of the mean time to failure by simulation.
WSC
Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin
2017 B conf
Stable Power Control in Wireless Networks via Dual Averaging.
GLOBECOM
Zhengyuan Zhou, Panayotis Mertikopoulos, Aris L. Moustakas, Saied Mehdian, Nicholas Bambos, Peter W. Glynn
2017 — conf
Stochastic Mirror Descent in Variationally Coherent Optimization Problems.
NIPS
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Stephen P. Boyd, Peter W. Glynn
2016 J jnl
A Generalized Fundamental Matrix for Computing Fundamental Quantities of Markov Systems.
CoRR
Li Xia, Peter W. Glynn
2016 B conf
A Stochastic Stability Characterization of the Foschini-Miljanic Algorithm in Random Wireless Networks.
GLOBECOM
Zhengyuan Zhou, Daniel Miller, Nicholas Bambos, Peter W. Glynn
2016 J jnl
Computing Bayesian Means Using Simulation.
ACM Trans. Model. Comput. Simul.
Sigrún Andradóttir, Peter W. Glynn
2016 B conf
Detecting Inaccurate Predictions of Pediatric Surgical Durations.
DSAA
Zhengyuan Zhou, Daniel Miller, Neal Master, David Scheinker, Nicholas Bambos, Peter W. Glynn
2016 — conf
Dynamics on Linear Influence Network Games Under Stochastic Environments.
GameSec
Zhengyuan Zhou, Nicholas Bambos, Peter W. Glynn
2016 Misc conf
Exact simulation vs exact estimation.
WSC
Peter W. Glynn
2016 Misc conf
Extensions of the regenerative method to new functionals.
WSC
Zeyu Zheng, Peter W. Glynn
2016 J jnl
Likelihood robust optimization for data-driven problems.
Comput. Manag. Sci.
Zizhuo Wang, Peter W. Glynn, Yinyu Ye
2016 J jnl
On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods.
ACM Trans. Model. Comput. Simul.
Rob J. Wang, Peter W. Glynn
2016 — conf
Repeated games for power control in wireless communications: Equilibrium and regret.
CDC
Zhengyuan Zhou, Peter W. Glynn, Nicholas Bambos
2015 J jnl
Affine Point Processes: Approximation and Efficient Simulation.
Math. Oper. Res.
Xiaowei Zhang, Jose H. Blanchet, Kay Giesecke, Peter W. Glynn
2015 — conf
An empirical algorithm for relative value iteration for average-cost MDPs.
CDC
Abhishek Gupta, Rahul Jain, Peter W. Glynn
2015 J jnl
Guest Editors' Introduction to Special Issue Honoring Donald L. Iglehart.
ACM Trans. Model. Comput. Simul.
Peter W. Glynn, Peter J. Haas
2015 J jnl
On Transience and Recurrence in Irreducible Finite-State Stochastic Systems.
ACM Trans. Model. Comput. Simul.
Peter W. Glynn, Peter J. Haas
2015 J jnl
Unbiased Estimation with Square Root Convergence for SDE Models.
Oper. Res.
Chang-Han Rhee, Peter W. Glynn
2015 Misc conf
Unbiased Monte Carlo for optimization and functions of expectations via multi-level randomization.
WSC
Jose H. Blanchet, Peter W. Glynn
2015 Misc conf
Unbiased monte carlo computation of smooth functions of expectations via Taylor expansions.
WSC
Jose H. Blanchet, Nan Chen, Peter W. Glynn
2014 J jnl
Exact estimation for Markov chain equilibrium expectations.
J. Appl. Probab.
Peter W. Glynn, Chang-Han Rhee
2014 Misc conf
Measuring the initial transient: reflected brownian motion.
WSC
Rob J. Wang, Peter W. Glynn
2013 J jnl
Asymptotic Simulation Efficiency Based on Large Deviations.
ACM Trans. Model. Comput. Simul.
