Peter W. Glynn

Andrea J. Goldsmith, Peter W. Glynn, Tim Holliday, 2002, 2002 IEEE International Conference on Communications. Conference Proceedings. ICC 2002 (Cat. No.02CH37333).

Computing Bayesian Means Using Simulation

Peter W. Glynn, Sigrún Andradóttir, P. Glynn, 2016, ACM Trans. Model. Comput. Simul..

New estimators for parallel steady-state simulations

Peter W. Glynn, Minghua Hsieh, 2009, Proceedings of the 2009 Winter Simulation Conference (WSC).

Fractional Brownian Motion with H < 1/2 as a Limit of Scheduled Traffic

Peter W. Glynn, Victor F. Araman, V. F. Araman, 2012, J. Appl. Probab..

Analysis of parallel replicated simulations under a completion time constraint

Philip Heidelberger, Peter W. Glynn, P. Glynn, 1991, TOMC.

Rare-event simulation for infinite server queues

Peter W. Glynn, Roberto Szechtman, P. Glynn, 2002, Proceedings of the Winter Simulation Conference.

Computing the distribution function of a conditional expectation via Monte Carlo: discrete conditioning spaces

Peter W. Glynn, Shing-Hoi Lee, P. Glynn, 1999, WSC '99.

Limit Theorems for Simulation-Based Optimization via Random Search

Peter W. Glynn, Yen Lin Chia, P. Glynn, 2013, TOMC.

Dynamic modeling of the tradeoff between productivity and safety in critical engineering systems

Peter W. Glynn, Marie-Elisabeth Paté-Cornell, Michelle M. Cowing, 2004, Reliab. Eng. Syst. Saf..

On the convergence of the spectrum of finite order approximations of stationary time series

Peter W. Glynn, Ravi Mazumdar, Syamantak Datta Gupta, 2013, J. Multivar. Anal..

Likelilood ratio gradient estimation: an overview

Peter W. Glynn, P. Glynn, 1987, WSC '87.

Empirical performance of bias-reducing estimators for regenerative steady-state simulations

Donald L. Iglehart, Peter W. Glynn, Minghua Hsieh, 2004, TOMC.

CONSTRUCTING SIMULATION OUTPUT INTERVALS UNDER INPUT UNCERTAINTY VIA DATA SECTIONING

Peter W. Glynn, Henry Lam, P. Glynn, 2018, 2018 Winter Simulation Conference (WSC).

On preemptive-repeat LIFO queues

Peter W. Glynn, Søren Asmussen, P. Glynn, 2017, Queueing Syst. Theory Appl..

Unbiased Monte Carlo computation of smooth functions of expectations via Taylor expansions

Nan Chen, Peter W. Glynn, Jose H. Blanchet, 2015, 2015 Winter Simulation Conference (WSC).

The Mean Number-in-System Vector Range for Multiclass Queueing Networks

Uriel G. Rothblum, Peter W. Glynn, B. Curtis Eaves, 2004, Math. Oper. Res..

A set of extensions to the SIMAN/ARENA simulation environment

Peter W. Glynn, Marcelo J. Torres, P. Glynn, 1995, WSC '95.

Unbiased Monte Carlo for optimization and functions of expectations via multi-level randomization

Peter W. Glynn, Jose H. Blanchet, P. Glynn, 2015, 2015 Winter Simulation Conference (WSC).

The Asymptotic Efficiency of Simulation Estimators

Ward Whitt, Peter W. Glynn, P. Glynn, 1992, Oper. Res..

On the Asymptotic Optimality of the SPT Rule for the Flow Shop Average Completion Time Problem

J. George Shanthikumar, Peter W. Glynn, Cathy H. Xia, 2000, Oper. Res..

Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed G/G/1 queue

Peter W. Glynn, Jingchen Liu, Jose H. Blanchet, 2007, Queueing Syst. Theory Appl..

On the small-sample optimality of multiple-regeneration estimators

Peter W. Glynn, Marvin K. Nakayama, James M. Calvin, 1999, WSC '99.

On the role of generalized semi-Markov processes in simulation output analysis

Peter W. Glynn, P. Glynn, 1983, WSC '83.

Experiments with initial transient deletion for parallel, replicated steady-state simulations

Philip Heidelberger, Peter W. Glynn, P. Glynn, 1992 .

Constrained Monte Carlo and the method of control variates

Peter W. Glynn, Roberto Szechtman, P. Glynn, 2001, Proceeding of the 2001 Winter Simulation Conference (Cat. No.01CH37304).

Interaction Value Analysis: When Structured Communication Benefits Organizations

Peter W. Glynn, Raymond E. Levitt, Walid F. Nasrallah, 2003, Organ. Sci..

State-dependent Importance Sampling and large Deviations

Peter W. Glynn, Jingchen Liu, Jose H. Blanchet, 2006, valuetools '06.

Capacity of Finite State Channels Based on Lyapunov Exponents of Random Matrices

Andrea J. Goldsmith, Peter W. Glynn, Tim Holliday, 2006, IEEE Transactions on Information Theory.

Proceedings of the 2nd international conference on Performance evaluation methodologies and tools

Peter W. Glynn, P. Glynn, 2007 .

A new initial bias deletion rule

Donald L. Iglehart, Peter W. Glynn, P. Glynn, 1987, WSC '87.

