Minimax Optimal Estimation of Stability Under Distribution Shift.

Peter W. Glynn Stanford University, USA John von Neumann Theory Prize http://www.stanford.edu/dept/MSandE/people/faculty/glynn/ https://scholar.google.com/citations?user=uy43gzcAAAAJ https://zbmath.org/authors/?q=ai:glynn.peter-w https://mathscinet.ams.org/mathscinet/MRAuthorID/74325 https://mathgenealogy.org/id.php?id=39913 https://orcid.org/0000-0003-1370-6638 https://www.wikidata.org/entity/Q15840172 https://id.loc.gov/authorities/names/nb2007020642 https://d-nb.info/gnd/170450937

Hongseok Namkoong Yuanzhe Ma Peter W. Glynn Minimax Optimal Estimation of Stability Under Distribution Shift. 464-483 2026 74 Oper. Res. 1 https://doi.org/10.1287/opre.2022.0658 db/journals/ior/ior74.html#NamkoongMG26 streams/journals/ior

Alex Infanger Peter W. Glynn Yuanyuan Liu On convergence of general truncation-augmentation schemes for approximating stationary distributions of Markov chains. 2026 107413 65 Oper. Res. Lett. https://doi.org/10.1016/j.orl.2026.107413 db/journals/orl/orl65.html#InfangerGL26 streams/journals/orl

Yanlin Qu Jose H. Blanchet Peter W. Glynn Deep learning for Markov chains: Lyapunov functions, Poisson's equation, and stationary distributions. 10 2026 March 110 Queueing Syst. Theory Appl. 1 https://doi.org/10.1007/s11134-025-09969-8 db/journals/questa/questa110.html#QuBG26 streams/journals/questa

Sergey Foss Peter W. Glynn On Recurrence of the Infinite Server Queue. 11 2026 March 110 Queueing Syst. Theory Appl. 1 https://doi.org/10.1007/s11134-026-09972-7 db/journals/questa/questa110.html#FossG26 streams/journals/questa

Owen Shen Haoran Xu Yinyu Ye 0001 Peter W. Glynn Patrick Jaillet A Two-Layer Framework for Joint Online Configuration Selection and Admission Control. 2026 February abs/2602.07663 CoRR https://doi.org/10.48550/arXiv.2602.07663 db/journals/corr/corr2602.html#abs-2602-07663 streams/journals/corr

Haoran Xu Owen Shen Peter W. Glynn Yinyu Ye 0001 Patrick Jaillet A Single-Sample Polylogarithmic Regret Bound for Nonstationary Online Linear Programming. 2026 March abs/2603.14673 CoRR https://doi.org/10.48550/arXiv.2603.14673 db/journals/corr/corr2603.html#abs-2603-14673 streams/journals/corr

Victor F. Araman Peter W. Glynn Technical Note-Stability of a Queue Fed by Scheduled Traffic at Critical Loading. 2567-2571 2025 73 Oper. Res. 5 https://doi.org/10.1287/opre.2023.0039 db/journals/ior/ior73.html#AramanG25 streams/journals/ior

Lin Fan Peter W. Glynn The Fragility of Optimized Bandit Algorithms. 3173-3198 2025 73 Oper. Res. 6 https://doi.org/10.1287/opre.2023.0283 db/journals/ior/ior73.html#FanG25 streams/journals/ior

Sirui Lin Zijun Gao Jose H. Blanchet Peter W. Glynn Tightening Causal Bounds via Covariate-Aware Optimal Transport. 2025 ICML https://proceedings.mlr.press/v267/lin25f.html https://openreview.net/forum?id=SwMjcC5owE conf/icml/2025 db/conf/icml/icml2025.html#LinGBG25

Peter W. Glynn Zeyu Zheng 0002 A Regeneration-based a Posteriori Error Bound for a Markov Chain Stationary Distribution Truncation Algorithm. 2025 May abs/2505.03157 CoRR https://doi.org/10.48550/arXiv.2505.03157 db/journals/corr/corr2505.html#abs-2505-03157 streams/journals/corr

Chenfei Yuan Nanshan Jia Hangqi Li Peter W. Glynn Zeyu Zheng 0002 Controllable Coupled Image Generation via Diffusion Models. 2025 June abs/2506.06826 CoRR https://doi.org/10.48550/arXiv.2506.06826 db/journals/corr/corr2506.html#abs-2506-06826 streams/journals/corr

Yanlin Qu Jose H. Blanchet Peter W. Glynn Deep Learning for Markov Chains: Lyapunov Functions, Poisson's Equation, and Stationary Distributions. 2025 August abs/2508.16737 CoRR https://doi.org/10.48550/arXiv.2508.16737 db/journals/corr/corr2508.html#abs-2508-16737 streams/journals/corr

Alex Infanger Peter W. Glynn A posteriori error bounds for truncated Markov chain linear systems arising from first transition analysis. 107106 2024 54 Oper. Res. Lett. https://doi.org/10.1016/j.orl.2024.107106 db/journals/orl/orl54.html#InfangerG24

Abhishek Gupta 0002 Rahul Jain 0002 Peter W. Glynn Probabilistic Contraction Analysis of Iterated Random Operators. 5947-5962 2024 September 69 IEEE Trans. Autom. Control. 9 https://doi.org/10.1109/TAC.2024.3362686 https://www.wikidata.org/entity/Q128466824 db/journals/tac/tac69.html#GuptaJG24 streams/journals/tac

Ziwei Su Raghu Pasupathy Yingchieh Yeh Peter W. Glynn Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation. 10:1-10:43 2024 April 34 ACM Trans. Model. Comput. Simul. 2 https://doi.org/10.1145/3649437 db/journals/tomacs/tomacs34.html#SuPYG24

Shengbo Wang José H. Blanchet Peter W. Glynn Optimal Sample Complexity for Average Reward Markov Decision Processes. 2024 ICLR https://openreview.net/forum?id=jOm5p3q7c7 conf/iclr/2024 db/conf/iclr/iclr2024.html#WangBG24 Yanlin Qu Jose H. Blanchet Peter W. Glynn Deep Learning for Computing Convergence Rates of Markov Chains. 2024 NeurIPS http://papers.nips.cc/paper_files/paper/2024/hash/99fecf765ecf62c3e3175ef2278f3315-Abstract-Conference.html conf/nips/2024 db/conf/nips/neurips2024.html#QuBG24 Shengbo Wang Jose H. Blanchet Peter W. Glynn An Efficient High-dimensional Gradient Estimator for Stochastic Differential Equations. 2024 NeurIPS http://papers.nips.cc/paper_files/paper/2024/hash/a0cd56b91305239e2580dd9440b2e155-Abstract-Conference.html conf/nips/2024 db/conf/nips/neurips2024.html#WangBG24 Yifu Tang Peter W. Glynn Zeyu Zheng 0002 Using Cosimla Within Policy Iteration for Mdps with Large State Spaces. 371-382 2024 WSC https://doi.org/10.1109/WSC63780.2024.10838890 conf/wsc/2024 db/conf/wsc/wsc2024.html#TangGZ24 streams/conf/wsc

Saied Mahdian Peter W. Glynn Yuanyuan Liu A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson's Equation. 2024 abs/2401.15905 CoRR https://doi.org/10.48550/arXiv.2401.15905 db/journals/corr/corr2401.html#abs-2401-15905

Guanyang Wang Jose H. Blanchet Peter W. Glynn When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones? 2024 abs/2404.01431 CoRR https://doi.org/10.48550/arXiv.2404.01431 db/journals/corr/corr2404.html#abs-2404-01431

Yanlin Qu Jose H. Blanchet Peter W. Glynn Deep Learning for Computing Convergence Rates of Markov Chains. 2024 abs/2405.20435 CoRR https://doi.org/10.48550/arXiv.2405.20435 db/journals/corr/corr2405.html#abs-2405-20435

Haoran Xu Peter W. Glynn Yinyu Ye 0001 Online Linear Programming with Batching. 2024 abs/2408.00310 CoRR https://doi.org/10.48550/arXiv.2408.00310 db/journals/corr/corr2408.html#abs-2408-00310 streams/journals/corr

Eunji Lim Peter W. Glynn Simulation-Based Prediction. 47-60 2023 January 71 Oper. Res. 1 https://doi.org/10.1287/opre.2021.2229 db/journals/ior/ior71.html#LimG23

Chang-Han Rhee Peter W. Glynn Lyapunov Conditions for Differentiability of Markov Chain Expectations. 2019-2042 2023 48 Math. Oper. Res. 4 https://doi.org/10.1287/moor.2022.1328 db/journals/mor/mor48.html#RheeG23

Victor F. Araman Peter W. Glynn Gaussian limits for scheduled traffic with super-heavy tailed perturbations. 5-15 2023 October 105 Queueing Syst. Theory Appl. 1-2 https://doi.org/10.1007/s11134-023-09884-w db/journals/questa/questa105.html#AramanG23

Peter W. Glynn Zeyu Zheng 0002 Cosimla with General Regeneration Set to Compute Markov Chain Stationary Expectations. 469-479 2023 WSC https://doi.org/10.1109/WSC60868.2023.10408270 conf/wsc/2023 db/conf/wsc/wsc2023.html#GlynnZ23

Shengbo Wang Jose H. Blanchet Peter W. Glynn Optimal Sample Complexity of Reinforcement Learning for Uniformly Ergodic Discounted Markov Decision Processes. 2023 abs/2302.07477 CoRR https://doi.org/10.48550/arXiv.2302.07477 db/journals/corr/corr2302.html#abs-2302-07477

Ziwei Su Raghu Pasupathy Yingchieh Yeh Peter W. Glynn Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation. 2023 abs/2307.08609 CoRR https://doi.org/10.48550/arXiv.2307.08609 db/journals/corr/corr2307.html#abs-2307-08609

Shengbo Wang Jose H. Blanchet Peter W. Glynn Optimal Sample Complexity for Average Reward Markov Decision Processes. 2023 abs/2310.08833 CoRR https://doi.org/10.48550/arXiv.2310.08833 db/journals/corr/corr2310.html#abs-2310-08833

Li Xia Zhihui Yu Peter W. Glynn On the Maximization of Long-Run Reward CVaR for Markov Decision Processes. 2023 abs/2312.01586 CoRR https://doi.org/10.48550/arXiv.2312.01586 db/journals/corr/corr2312.html#abs-2312-01586

Zhengyuan Zhou Panayotis Mertikopoulos Nicholas Bambos Peter W. Glynn Yinyu Ye 0001 Distributed Stochastic Optimization with Large Delays. 2082-2111 2022 47 Math. Oper. Res. 3 https://doi.org/10.1287/moor.2021.1200 db/journals/mor/mor47.html#ZhouMBGY22

Victor F. Araman Hong Chen Peter W. Glynn Li Xia On a single server queue fed by scheduled traffic with Pareto perturbations. 61-91 2022 100 Queueing Syst. Theory Appl. 1-2 https://doi.org/10.1007/s11134-021-09732-9 db/journals/questa/questa100.html#AramanCGX22