Peter W. Glynn, Sandeep Juneja
2013 J jnl
Exact Simulation of Non-stationary Reflected Brownian Motion.
CoRR
Mohammad Mousavi, Peter W. Glynn
2013 J jnl
Large deviations for the empirical mean of an M/M/1 queue.
Queueing Syst. Theory Appl.
Jose H. Blanchet, Peter W. Glynn, Sean P. Meyn
2013 J jnl
Limit Theorems for Simulation-Based Optimization via Random Search.
ACM Trans. Model. Comput. Simul.
Yen Lin Chia, Peter W. Glynn
2013 J jnl
On the Dynamics of Semimartingales with Two Reflecting Barriers.
J. Appl. Probab.
Mats Pihlsgård, Peter W. Glynn
2013 J jnl
On the convergence of the spectrum of finite order approximations of stationary time series.
J. Multivar. Anal.
Syamantak Datta Gupta, Ravi R. Mazumdar, Peter W. Glynn
2013 J jnl
Shape-constrained Estimation of Value Functions.
CoRR
Mohammad Mousavi, Peter W. Glynn
2013 J jnl
Simulation-based confidence bounds for two-stage stochastic programs.
Math. Program.
Peter W. Glynn, Gerd Infanger
2013 J jnl
Zero-Variance Importance Sampling Estimators for Markov Process Expectations.
Math. Oper. Res.
Hernan P. Awad, Peter W. Glynn, Reuven Y. Rubinstein
2012 Misc conf
A new approach to unbiased estimation for SDE's.
WSC
Chang-Han Rhee, Peter W. Glynn
2012 Misc conf
A new approach to unbiased estimation for SDE's.
WSC
Chang-Han Rhee, Peter W. Glynn
2012 J jnl
Consistency of Multidimensional Convex Regression.
Oper. Res.
Eunji Lim, Peter W. Glynn
2012 — conf
Empirical Analysis of a Stochastic Approximation Approach for Computing Quasi-stationary Distributions.
EVOLVE
Jose H. Blanchet, Peter W. Glynn, Shuheng Zheng
2012 J jnl
Fractional Brownian Motion with
J. Appl. Probab.
Victor F. Araman, Peter W. Glynn
2012 J jnl
On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling.
ACM Trans. Model. Comput. Simul.
Jose H. Blanchet, Peter W. Glynn, Kevin Leder
2012 Misc conf
On simulation of non-Markovian stochastic Petri nets with heavy-tailed firing times.
WSC
Peter W. Glynn, Peter J. Haas
2011 J jnl
A Complementarity Framework for Forward Contracting Under Uncertainty.
Oper. Res.
Uday V. Shanbhag, Gerd Infanger, Peter W. Glynn
2011 Misc conf
Brownian bridge hypothesis testing for the initial transient problem.
WSC
Peter W. Glynn, Eunji Lim
2011 — conf
On the asymptotic behavior of the spectral density of autoregressive estimates.
Allerton
Syamantak Datta Gupta, Ravi R. Mazumdar, Peter W. Glynn
2011 J jnl
On the dynamics of a finite buffer queue conditioned on the amount of loss.
Queueing Syst. Theory Appl.
Xiaowei Zhang, Peter W. Glynn
2011 Misc conf
Ordinal optimization: a nonparametric framework.
WSC
Peter W. Glynn, Sandeep Juneja
2011 J jnl
Uniform approximations for the M/G/1 queue with subexponential processing times.
Queueing Syst. Theory Appl.
Mariana Olvera-Cravioto, Peter W. Glynn
2011 J jnl
Wide-sense regeneration for Harris recurrent Markov processes: an open problem.
Queueing Syst. Theory Appl.
Peter W. Glynn
2010 Misc conf
A regenerative bootstrap approach to estimating the initial transient.
WSC
Peter W. Glynn, Xiaowei Zhang
2010 J jnl
Asymptotic robustness of estimators in rare-event simulation.
ACM Trans. Model. Comput. Simul.