Efficiency improvement techniques

Peter W. Glynn, P. Glynn, 1994, Ann. Oper. Res..

Simulation in optimization and optimization in simulation: a markov chain perspective on adaptive Monte Carlo algorithms

Peter W. Glynn, Paritosh Y. Desai, P. Glynn, 2001, WSC '01.

Three results on the PageRank vector: eigenstructure, sensitivity, and the derivative

Gene H. Golub, Peter W. Glynn, David F. Gleich, 2007, Web Information Retrieval and Linear Algebra Algorithms.

Computing Densities for Markov Chains via Simulation

Peter W. Glynn, Shane G. Henderson, P. Glynn, 2001, Math. Oper. Res..

Uniform approximations for the M/G/1 queue with subexponential processing times

Peter W. Glynn, Mariana Olvera-Cravioto, P. Glynn, 2010, Queueing Syst. Theory Appl..

Improving predictions of pediatric surgical durations with supervised learning

Peter W. Glynn, Zhengyuan Zhou, Nicholas Bambos, 2017, International Journal of Data Science and Analytics.

Stochastic Simulation: Algorithms and Analysis

Peter W. Glynn, Søren Asmussen, P. Glynn, 2007 .

Recent advances in simulation optimization: confidence regions for stochastic approximation algorithms

Peter W. Glynn, Minghua Hsieh, P. Glynn, 2002, WSC '02.

Regenerative Simulation of Harris Recurrent Markov Chains.

Peter W. Glynn, P. Glynn, 1982 .

Optimal $\delta$-Correct Best-Arm Selection for General Distributions

Peter W. Glynn, Sandeep Juneja, Shubhada Agrawal, 2019 .

A Stochastic Stability Characterization of the Foschini-Miljanic Algorithm in Random Wireless Networks

Peter W. Glynn, Zhengyuan Zhou, Nicholas Bambos, 2016, 2016 IEEE Global Communications Conference (GLOBECOM).

Dynamics on Linear Influence Network Games Under Stochastic Environments

Peter W. Glynn, Zhengyuan Zhou, Nicholas Bambos, 2016, GameSec.

Zero-Variance Importance Sampling Estimators for Markov Process Expectations

Peter W. Glynn, Reuven Y. Rubinstein, Hernan P. Awad, 2013, Math. Oper. Res..

Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems

Peter W. Glynn, Marvin K. Nakayama, Ambuj Goyal, 1994, Oper. Res..

Distributed power and admission control for time-varying wireless networks

Andrea J. Goldsmith, Peter W. Glynn, Nicholas Bambos, 2004, International Symposium onInformation Theory, 2004. ISIT 2004. Proceedings..

Energy efficient design of portable wireless systems

Giovanni De Micheli, Peter W. Glynn, Tajana Simunic, 2000, ISLPED'00: Proceedings of the 2000 International Symposium on Low Power Electronics and Design (Cat. No.00TH8514).

Stationarity detection in the initial transient problem

Peter W. Glynn, Søren Asmussen, Hermann Thorisson, 1992, TOMC.

On the asymptotic behavior of the spectral density of autoregressive estimates

Peter W. Glynn, Ravi Mazumdar, Syamantak Datta Gupta, 2011, 2011 49th Annual Allerton Conference on Communication, Control, and Computing (Allerton).

Estimating Customer and Time Averages

Ward Whitt, Peter W. Glynn, Benjamin Melamed, 1993, Oper. Res..

A Diffusion Approximation for a GI/GI/1 Queue with Balking or Reneging

Peter W. Glynn, Amy R. Ward, P. Glynn, 2005, Queueing Syst. Theory Appl..

Additional Perspectives on Simulation for Optimization

Peter W. Glynn, P. Glynn, 2002, INFORMS J. Comput..

Problems in Bayesian analysis of stochastic simulation

Peter W. Glynn, P. Glynn, 1986, WSC '86.

Affine Point Processes: Approximation and Efficient Simulation

Peter W. Glynn, Xiaowei Zhang, Kay Giesecke, 2015, Math. Oper. Res..

Parallel processors for planning under uncertainty

George B. Dantzig, Peter W. Glynn, P. Glynn, 1990 .

Technical Note - Central Limit Theorems for Estimated Functions at Estimated Points

Michael C. Fu, Peter W. Glynn, Yijie Peng, 2020, Oper. Res..

A new approach to unbiased estimation for SDE's

Peter W. Glynn, Chang-han Rhee, P. Glynn, 2012, Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC).

Optimal link adaptation in wideband CDMA systems

Andrea J. Goldsmith, Peter W. Glynn, Tim Holliday, 2002, Global Telecommunications Conference, 2002. GLOBECOM '02. IEEE.

Managing power consumption in networks on chips

Stephen P. Boyd, Peter W. Glynn, Tajana Simunic, 2004, IEEE Transactions on Very Large Scale Integration (VLSI) Systems.

Indirect Estimation Via L = λW

Ward Whitt, Peter W. Glynn, P. Glynn, 1989, Oper. Res..

Mirror descent learning in continuous games

Peter W. Glynn, Zhengyuan Zhou, Aris L. Moustakas, 2017, 2017 IEEE 56th Annual Conference on Decision and Control (CDC).