Peter W. Glynn Queueing theory: past, present, and future. 169-171 2022 100 Queueing Syst. Theory Appl. 3-4 https://doi.org/10.1007/s11134-022-09785-4 db/journals/questa/questa100.html#Glynn22

Zeyu Zheng 0002 Alex Infanger Peter W. Glynn Combining Numerical Linear Algebra with Simulation to Compute Stationary Distributions. 2342-2353 2022 WSC https://doi.org/10.1109/WSC57314.2022.10015514 conf/wsc/2022 db/conf/wsc/wsc2022.html#ZhengIG22

Yuan Shi Saied Mahdian Jose H. Blanchet Peter W. Glynn Andrew Young Shin David Scheinker Surgical Scheduling via Optimization and Machine Learning with Long-Tailed Data. 2022 abs/2202.06383 CoRR https://arxiv.org/abs/2202.06383 db/journals/corr/corr2202.html#abs-2202-06383

Jin Xie 0006 Teng Zhang Jose H. Blanchet Peter W. Glynn Matthew Randolph David Scheinker The Design and Implementation of a Broadly Applicable Algorithm for Optimizing Intra-Day Surgical Scheduling. 2022 abs/2203.08146 CoRR https://doi.org/10.48550/arXiv.2203.08146 db/journals/corr/corr2203.html#abs-2203-08146

Alex Infanger Peter W. Glynn Yuanyuan Liu On Convergence of General Truncation-Augmentation Schemes for Approximating Stationary Distributions of Markov Chains. 2022 abs/2203.15167 CoRR https://doi.org/10.48550/arXiv.2203.15167 db/journals/corr/corr2203.html#abs-2203-15167

Alex Infanger Peter W. Glynn On Convergence of a Truncation Scheme for Approximating Stationary Distributions of Continuous State Space Markov Chains and Processes. 2022 abs/2206.11738 CoRR https://doi.org/10.48550/arXiv.2206.11738 db/journals/corr/corr2206.html#abs-2206-11738

Alex Infanger Peter W. Glynn A New Truncation Algorithm for Markov Chain Equilibrium Distributions with Computable Error Bounds. 2022 abs/2208.14406 CoRR https://doi.org/10.48550/arXiv.2208.14406 db/journals/corr/corr2208.html#abs-2208-14406

Lin Fan Peter W. Glynn The Typical Behavior of Bandit Algorithms. 2022 abs/2210.05660 CoRR https://doi.org/10.48550/arXiv.2210.05660 db/journals/corr/corr2210.html#abs-2210-05660

Li Xia Peter W. Glynn Risk-Sensitive Markov Decision Processes with Long-Run CVaR Criterion. 2022 abs/2210.08740 CoRR https://doi.org/10.48550/arXiv.2210.08740 db/journals/corr/corr2210.html#abs-2210-08740

Hongseok Namkoong Yuanzhe Ma Peter W. Glynn Minimax Optimal Estimation of Stability Under Distribution Shift. 2022 abs/2212.06338 CoRR https://doi.org/10.48550/arXiv.2212.06338 db/journals/corr/corr2212.html#abs-2212-06338

Peter W. Glynn Yijie Peng Michael C. Fu 0001 Jian-Qiang Hu Computing Sensitivities for Distortion Risk Measures. 1520-1532 2021 33 INFORMS J. Comput. 4 https://doi.org/10.1287/ijoc.2020.1016 db/journals/informs/informs33.html#GlynnPFH21

Zhengyuan Zhou Panayotis Mertikopoulos Aris L. Moustakas Nicholas Bambos Peter W. Glynn Robust Power Management via Learning and Game Design. 331-345 2021 69 Oper. Res. 1 https://doi.org/10.1287/opre.2020.1996 db/journals/ior/ior69.html#ZhouMMBG21

Zeyu Zheng 0002 Harsha Honnappa Peter W. Glynn Technical Note - Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates. 1566-1574 2021 69 Oper. Res. 5 https://doi.org/10.1287/opre.2020.2031 db/journals/ior/ior69.html#ZhengHG21

John C. Duchi Peter W. Glynn Hongseok Namkoong Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach. 946-969 2021 46 Math. Oper. Res. 3 https://doi.org/10.1287/moor.2020.1085 db/journals/mor/mor46.html#DuchiGN21

Zhengqing Zhou Qinxun Bai Zhengyuan Zhou Linhai Qiu Jose H. Blanchet Peter W. Glynn Finite-Sample Regret Bound for Distributionally Robust Offline Tabular Reinforcement Learning. 3331-3339 2021 AISTATS http://proceedings.mlr.press/v130/zhou21d.html conf/aistats/2021 db/conf/aistats/aistats2021.html#ZhouBZQBG21 Carson Kent Jiajin Li José H. Blanchet Peter W. Glynn Modified Frank Wolfe in Probability Space. 14448-14462 2021 NeurIPS https://proceedings.neurips.cc/paper/2021/hash/79121bb953a3bd47c076f20234bafd2e-Abstract.html conf/nips/2021 db/conf/nips/neurips2021.html#KentLBG21 Peter W. Glynn Zeyu Zheng 0002 Efficient Computation for Stratified Splitting. 1-8 2021 WSC https://doi.org/10.1109/WSC52266.2021.9715344 conf/wsc/2021 db/conf/wsc/wsc2021.html#GlynnZ21

Jacques de Chalendar Peter W. Glynn On Incorporating Forecasts into Linear State Space Model Markov Decision Processes. 2021 abs/2103.07533 CoRR https://arxiv.org/abs/2103.07533 db/journals/corr/corr2103.html#abs-2103-07533

Lin Fan Peter W. Glynn Diffusion Approximations for Thompson Sampling. 2021 abs/2105.09232 CoRR https://arxiv.org/abs/2105.09232 db/journals/corr/corr2105.html#abs-2105-09232

Zhengyuan Zhou Panayotis Mertikopoulos Nicholas Bambos Peter W. Glynn Yinyu Ye 0001 Distributed stochastic optimization with large delays. 2021 abs/2107.02919 CoRR https://arxiv.org/abs/2107.02919 db/journals/corr/corr2107.html#abs-2107-02919

Lin Fan Peter W. Glynn The Fragility of Optimized Bandit Algorithms. 2021 abs/2109.13595 CoRR https://arxiv.org/abs/2109.13595 db/journals/corr/corr2109.html#abs-2109-13595

Peter W. Glynn Lin Fan Michael C. Fu 0001 Jian-Qiang Hu Yijie Peng Technical Note - Central Limit Theorems for Estimated Functions at Estimated Points. 1557-1563 2020 68 Oper. Res. 5 https://doi.org/10.1287/opre.2019.1922 db/journals/ior/ior68.html#GlynnFFHP20

Zhengyuan Zhou Panayotis Mertikopoulos Nicholas Bambos Stephen P. Boyd Peter W. Glynn On the Convergence of Mirror Descent beyond Stochastic Convex Programming. 687-716 2020 30 SIAM J. Optim. 1 https://doi.org/10.1137/17M1134925 db/journals/siamjo/siamjo30.html#ZhouMBBG20

Shubhada Agrawal Sandeep Juneja 0001 Peter W. Glynn Optimal $δ$-Correct Best-Arm Selection for Heavy-Tailed Distributions. 61-110 2020 ALT http://proceedings.mlr.press/v117/agrawal20a.html conf/alt/2020 db/conf/alt/alt2020.html#AgrawalJG20 Peter W. Glynn Ramesh Johari Mohammad Rasouli 0001 Adaptive Experimental Design with Temporal Interference: A Maximum Likelihood Approach. 2020 NeurIPS https://proceedings.neurips.cc/paper/2020/hash/abd987257ff0eddc2bc6602538cb3c43-Abstract.html conf/nips/2020 db/conf/nips/neurips2020.html#GlynnJ020 Peter W. Glynn Marvin K. Nakayama Bruno Tuffin Comparing Regenerative-Simulation-Based Estimators of the Distribution of the Hitting Time to a Rarely Visited Set. 421-432 2020 WSC https://doi.org/10.1109/WSC48552.2020.9383896 conf/wsc/2020 db/conf/wsc/wsc2020.html#GlynnNT20 Saied Mahdian Jose H. Blanchet Peter W. Glynn A Class of Optimal Transport Regularized Formulations with Applications to Wasserstein GANs. 433-444 2020 WSC https://doi.org/10.1109/WSC48552.2020.9383959 conf/wsc/2020 db/conf/wsc/wsc2020.html#MahdianBG20 Jingxu Xu Zeyu Zheng 0002 Peter W. Glynn Joint Resource Allocation for Input Data Collection and Simulation. 2126-2137 2020 WSC https://doi.org/10.1109/WSC48552.2020.9384050 conf/wsc/2020 db/conf/wsc/wsc2020.html#XuZG20

Yanjun Han Zhengqing Zhou Zhengyuan Zhou Jose H. Blanchet Peter W. Glynn Yinyu Ye 0001 Sequential Batch Learning in Finite-Action Linear Contextual Bandits. 2020 abs/2004.06321 CoRR https://arxiv.org/abs/2004.06321 db/journals/corr/corr2004.html#abs-2004-06321

Amir H. Delgoshaie Peter W. Glynn Patrick Jenny Hamdi A. Tchelepi The stochastic counterpart of conservation laws with heterogeneous conductivity fields: Application to deterministic problems and uncertainty quantification. 100005 2019 2 J. Comput. Phys. X https://doi.org/10.1016/j.jcpx.2019.100005 https://www.wikidata.org/entity/Q128307331 db/journals/jcphyx/jcphyx2.html#DelgoshaieGJT19

Naveed Chehrazi Peter W. Glynn Thomas A. Weber 0001 Dynamic Credit-Collections Optimization. 2737-2769 2019 65 Manag. Sci. 6 https://doi.org/10.1287/mnsc.2018.3070 https://www.wikidata.org/entity/Q128175082 db/journals/mansci/mansci65.html#ChehraziG019

Peter W. Glynn Rob J. Wang On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process. 1-14 2019 91 Queueing Syst. Theory Appl. 1-2 https://doi.org/10.1007/s11134-018-9591-0 db/journals/questa/questa91.html#GlynnW19

