Peter W. Glynn - Publications
2023
- Unbiased Optimal Stopping via the MUSE
Z. Zhou, G. Wang, J. H. Blanchet and P. W. Glynn
- Lyapunov Conditions for Differentiability of Markov Chain Expectations
C. Rhee and P. W. Glynn
- A heavy-traffic perspective on departure process variability
P. W. Glynn and R. J. Wang
- Unlocking demand response in commercial buildings: Empirical response of commercial buildings to daily cooling set point adjustments
J. A. de Chalendar, C. McMahon, L. F. Valenzuela, P. W. Glynn, and S. M. Benson
2022
- A Central Limit Theorem For Empirical Quantiles in the Markov Chain Setting
P. W. Glynn and S. G. Henderson
- Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
A. Jalilzadeh, U. Shanbhag, J. H. Blanchet, and P. W. Glynn
- Bounding Stationary Expectations for Queues and Storage Processes Fed by Stationary Input Sequences
P. W. Glynn and Z. Zheng
- Distributed Stochastic Optimization with Large Delays
Z. Zhou, P. Mertikopoulos, N. Bambos, P. W. Glynn, and Y. Ye
- Simulation-Based Prediction
E. Lim and P. W. Glynn
- On a Single Server Queue Fed by a Scheduled Traffic with Pareto Perturbations
V. F. Araman, H. Chen, P. W. Glynn, and L. Xia
- Approximations for the Distribution of Perpetuities with Small Discount Rates
J. Blanchet and P. W. Glynn
- The Development and Deployment of a Model for Hospital-level COVID-19 Associated Patient Demand Intervals from Consistent Estimators (DICE)
L. Yang, T. Zhang, P. W. Glynn, and D. Scheinker
- Queueing Theory: Past Present, and Future
P. W. Glynn
- Solutions of Poisson's Equation for Stochastically Monotone Markov Chains
P. W. Glynn and Alex Infanger
2021
- Efficient Computation for Stratified Splitting
P. W. Glynn and Z. Zheng
- Technical Note - Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates
Z. Zheng, H. Honnappa, and P. W. Glynn
- Computing Sensitivities for Distortion Risk Measures
P. W. Glynn, Y. Peng, M. C. Fu, and J. Hu
- Efficient Steady-state Simulation of High-dimensional Stochastic Networks
J. Blanchet, X. Chen, P. W. Glynn, and N. Si
- Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach
J. C. Duchi, P. W. Glynn, and H. Namkoong
- On incorporating forecasts into linear state space model Markov decision processes
J. A. de Chalendar and P. W. Glynn
- Robust Power Management via Learning and Game Design
Z. Zhou, P. Mertikopoulos, A. L. Moustakas, N. Bambos, and P. W. Glynn
2020
- Technical Note - Central Limit Theorems for Estimated Functions at Estimated Points
P. W. Glynn, L. Fan, M. C. Fu, J. Hu, and Y. Peng
- Interactive Model to Estimate Bed Demand for COVID-19-Related Hospitalization Developed by Stanford Medicine-Engineering Partnership
K. McFarlane, T. Zhang, J. Vallon, L. Yang, J. Xie, P. W. Glynn, and D. Scheinker
- A Class of Optimal Transport Regularized Formulations with Applications to Wasserstein GANs
S. Mahdian, J. H. Blanchet, and P. W. Glynn
- Comparing Regenerative-Simulation-Based Estimators of the Distribution of the Hitting Time to a Rarely Visited Set
P. W. Glynn, M. K. Nakayama, and B. Tuffin
- Adaptive Experimental Design with Temporal Interference: A Maximum Likelihood Approach
P. W. Glynn, R. Johari, and M. Rasouli
- On the spectral radius and stiffness of Markov jump process rate matrices
P. W. Glynn and A. Infanger
- A model to forecast regional demand for COVID-19 related hospital beds