Asymptotic robustness of estimators in rare-event simulation

Peter W. Glynn, Bruno Tuffin, Jose H. Blanchet, 2007, TOMC.

Simulation methods for queues: An overview

Donald L. Iglehart, Peter W. Glynn, P. Glynn, 1988, Queueing Syst. Theory Appl..

A large deviations perspective on ordinal optimization

Peter W. Glynn, Sandeep Juneja, P. Glynn, 2004, Proceedings of the 2004 Winter Simulation Conference, 2004..

Multivariate Standardized Time Series for Steady-State Simulation Output Analysis

Peter W. Glynn, David F. Muñoz, P. Glynn, 2001, Oper. Res..

On Sampling Rates in Simulation-Based Recursions

Peter W. Glynn, Raghu Pasupathy, Fatemeh Sadat Hashemi, 2018, SIAM J. Optim..

Optimization Of Stochastic Systems Via Simulation

Peter W. Glynn, P. Glynn, 1989, 1989 Winter Simulation Conference Proceedings.

Event-driven power management

Luca Benini, Giovanni De Micheli, Peter W. Glynn, 2001, IEEE Trans. Comput. Aided Des. Integr. Circuits Syst..

Extensions of the Queueing Relations L = λW and H = λG

Ward Whitt, Peter W. Glynn, P. Glynn, 1989, Oper. Res..

A Generalized Fundamental Matrix for Computing Fundamental Quantities of Markov Systems pdf

Li Xia, Peter W. Glynn, P. Glynn, 2016, ArXiv.

Distributed Asynchronous Optimization with Unbounded Delays: How Slow Can You Go?

Li Fei-Fei, Peter W. Glynn, Zhengyuan Zhou, 2018, ICML.

Efficient estimation of the mean time between failures in non-regenerative dependability models

Philip Heidelberger, Peter W. Glynn, Victor F. Nicola, 1993, WSC '93.

Internet service performance failure detection

Peter W. Glynn, Amy R. Ward, Kathy J. Richardson, 1998, PERV.

Adaptive importance sampling for rare event simulation of queueing networks

Peter W. Glynn, Ming-Hua Hsieh, 1997 .

Sequential Batch Learning in Finite-Action Linear Contextual Bandits pdf

Yanjun Han, Peter W. Glynn, Zhengyuan Zhou, 2020, ArXiv.

Derandomizing Variance Estimators

Peter W. Glynn, Shane G. Henderson, P. Glynn, 1999, Oper. Res..

On the rate of convergence to equilibrium for reflected Brownian motion

Peter W. Glynn, Rob J. Wang, 2018, Queueing Syst. Theory Appl..

On the estimation of the mean time to failure by simulation

Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin, 2017, 2017 Winter Simulation Conference (WSC).

Optimization of stochastic systems

Peter W. Glynn, P. Glynn, 1986, WSC '86.

Simulation-based computation of the workload correlation function in a Lévy-driven queue

Peter W. Glynn, Michel Mandjes, P. Glynn, 2009, Proceedings of the 2009 Winter Simulation Conference (WSC).

Selecting the best system in transient simulations with variances known

Peter W. Glynn, James R. Wilson, Marvin K. Nakayama, 1996, Winter Simulation Conference.

Replication Schemes For Limiting Expectations

Peter W. Glynn, Bennett L. Fox, P. Glynn, 1989, Probability in the Engineering and Informational Sciences.

Simulation-Based Response Surface Computation in the Presence of Monotonicity

Peter W. Glynn, Eunji Lim, P. Glynn, 2006, Proceedings of the 2006 Winter Simulation Conference.

The Asymptotic Validity of Sequential Stopping Rules for Confidence Interval Construction Using Standardized Time Series

Peter W. Glynn, Jing Dong, P. Glynn, 2019, 2019 Winter Simulation Conference (WSC).

On the Convergence of Mirror Descent beyond Stochastic Convex Programming

Stephen P. Boyd, Stephen Boyd, Peter W. Glynn, 2017, SIAM J. Optim..

Simulation Output Analysis Using Standardized Time Series

Donald L. Iglehart, Peter W. Glynn, P. Glynn, 1990, Math. Oper. Res..

Proceedings of the 2nd International Conference on Performance Evaluation Methodolgies and Tools, VALUETOOLS 2007, Nantes, France, October 22-27, 2007

Peter W. Glynn, P. Glynn, 2007, ValueTools.

Shape-constrained Estimation of Value Functions pdf

Peter W. Glynn, Mohammad Mousavi, P. Glynn, 2013, ArXiv.

Multivariate Distributionally Robust Convex Regression under Absolute Error Loss

Peter W. Glynn, Jose Blanchet, Jun Yan, 2019, NeurIPS.

Computational efficiency evaluation in output analysis

Peter W. Glynn, Shane G. Henderson, Halim Damerdji, 1997, WSC '97.

Efficient Estimation of the Mean Time Between Failures in Non-Regenerative Dependability Models

Philip Heidelberger, Peter W. Glynn, Victor F. Nicola, 1993, Proceedings of 1993 Winter Simulation Conference - (WSC '93).

Proceedings of Ihe 1986 Winter Simulation

Peter W. Glynn, P. Glynn, S. Roberts, 2022 .

Multi-agent Online Learning with Asynchronous Feedback Loss

Peter W. Glynn, Zhengyuan Zhou, Nicholas Bambos, 2018, NIPS 2018.