Jacques de Chalendar Peter W. Glynn Sally Benson Experimental Investigation of a Capacity-Based Demand Response Mechanism for District-Scale Applications. 1-10 2019 HICSS https://hdl.handle.net/10125/59807 conf/hicss/2019 db/conf/hicss/hicss2019.html#ChalendarGB19 Casey Chu Jose H. Blanchet Peter W. Glynn Probability Functional Descent: A Unifying Perspective on GANs, Variational Inference, and Reinforcement Learning. 1213-1222 2019 ICML http://proceedings.mlr.press/v97/chu19a.html conf/icml/2019 db/conf/icml/icml2019.html#ChuBG19 Jose H. Blanchet Peter W. Glynn Jun Yan Zhengqing Zhou Multivariate Distributionally Robust Convex Regression under Absolute Error Loss. 11794-11803 2019 NeurIPS https://proceedings.neurips.cc/paper/2019/hash/fe1f9c70bdf347497e1a01b6c486bdb9-Abstract.html http://papers.nips.cc/paper/9352-multivariate-distributionally-robust-convex-regression-under-absolute-error-loss conf/nips/2019 db/conf/nips/nips2019.html#BlanchetGYZ19 Jing Dong Peter W. Glynn The Asymptotic Validity of Sequential Stopping Rules for Confidence Interval Construction Using Standardized Time Series. 332-343 2019 WSC https://doi.org/10.1109/WSC40007.2019.9004929 conf/wsc/2019 db/conf/wsc/wsc2019.html#DongG19 Peter W. Glynn Zeyu Zheng 0002 Estimation and Inference for Non-Stationary Arrival Models with a Linear Trend. 3764-3773 2019 WSC https://doi.org/10.1109/WSC40007.2019.9004779 conf/wsc/2019 db/conf/wsc/wsc2019.html#GlynnZ19

Casey Chu Jose H. Blanchet Peter W. Glynn Probability Functional Descent: A Unifying Perspective on GANs, Variational Inference, and Reinforcement Learning. 2019 abs/1901.10691 CoRR http://arxiv.org/abs/1901.10691 db/journals/corr/corr1901.html#abs-1901-10691

Saied Mahdian Jose H. Blanchet Peter W. Glynn Optimal Transport Relaxations with Application to Wasserstein GANs. 2019 abs/1906.03317 CoRR http://arxiv.org/abs/1906.03317 db/journals/corr/corr1906.html#abs-1906-03317

Shubhada Agrawal Sandeep Juneja 0001 Peter W. Glynn Optimal best arm selection for general distributions. 2019 abs/1908.09094 CoRR http://arxiv.org/abs/1908.09094 db/journals/corr/corr1908.html#abs-1908-09094

Zhengyuan Zhou Nicholas Bambos Peter W. Glynn Deterministic and Stochastic Wireless Network Games: Equilibrium, Dynamics, and Price of Anarchy. 1498-1516 2018 66 Oper. Res. 6 https://doi.org/10.1287/opre.2018.1747 https://www.wikidata.org/entity/Q128860175 db/journals/ior/ior66.html#ZhouBG18

Peter W. Glynn Rob J. Wang On the rate of convergence to equilibrium for reflected Brownian motion. 165-197 2018 89 Queueing Syst. Theory Appl. 1-2 https://doi.org/10.1007/s11134-018-9574-1 https://www.wikidata.org/entity/Q130075650 db/journals/questa/questa89.html#GlynnW18

Raghu Pasupathy Peter W. Glynn Soumyadip Ghosh Fatemeh Sadat Hashemi On Sampling Rates in Simulation-Based Recursions. 45-73 2018 28 SIAM J. Optim. 1 https://doi.org/10.1137/140951679 db/journals/siamjo/siamjo28.html#PasupathyGGH18

Zhengyuan Zhou Panayotis Mertikopoulos Nicholas Bambos Peter W. Glynn Yinyu Ye 0001 Li-Jia Li 0001 Li Fei-Fei 0001 Distributed Asynchronous Optimization with Unbounded Delays: How Slow Can You Go? 5965-5974 2018 ICML http://proceedings.mlr.press/v80/zhou18b.html conf/icml/2018 db/conf/icml/icml2018.html#ZhouMBGYLF18 Mansur Arief Peter W. Glynn Ding Zhao An Accelerated Approach to Safely and Efficiently Test Pre-Production Autonomous Vehicles on Public Streets. 2006-2011 2018 ITSC https://doi.org/10.1109/ITSC.2018.8569371 conf/itsc/2018 db/conf/itsc/itsc2018.html#AriefGZ18 Zhengyuan Zhou Panayotis Mertikopoulos Susan Athey Nicholas Bambos Peter W. Glynn Yinyu Ye 0001 Learning in Games with Lossy Feedback. 5140-5150 2018 NeurIPS https://proceedings.neurips.cc/paper/2018/hash/10c66082c124f8afe3df4886f5e516e0-Abstract.html http://papers.nips.cc/paper/7760-learning-in-games-with-lossy-feedback conf/nips/2018 db/conf/nips/nips2018.html#ZhouMABGY18 Peter W. Glynn Henry Lam Constructing simulation output Intervals under input uncertainty via Data sectioning. 1551-1562 2018 WSC https://doi.org/10.1109/WSC.2018.8632450 https://dl.acm.org/citation.cfm?id=3320707 conf/wsc/2018 db/conf/wsc/wsc2018.html#GlynnL18 Peter W. Glynn Marvin K. Nakayama Bruno Tuffin Using Regenerative simulation to Calibrate exponential Approximations to Risk Measures of Hitting times to rarely Visited Sets. 1802-1813 2018 WSC https://doi.org/10.1109/WSC.2018.8632477 https://dl.acm.org/citation.cfm?id=3320735 conf/wsc/2018 db/conf/wsc/wsc2018.html#GlynnNT18

Abhishek K. Gupta Rahul Jain 0002 Peter W. Glynn A Fixed Point Theorem for Iterative Random Contraction Operators over Banach Spaces. 2018 abs/1804.01195 CoRR http://arxiv.org/abs/1804.01195 db/journals/corr/corr1804.html#abs-1804-01195

Mansur Arief Peter W. Glynn Ding Zhao An Accelerated Approach to Safely and Efficiently Test Pre-produced Autonomous Vehicles on Public Streets. 2018 abs/1805.02114 CoRR http://arxiv.org/abs/1805.02114 db/journals/corr/corr1805.html#abs-1805-02114

Li Xia Zhe George Zhang Quan-Lin Li Peter W. Glynn A c/μ-Rule for Service Resource Allocation in Group-Server Queues. 2018 abs/1807.05367 CoRR http://arxiv.org/abs/1807.05367 db/journals/corr/corr1807.html#abs-1807-05367

Neal Master Zhengyuan Zhou Daniel Miller 0001 David Scheinker Nicholas Bambos Peter W. Glynn Improving predictions of pediatric surgical durations with supervised learning. 35-52 2017 4 Int. J. Data Sci. Anal. 1 https://doi.org/10.1007/s41060-017-0055-0 db/journals/ijdsa/ijdsa4.html#MasterZMSBG17

Baris Ata Peter W. Glynn Xiaoshan Peng An equilibrium analysis of a discrete-time Markovian queue with endogenous abandonments. 141-212 2017 86 Queueing Syst. Theory Appl. 1-2 https://doi.org/10.1007/s11134-017-9521-6 db/journals/questa/questa86.html#AtaGP17

Søren Asmussen Peter W. Glynn On preemptive-repeat LIFO queues. 1-22 2017 87 Queueing Syst. Theory Appl. 1-2 https://doi.org/10.1007/s11134-017-9532-3 db/journals/questa/questa87.html#AsmussenG17

Zhengyuan Zhou Panayotis Mertikopoulos Aris L. Moustakas Nicholas Bambos Peter W. Glynn Mirror descent learning in continuous games. 5776-5783 2017 CDC https://doi.org/10.1109/CDC.2017.8264532 https://www.wikidata.org/entity/Q60142041 conf/cdc/2017 db/conf/cdc/cdc2017.html#ZhouMMBG17 Zhengyuan Zhou Panayotis Mertikopoulos Aris L. Moustakas Saied Mehdian Nicholas Bambos Peter W. Glynn Stable Power Control in Wireless Networks via Dual Averaging. 1-6 2017 GLOBECOM https://doi.org/10.1109/GLOCOM.2017.8254646 https://www.wikidata.org/entity/Q60142045 conf/globecom/2017 db/conf/globecom/globecom2017.html#ZhouMMMBG17 Zhengyuan Zhou Panayotis Mertikopoulos Nicholas Bambos Peter W. Glynn Claire J. Tomlin Countering Feedback Delays in Multi-Agent Learning. 6171-6181 2017 NIPS https://proceedings.neurips.cc/paper/2017/hash/2e0aca891f2a8aedf265edf533a6d9a8-Abstract.html http://papers.nips.cc/paper/7197-countering-feedback-delays-in-multi-agent-learning conf/nips/2017 db/conf/nips/nips2017.html#ZhouMBGT17 Zhengyuan Zhou Panayotis Mertikopoulos Nicholas Bambos Stephen P. Boyd Peter W. Glynn Stochastic Mirror Descent in Variationally Coherent Optimization Problems. 7040-7049 2017 NIPS https://proceedings.neurips.cc/paper/2017/hash/e6ba70fc093b4ce912d769ede1ceeba8-Abstract.html http://papers.nips.cc/paper/7279-stochastic-mirror-descent-in-variationally-coherent-optimization-problems conf/nips/2017 db/conf/nips/nips2017.html#ZhouMBBG17 Zeyu Zheng 0002 Peter W. Glynn Fitting continuous piecewise linear poisson intensities via maximum likelihood and least squares. 1740-1749 2017 WSC https://doi.org/10.1109/WSC.2017.8247912 http://dl.acm.org/citation.cfm?id=3242325 conf/wsc/2017 db/conf/wsc/wsc2017.html#ZhengG17 Peter W. Glynn Marvin K. Nakayama Bruno Tuffin On the estimation of the mean time to failure by simulation. 1844-1855 2017 WSC https://doi.org/10.1109/WSC.2017.8247921 http://dl.acm.org/citation.cfm?id=3242334 conf/wsc/2017 db/conf/wsc/wsc2017.html#GlynnNT17 Yijie Peng Michael C. Fu 0001 Peter W. Glynn Jianqiang Hu On the asymptotic analysis of quantile sensitivity estimation by Monte Carlo simulation. 2336-2347 2017 WSC https://doi.org/10.1109/WSC.2017.8247964 http://dl.acm.org/citation.cfm?id=3242378 conf/wsc/2017 db/conf/wsc/wsc2017.html#PengFGH17

Zhengyuan Zhou Panayotis Mertikopoulos Nicholas Bambos Stephen P. Boyd Peter W. Glynn Mirror descent in non-convex stochastic programming. 2017 abs/1706.05681 CoRR http://arxiv.org/abs/1706.05681 db/journals/corr/corr1706.html#ZhouMBBG17

Zizhuo Wang 0001 Peter W. Glynn Yinyu Ye 0001 Likelihood robust optimization for data-driven problems. 241-261 2016 13 Comput. Manag. Sci. 2 https://doi.org/10.1007/s10287-015-0240-3 db/journals/cms/cms13.html#WangGY16

Sigrún Andradóttir Peter W. Glynn Computing Bayesian Means Using Simulation. 10:1-10:26 2016 26 ACM Trans. Model. Comput. Simul. 2 https://doi.org/10.1145/2735631 db/journals/tomacs/tomacs26.html#AndradottirG16