Pierre L'Ecuyer, Jose H. Blanchet, Bruno Tuffin, Peter W. Glynn
2009 Misc conf
Efficient Rare Event Simulation of Continuous Time Markovian Perpetuities.
WSC
Jose H. Blanchet, Peter W. Glynn
2009 Misc conf
New Estimators for Parallel Steady-state Simulations.
WSC
Minghua Hsieh, Peter W. Glynn
2009 Misc conf
Rare Event Simulation for a Generalized Hawkes Process.
WSC
Xiaowei Zhang, Peter W. Glynn, Kay Giesecke, Jose H. Blanchet
2009 J jnl
Rare event simulation for a slotted time
Queueing Syst. Theory Appl.
Jose H. Blanchet, Peter W. Glynn, Henry Lam
2009 — ch.
Robustness Properties and Confidence Interval Reliability Issues.
Rare Event Simulation using Monte Carlo Methods
Peter W. Glynn, Gerardo Rubino, Bruno Tuffin
2009 Misc conf
Simulation-based Computation of the Workload Correlation Function in a Lévy-driven Queue.
WSC
Peter W. Glynn, Michel Mandjes
2008 Misc conf
A large deviations view of asymptotic efficiency for simulation estimators.
WSC
Peter W. Glynn, Sandeep Juneja
2008 — conf
Linear Programming, Lyapunov Functions, and Performance Analysis.
QEST
Peter W. Glynn
2008 Misc conf
Monte carlo simulation of diffusions.
WSC
Peter W. Glynn
2008 J jnl
Performance evaluation methodologies and tools.
Perform. Evaluation
Bruno Tuffin, Peter W. Glynn
2007 Misc conf
Efficient suboptimal rare-event simulation.
WSC
Xiaowei Zhang, Jose H. Blanchet, Peter W. Glynn
2007 J jnl
Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed G/G/1 queue.
Queueing Syst. Theory Appl.
Jose H. Blanchet, Peter W. Glynn, Jingchen Liu
2007 J jnl
On the theoretical comparison of low-bias steady-state estimators.
ACM Trans. Model. Comput. Simul.
Hernan P. Awad, Peter W. Glynn
2007 J jnl
Perwez Shahabuddin, 1962-2005: A professional appreciation.
ACM Trans. Model. Comput. Simul.
Sigrún Andradóttir, Paul Glasserman, Peter W. Glynn, Philip Heidelberger, Sandeep Juneja
2007 — ed.
Proceedings of the 2nd International Conference on Performance Evaluation Methodolgies and Tools, VALUETOOLS 2007, Nantes, France, October 22-27, 2007
VALUETOOLS
Peter W. Glynn
2007 Misc conf
Stochastic approximation for Monte Carlo optimization (1986).
WSC
Peter W. Glynn
2007 — book
Stochastic simulation - algorithms and analysis.
Søren Asmussen, Peter W. Glynn
2007 — conf
Three results on the PageRank vector: eigenstructure, sensitivity, and the derivative.
Web Information Retrieval and Linear Algebra Algorithms
David F. Gleich, Peter W. Glynn, Gene H. Golub, Chen Greif
2007 Misc conf
Varaince reduction in mean time to failure simulations (1988).
WSC
Perwez Shahabuddin, Victor F. Nicola, Philip Heidelberger, Ambuj Goyal, Peter W. Glynn
2006 J jnl
A Nonparametric Approach to Multiproduct Pricing.
Oper. Res.
Paat Rusmevichientong, Benjamin Van Roy, Peter W. Glynn
2006 J jnl
Capacity of Finite State Channels Based on Lyapunov Exponents of Random Matrices.
IEEE Trans. Inf. Theory
Tim Holliday, Andrea J. Goldsmith, Peter W. Glynn
2006 — ch.
Chapter 16 Simulation Algorithms for Regenerative Processes.
Simulation
Peter W. Glynn
2006 Misc conf
On an initial transient deletion rule with rigorous theoretical support.