J. O. Ferstad, A. Gu, R. Y. Lee, I. Thapa, A. Y. Shin, J. A. Salomon, P. W. Glynn, N. H. Shah, A. Milstein, K. Schulman, and D. Scheinke
- The Development and Deployment of a Model for Hospital-level COVID-19 Associated Patient Demand Intervals from Consistent Estimators (DICE)
L. Yang, T. Zhang, P. W. Glynn, and D. Scheinker
- Joint Resource Allocation for Input Data Collection and Simulation
J. Xu, P. W. Glynn, and Z. Zheng
- Optimal δ-Correct Best-Arm Selection for Heavy-Tailed Distributions
S. Agrawal, S. Juneja, and P. W. Glynn
- Relining the garbage can of organizational decision-making: modeling the arrival of problems and solutions as queues
P. W. Glynn, H. R. Greve, and H. Rao
2019
- Multivariate Distributionally Robust Convex Regression under Absolute Error Loss
J. Blanchet, P. W. Glynn, J. Yan, Z. Zhou
- Dynamic Credit-Collections Optimization
N. Chehrazi, P. W. Glynn, and T. A. Weber
- Probability Functional Descent: A Unifying Perspective on GANs, Variational Inference, and Reinforcement Learning
C. Chu, J. Blanchet, and P. W. Glynn
- Experimental investigation of a capacity-based demand response mechanism for district-scale applications
J. de Chalendar, P. W. Glynn and Sally M. Benson
- City-scale decarbonization experiments with integrated energy systems
J. de Chalendar, P. W. Glynn and Sally M. Benson
- The stochastic counterpart of conservation laws with heterogeneous conductivity fields: Application to deterministic problems and uncertainty quantification
A. H. Delgoshaie, P. W. Glynn, P. Jenny, and H. A. Tchelepi
- The Asymptotic Validity of Sequential Stopping Rules for Confidence Interval Construction Using Standardized Time Series
J. Dong and P. W. Glynn
- Estimation and Inference for Non-stationary Arrival Models with a Linear Trend
P. W. Glynn and Z. Zheng
2018
- Constructing Simulation Output Intervals Under Input Uncertainty via Data Sectioning
P. W. Glynn and H. Lam
- Distributed Asynchronous Optimization with Unbounded Delays: How Slow Can You Go?
Z. Zhou, P. Mertikopoulos, N. Bambos, P. W. Glynn, Y. Ye, L. J. Li, and Li F. F.
- Learning in Games with Lossy Feedback
Z. Zhou, P. Mertikopoulos, S. Athey, N. Bambos, P. W. Glynn, and Y. Ye
- Deterministic and Stochastic Wireless Network Games: Equilibrium, Dynamics, and Price of Anarchy
Z. Zhou, N. Bambos, and P. W. Glynn
- A flexible temporal velocity model for fast contaminant transport simulations in porous media
A. H. Delgoshaie, P. W. Glynn, P. Jenny, and H. A. Tchelepi
- An Accelerated Approach to Safely and Efficiently Test Pre-Production Autonomous Vehicles on Public Streets
M. Arief, P. W. Glynn, and D. Zhao
- On the Rate of Convergence to Equilibrium for Two-sided Reflected Brownian Motion and for the Ornstein-Uhlenbeck Process
P. W. Glynn and R. J. Wang
- A Probabilistic Proof of the Perron-Frobenius Theorem
P. W. Glynn and P. Y. Desai
- Approximations for the Distribution of Perpetuities with Small Discount Rates
J. Blanchet and P. W. Glynn
- Rates of Convergence and CLTs for Subcanonical Debiased MLMC
Z. Zheng, J. Blanchet, and P. W. Glynn
- Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates
Z. Zheng, H. Honnappa, and P. W. Glynn
- Approximating Performance Measures for Slowly Changing Non-stationary Markov Chains
Z. Zheng, H. Honnappa, and P. W. Glynn
- On the Rate of Convergence to Equilibrium for Reflected Brownian Motion
P. W. Glynn and R. J. Wang
- On Sampling Rates in Simulation-Based Recursions
R. Pasupathy, P. W. Glynn, S. Ghosh, and F. Hashemi