Rob J. Wang Peter W. Glynn On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods. 1 2016 27 ACM Trans. Model. Comput. Simul. 1 https://doi.org/10.1145/2961052 https://www.wikidata.org/entity/Q130975589 db/journals/tomacs/tomacs27.html#WangG16

Zhengyuan Zhou Peter W. Glynn Nicholas Bambos Repeated games for power control in wireless communications: Equilibrium and regret. 3603-3610 2016 CDC https://doi.org/10.1109/CDC.2016.7798811 conf/cdc/2016 db/conf/cdc/cdc2016.html#ZhouGB16 Zhengyuan Zhou Daniel Miller 0001 Neal Master David Scheinker Nicholas Bambos Peter W. Glynn Detecting Inaccurate Predictions of Pediatric Surgical Durations. 452-457 2016 DSAA https://doi.org/10.1109/DSAA.2016.56 conf/dsaa/2016 db/conf/dsaa/dsaa2016.html#ZhouMMSBG16 Zhengyuan Zhou Nicholas Bambos Peter W. Glynn Dynamics on Linear Influence Network Games Under Stochastic Environments. 114-126 2016 GameSec https://doi.org/10.1007/978-3-319-47413-7_7 conf/gamesec/2016 db/conf/gamesec/gamesec2016.html#ZhouBG16 Zhengyuan Zhou Daniel Miller 0001 Nicholas Bambos Peter W. Glynn A Stochastic Stability Characterization of the Foschini-Miljanic Algorithm in Random Wireless Networks. 1-6 2016 GLOBECOM https://doi.org/10.1109/GLOCOM.2016.7841551 conf/globecom/2016 db/conf/globecom/globecom2016.html#ZhouMBG16 Peter W. Glynn Exact simulation vs exact estimation. 193-205 2016 WSC https://doi.org/10.1109/WSC.2016.7822089 http://dl.acm.org/citation.cfm?id=3042130 conf/wsc/2016 db/conf/wsc/wsc2016.html#Glynn16 Zeyu Zheng 0002 Peter W. Glynn Extensions of the regenerative method to new functionals. 289-301 2016 WSC https://doi.org/10.1109/WSC.2016.7822097 http://dl.acm.org/citation.cfm?id=3042144 conf/wsc/2016 db/conf/wsc/wsc2016.html#ZhengG16

Li Xia Peter W. Glynn A Generalized Fundamental Matrix for Computing Fundamental Quantities of Markov Systems. 2016 abs/1604.04343 CoRR http://arxiv.org/abs/1604.04343 db/journals/corr/corr1604.html#XiaG16

Chang-han Rhee Peter W. Glynn Unbiased Estimation with Square Root Convergence for SDE Models. 1026-1043 2015 63 Oper. Res. 5 https://doi.org/10.1287/opre.2015.1404 db/journals/ior/ior63.html#RheeG15

Xiaowei Zhang 0004 Jose H. Blanchet Kay Giesecke Peter W. Glynn Affine Point Processes: Approximation and Efficient Simulation. 797-819 2015 40 Math. Oper. Res. 4 https://doi.org/10.1287/moor.2014.0696 db/journals/mor/mor40.html#ZhangBGG15

Peter W. Glynn Peter J. Haas Guest Editors' Introduction to Special Issue Honoring Donald L. Iglehart. 21:1-21:3 2015 25 ACM Trans. Model. Comput. Simul. 4 https://doi.org/10.1145/2822375 db/journals/tomacs/tomacs25.html#GlynnH15

Peter W. Glynn Peter J. Haas On Transience and Recurrence in Irreducible Finite-State Stochastic Systems. 25:1-25:19 2015 25 ACM Trans. Model. Comput. Simul. 4 https://doi.org/10.1145/2699721 db/journals/tomacs/tomacs25.html#GlynnH15a

Abhishek Gupta 0002 Rahul Jain 0002 Peter W. Glynn An empirical algorithm for relative value iteration for average-cost MDPs. 5079-5084 2015 CDC https://doi.org/10.1109/CDC.2015.7403014 conf/cdc/2015 db/conf/cdc/cdc2015.html#GuptaJG15 Jose H. Blanchet Nan Chen Peter W. Glynn Unbiased monte carlo computation of smooth functions of expectations via Taylor expansions. 360-367 2015 WSC https://doi.org/10.1109/WSC.2015.7408178 http://dl.acm.org/citation.cfm?id=2888658 conf/wsc/2015 db/conf/wsc/wsc2015.html#BlanchetCG15 Jose H. Blanchet Peter W. Glynn Unbiased Monte Carlo for optimization and functions of expectations via multi-level randomization. 3656-3667 2015 WSC https://doi.org/10.1109/WSC.2015.7408524 http://dl.acm.org/citation.cfm?id=2889110 conf/wsc/2015 db/conf/wsc/wsc2015.html#BlanchetG15

Peter W. Glynn Chang-han Rhee Exact estimation for Markov chain equilibrium expectations. 377-389 2014 51 J. Appl. Probab. A https://doi.org/10.1017/S0021900200021392 db/journals/jap/jap51.html#GlynnR14

Rob J. Wang Peter W. Glynn Measuring the initial transient: reflected brownian motion. 652-661 2014 WSC https://doi.org/10.1109/WSC.2014.7019929 http://dl.acm.org/citation.cfm?id=2693939 conf/wsc/2014 db/conf/wsc/wsc2014.html#WangG14

Mats Pihlsgård Peter W. Glynn On the Dynamics of Semimartingales with Two Reflecting Barriers. 671-685 2013 50 J. Appl. Probab. 3 https://doi.org/10.1017/S0021900200009773 db/journals/jap/jap50.html#PihlsgardG13

Syamantak Datta Gupta Ravi R. Mazumdar Peter W. Glynn On the convergence of the spectrum of finite order approximations of stationary time series. 1-21 2013 121 J. Multivar. Anal. https://doi.org/10.1016/j.jmva.2013.05.003 db/journals/ma/ma121.html#GuptaMG13

Hernan P. Awad Peter W. Glynn Reuven Y. Rubinstein Zero-Variance Importance Sampling Estimators for Markov Process Expectations. 358-388 2013 38 Math. Oper. Res. 2 https://doi.org/10.1287/moor.1120.0569 db/journals/mor/mor38.html#AwadGR13

Peter W. Glynn Gerd Infanger Simulation-based confidence bounds for two-stage stochastic programs. 15-42 2013 138 Math. Program. 1-2 https://doi.org/10.1007/s10107-012-0621-0 db/journals/mp/mp138.html#GlynnI13

Jose H. Blanchet Peter W. Glynn Sean P. Meyn Large deviations for the empirical mean of an M/M/1 queue. 425-446 2013 73 Queueing Syst. Theory Appl. 4 https://doi.org/10.1007/s11134-013-9349-7 db/journals/questa/questa73.html#BlanchetGM13

Yen Lin Chia Peter W. Glynn Limit Theorems for Simulation-Based Optimization via Random Search. 16:1-16:18 2013 23 ACM Trans. Model. Comput. Simul. 3 https://doi.org/10.1145/2499913.2499915 db/journals/tomacs/tomacs23.html#ChiaG13

Peter W. Glynn Sandeep Juneja 0001 Asymptotic Simulation Efficiency Based on Large Deviations. 20:1-20:16 2013 23 ACM Trans. Model. Comput. Simul. 3 https://doi.org/10.1145/2499913.2499919 db/journals/tomacs/tomacs23.html#GlynnJ13

Mohammad Mousavi Peter W. Glynn Exact Simulation of Non-stationary Reflected Brownian Motion. 2013 abs/1312.6456 CoRR http://arxiv.org/abs/1312.6456 db/journals/corr/corr1312.html#MousaviG13

Mohammad Mousavi Peter W. Glynn Shape-constrained Estimation of Value Functions. 2013 abs/1312.7035 CoRR http://arxiv.org/abs/1312.7035 db/journals/corr/corr1312.html#MousaviG13a

Eunji Lim Peter W. Glynn Consistency of Multidimensional Convex Regression. 196-208 2012 60 Oper. Res. 1 https://doi.org/10.1287/opre.1110.1007 db/journals/ior/ior60.html#LimG12

Victor F. Araman Peter W. Glynn Fractional Brownian Motion with H < 1/2 as a Limit of Scheduled Traffic. 710-718 2012 49 J. Appl. Probab. 3 https://doi.org/10.1017/S0021900200009487 db/journals/jap/jap49.html#AramanG12

Jose H. Blanchet Peter W. Glynn Kevin Leder On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling. 13:1-13:27 2012 22 ACM Trans. Model. Comput. Simul. 3 https://doi.org/10.1145/2331140.2331141 db/journals/tomacs/tomacs22.html#BlanchetGL12

Jose H. Blanchet Peter W. Glynn Shuheng Zheng Empirical Analysis of a Stochastic Approximation Approach for Computing Quasi-stationary Distributions. 19-37 2012 EVOLVE https://doi.org/10.1007/978-3-642-31519-0_2 conf/evolve/2012 db/conf/evolve/evolve2012.html#BlanchetGZ12 Chang-han Rhee Peter W. Glynn A new approach to unbiased estimation for SDE's. 17:1-17:7 2012 WSC https://doi.org/10.1109/WSC.2012.6465150 http://dl.acm.org/citation.cfm?id=2429780 conf/wsc/2012 db/conf/wsc/wsc2012.html#RheeG12 Peter W. Glynn Peter J. Haas On simulation of non-Markovian stochastic Petri nets with heavy-tailed firing times. 301:1-301:12 2012 WSC https://doi.org/10.1109/WSC.2012.6465251 http://dl.acm.org/citation.cfm?id=2430165 conf/wsc/2012 db/conf/wsc/wsc2012.html#GlynnH12 Chang-han Rhee Peter W. Glynn A new approach to unbiased estimation for SDE's. 331:1-331:2 2012 WSC http://dl.acm.org/citation.cfm?id=2430203 conf/wsc/2012 db/conf/wsc/wsc2012.html#RheeG12a

Uday V. Shanbhag Gerd Infanger Peter W. Glynn A Complementarity Framework for Forward Contracting Under Uncertainty. 810-834 2011 59 Oper. Res. 4 https://doi.org/10.1287/opre.1110.0947 db/journals/ior/ior59.html#ShanbhagIG11

Xiaowei Zhang 0004 Peter W. Glynn On the dynamics of a finite buffer queue conditioned on the amount of loss. 91-110 2011 67 Queueing Syst. Theory Appl. 2 https://doi.org/10.1007/s11134-010-9204-z db/journals/questa/questa67.html#ZhangG11

Mariana Olvera-Cravioto Peter W. Glynn Uniform approximations for the M/G/1 queue with subexponential processing times. 1-50 2011 68 Queueing Syst. Theory Appl. 1 https://doi.org/10.1007/s11134-011-9224-3 db/journals/questa/questa68.html#Olvera-CraviotoG11