Monte carlo simulation of diffusions

Peter W. Glynn, P. Glynn, 2008, 2008 Winter Simulation Conference.

Exact simulation vs exact estimation

Peter W. Glynn, P. Glynn, 2016, 2016 Winter Simulation Conference (WSC).

Markov Chains and Stochastic Stability: Testing for stability

Peter W. Glynn, Richard L. Tweedie, Sean P. Meyn, 2009 .

Simulation-based confidence bounds for two-stage stochastic programs

Peter W. Glynn, Gerd Infanger, P. Glynn, 2013, Mathematical Programming.

On Transience and Recurrence in Irreducible Finite-State Stochastic Systems

Peter J. Haas, Peter W. Glynn, P. Glynn, 2015, ACM Trans. Model. Comput. Simul..

A Complementarity Framework for Forward Contracting Under Uncertainty

Peter W. Glynn, Gerd Infanger, Uday V. Shanbhag, 2011, Oper. Res..

Distribute d power control for time varying wireless networks: Optimality and convergence

Peter W. Glynn, Andrea Goldsmith, Nicholas Bambos, 2003 .

Robust Power Management via Learning and Game Design

Peter W. Glynn, Zhengyuan Zhou, Aris L. Moustakas, 2021, Oper. Res..

On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods

Peter W. Glynn, Rob J. Wang, P. Glynn, 2016, ACM Trans. Model. Comput. Simul..

Properties of the Reflected Ornstein–Uhlenbeck Process

Peter W. Glynn, Amy R. Ward, P. Glynn, 2003, Queueing Syst. Theory Appl..

Approximating Martingales for Variance Reduction in Markov Process Simulation

Peter W. Glynn, Shane G. Henderson, P. Glynn, 2002, Math. Oper. Res..

Dynamic Credit-Collections Optimization

Thomas A. Weber, Peter W. Glynn, Naveed Chehrazi, 2018, Manag. Sci..

Coverage error for confidence intervals arising in simulation output analysis

Peter W. Glynn, 1982, Winter Simulation Conference.

Efficient suboptimal rare-event simulation

Peter W. Glynn, Xiaowei Zhang, Jose H. Blanchet, 2007, 2007 Winter Simulation Conference.

An equilibrium analysis of a discrete-time Markovian queue with endogenous abandonments

Peter W. Glynn, Baris Ata, Xiaoshan Peng, 2017, Queueing Syst. Theory Appl..

The interface between simulation output analysis research and practice

Peter W. Glynn, 1995, WSC '95.

Nonexistence of a class of variate generation schemes

Peter W. Glynn, Shane G. Henderson, 2003, Oper. Res. Lett..

An Accelerated Approach to Safely and Efficiently Test Pre-Production Autonomous Vehicles on Public Streets

Ding Zhao, Peter W. Glynn, Mansur Arief, 2018, 2018 21st International Conference on Intelligent Transportation Systems (ITSC).

On the validity of long-run estimation methods for discrete-event systems

Peter J. Haas, Peter W. Glynn, 2002, PERV.

Fast simulation of steady-state availability in non-Markovian highly dependable systems

Philip Heidelberger, Peter W. Glynn, Victor F. Nicola, 1993, FTCS-23 The Twenty-Third International Symposium on Fault-Tolerant Computing.

Steady-State Simulation

Peter W. Glynn, Søren Asmussen, P. Glynn, 2007 .

Extensions of the regenerative method to new functionals

Peter W. Glynn, Zeyu Zheng, 2016, 2016 Winter Simulation Conference (WSC).

Measuring the initial transient: Reflected Brownian motion

Peter W. Glynn, Rob J. Wang, P. Glynn, 2014, Proceedings of the Winter Simulation Conference 2014.

OPTIMAL CONTROL OF PARALLEL QUEUES WITH BATCH SERVICE

Peter W. Glynn, Nicholas Bambos, Cathy H. Xia, 2002, Probability in the Engineering and Informational Sciences.

Deterministic and Stochastic Wireless Network Games: Equilibrium, Dynamics, and Price of Anarchy

Peter W. Glynn, Zhengyuan Zhou, Nicholas Bambos, 2018, Oper. Res..

Limit Theory for Taboo-Regenerative Processes

Peter W. Glynn, Hermann Thorisson, 2004, Queueing Syst. Theory Appl..

On simulation of non-Markovian stochastic Petri Nets with heavy-tailed firing times

Peter J. Haas, Peter W. Glynn, P. Glynn, 2012, Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC).

A c/μ-Rule for Service Resource Allocation in Group-Server Queues pdf

Li Xia, Zhe George Zhang, Peter W. Glynn, 2018, ArXiv.

Large-sample theory for standardized time series: an overview

Donald L. Iglehart, Peter W. Glynn, P. Glynn, 1985, WSC '85.

Large deviations for the empirical mean of an $$M/M/1$$ queue

Sean P. Meyn, Peter W. Glynn, Jose H. Blanchet, 2013, Queueing Syst. Theory Appl..

On the Dynamics of Semimartingales with Two Reflecting Barriers

Peter W. Glynn, Mats Pihlsgård, P. Glynn, 2013, J. Appl. Probab..