2017
- Recurrence Classification for a Family of Non-linear Storage Models
P. W. Glynn, J. E. Glynn, and S. Rai
- On Preemptive-repeat LIFO Queues
S. Asmussen and P. W. Glynn
- Fitting Continuous Piecewise Linear Poisson Intensities via Maximum Likelihood and Least Squares
Z. Zheng and P. W. Glynn
- Mirror Descent in Non-convex Stochastic Programming
Z. Zhou, P. Mertikopoulos, N. Bambos, S. Boyd, and P. W. Glynn
- An Equilibrium Analysis of a Discrete-Time Markovian Queue with Endogenous Abandonments
B. Ata, P. W. Glynn, and X. Peng
- Countering Feedback Delays in Multi-Agent Learning
Z. Zhou, P. Mertikopoulos, N. Bambos, S. Boyd, P. W. Glynn, and C. Tomlin
- Stochastic Mirror Descent in Variationally Coherent Optimization Problems
Z. Zhou, P. Mertikopoulos, N. Bambos, S. Boyd, and P. W. Glynn
- On the Asymptotic Analysis of Quantile Sensitivity Estimation by Monte Carlo Simulation
Y. Peng, M. Fu, P. W. Glynn, and J. Hu
- A CLT for Infinitely Stratified Estimators, with Applications to Debiased MLMC
Z. Zheng and P. W. Glynn
- Mirror Descent Learning in Continuous Games
Z. Zhou, P. Mertikopoulos, A. Moustakas, N. Bambos, and P. W. Glynn
- Stable Power Control in Wireless Networks via Dual Averaging
Z. Zhou, P. Mertikopoulos, A. Moustakas, S. Mehdian, N. Bambos, and P. W. Glynn
- Improving Predictions of Pediatric Surgical Durations with Supervised Learning
N. Master, Z. Zhou, D. Miller, D. Scheinker, N. Bambos, and P. W. Glynn
- Decarbonization of Campus Energy Systems and Optimization of Grid-Friendly Electrified District Heating and Cooling with Thermal Storage
J. A. de Chalendar, P. W. Glynn, J. Stagner, and S. M. Benson
2016
- Exact Simulation vs. Exact Estimation
P. W. Glynn
- Extensions of the Regenerative Method to New Functionals
Z. Zheng and P. W. Glynn
- Computing Bayesian Means Using Simulation
S. Andradóttir and P. W. Glynn
- Analysis of a Stochastic Approximation Algorithm for Computing Quasi-stationary Distributions
J. Blanchet, P. W. Glynn, and S. Zheng
- Likelihood Robust Optimization for Data-driven Problems
Z. Wang, P. W. Glynn, and Y. Ye
- On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods
R. J. Wang and P. W. Glynn
2015
- An Empirical Algorithm for Relative Value Iteration for Average-cost MDPs
A. Gupta, R. Jain, and P. W. Glynn
- On Transience and Recurrence in Irreducible Finite-State Stochastic Systems
P. W. Glynn and P. J. Haas
- Guest Editors' Introduction to Special Issue Honoring Donald L. Iglehart
P. W. Glynn and P. J. Haas
- Unbiased Monte Carlo for Optimization and Functions of Expectations via Multilevel Randomization
J. Blanchet and P. W. Glynn
- Unbiased Monte Carlo Computation of Smooth Functions of Expectations via Taylor Expansions
J. Blanchet, N. Chen, and P. W. Glynn
- Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes
P. W. Glynn and R. J. Wang
- Affine Point Processes: Approximation and Efficient Simulation
X. Zhang, J. Blanchet, K. Giesecke, and P. W. Glynn
- Unbiased Estimation with Square Root Convergence for SDE Models
C. Rhee and P. W. Glynn
- Lévy Processes with Two-sided Reflection
L. N. Andersen, S. Asmussen, P. W. Glynn, and M. Pihlsgård
2014
- Exact Estimation for Equilibrium of Markov Chains
P. W. Glynn and C. Rhee
- Measuring the Initial Transient: Reflected Brownian Motion
R. J. Wang and P. W. Glynn
2013
- Empirical Analysis of a Stochastic Approximation Approach for Computing Quasi-stationary Distributions