Peter W. Glynn Wide-sense regeneration for Harris recurrent Markov processes: an open problem. 305-311 2011 68 Queueing Syst. Theory Appl. 3-4 https://doi.org/10.1007/s11134-011-9238-x db/journals/questa/questa68.html#Glynn11

Syamantak Datta Gupta Ravi R. Mazumdar Peter W. Glynn On the asymptotic behavior of the spectral density of autoregressive estimates. 292-298 2011 Allerton https://doi.org/10.1109/Allerton.2011.6120181 conf/allerton/2011 db/conf/allerton/allerton2011.html#GuptaMG11 Peter W. Glynn Eunji Lim Brownian bridge hypothesis testing for the initial transient problem. 481-487 2011 WSC https://doi.org/10.1109/WSC.2011.6147777 http://dl.acm.org/citation.cfm?id=2431573 conf/wsc/2011 db/conf/wsc/wsc2011.html#GlynnL11 Peter W. Glynn Sandeep Juneja 0001 Ordinal optimization: a nonparametric framework. 4062-4069 2011 WSC https://doi.org/10.1109/WSC.2011.6148095 http://dl.acm.org/citation.cfm?id=2432003 conf/wsc/2011 db/conf/wsc/wsc2011.html#GlynnJ11

Pierre L'Ecuyer Jose H. Blanchet Bruno Tuffin Peter W. Glynn Asymptotic robustness of estimators in rare-event simulation. 2010 20 ACM Trans. Model. Comput. Simul. 1 https://doi.org/10.1145/1667072.1667078 db/journals/tomacs/tomacs20.html#LEcuyerBTG10 6:1-6:41

Peter W. Glynn Xiaowei Zhang 0004 A regenerative bootstrap approach to estimating the initial transient. 965-970 2010 WSC https://doi.org/10.1109/WSC.2010.5679093 http://dl.acm.org/citation.cfm?id=2433623 conf/wsc/2010 db/conf/wsc/wsc2010.html#GlynnZ10

Jose H. Blanchet Peter W. Glynn Henry Lam Rare event simulation for a slotted time M/G/s model. 33-57 2009 63 Queueing Syst. Theory Appl. 1-4 https://doi.org/10.1007/s11134-009-9154-5 https://www.wikidata.org/entity/Q89700275 db/journals/questa/questa63.html#BlanchetGL09

Jose H. Blanchet Peter W. Glynn Efficient Rare Event Simulation of Continuous Time Markovian Perpetuities. 444-451 2009 WSC https://doi.org/10.1109/WSC.2009.5429355 http://dl.acm.org/citation.cfm?id=1995527 conf/wsc/2009 db/conf/wsc/wsc2009.html#BlanchetG09 Minghua Hsieh Peter W. Glynn New Estimators for Parallel Steady-state Simulations. 469-474 2009 WSC https://doi.org/10.1109/WSC.2009.5429354 http://dl.acm.org/citation.cfm?id=1995531 conf/wsc/2009 db/conf/wsc/wsc2009.html#HsiehG09 Peter W. Glynn Michel Mandjes Simulation-based Computation of the Workload Correlation Function in a Lévy-driven Queue. 1155-1166 2009 WSC https://doi.org/10.1109/WSC.2009.5429414 http://dl.acm.org/citation.cfm?id=1995617 conf/wsc/2009 db/conf/wsc/wsc2009.html#GlynnM09 Xiaowei Zhang 0004 Peter W. Glynn Kay Giesecke Jose H. Blanchet Rare Event Simulation for a Generalized Hawkes Process. 1291-1298 2009 WSC https://doi.org/10.1109/WSC.2009.5429693 http://dl.acm.org/citation.cfm?id=1995634 conf/wsc/2009 db/conf/wsc/wsc2009.html#ZhangGGB09 Peter W. Glynn Gerardo Rubino Bruno Tuffin Robustness Properties and Confidence Interval Reliability Issues. 63-84 2009 Rare Event Simulation using Monte Carlo Methods https://doi.org/10.1002/9780470745403.ch4 books/wi/09/RT2009 db/books/collections/RT2009.html#GlynnRT09

Bruno Tuffin Peter W. Glynn Performance evaluation methodologies and tools. 787-788 2008 65 Perform. Evaluation 11-12 https://doi.org/10.1016/j.peva.2008.09.001 db/journals/pe/pe65.html#TuffinG08

Peter W. Glynn Linear Programming, Lyapunov Functions, and Performance Analysis. 201 2008 QEST https://doi.org/10.1109/QEST.2008.50 https://doi.ieeecomputersociety.org/10.1109/QEST.2008.50 conf/qest/2008 db/conf/qest/qest2008.html#Glynn08 Peter W. Glynn Sandeep Juneja 0001 A large deviations view of asymptotic efficiency for simulation estimators. 396-406 2008 WSC https://doi.org/10.1109/WSC.2008.4736093 http://dl.acm.org/citation.cfm?id=1516823 conf/wsc/2008 db/conf/wsc/wsc2008.html#GlynnJ08 Peter W. Glynn Monte carlo simulation of diffusions. 556-559 2008 WSC https://doi.org/10.1109/WSC.2008.4736113 http://dl.acm.org/citation.cfm?id=1516850 conf/wsc/2008 db/conf/wsc/wsc2008.html#Glynn08 Søren Asmussen Peter W. Glynn Stochastic simulation - algorithms and analysis. I-XIV, 1-476 Springer 2007 Stochastic modeling and applied probability 57 978-0-387-30679-7

Jose H. Blanchet Peter W. Glynn Jingchen Liu Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed G/G/1 queue. 99-113 2007 57 Queueing Syst. Theory Appl. 2-3 https://doi.org/10.1007/s11134-007-9047-4 db/journals/questa/questa57.html#BlanchetGL07

Hernan P. Awad Peter W. Glynn On the theoretical comparison of low-bias steady-state estimators. 2007 17 ACM Trans. Model. Comput. Simul. 1 https://doi.org/10.1145/1189756.1189760 db/journals/tomacs/tomacs17.html#AwadG07 4

Sigrún Andradóttir Paul Glasserman Peter W. Glynn Philip Heidelberger Sandeep Juneja 0001 Perwez Shahabuddin, 1962-2005: A professional appreciation. 2007 17 ACM Trans. Model. Comput. Simul. 2 https://doi.org/10.1145/1225275.1225277 db/journals/tomacs/tomacs17.html#AndradottirGGHJ07 6

Peter W. Glynn Stochastic approximation for Monte Carlo optimization (1986). 4 2007 WSC https://dl.acm.org/citation.cfm?id=1352005 conf/wsc/2007 db/conf/wsc/wsc2007.html#Glynn07 Perwez Shahabuddin Victor F. Nicola Philip Heidelberger Ambuj Goyal Peter W. Glynn Varaince reduction in mean time to failure simulations (1988). 6 2007 WSC https://dl.acm.org/citation.cfm?id=1352007 conf/wsc/2007 db/conf/wsc/wsc2007.html#ShahabuddinNHGG07 Xiaowei Zhang 0004 Jose H. Blanchet Peter W. Glynn Efficient suboptimal rare-event simulation. 389-394 2007 WSC https://doi.org/10.1109/WSC.2007.4419627 http://dl.acm.org/citation.cfm?id=1351623 conf/wsc/2007 db/conf/wsc/wsc2007.html#ZhangBG07 Peter W. Glynn Proceedings of the 2nd International Conference on Performance Evaluation Methodolgies and Tools, VALUETOOLS 2007, Nantes, France, October 22-27, 2007 VALUETOOLS ICST/ACM 2007 978-963-9799-00-4 ACM International Conference Proceeding Series http://eudl.eu/proceedings/VALUETOOLS/2007 https://dl.acm.org/citation.cfm?id=1345263 db/conf/valuetools/valuetools2007.html David F. Gleich Peter W. Glynn Gene H. Golub Chen Greif Three results on the PageRank vector: eigenstructure, sensitivity, and the derivative. 2007 conf/dagstuhl/2007P7071 Web Information Retrieval and Linear Algebra Algorithms http://drops.dagstuhl.de/opus/volltexte/2007/1061 db/conf/dagstuhl/P7071.html#GleichGGG07

Paat Rusmevichientong Benjamin Van Roy Peter W. Glynn A Nonparametric Approach to Multiproduct Pricing. 82-98 2006 54 Oper. Res. 1 https://doi.org/10.1287/opre.1050.0252 db/journals/ior/ior54.html#RusmevichientongRG06

Tim Holliday Andrea J. Goldsmith Peter W. Glynn Capacity of Finite State Channels Based on Lyapunov Exponents of Random Matrices. 3509-3532 2006 52 IEEE Trans. Inf. Theory 8 https://doi.org/10.1109/TIT.2006.878230 db/journals/tit/tit52.html#HollidayGG06

James M. Calvin Peter W. Glynn Marvin K. Nakayama The semi-regenerative method of simulation output analysis. 280-315 2006 16 ACM Trans. Model. Comput. Simul. 3 https://doi.org/10.1145/1147224.1147228 db/journals/tomacs/tomacs16.html#CalvinGN06

Jose H. Blanchet Peter W. Glynn Strongly efficient estimators for light-tailed sums. 18 2006 conf/valuetools/2006 VALUETOOLS https://doi.org/10.1145/1190095.1190118 http://eudl.eu/doi/10.1145/1190095.1190118 db/conf/valuetools/valuetools2006.html#BlanchetG06 Jose H. Blanchet Jingchen Liu Peter W. Glynn State-dependent importance sampling and large deviations. 20 2006 conf/valuetools/2006 VALUETOOLS https://doi.org/10.1145/1190095.1190120 http://eudl.eu/doi/10.1145/1190095.1190120 db/conf/valuetools/valuetools2006.html#Blanchet06 Hernan P. Awad Peter W. Glynn On an initial transient deletion rule with rigorous theoretical support. 186-191 2006 conf/wsc/2006 WSC https://doi.org/10.1109/WSC.2006.323072 https://doi.ieeecomputersociety.org/10.1109/WSC.2006.323072 http://dl.acm.org/citation.cfm?id=1218152 db/conf/wsc/wsc2006.html#AwadG06 Eunji Lim Peter W. Glynn Simulation-based response surface computation in the presence of monotonicity. 264-271 2006 conf/wsc/2006 WSC https://doi.org/10.1109/WSC.2006.323082 https://doi.ieeecomputersociety.org/10.1109/WSC.2006.323082 http://dl.acm.org/citation.cfm?id=1218165 db/conf/wsc/wsc2006.html#LimG06 Peter W. Glynn Chapter 16 Simulation Algorithms for Regenerative Processes. 477-500 2006 Simulation https://doi.org/10.1016/s0927-0507(06)13016-9 books/nh/06/HN2006 db/books/collections/HN2006.html#Glynn06