Kernel-Based Reinforcement Learning in Average-Cost Problems: An Application to Optimal Portfolio Choice

Peter W. Glynn, Dirk Ormoneit, P. Glynn, 2000, NIPS.

Stable Power Control in Wireless Networks via Dual Averaging

Peter W. Glynn, Zhengyuan Zhou, Aris L. Moustakas, 2017, GLOBECOM 2017 - 2017 IEEE Global Communications Conference.

Relining the garbage can of organizational decision-making: modeling the arrival of problems and solutions as queues

Peter W. Glynn, Henrich R. Greve, Hayagreeva Rao, 2020 .

Consistency of Multidimensional Convex Regression

Peter W. Glynn, Eunji Lim, P. Glynn, 2012, Oper. Res..

An empirical algorithm for relative value iteration for average-cost MDPs

Peter W. Glynn, Abhishek Gupta, Rahul Jain, 2015, 2015 54th IEEE Conference on Decision and Control (CDC).

Bias Properties of Budget Constrained Simulations

Philip Heidelberger, Peter W. Glynn, P. Glynn, 1990, Oper. Res..

Markov Chains and Stochastic Stability by Sean Meyn

Peter W. Glynn, Richard L. Tweedie, Sean P. Meyn, 2009 .

Sufficient conditions for functional-limit-theorem versions ofL = λW

Ward Whitt, Peter W. Glynn, P. Glynn, 1987, Queueing Syst. Theory Appl..

A regenerative bootstrap approach to estimating the initial transient

Peter W. Glynn, Xiaowei Zhang, P. Glynn, 2010, Proceedings of the 2010 Winter Simulation Conference.

A Fixed Point Theorem for Iterative Random Contraction Operators over Banach Spaces pdf

Peter W. Glynn, Abhishek Gupta, Rahul Jain, 2018, ArXiv.

Initial transient problem for steady-state output analysis

Peter W. Glynn, P. Glynn, 2005, Proceedings of the Winter Simulation Conference, 2005..

Estimation of stationary densities for Markov chains

Peter W. Glynn, Shane G. Henderson, P. Glynn, 1998, 1998 Winter Simulation Conference. Proceedings (Cat. No.98CH36274).

Steady state simulation analysis: importance sampling using the semi-regenerative method

Peter W. Glynn, Marvin K. Nakayama, James M. Calvin, 2001, WSC '01.

Simulation-based Computation of the Workload Correlation Function in a Lvy-driven Queue

Peter W. Glynn, Michel Mandjes, P. Glynn, 2011 .

OPTIMAL CONVERGENCE RATE FOR RANDOM SEARCH

Peter W. Glynn, Yen Lin Chia, P. Glynn, 2007 .

Large deviations behavior of counting processes and their inverses

Ward Whitt, Peter W. Glynn, P. Glynn, 1994, Queueing Syst. Theory Appl..

Ordinary CLT and WLLN Versions of L = λW

Ward Whitt, Peter W. Glynn, P. Glynn, 1988, Math. Oper. Res..

Learning in Games with Lossy Feedback

Peter W. Glynn, Zhengyuan Zhou, Nicholas Bambos, 2018, NeurIPS.

Efficient rare event simulation of continuous time Markovian perpetuities

Peter W. Glynn, Jose H. Blanchet, 2009, Proceedings of the 2009 Winter Simulation Conference (WSC).

A Unified Framework for Simulating Markovian Models of Highly Dependable Systems

Philip Heidelberger, Peter W. Glynn, Victor F. Nicola, 1992, IEEE Trans. Computers.

Mirror descent in non-convex stochastic programming pdf

Stephen P. Boyd, Peter W. Glynn, Zhengyuan Zhou, 2017, ArXiv.

Likelihood Ratio Derivative Estimators For Stochastic Systems

Peter W. Glynn, 1989, 1989 Winter Simulation Conference Proceedings.

Rare event simulation for a slotted time M/G/s model

Peter W. Glynn, Henry Lam, Jose H. Blanchet, 2009, Queueing Syst. Theory Appl..

Varaince reduction in mean time to failure simulations (1988)

Philip Heidelberger, Peter W. Glynn, Victor F. Nicola, 2007, Winter Simulation Conference.

Stochastic approximation for Monte Carlo optimization (1986)

Peter W. Glynn, 2007, Winter Simulation Conference.

On an Initial Transient Deletion Rule with Rigorous Theoretical Support

Peter W. Glynn, Hernan P. Awad, 2006, Proceedings of the 2006 Winter Simulation Conference.

Brownian bridge hypothesis testing for the initial transient problem

Peter W. Glynn, Eunji Lim, P. Glynn, 2011, Proceedings of the 2011 Winter Simulation Conference (WSC).

Quantifying flow uncertainty in heterogeneous porous media using random walk simulations

Patrick Jenny, Peter W. Glynn, Hamdi A. Tchelepi, 2018 .

Glossary of model assumptions

Peter W. Glynn, Richard L. Tweedie, Sean P. Meyn, 2009 .

An LIL Version of L = λW

Ward Whitt, Peter W. Glynn, P. Glynn, 1988, Math. Oper. Res..

On the theoretical comparison of low-bias steady-state estimators

Peter W. Glynn, Hernan P. Awad, 2007, TOMC.

Some new results on the initial transient problem

Peter W. Glynn, P. Glynn, 1995, WSC '95.