WSC
Hernan P. Awad, Peter W. Glynn
2006 Misc conf
Simulation-based response surface computation in the presence of monotonicity.
WSC
Eunji Lim, Peter W. Glynn
2006 — conf
State-dependent importance sampling and large deviations.
VALUETOOLS
Jose H. Blanchet, Jingchen Liu, Peter W. Glynn
2006 — conf
Strongly efficient estimators for light-tailed sums.
VALUETOOLS
Jose H. Blanchet, Peter W. Glynn
2006 J jnl
The semi-regenerative method of simulation output analysis.
ACM Trans. Model. Comput. Simul.
James M. Calvin, Peter W. Glynn, Marvin K. Nakayama
2005 J jnl
A Diffusion Approximation for a GI/GI/1 Queue with Balking or Reneging.
Queueing Syst. Theory Appl.
Amy R. Ward, Peter W. Glynn
2005 Misc conf
Initial transient problem for steady-state output analysis.
WSC
Peter W. Glynn
2005 J jnl
Introduction to Special Issue on Stochastic Networks.
Queueing Syst. Theory Appl.
Peter W. Glynn
2005 — conf
Shannon Meets Lyapunov: Connections between Information Theory and Dynamical Systems.
CDC/ECC
Tim Holliday, Peter W. Glynn, Andrea Goldsmith
2004 Misc conf
A Large Deviations Perspective on Ordinal Optimization.
WSC
Peter W. Glynn, Sandeep Juneja
2004 B conf
Distributed power and admission control for time varying wireless networks.
GLOBECOM
Tim Holliday, Andrea Goldsmith, Peter W. Glynn, Nick Bambos
2004 B conf
Distributed power and admission control for time-varying wireless networks.
ISIT
Tim Holliday, Andrea Goldsmith, Nick Bambos, Peter W. Glynn
2004 J jnl
Dynamic modeling of the tradeoff between productivity and safety in critical engineering systems.
Reliab. Eng. Syst. Saf.
Michelle M. Cowing, Marie-Elisabeth Paté-Cornell, Peter W. Glynn
2004 J jnl
Empirical performance of bias-reducing estimators for regenerative steady-state simulations.
ACM Trans. Model. Comput. Simul.
Minghua Hsieh, Donald L. Iglehart, Peter W. Glynn
2004 J jnl
Limit Theory for Taboo-Regenerative Processes.
Queueing Syst. Theory Appl.
Peter W. Glynn, Hermann Thorisson
2004 J jnl
Managing power consumption in networks on chips.
IEEE Trans. Very Large Scale Integr. Syst.
Tajana Simunic, Stephen P. Boyd, Peter W. Glynn
2004 J jnl
The Mean Number-in-System Vector Range for Multiclass Queueing Networks.
Math. Oper. Res.
B. Curtis Eaves, Peter W. Glynn, Uriel G. Rothblum
2003 J jnl
A Diffusion Approximation for a Markovian Queue with Reneging.
Queueing Syst. Theory Appl.
Amy R. Ward, Peter W. Glynn
2003 J jnl
Computing the distribution function of a conditional expectation via monte carlo: Discrete conditioning spaces.
ACM Trans. Model. Comput. Simul.
Shing-Hoi Lee, Peter W. Glynn
2003 J jnl
Interaction Value Analysis: When Structured Communication Benefits Organizations.
Organ. Sci.
Walid F. Nasrallah, Raymond E. Levitt, Peter W. Glynn
2003 J jnl
Nonexistence of a class of variate generation schemes.
Oper. Res. Lett.
Shane G. Henderson, Peter W. Glynn
2003 J jnl
Properties of the Reflected Ornstein-Uhlenbeck Process.
Queueing Syst. Theory Appl.
Amy R. Ward, Peter W. Glynn
2002 J jnl
Additional Perspectives on Simulation for Optimization.
INFORMS J. Comput.
Peter W. Glynn
2002 J jnl
Approximating Martingales for Variance Reduction in Markov Process Simulation.