Amy R. Ward Peter W. Glynn A Diffusion Approximation for a GI/GI/1 Queue with Balking or Reneging. 371-400 2005 50 Queueing Syst. Theory Appl. 4 https://doi.org/10.1007/s11134-005-3282-3 db/journals/questa/questa50.html#WardG05

Peter W. Glynn Introduction to Special Issue on Stochastic Networks. 197-198 2005 51 Queueing Syst. Theory Appl. 3-4 https://doi.org/10.1007/s11134-005-5219-2 db/journals/questa/questa51.html#Glynn05

Tim Holliday Peter W. Glynn Andrea Goldsmith Shannon Meets Lyapunov: Connections between Information Theory and Dynamical Systems. 1756-1763 2005 CDC/ECC https://doi.org/10.1109/CDC.2005.1582414 conf/cdc/2005 db/conf/cdc/cdc2005.html#HollidayGG05 Peter W. Glynn Initial transient problem for steady-state output analysis. 739-740 2005 conf/wsc/2005 WSC https://doi.org/10.1109/WSC.2005.1574316 http://dl.acm.org/citation.cfm?id=1162835 db/conf/wsc/wsc2005.html#Glynn05

B. Curtis Eaves Peter W. Glynn Uriel G. Rothblum The Mean Number-in-System Vector Range for Multiclass Queueing Networks. 182-190 2004 29 Math. Oper. Res. 1 https://doi.org/10.1287/moor.1030.0067 db/journals/mor/mor29.html#EavesGR04

Peter W. Glynn Hermann Thorisson Limit Theory for Taboo-Regenerative Processes. 271-294 2004 46 Queueing Syst. Theory Appl. 3-4 https://doi.org/10.1023/B:QUES.0000027987.00421.80 db/journals/questa/questa46.html#GlynnT04

Michelle M. Cowing Marie-Elisabeth Paté-Cornell Peter W. Glynn Dynamic modeling of the tradeoff between productivity and safety in critical engineering systems. 269-284 2004 86 Reliab. Eng. Syst. Saf. 3 https://doi.org/10.1016/j.ress.2004.02.003 db/journals/ress/ress86.html#CowingPG04

Minghua Hsieh Donald L. Iglehart Peter W. Glynn Empirical performance of bias-reducing estimators for regenerative steady-state simulations. 325-343 2004 14 ACM Trans. Model. Comput. Simul. 4 https://doi.org/10.1145/1029174.1029175 db/journals/tomacs/tomacs14.html#HsiehIG04

Tajana Simunic Stephen P. Boyd Peter W. Glynn Managing power consumption in networks on chips. 96-107 2004 12 IEEE Trans. Very Large Scale Integr. Syst. 1 db/journals/tvlsi/tvlsi12.html#SimunicBG04 https://doi.org/10.1109/TVLSI.2003.820533

Tim Holliday Andrea Goldsmith Peter W. Glynn Nick Bambos Distributed power and admission control for time varying wireless networks. 768-774 2004 GLOBECOM https://doi.org/10.1109/GLOCOM.2004.1378064 conf/globecom/2004 db/conf/globecom/globecom2004.html#HollidayGGB04 Tim Holliday Andrea Goldsmith Nick Bambos Peter W. Glynn Distributed power and admission control for time-varying wireless networks. 351 2004 ISIT https://doi.org/10.1109/ISIT.2004.1365389 conf/isit/2004 db/conf/isit/isit2004.html#HollidayGBG04 Peter W. Glynn Sandeep Juneja 0001 A Large Deviations Perspective on Ordinal Optimization. 577-585 2004 conf/wsc/2004 WSC http://www.informs-sim.org/wsc04papers/070.pdf db/conf/wsc/wsc2004.html#GlynnJ04

Walid F. Nasrallah Raymond E. Levitt Peter W. Glynn Interaction Value Analysis: When Structured Communication Benefits Organizations. 541-557 2003 14 Organ. Sci. 5 https://doi.org/10.1287/orsc.14.5.541.16764 db/journals/orgsci/orgsci14.html#NasrallahLG03

Shane G. Henderson Peter W. Glynn Nonexistence of a class of variate generation schemes. 83-89 2003 31 Oper. Res. Lett. 2 https://doi.org/10.1016/S0167-6377(02)00217-1 https://www.wikidata.org/entity/Q131617037 db/journals/orl/orl31.html#HendersonG03

Amy R. Ward Peter W. Glynn A Diffusion Approximation for a Markovian Queue with Reneging. 103-128 2003 43 Queueing Syst. Theory Appl. 1-2 https://doi.org/10.1023/A:1021804515162 db/journals/questa/questa43.html#WardG03

Amy R. Ward Peter W. Glynn Properties of the Reflected Ornstein-Uhlenbeck Process. 109-123 2003 44 Queueing Syst. Theory Appl. 2 https://doi.org/10.1023/A:1024403704190 db/journals/questa/questa44.html#WardG03a

Shing-Hoi Lee Peter W. Glynn Computing the distribution function of a conditional expectation via monte carlo: Discrete conditioning spaces. 238-258 2003 13 ACM Trans. Model. Comput. Simul. 3 https://doi.org/10.1145/937332.937334 db/journals/tomacs/tomacs13.html#LeeG03

Peter W. Glynn Additional Perspectives on Simulation for Optimization. 220-222 2002 14 INFORMS J. Comput. 3 https://doi.org/10.1287/ijoc.14.3.220.110 db/journals/informs/informs14.html#Glynn02

James R. Bradley Peter W. Glynn Managing Capacity and Inventory Jointly in Manufacturing Systems. 273-288 2002 48 Manag. Sci. 2 https://doi.org/10.1287/mnsc.48.2.273.254 db/journals/mansci/mansci48.html#BradleyG02

Shane G. Henderson Peter W. Glynn Approximating Martingales for Variance Reduction in Markov Process Simulation. 253-271 2002 27 Math. Oper. Res. 2 https://doi.org/10.1287/moor.27.2.253.329 db/journals/mor/mor27.html#HendersonG02

Peter J. Haas Peter W. Glynn On the validity of long-run estimation methods for discrete-event systems. 35-37 2002 30 SIGMETRICS Perform. Evaluation Rev. 3 https://doi.org/10.1145/605521.605535 db/journals/sigmetrics/sigmetrics30.html#HaasG02

Dirk Ormoneit Peter W. Glynn Kernel-based reinforcement learning in average-cost problems. 1624-1636 2002 47 IEEE Trans. Autom. Control. 10 https://doi.org/10.1109/TAC.2002.803530 db/journals/tac/tac47.html#OrmoneitG02

Tim Holliday Andrea Goldsmith Peter W. Glynn Optimal link adaptation in wideband CDMA systems. 721-726 2002 GLOBECOM https://doi.org/10.1109/GLOCOM.2002.1188173 conf/globecom/2002 db/conf/globecom/globecom2002.html#HollidayGG02 Tim Holliday Andrea J. Goldsmith Peter W. Glynn Wireless link adaptation policies: QoS for deadline constrained traffic with imperfect channel estimates. 3366-3371 2002 ICC https://doi.org/10.1109/ICC.2002.997455 conf/icc/2002 db/conf/icc/icc2002.html#HollidayGG02 Minghua Hsieh Peter W. Glynn Recent advances in simulation optimization: confidence regions for stochastic approximation algorithms. 370-376 2002 conf/wsc/2002 WSC https://doi.org/10.1109/WSC.2002.1172906 https://doi.ieeecomputersociety.org/10.1109/WSC.2002.1172906 http://dl.acm.org/citation.cfm?id=1030505 db/conf/wsc/wsc2002.html#HsiehG02 Roberto Szechtman Peter W. Glynn Difficult queuing simulation problems: rare-event simulation for infinite server queues. 416-423 2002 conf/wsc/2002 WSC https://doi.org/10.1109/WSC.2002.1172912 https://doi.ieeecomputersociety.org/10.1109/WSC.2002.1172912 http://dl.acm.org/citation.cfm?id=1030511 db/conf/wsc/wsc2002.html#SzechtmanG02

David F. Muñoz Peter W. Glynn Multivariate Standardized Time Series for Steady-State Simulation Output Analysis. 413-422 2001 49 Oper. Res. 3 https://doi.org/10.1287/opre.49.3.413.11209 https://www.wikidata.org/entity/Q61039816 db/journals/ior/ior49.html#MunozG01

Shane G. Henderson Peter W. Glynn Computing Densities for Markov Chains via Simulation. 375-400 2001 26 Math. Oper. Res. 2 https://doi.org/10.1287/moor.26.2.375.10562 db/journals/mor/mor26.html#HendersonG01

Tajana Simunic Luca Benini Peter W. Glynn Giovanni De Micheli Event-driven power management. 840-857 2001 20 IEEE Trans. Comput. Aided Des. Integr. Circuits Syst. 7 https://doi.org/10.1109/43.931003 db/journals/tcad/tcad20.html#SimunicBGM01

Shane G. Henderson Peter W. Glynn Regenerative steady-state simulation of discrete-event systems. 313-345 2001 11 ACM Trans. Model. Comput. Simul. 4 https://doi.org/10.1145/508366.508367 db/journals/tomacs/tomacs11.html#HendersonG01

Tajana Simunic Luca Benini Andrea Acquaviva Peter W. Glynn Giovanni De Micheli Dynamic Voltage Scaling and Power Management for Portable Systems. 524-529 2001 conf/dac/2001 DAC https://doi.org/10.1145/378239.379016 db/conf/dac/dac2001.html#SimunicBAGM01 Paritosh Y. Desai Peter W. Glynn Simulation in optimization and optimization in simulation: a markov chain perspective on adaptive Monte Carlo algorithms. 379-384 2001 conf/wsc/2001 WSC https://doi.org/10.1109/WSC.2001.977305 https://doi.ieeecomputersociety.org/10.1109/WSC.2001.977305 http://dl.acm.org/citation.cfm?id=564178 db/conf/wsc/wsc2001.html#DesaiG01 Roberto Szechtman Peter W. Glynn Constrained Monte Carlo and the method of control variates. 394-400 2001 conf/wsc/2001 WSC https://doi.org/10.1109/WSC.2001.977308 https://doi.ieeecomputersociety.org/10.1109/WSC.2001.977308 http://dl.acm.org/citation.cfm?id=564180 db/conf/wsc/wsc2001.html#SzechtmanG01 James M. Calvin Peter W. Glynn Marvin K. Nakayama Steady state simulation analysis: importance sampling using the semi-regenerative method. 441-450 2001 conf/wsc/2001 WSC https://doi.org/10.1109/WSC.2001.977320 https://doi.ieeecomputersociety.org/10.1109/WSC.2001.977320 http://dl.acm.org/citation.cfm?id=564187 db/conf/wsc/wsc2001.html#CalvinGN01

Cathy H. Xia J. George Shanthikumar Peter W. Glynn On the Asymptotic Optimality of the SPT Rule for the Flow Shop Average Completion Time Problem. 615-622 2000 48 Oper. Res. 4 https://doi.org/10.1287/opre.48.4.615.12423 db/journals/ior/ior48.html#XiaSG00