Introduction to Special Issue on Stochastic Networks

Peter W. Glynn, 2005, Queueing Syst. Theory Appl..

Dynamic voltage scaling and power management for portable systems

Luca Benini, Giovanni De Micheli, Peter W. Glynn, 2001, Proceedings of the 38th Design Automation Conference (IEEE Cat. No.01CH37232).

Analysis of Initial Transient Deletion for Parallel Steady-State Simulations

Philip Heidelberger, Peter W. Glynn, 1992, SIAM J. Sci. Comput..

A Diffusion Approximation for a Markovian Queue with Reneging

Peter W. Glynn, Amy R. Ward, P. Glynn, 2003, Queueing Syst. Theory Appl..

Managing Capacity and Inventory Jointly in Manufacturing Systems

Peter W. Glynn, James R. Bradley, P. Glynn, 2002, Manag. Sci..

A large deviations view of asymptotic efficiency for simulation estimators

Peter W. Glynn, Sandeep Juneja, P. Glynn, 2008, 2008 Winter Simulation Conference.

Strongly efficient estimators for light-tailed sums

Peter W. Glynn, Jose H. Blanchet, 2006, valuetools '06.

Computing the distribution function of a conditional expectation via Monte Carlo: discrete conditioning spaces

Peter W. Glynn, Shing-Hoi Lee, 1999, WSC '99.

USING REGENERATIVE SIMULATION TO CALIBRATE EXPONENTIAL APPROXIMATIONS TO RISK MEASURES OF HITTING TIMES TO RARELY VISITED SETS

Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin, 2018, 2018 Winter Simulation Conference (WSC).

Distributed power and admission control for time varying wireless networks

Andrea J. Goldsmith, Peter W. Glynn, Nicholas Bambos, 2004, IEEE Global Telecommunications Conference, 2004. GLOBECOM '04..

Dynamic power management for portable systems

Luca Benini, Giovanni De Micheli, Peter W. Glynn, 2000, MobiCom '00.

Repeated games for power control in wireless communications: Equilibrium and regret

Peter W. Glynn, Zhengyuan Zhou, Nicholas Bambos, 2016, 2016 IEEE 55th Conference on Decision and Control (CDC).

Gradient estimation for regenerative processes

Paul Glasserman, Peter W. Glynn, P. Glynn, 1992, WSC '92.

Countering Feedback Delays in Multi-Agent Learning

Peter W. Glynn, Zhengyuan Zhou, Nicholas Bambos, 2017, NIPS.

A Nonparametric Approach to Multiproduct Pricing

Peter W. Glynn, Benjamin Van Roy, Paat Rusmevichientong, 2006, Oper. Res..

Regenerative steady-state simulation of discrete-event systems

Peter W. Glynn, Shane G. Henderson, P. Glynn, 2001, TOMC.

On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling

Peter W. Glynn, Jose H. Blanchet, Kevin Leder, 2012, TOMC.

A central-limit-theorem version ofL=λw

Ward Whitt, Peter W. Glynn, P. Glynn, 1986, Queueing Syst. Theory Appl..

Unbiased Estimation with Square Root Convergence for SDE Models

Peter W. Glynn, Chang-han Rhee, P. Glynn, 2015, Oper. Res..

Guest Editors’ Introduction to Special Issue Honoring Donald L. Iglehart

Peter J. Haas, Peter W. Glynn, 2015, ACM Trans. Model. Comput. Simul..

Some mathematical background

Peter W. Glynn, Richard L. Tweedie, Sean P. Meyn, 2009 .

Experimental Investigation of a Capacity-Based Demand Response Mechanism for District-Scale Applications

Peter W. Glynn, Sally Benson, Jacques de Chalendar, 2019, HICSS.

Linear Programming, Lyapunov Functions, and Performance Analysis

Peter W. Glynn, 2008, 2008 Fifth International Conference on Quantitative Evaluation of Systems.

Rare event simulation for a generalized Hawkes process

Peter W. Glynn, Xiaowei Zhang, Kay Giesecke, 2009, Proceedings of the 2009 Winter Simulation Conference (WSC).

Monte Carlo Optimization of Stochastic Systems: Two New Approaches.

Peter W. Glynn, Jerry L Sanders, P. Glynn, 1986 .

Exact Simulation of Non-Stationary Reflected Brownian Motion

Peter W. Glynn, Mohammad Mousavi, 2013, ArXiv.

Wide-sense regeneration for Harris recurrent Markov processes: an open problem

Peter W. Glynn, P. Glynn, 2011, Queueing Syst. Theory Appl..

Importance sampling for stochastic simulations

Donald L. Iglehart, Peter W. Glynn, P. Glynn, 1989 .

Probability Functional Descent: A Unifying Perspective on GANs, Variational Inference, and Reinforcement Learning pdf

Peter W. Glynn, Jose H. Blanchet, Casey Chu, 2019, ICML.

Empirical Analysis of a Stochastic Approximation Approach for Computing Quasi-stationary Distributions

Peter W. Glynn, Jose H. Blanchet, Shuheng Zheng, 2012, EVOLVE.

Perwez Shahabuddin, 1962--2005: A professional appreciation

Paul Glasserman, Philip Heidelberger, Peter W. Glynn, 2007, TOMC.