Math. Oper. Res.
Shane G. Henderson, Peter W. Glynn
2002 Misc conf
Difficult queuing simulation problems: rare-event simulation for infinite server queues.
WSC
Roberto Szechtman, Peter W. Glynn
2002 J jnl
Kernel-based reinforcement learning in average-cost problems.
IEEE Trans. Autom. Control.
Dirk Ormoneit, Peter W. Glynn
2002 J jnl
Managing Capacity and Inventory Jointly in Manufacturing Systems.
Manag. Sci.
James R. Bradley, Peter W. Glynn
2002 J jnl
On the validity of long-run estimation methods for discrete-event systems.
SIGMETRICS Perform. Evaluation Rev.
Peter J. Haas, Peter W. Glynn
2002 B conf
Optimal link adaptation in wideband CDMA systems.
GLOBECOM
Tim Holliday, Andrea Goldsmith, Peter W. Glynn
2002 Misc conf
Recent advances in simulation optimization: confidence regions for stochastic approximation algorithms.
WSC
Minghua Hsieh, Peter W. Glynn
2002 — conf
Wireless link adaptation policies: QoS for deadline constrained traffic with imperfect channel estimates.
ICC
Tim Holliday, Andrea J. Goldsmith, Peter W. Glynn
2001 J jnl
Computing Densities for Markov Chains via Simulation.
Math. Oper. Res.
Shane G. Henderson, Peter W. Glynn
2001 Misc conf
Constrained Monte Carlo and the method of control variates.
WSC
Roberto Szechtman, Peter W. Glynn
2001 A* conf
Dynamic Voltage Scaling and Power Management for Portable Systems.
DAC
Tajana Simunic, Luca Benini, Andrea Acquaviva, Peter W. Glynn, Giovanni De Micheli
2001 J jnl
Event-driven power management.
IEEE Trans. Comput. Aided Des. Integr. Circuits Syst.
Tajana Simunic, Luca Benini, Peter W. Glynn, Giovanni De Micheli
2001 J jnl
Multivariate Standardized Time Series for Steady-State Simulation Output Analysis.
Oper. Res.
David F. Muñoz, Peter W. Glynn
2001 J jnl
Regenerative steady-state simulation of discrete-event systems.
ACM Trans. Model. Comput. Simul.
Shane G. Henderson, Peter W. Glynn
2001 Misc conf
Simulation in optimization and optimization in simulation: a markov chain perspective on adaptive Monte Carlo algorithms.
WSC
Paritosh Y. Desai, Peter W. Glynn
2001 Misc conf
Steady state simulation analysis: importance sampling using the semi-regenerative method.
WSC
James M. Calvin, Peter W. Glynn, Marvin K. Nakayama
2000 A conf
Dynamic Power Management of Laptop Hard Disk.
DATE
Tajana Simunic, Luca Benini, Peter W. Glynn, Giovanni De Micheli
2000 A* conf
Dynamic power management for portable systems.
MobiCom
Tajana Simunic, Luca Benini, Peter W. Glynn, Giovanni De Micheli
2000 A conf
Energy efficient design of portable wireless systems.
ISLPED
Tajana Simunic, Haris Vikalo, Peter W. Glynn, Giovanni De Micheli
2000 — conf
Kernel-Based Reinforcement Learning in Average-Cost Problems: An Application to Optimal Portfolio Choice.
NIPS
Dirk Ormoneit, Peter W. Glynn
2000 J jnl
On the Asymptotic Optimality of the SPT Rule for the Flow Shop Average Completion Time Problem.
Oper. Res.
Cathy H. Xia, J. George Shanthikumar, Peter W. Glynn
1999 Misc conf
Can the regenerative method be applied to discrete-event simulation?
WSC
Shane G. Henderson, Peter W. Glynn
1999 Misc conf
Computing the distribution function of a conditional expectation via Monte Carlo: discrete conditioning spaces.
WSC
Shing-Hoi Lee, Peter W. Glynn
1999 J jnl
Derandomizing Variance Estimators.