Tajana Simunic Luca Benini Peter W. Glynn Giovanni De Micheli Dynamic Power Management of Laptop Hard Disk. 736 2000 conf/date/2000 DATE https://doi.org/10.1109/DATE.2000.840869 https://doi.ieeecomputersociety.org/10.1109/DATE.2000.840869 https://doi.org/10.1145/343647.344103 db/conf/date/date2000.html#SimunicBGM00 Tajana Simunic Haris Vikalo Peter W. Glynn Giovanni De Micheli Energy efficient design of portable wireless systems. 49-54 2000 conf/islped/2000 ISLPED https://doi.org/10.1145/344166.344197 db/conf/islped/islped2000.html#SimunicVGM00 Tajana Simunic Luca Benini Peter W. Glynn Giovanni De Micheli Dynamic power management for portable systems. 11-19 2000 conf/mobicom/2000 MobiCom https://doi.org/10.1145/345910.345914 db/conf/mobicom/mobicom2000.html#SimunicBGM00 Dirk Ormoneit Peter W. Glynn Kernel-Based Reinforcement Learning in Average-Cost Problems: An Application to Optimal Portfolio Choice. 1068-1074 2000 conf/nips/2000 NIPS db/conf/nips/nips2000.html#OrmoneitG00 https://proceedings.neurips.cc/paper/2000/hash/cd63a3eec3319fd9c84c942a08316e00-Abstract.html http://papers.nips.cc/paper/1849-kernel-based-reinforcement-learning-in-average-cost-problems-an-application-to-optimal-portfolio-choice

Shane G. Henderson Peter W. Glynn Derandomizing Variance Estimators. 907-916 1999 47 Oper. Res. 6 https://doi.org/10.1287/opre.47.6.907 db/journals/ior/ior47.html#HendersonG99

Shane G. Henderson Peter W. Glynn Can the regenerative method be applied to discrete-event simulation? 367-373 1999 conf/wsc/1999-1 WSC https://doi.ieeecomputersociety.org/10.1109/WSC.1999.823097 https://doi.org/10.1145/324138.324243 db/conf/wsc/wsc1999-1.html#HendersonG99 James M. Calvin Peter W. Glynn Marvin K. Nakayama On the small-sample optimality of multiple-regeneration estimators. 655-661 1999 conf/wsc/1999-1 WSC https://doi.ieeecomputersociety.org/10.1109/WSC.1999.823149 https://doi.org/10.1145/324138.324451 db/conf/wsc/wsc1999-1.html#CalvinGN99 Shing-Hoi Lee Peter W. Glynn Computing the distribution function of a conditional expectation via Monte Carlo: discrete conditioning spaces. 1654-1663 1999 conf/wsc/1999-2 WSC https://doi.org/10.1109/WSC.1999.816906 https://doi.ieeecomputersociety.org/10.1109/WSC.1999.816906 https://doi.org/10.1145/324898.325356 db/conf/wsc/wsc1999-2.html#LeeG99

Walid F. Nasrallah Peter W. Glynn Raymond E. Levitt Diversity and Popularity in Organizations and Communities. 347-372 1998 4 Comput. Math. Organ. Theory 4 https://doi.org/10.1023/A:1009686430066 db/journals/cmot/cmot4.html#NasrallahGL98

Amy R. Ward Peter W. Glynn Kathy J. Richardson Internet service performance failure detection. 38-43 1998 26 SIGMETRICS Perform. Evaluation Rev. 3 https://doi.org/10.1145/306225.306237 db/journals/sigmetrics/sigmetrics26.html#WardGR98

Peter W. Glynn Shane G. Henderson Estimation of Stationary Densities for Markov Chains. 647-652 1998 conf/wsc/1998 WSC https://doi.org/10.1109/WSC.1998.745046 https://doi.ieeecomputersociety.org/10.1109/WSC.1998.745046 http://dl.acm.org/citation.cfm?id=293288 db/conf/wsc/wsc1998.html#GlynnH98 Halim Damerdji Shane G. Henderson Peter W. Glynn Computational Efficiency Evaluation in Output Analysis. 208-215 1997 conf/wsc/1997 WSC https://doi.ieeecomputersociety.org/10.1109/WSC.1997.640399 https://doi.org/10.1145/268437.268481 db/conf/wsc/wsc1997.html#DamerdjiHG97

Peter W. Glynn Foreword. 7-8 1996 6 Discret. Event Dyn. Syst. 1 https://doi.org/10.1007/BF01796781 db/journals/deds/deds6.html#Glynn96

Halim Damerdji Peter W. Glynn Marvin K. Nakayama James R. Wilson Selecting the Best System in Transient Simulations with Variances Known. 281-286 1996 conf/wsc/1996 WSC https://doi.ieeecomputersociety.org/10.1109/WSC.1996.873290 https://doi.org/10.1145/256562.256628 db/conf/wsc/wsc1996.html#DamerdjiGNW96 Katherine B. Ensor Peter W. Glynn Grid-Based Simulation and the Method of Conditional Least Squares. 325-331 1996 conf/wsc/1996 WSC https://doi.ieeecomputersociety.org/10.1109/WSC.1996.873296 https://doi.org/10.1145/256562.256642 db/conf/wsc/wsc1996.html#EnsorG96

Peter W. Glynn Ward Whitt Heavy-traffic extreme-value limits for queues. 107-111 1995 18 Oper. Res. Lett. 3 https://doi.org/10.1016/0167-6377(95)00048-8 https://www.wikidata.org/entity/Q127753786 db/journals/orl/orl18.html#GlynnW95

Peter W. Glynn Some New Results on the Initial Transient Problem. 165-170 1995 conf/wsc/1995 WSC https://doi.org/10.1109/WSC.1995.478719 https://doi.ieeecomputersociety.org/10.1109/WSC.1995.478719 https://doi.org/10.1145/224401.224458 db/conf/wsc/wsc1995.html#Glynn95 Marcelo J. Torres Peter W. Glynn A Set of Extensions to the SIMAN/ARENA Simulation Environment. 285-293 1995 conf/wsc/1995 WSC https://doi.org/10.1109/WSC.1995.478736 https://doi.ieeecomputersociety.org/10.1109/WSC.1995.478736 https://doi.org/10.1145/224401.224616 db/conf/wsc/wsc1995.html#TorresG95 Halim Damerdji Peter W. Glynn Performance Analysis of Future Event Sets. 316-321 1995 conf/wsc/1995 WSC https://doi.org/10.1109/WSC.1995.478741 https://doi.ieeecomputersociety.org/10.1109/WSC.1995.478741 https://doi.org/10.1145/224401.224625 db/conf/wsc/wsc1995.html#DamerdjiG95 Peter W. Glynn The Interface Between Simulation Output Analysis Research and Practice. 346 1995 conf/wsc/1995 WSC https://doi.org/10.1109/WSC.1995.478755 https://doi.ieeecomputersociety.org/10.1109/WSC.1995.478755 https://doi.org/10.1145/224401.224631 db/conf/wsc/wsc1995.html#Glynn95a

Peter W. Glynn Efficiency improvement techniques. 175-197 1994 53 Ann. Oper. Res. 1 https://doi.org/10.1007/BF02136829 db/journals/anor/anor53.html#Glynn94

Marvin K. Nakayama Ambuj Goyal Peter W. Glynn Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems. 137-157 1994 42 Oper. Res. 1 https://doi.org/10.1287/opre.42.1.137 db/journals/ior/ior42.html#NakayamaGG94

Peter W. Glynn Ward Whitt Large deviations behavior of counting processes and their inverses. 107-128 1994 17 Queueing Syst. Theory Appl. 1-2 https://doi.org/10.1007/BF01158691 db/journals/questa/questa17.html#GlynnW94

Sigrún Andradóttir James M. Calvin Peter W. Glynn Increasing the frequency of regeneration for Markov processes. 320-323 1994 conf/wsc/1994 WSC https://doi.org/10.1109/WSC.1994.717167 http://dl.acm.org/citation.cfm?id=194053 db/conf/wsc/wsc1994.html#AndradottirCG94

Peter W. Glynn Benjamin Melamed Ward Whitt Estimating Customer and Time Averages. 400-408 1993 41 Oper. Res. 2 https://doi.org/10.1287/opre.41.2.400 db/journals/ior/ior41.html#GlynnMW93

Victor F. Nicola Perwez Shahabuddin Philip Heidelberger Peter W. Glynn Fast Simulation of Steady-State Availability in Non-Markovian Highly Dependable Systems. 38-47 1993 conf/ftcs/1993 FTCS db/conf/ftcs/ftcs93.html#NicolaSHG93 https://doi.org/10.1109/FTCS.1993.627306 Peter W. Glynn Philip Heidelberger Victor F. Nicola Perwez Shahabuddin Efficient estimation of the mean time between failures in non-regenerative dependability models. 311-316 1993 conf/wsc/1993 WSC https://doi.org/10.1145/256563.256657 https://doi.org/10.1109/WSC.1993.718066 https://doi.ieeecomputersociety.org/10.1109/WSC.1993.718066 db/conf/wsc/wsc1993.html#GlynnHNS93

Peter W. Glynn Philip Heidelberger Jackknifing under a Budget Constraint. 226-234 1992 4 INFORMS J. Comput. 3 https://doi.org/10.1287/ijoc.4.3.226 db/journals/informs/informs4.html#GlynnH92

Peter W. Glynn Ward Whitt The Asymptotic Efficiency of Simulation Estimators. 505-520 1992 40 Oper. Res. 3 https://doi.org/10.1287/opre.40.3.505 db/journals/ior/ior40.html#GlynnW92

Peter W. Glynn Philip Heidelberger Analysis of Initial Transient Deletion for Parallel Steady-State Simulations. 904-922 1992 13 SIAM J. Sci. Comput. 4 https://doi.org/10.1137/0913054 db/journals/siamsc/siamsc13.html#GlynnH92

Ambuj Goyal Perwez Shahabuddin Philip Heidelberger Victor F. Nicola Peter W. Glynn A Unified Framework for Simulating Markovian Models of Highly Dependable Systems. 36-51 1992 41 IEEE Trans. Computers 1 db/journals/tc/tc41.html#GoyalSHNG92 https://doi.org/10.1109/12.123381 http://doi.ieeecomputersociety.org/10.1109/12.123381

Søren Asmussen Peter W. Glynn Hermann Thorisson Stationarity Detection in the Initial Transient Problem. 130-157 1992 2 ACM Trans. Model. Comput. Simul. 2 https://doi.org/10.1145/137926.137932 db/journals/tomacs/tomacs2.html#AsmussenGT92

Paul Glasserman Peter W. Glynn Gradient estimation for regenerative processes. 280-288 1992 conf/wsc/1992 WSC https://doi.org/10.1145/167293.167350 db/conf/wsc/wsc1992.html#GlassermanG92