Fitting continuous piecewise linear poisson intensities via maximum likelihood and least squares

Peter W. Glynn, Zeyu Zheng, 2017, 2017 Winter Simulation Conference (WSC).

Can the regenerative method be applied to discrete-event simulation?

Peter W. Glynn, Shane G. Henderson, P. Glynn, 1999, WSC '99.

Varaince reduction in mean time to failure simulations (1988)

Philip Heidelberger, Peter W. Glynn, Victor F. Nicola, 2007, WSC '07.

Diversity and Popularity in Organizations and Communities

Peter W. Glynn, Raymond E. Levitt, Walid F. Nasrallah, 1998, Comput. Math. Organ. Theory.

Likelihood ratio gradient estimation for stochastic systems

Peter W. Glynn, P. Glynn, 1990, CACM.

The stochastic counterpart of conservation laws with heterogeneous conductivity fields: Application to deterministic problems and uncertainty quantification

Patrick Jenny, Peter W. Glynn, Hamdi A. Tchelepi, 2019, J. Comput. Phys. X.

The semi-regenerative method of simulation output analysis

Peter W. Glynn, Marvin K. Nakayama, James M. Calvin, 2006, TOMC.

Optimal best arm selection for general distributions pdf

Peter W. Glynn, Sandeep Juneja, Shubhada Agrawal, 2019, ArXiv.

Difficult queuing simulation problems: rare-event simulation for infinite server queues

Peter W. Glynn, Roberto Szechtman, 2002, WSC '02.

Likelihood robust optimization for data-driven problems

Peter W. Glynn, Zizhuo Wang, Yinyu Ye, 2013, Computational Management Science.

Asymptotic Simulation Efficiency Based on Large Deviations

Peter W. Glynn, Sandeep Juneja, P. Glynn, 2013, TOMC.

Estimation and Inference for Non-Stationary Arrival Models with a Linear Trend

Peter W. Glynn, Zeyu Zheng, P. Glynn, 2019, 2019 Winter Simulation Conference (WSC).

Grid-based simulation and the method of conditional least squares

Peter W. Glynn, Katherine B. Ensor, 1996, Winter Simulation Conference.

On incorporating forecasts into linear state space model Markov decision processes

Peter W. Glynn, Jacques A. de Chalendar, 2021, Philosophical Transactions of the Royal Society A.

Diffusion Approximations for Thompson Sampling pdf

Peter W. Glynn, Lin Fan, P. Glynn, 2021, ArXiv.

Unbiased Optimal Stopping via the MUSE

Peter W. Glynn, Jose Blanchet, Zhengqing Zhou, 2021 .

Distributed stochastic optimization with large delays pdf

Peter W. Glynn, Zhengyuan Zhou, Nicholas Bambos, 2021, Math. Oper. Res..

Finite-Sample Regret Bound for Distributionally Robust Offline Tabular Reinforcement Learning

Peter W. Glynn, Zhengyuan Zhou, Jose H. Blanchet, 2021, AISTATS.

Supplementary material from "On incorporating forecasts into linear state space model Markov decision processes"

Peter W. Glynn, 2021 .

Computing Sensitivities for Distortion Risk Measures

Michael C. Fu, Peter W. Glynn, Yijie Peng, 2021, INFORMS J. Comput..

Distributionally Robust Martingale Optimal Transport

Peter W. Glynn, Jose Blanchet, Zhengqing Zhou, 2021, 2106.07191.

The Fragility of Optimized Bandit Algorithms pdf

Peter W. Glynn, Lin Fan, 2021, ArXiv.

Technical Note - Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates

Peter W. Glynn, Harsha Honnappa, Zeyu Zheng, 2021, Oper. Res..

On Gaussian Limits and Large Deviations for Queues Fed by High Intensity Randomly Scattered Traffic

Peter W. Glynn, Harsha Honnappa, P. Glynn, 2017, 1708.05584.

Note: On the Value of Function Evaluation Location Information in Monte Carlo Simulation

Peter W. Glynn, Thomas J. DiCiccio, P. Glynn, 1995 .

Selecting the best system, large deviations, and multi-armed bandits

Peter W. Glynn, Sandeep Juneja, P. Glynn, 2015 .

On Functional Central Limit Theorems for Semi-Markov and Related Processes

Peter J. Haas, Peter W. Glynn, P. Glynn, 2004 .

Chapter 4 Diffusion approximations

Peter W. Glynn, P. Glynn, 1990 .

NEW FRONTIERS IN APPLIED PROBABILITY

Lester Lipsky, Swapna S. Gokhale, Peter W. Glynn, 2011 .

Rates of Convergence and CLTs for Subcanonical Debiased MLMC

Peter W. Glynn, Jose Blanchet, Zeyu Zheng, 2016 .

Parametric estimation of tail probabilities for the single-server queue

Peter W. Glynn, Marcelo J. Torres, P. Glynn, 1998 .

Crisis on coral reefs linked to climate change

Peter W. Glynn, Sergio A. Navarrete, Alan E. Strong, 2001 .

Coral bleaching and mortality in Panama and Ecuador during the 1997-1998 El Niño-Southern Oscillation event : Spatial/temporal patterns and comparisons with the 1982-1983 event

Peter W. Glynn, P. Glynn, A. Baker, 2001 .