J. Blanchet, P. W. Glynn, and S. Zheng
- Zero-Variance Importance Sampling Estimators for Markov Process Expectations
H. Awad, P. W. Glynn, and R. Y. Rubinstein
- On the Dynamics of Semimartingales with Two Reflecting Barriers
M. Philsgard and P. W. Glynn
- Large Deviations for the Empirical Mean of an M/M/1 Queue
J. Blanchet, P. W. Glynn, and S. Meyn
- The Cross-Entropy Method for Estimation
D. P. Kroese, R. Y. Rubinstein, and P. W. Glynn
- On the Convergence of Finite Order Approximations of Stationary Time Series
S. D. Gupta, R. R. Mazumdar, P. W. Glynn
- Simulation-based Confidence Bounds for Two-Stage Stochastic Programs
P. W. Glynn and G. Infanger
- Limit Theorems for Simulation-based Optimization via Random Search
Y. L. Chia and P. W. Glynn
2012
- A New Approach to Unbiased Estimation for SDEs
C. Rhee and P. W. Glynn
- On Simulation of Non-Markovian Stochastic Petri Nets with Heavy-Tailed Firing Times
P. W. Glynn and P. J. Haas
- Consistency of Multi-dimensional Convex Regression
E. Lim and P. W. Glynn
- Fractional Brownian Motion with H < 1/2 As a Limit of Scheduled Traffic
V. F. Araman and P. W. Glynn
- On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling
J. Blanchet, P. W. Glynn, and K. Leder
2011
- A Complementarity Framework for Forward Contracting Under Uncertainty
V. Shanbhag, G. Infanger, and P. W. Glynn
- Simulation-based Computation of the Workload Correlation Function in a Lévy-driven Queue
P. W. Glynn and M. Mandjes
- A Comparison of Cross-Entropy and Variance Minimization Strategies
J. C. C. Chan, P. W. Glynn and D. P. Kroese
- A New Proof of Convergence of MCMC via the Ergodic Theorem
S. Asmussen and P. W. Glynn
- On the Transition from Heavy Traffic to Heavy Tails for the M/G/1 Queue: The Regularly Varying Case
M. Olvera-Cravioto, J. Blanchet, and P. W. Glynn
- Uniform Approximations for the M/G/1 Queue with Subexponential Processing Times
M. Olvera-Cravioto and P. W. Glynn
- On the Dynamics of a Finite Buffer Queue Conditioned on the Amount of Loss
X. Zhang and P. W. Glynn
- On Exponential Limit Laws for Hitting Times of Rare Sets for Harris Chains and Processes
P. W. Glynn
2010
- A Regenerative Bootstrap Approach to Estimating the Initial Transient
P. W. Glynn and X. Zhang
- Asymptotic Robustness of Estimators in Rare-Event Simulation
P. L'Ecuyer, J. Blanchet, B. Tuffin, and P. W. Glynn
- How to Generate Uniform Samples on Discrete Sets Using the Splitting Method
P. W. Glynn, A. Dolgin, R. Y. Rubinstein, and R. Vaisman
2009
- New Estimators for Parallel Steady-State Simulations
M. Hsieh and P. W. Glynn
- How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation
R. Y. Rubinstein and P. W. Glynn
- Conditional Limit Theorems for Regulated Fractional Brownian Motion
H. Awad and P. W. Glynn
- On Convergence to Stationarity of Fractional Brownian Storage
M. Mandjes, I. Norros, and P. W. Glynn
- Rare Event Simulation for a Generalized Hawkes Process
X. Zhang, J. Blanchet, K. Giesecke, and P. W. Glynn
- Asymptotic Validity of Batch Means Steady-State Confidence Intervals
P. W. Glynn and E. Lim
- Robustness Properties and Confidence Interval Reliability
P. W. Glynn, G. Rubino, and B. Tuffin
- Strongly Efficent Algorithms for Light-tailed Random Walks: An Old Folk Song Sung to a Faster New Tune
J. Blanchet, K. Leder, and P. W. Glynn
2008
- Performance Evaluation Methodologies and Tools: Selected papers from ValueTools 2007