Peter W. Glynn Ward Whitt Estimating the asymptotic variance with batch means. 431-435 1991 10 Oper. Res. Lett. 8 https://doi.org/10.1016/0167-6377(91)90019-L db/journals/orl/orl10.html#GlynnW91

Peter W. Glynn Philip Heidelberger Analysis of initial transient deletion for replicated steady-state simulations. 437-443 1991 10 Oper. Res. Lett. 8 https://doi.org/10.1016/0167-6377(91)90020-P db/journals/orl/orl10.html#GlynnH91

Peter W. Glynn Philip Heidelberger Analysis of Parallel Replicated Simulations Under a Completion Time Constraint. 3-23 1991 1 ACM Trans. Model. Comput. Simul. 1 https://doi.org/10.1145/102810.102811 https://www.wikidata.org/entity/Q127245454 db/journals/tomacs/tomacs1.html#GlynnH91

Peter W. Glynn Pierre L'Ecuyer Michel Adès Gradient estimation for ratios. 986-994 1991 conf/wsc/1991 WSC https://doi.org/10.1109/WSC.1991.185714 https://doi.ieeecomputersociety.org/10.1109/WSC.1991.185714 http://dl.acm.org/citation.cfm?id=304377 db/conf/wsc/wsc1991.html#GlynnLA91

Peter W. Glynn Likelihood Ratio Gradient Estimation for Stochastic Systems. 75-84 1990 33 Commun. ACM 10 db/journals/cacm/cacm33.html#Glynn90 https://doi.org/10.1145/84537.84552

Peter W. Glynn Philip Heidelberger Bias Properties of Budget Constrained Simulations. 801-814 1990 38 Oper. Res. 5 https://doi.org/10.1287/opre.38.5.801 db/journals/ior/ior38.html#GlynnH90

Peter W. Glynn Donald L. Iglehart Simulation Output Analysis Using Standardized Time Series. 1-16 1990 15 Math. Oper. Res. 1 https://doi.org/10.1287/moor.15.1.1 db/journals/mor/mor15.html#GlynnI90

Peter W. Glynn Ward Whitt Indirect Estimation Via L = λW. 82-103 1989 37 Oper. Res. 1 https://doi.org/10.1287/opre.37.1.82 db/journals/ior/ior37.html#GlynnW89

Peter W. Glynn Ward Whitt Extensions of the Queueing Relations L = λW and H = λG. 634-644 1989 37 Oper. Res. 4 https://doi.org/10.1287/opre.37.4.634 db/journals/ior/ior37.html#GlynnW89a

Peter W. Glynn A GSMP formalism for discrete event systems. 14-23 1989 77 Proc. IEEE 1 https://doi.org/10.1109/5.21067 db/journals/pieee/pieee77.html#Glynn89

Peter W. Glynn Optimization of stochastic systems via simulation. 90-105 1989 conf/wsc/1989 WSC https://doi.org/10.1145/76738.76750 https://doi.org/10.1109/WSC.1989.718667 https://doi.ieeecomputersociety.org/10.1109/WSC.1989.718667 db/conf/wsc/wsc1989.html#Glynn89 Peter W. Glynn Likelihood ratio derviative estimators for stochastic systems. 374-380 1989 conf/wsc/1989 WSC https://doi.org/10.1145/76738.76785 https://doi.org/10.1109/WSC.1989.718702 https://doi.ieeecomputersociety.org/10.1109/WSC.1989.718702 db/conf/wsc/wsc1989.html#Glynn89a

Bennett L. Fox Peter W. Glynn Computing Poisson Probabilities. 440-445 1988 31 Commun. ACM 4 db/journals/cacm/cacm31.html#FoxG88 https://doi.org/10.1145/42404.42409

Peter W. Glynn Ward Whitt Ordinary CLT and WLLN Versions of L = λW. 674-692 1988 13 Math. Oper. Res. 4 https://doi.org/10.1287/moor.13.4.674 db/journals/mor/mor13.html#GlynnW88

Peter W. Glynn Ward Whitt An LIL Version of L = λW. 693-710 1988 13 Math. Oper. Res. 4 https://doi.org/10.1287/moor.13.4.693 db/journals/mor/mor13.html#GlynnW88a

Peter W. Glynn Donald L. Iglehart Simulation Methods for Queues: An Overview. 221-255 1988 3 Queueing Syst. Theory Appl. 3 db/journals/questa/questa3.html#GlynnI88 https://doi.org/10.1007/BF01161216

Perwez Shahabuddin Victor F. Nicola Philip Heidelberger Ambuj Goyal Peter W. Glynn Variance reduction in mean time to failure simulations. 491-499 1988 WSC https://doi.org/10.1145/318123.318239 conf/wsc/1988 db/conf/wsc/wsc1988.html#ShahabuddinNHGG88 Peter W. Glynn Donald L. Iglehart A new initial bias deletion rule. 318-319 1987 WSC https://doi.org/10.1145/318371.318439 conf/wsc/1987 db/conf/wsc/wsc1987.html#GlynnI87 Peter W. Glynn Likelilood ratio gradient estimation: an overview. 366-375 1987 WSC https://doi.org/10.1145/318371.318612 conf/wsc/1987 db/conf/wsc/wsc1987.html#Glynn87

Peter W. Glynn Ward Whitt A Central-Limit-Theorem Version of L = lambda W. 191-215 1986 1 Queueing Syst. Theory Appl. 2 db/journals/questa/questa1.html#GlynnW86 https://doi.org/10.1007/BF01536188

Peter W. Glynn Ward Whitt Sufficient Conditions for Functional-Limit-Theorem Versions of L = lambda W. 279-287 1986 1 Queueing Syst. Theory Appl. 3 db/journals/questa/questa1.html#GlynnW86a https://doi.org/10.1007/BF01149539

Peter W. Glynn Optimization of stochastic systems. 52-59 1986 WSC https://doi.org/10.1145/318242.318260 conf/wsc/1986 db/conf/wsc/wsc1986.html#Glynn86 Peter W. Glynn Stochastic approximation for Monte Carlo optimization. 356-365 1986 WSC https://doi.org/10.1145/318242.318459 conf/wsc/1986 db/conf/wsc/wsc1986.html#Glynn86a Peter W. Glynn Problems in Bayesian analysis of stochastic simulation. 376-379 1986 WSC https://doi.org/10.1145/318242.318462 conf/wsc/1986 db/conf/wsc/wsc1986.html#Glynn86b Peter W. Glynn Donald L. Iglehart Large-sample theory for standardized time series: an overview. 129-134 1985 WSC https://doi.org/10.1145/21850.253097 conf/wsc/1985 db/conf/wsc/wsc1985.html#GlynnI85 Peter W. Glynn On the role of generalized semi-Markov processes in simulation output analysis. 39-44 1983 WSC http://dl.acm.org/citation.cfm?id=801471 conf/wsc/1983 db/conf/wsc/wsc1983.html#Glynn83 Peter W. Glynn Coverage error for confidence intervals arising in simulation output analysis. 369-375 1982 WSC http://dl.acm.org/citation.cfm?id=1035911 conf/wsc/1982 db/conf/wsc/wsc1982.html#Glynn82 Andrea Acquaviva Michel Adès Shubhada Agrawal Sigrún Andradóttir Victor F. Araman Mansur Arief Søren Asmussen Baris Ata Susan Athey Hernan P. Awad Qinxun Bai Nicholas BambosNick Bambos Luca Benini Sally Benson Jose H. BlanchetJosé H. Blanchet Stephen P. Boyd James R. Bradley James M. Calvin Jacques de Chalendar Naveed Chehrazi Hong Chen Nan Chen Yen Lin Chia Casey Chu Michelle M. Cowing Halim Damerdji Amir H. Delgoshaie Paritosh Y. Desai Jing Dong John C. Duchi B. Curtis Eaves Katherine B. Ensor Lin Fan Li Fei-Fei 0001 Sergey Foss Bennett L. Fox Michael C. Fu 0001 Zijun Gao Soumyadip Ghosh Kay Giesecke Paul Glasserman David F. Gleich Andrea J. GoldsmithAndrea Goldsmith Gene H. Golub Ambuj Goyal Chen Greif Abhishek Gupta 0002 Abhishek K. Gupta Syamantak Datta Gupta Peter J. Haas Yanjun Han Fatemeh Sadat Hashemi Philip Heidelberger Shane G. Henderson Tim Holliday Harsha Honnappa Minghua Hsieh Jian-Qiang HuJianqiang Hu Donald L. Iglehart Alex Infanger Gerd Infanger Patrick Jaillet Rahul Jain 0002 Patrick Jenny Nanshan Jia Ramesh Johari Sandeep Juneja 0001 Carson Kent Henry Lam Pierre L'Ecuyer Kevin Leder Shing-Hoi Lee Raymond E. Levitt Hangqi Li Jiajin Li Li-Jia Li 0001 Quan-Lin Li Eunji Lim Sirui Lin Jingchen Liu Yuanyuan Liu Yuanzhe Ma Michel Mandjes Neal Master Ravi MazumdarRavi R. Mazumdar Saied MehdianSaied Mahdian Benjamin Melamed Panayotis Mertikopoulos Sean P. Meyn Giovanni De Micheli Daniel Miller 0001 Mohammad Mousavi Aris L. Moustakas David Fernando MuñozDavid F. Muñoz Marvin K. Nakayama Hongseok Namkoong Walid F. Nasrallah Victor F. Nicola Mariana Olvera-Cravioto Dirk Ormoneit Raghu Pasupathy Marie-Elisabeth Paté-Cornell Xiaoshan Peng Yijie Peng Mats Pihlsgård Linhai Qiu Yanlin Qu Matthew Randolph Mohammad Rasouli 0001 Chang-Han RheeChang-han Rhee Kathy J. Richardson Tajana RosingTajana Simunic Uriel G. Rothblum Benjamin Van Roy Gerardo Rubino Reuven Y. Rubinstein Paat Rusmevichientong David Scheinker Perwez Shahabuddin Uday V. Shanbhag J. George Shanthikumar Owen Shen Yuan Shi Andrew Young Shin Ziwei Su Roberto Szechtman Yifu Tang Hamdi A. Tchelepi Hermann Thorisson Claire J. Tomlin Marcelo J. Torres Bruno Tuffin Haris Vikalo Guanyang Wang Rob J. Wang Shengbo Wang Zizhuo Wang 0001 Amy R. Ward Thomas A. Weber 0001 Ward Whitt James R. Wilson Cathy H. Xia Li Xia Jin Xie 0006 Haoran Xu Jingxu Xu Jun Yan Yinyu Ye 0001 Yingchieh Yeh Zhihui Yu Chenfei Yuan Teng Zhang Xiaowei Zhang 0004 Zhe George Zhang Ding Zhao Shuheng Zheng Zeyu Zheng 0002 Zhengqing Zhou Zhengyuan Zhou