Lévy Matters V

Peter W. Glynn, Søren Asmussen, Frank Aurzada, 2015 .

Markov Chains and Stochastic Stability: Markov models

Peter W. Glynn, Richard L. Tweedie, Sean P. Meyn, 2009 .

Coral Mortality and Disturbances to Coral Reefs in the Tropical Eastern Pacific

Peter W. Glynn, P. Glynn, 1990 .

A Linear Programming Algorithm for Computing the Stationary Distribution of Semimartingale Re∞ected Brownian Motion

Peter W. Glynn, Assaf Zeevi, P. Glynn, 2008 .

Coral reef bleaching: facts, hypotheses and implications

Peter W. Glynn, P. Glynn, 1996 .

A probabilistic proof of the Perron–Frobenius theorem

Peter W. Glynn, P. Glynn, Paritosh Y. Desai, 2018, Naval Research Logistics (NRL).

Please , provide the mansucript number ! ) Consistency of Multi – dimensional Convex Regression

Peter W. Glynn, Eunji Lim, P. Glynn, 2010 .

Discretization Error in Simulation of One-Dimensional Reflecting Brownian Motion

Peter W. Glynn, Søren Asmussen, Jim Pitman, 1995 .

Estimation of steady-state central moments by the regenerative method of simulation

Donald L. Iglehart, Peter W. Glynn, 1986 .

Queues with negative arrivals

Erol Gelenbe, Peter W. Glynn, Karl Sigman, 1991, Journal of Applied Probability.

Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment

Peter W. Glynn, 2002 .

Average case behavior of random search for the maximum

Peter W. Glynn, James M. Calvin, P. Glynn, 1997, Journal of Applied Probability.

A classic Caribbean algal ridge, Holandés Cays, Panamá: an algal coated storm deposit

Peter W. Glynn, Robert S. Steneck, P. Glynn, 2001, Coral Reefs.

How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation

Peter W. Glynn, Reuven Y. Rubinstein, R. Rubinstein, 2009 .

Coral reefs: Corals' adaptive response to climate change

Peter W. Glynn, Tim R. McClanahan, P. Glynn, 2004, Nature.

A new proof of convergence of MCMC via the ergodic theorem

Peter W. Glynn, Søren Asmussen, P. Glynn, 2011 .

Trading securities using trailing stops

Donald L. Iglehart, Peter W. Glynn, 1995 .

Eastern Pacific sea surface temperature since 1600 A

Peter W. Glynn, Robert B. Dunbar, P. Glynn, 1994 .

Capacity of finite state markov channels with general inputs

Peter W. Glynn, Andrea Goldsmith, T. Holliday, 2003, IEEE International Symposium on Information Theory, 2003. Proceedings..

Structural characterization of taboo-stationarity for general processes in two-sided time

Peter W. Glynn, Hermann Thorisson, 2002 .

A Markov chain perspective on adaptive Monte Carlo algorithms

Peter W. Glynn, P. Glynn, Paritosh Y. Desai, 2001, Proceeding of the 2001 Winter Simulation Conference (Cat. No.01CH37304).

Estimating tail decay for stationary sequences via extreme values

Peter W. Glynn, Assaf Zeevi, P. Glynn, 2004, Advances in Applied Probability.

A comparison of cross-entropy and variance minimization strategies

Peter W. Glynn, Dirk P. Kroese, P. Glynn, 2011, Journal of Applied Probability.

Smoothed Limit Theorems for Equilibrium Processes

Donald L. Iglehart, Peter W. Glynn, 1989 .

ACTIVE MOVEMENTS AND OTHER ASPECTS OF THE BIOLOGY OF ASTICHOPUS AND LEPTOSYNAPTA (HOLOTHUROIDEA)

Peter W. Glynn, 1965 .

Uniform Cesaro limit theorems for synchronous processes with applications to queues

Peter W. Glynn, Karl Sigman, P. Glynn, 1992 .

Corals' adaptive response to climate change: Shifting to new algal symbionts may safeguard devastated reefs from extinction

Peter W. Glynn, Tim R. McClanahan, Andrew C. Baker, 2004 .

ON THE MARKOV PROPERTY OF THE GI/G/oo

Peter W. Glynn, P. Glynn, Gaussian Limit, 1982 .

Importance sampling using the semi-regenerative method

Peter W. Glynn, Marvin K. Nakayama, James M. Calvin, 2001, Proceeding of the 2001 Winter Simulation Conference (Cat. No.01CH37304).

On the maximum workload of a queue fed by fractional Brownian motion

Peter W. Glynn, Assaf Zeevi, P. Glynn, 2001 .

Unbiased Multilevel Monte Carlo: Stochastic Optimization, Steady-state Simulation, Quantiles, and Other Applications

Peter W. Glynn, Jose H. Blanchet, Yanan Pei, 2019, 1904.09929.

Recursive moment formulas for regenerative simulation

Donald L. Iglehart, Peter W. Glynn, 1986 .

Regenerative Aspects of the Steady-State Simulation Problem for Markov Chains.

Peter W. Glynn, P. Glynn, 1982 .

On confidence intervals for cyclic regenerative processes

Peter W. Glynn, 1983 .

Levy Processes with Two-Sided Reflection

Peter W. Glynn, Søren Asmussen, Lars Nørvang Andersen, 2015 .