Oper. Res.
Shane G. Henderson, Peter W. Glynn
1999 Misc conf
On the small-sample optimality of multiple-regeneration estimators.
WSC
James M. Calvin, Peter W. Glynn, Marvin K. Nakayama
1998 J jnl
Diversity and Popularity in Organizations and Communities.
Comput. Math. Organ. Theory
Walid F. Nasrallah, Peter W. Glynn, Raymond E. Levitt
1998 Misc conf
Estimation of Stationary Densities for Markov Chains.
WSC
Peter W. Glynn, Shane G. Henderson
1998 J jnl
Internet service performance failure detection.
SIGMETRICS Perform. Evaluation Rev.
Amy R. Ward, Peter W. Glynn, Kathy J. Richardson
1997 Misc conf
Computational Efficiency Evaluation in Output Analysis.
WSC
Halim Damerdji, Shane G. Henderson, Peter W. Glynn
1996 J jnl
Foreword.
Discret. Event Dyn. Syst.
Peter W. Glynn
1996 Misc conf
Grid-Based Simulation and the Method of Conditional Least Squares.
WSC
Katherine B. Ensor, Peter W. Glynn
1996 Misc conf
Selecting the Best System in Transient Simulations with Variances Known.
WSC
Halim Damerdji, Peter W. Glynn, Marvin K. Nakayama, James R. Wilson
1995 Misc conf
A Set of Extensions to the SIMAN/ARENA Simulation Environment.
WSC
Marcelo J. Torres, Peter W. Glynn
1995 J jnl
Heavy-traffic extreme-value limits for queues.
Oper. Res. Lett.
Peter W. Glynn, Ward Whitt
1995 Misc conf
Performance Analysis of Future Event Sets.
WSC
Halim Damerdji, Peter W. Glynn
1995 Misc conf
Some New Results on the Initial Transient Problem.
WSC
Peter W. Glynn
1995 Misc conf
The Interface Between Simulation Output Analysis Research and Practice.
WSC
Peter W. Glynn
1994 J jnl
Efficiency improvement techniques.
Ann. Oper. Res.
Peter W. Glynn
1994 Misc conf
Increasing the frequency of regeneration for Markov processes.
WSC
Sigrún Andradóttir, James M. Calvin, Peter W. Glynn
1994 J jnl
Large deviations behavior of counting processes and their inverses.
Queueing Syst. Theory Appl.
Peter W. Glynn, Ward Whitt
1994 J jnl
Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems.
Oper. Res.
Marvin K. Nakayama, Ambuj Goyal, Peter W. Glynn
1993 Misc conf
Efficient estimation of the mean time between failures in non-regenerative dependability models.
WSC
Peter W. Glynn, Philip Heidelberger, Victor F. Nicola, Perwez Shahabuddin
1993 J jnl
Estimating Customer and Time Averages.
Oper. Res.
Peter W. Glynn, Benjamin Melamed, Ward Whitt
1993 — conf
Fast Simulation of Steady-State Availability in Non-Markovian Highly Dependable Systems.
FTCS
Victor F. Nicola, Perwez Shahabuddin, Philip Heidelberger, Peter W. Glynn
1992 J jnl
A Unified Framework for Simulating Markovian Models of Highly Dependable Systems.
IEEE Trans. Computers
Ambuj Goyal, Perwez Shahabuddin, Philip Heidelberger, Victor F. Nicola, Peter W. Glynn
1992 J jnl
Analysis of Initial Transient Deletion for Parallel Steady-State Simulations.
SIAM J. Sci. Comput.
Peter W. Glynn, Philip Heidelberger
1992 Misc conf
Gradient estimation for regenerative processes.
WSC
Paul Glasserman, Peter W. Glynn
1992 J jnl
Jackknifing under a Budget Constraint.
INFORMS J. Comput.
Peter W. Glynn, Philip Heidelberger
1992 J jnl
Stationarity Detection in the Initial Transient Problem.
ACM Trans. Model. Comput. Simul.
Søren Asmussen, Peter W. Glynn, Hermann Thorisson
1992 J jnl
The Asymptotic Efficiency of Simulation Estimators.
Oper. Res.
Peter W. Glynn, Ward Whitt
1991 J jnl
Analysis of Parallel Replicated Simulations Under a Completion Time Constraint.
ACM Trans. Model. Comput. Simul.
Peter W. Glynn, Philip Heidelberger
1991 J jnl
Analysis of initial transient deletion for replicated steady-state simulations.
Oper. Res. Lett.
Peter W. Glynn, Philip Heidelberger
1991 J jnl
Estimating the asymptotic variance with batch means.
Oper. Res. Lett.
Peter W. Glynn, Ward Whitt
1991 Misc conf
Gradient estimation for ratios.
WSC
Peter W. Glynn, Pierre L'Ecuyer, Michel Adès
1990 J jnl
Bias Properties of Budget Constrained Simulations.
Oper. Res.
Peter W. Glynn, Philip Heidelberger
1990 J jnl
Likelihood Ratio Gradient Estimation for Stochastic Systems.
Commun. ACM
Peter W. Glynn
1990 J jnl
Simulation Output Analysis Using Standardized Time Series.
Math. Oper. Res.
Peter W. Glynn, Donald L. Iglehart
1989 J jnl
A GSMP formalism for discrete event systems.
Proc. IEEE
Peter W. Glynn
1989 J jnl
Extensions of the Queueing Relations
Oper. Res.
Peter W. Glynn, Ward Whitt
1989 J jnl
Indirect Estimation Via
Oper. Res.
Peter W. Glynn, Ward Whitt
1989 Misc conf
Likelihood ratio derviative estimators for stochastic systems.
WSC
Peter W. Glynn
1989 Misc conf
Optimization of stochastic systems via simulation.
WSC
Peter W. Glynn
1988 J jnl
An LIL Version of
Math. Oper. Res.
Peter W. Glynn, Ward Whitt
1988 J jnl
Computing Poisson Probabilities.
Commun. ACM
Bennett L. Fox, Peter W. Glynn
1988 J jnl
Ordinary CLT and WLLN Versions of
Math. Oper. Res.
Peter W. Glynn, Ward Whitt
1988 J jnl
Simulation Methods for Queues: An Overview.
Queueing Syst. Theory Appl.
Peter W. Glynn, Donald L. Iglehart
1988 Misc conf
Variance reduction in mean time to failure simulations.
WSC
Perwez Shahabuddin, Victor F. Nicola, Philip Heidelberger, Ambuj Goyal, Peter W. Glynn
1987 Misc conf
A new initial bias deletion rule.
WSC
Peter W. Glynn, Donald L. Iglehart
1987 Misc conf
Likelilood ratio gradient estimation: an overview.
WSC
Peter W. Glynn
1986 J jnl
A Central-Limit-Theorem Version of L = lambda W.
Queueing Syst. Theory Appl.
Peter W. Glynn, Ward Whitt
1986 Misc conf
Optimization of stochastic systems.
WSC
Peter W. Glynn
1986 Misc conf
Problems in Bayesian analysis of stochastic simulation.
WSC
Peter W. Glynn
1986 Misc conf
Stochastic approximation for Monte Carlo optimization.
WSC
Peter W. Glynn
1986 J jnl
Sufficient Conditions for Functional-Limit-Theorem Versions of L = lambda W.
Queueing Syst. Theory Appl.
Peter W. Glynn, Ward Whitt
1985 Misc conf
Large-sample theory for standardized time series: an overview.
WSC
Peter W. Glynn, Donald L. Iglehart
1983 Misc conf
On the role of generalized semi-Markov processes in simulation output analysis.
WSC
Peter W. Glynn
1982 Misc conf
Coverage error for confidence intervals arising in simulation output analysis.
WSC
Peter W. Glynn