P. W. Glynn and B. Tuffin eds.
- Efficient Rare-event Simulation for the Maximum of Heavy-tailed Random Walks
J. Blanchet and P. W. Glynn
- A Large Deviations View of Asymptotic Efficiency for Simulation Estimators
P. W. Glynn and S. Juneja
- Bounding Stationary Expectations of Markov Processes
P. W. Glynn and A. Zeevi
2007
- Uniform Renewal Theory with Applications to Expansions of Random Geometric Sums
J. Blanchet and P. W. Glynn
- Fluid Heuristics, Lyapunov Bounds, and Efficient Importance Sampling for a Heavy-tailed G/G/1 Queue
J. Blanchet, P. W. Glynn, and J. Liu
- On the Theoretical Comparison of Low-Bias Steady-State Estimators
H. Awad and P. W. Glynn
- A Natural History Model of Stage Progression Applied to Breast Cancer
S. Plevritis, P. Salzman, B. Sigal, and P. W. Glynn
- Efficient Sub-Optimal Rare-Event Simulation
X. Zhang, P. W. Glynn, and J. Blanchet
- Stochastic Simulation: Algorithms and Analysis
S. Asmussen and P. W. Glynn
- Perwez Shahabuddin, 1962-2005: A Professional Appreciation
S. Andradóttir, P. Glasserman, P. W. Glynn, P. Heidelberger, and S. Juneja
2006
- The Semi-Regenerative Method of Simulation Output Analysis
J. M. Calvin, P. W. Glynn, and M. Nakayama
- Capacity of Finite State Channels Based on Lyapunov Exponents of Random Matrices
T. Holliday, A. Goldsmith, and P. W. Glynn
- Complete Corrected Diffusion Approximations for the Maximum of a Random Walk
J. Blanchet and P. W. Glynn
- Tail Asymptotics for the Maximum of Perturbed Random Walk
V. Araman and P. W. Glynn
- Opportunities and Challenges in Using Online Preference Data for Vehicle Pricing: A Case Study at General Motors
P. Ruusmevichientong , J. A. Salisbury, L. T. Truss, B. Van Roy and P. W. Glynn
- A Nonparametric Approach to Multiproduct Pricing
P. Ruusmevichientong, B. Van Roy and P. W. Glynn
- Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes
P. W. Glynn and P. Haas
- Simulation-based Response Surface Estimation in the Presence of Monotonicity
E. Lim and P. W. Glynn
- On an Initial Transient Deletion Rule with Rigorous Theoretical Support
H. Awad and P. W. Glynn
- A Stochastic Simulation Model of US Breast Cancer Mortality Trends from 1975 to 2000
S. Plevritis, B. Sigal, P. Salzman, J. Rosenberg, and P. W. Glynn
- Simulation Algorithms for Regenerative Processes
P. W. Glynn
2005
- Approximations for the Distribution of Perpetuities with Small Discount Rates
J. Blanchet and and P. W. Glynn
- Diffusion Approximations for the Maximum of a Perturbed Random Walk
V. Araman and P. W. Glynn
- A Diffusion Approximation with a GIGI1 Queue with Balking or Reneging
A. Ward and P. W. Glynn
- Interaction Value Analysis: When Structured Communication Benefits Organizations
W. Nasrallah, R.Levitt, and P. W. Glynn
- Shannon Meets Lyapunov: Connections between Information Theory and Dynamical Systems
T. Holliday, P. W. Glynn, and A. Goldsmith
2004
- Empirical Performance of Bias-reducing Estimators for Regenerative Steady-State Simulations
M. Hsieh, D. Iglehart, and P. W. Glynn
- Simulation-based Parameter Estimation for Complex Models: A Breast Cancer Natural History Modelling Illustration
Y. Chia, P. Salzman, S. Plevritis, and P. W. Glynn
- Estimation of Continuous-time Markov Processes Sampled at Random Time Intervals
D. Duffie and P. W. Glynn
- The Mean Number-in-System Vector Range for a Multi-Class Queueing Network
B. C. Eaves, P. W. Glynn, and U.G. Rothblum
- Limit Theory for Taboo-Regenerative Processes
P. W. Glynn and H. Thorisson
- Estimating Tail Decay for Stationary Sequences via Extreme Values
A. Zeevi and P. W. Glynn
- Recurrence Properties of Autoregressive Processes with Super-Heavy-Tailed Innovations
A. Zeevi and P. W. Glynn
- Dynamic Modeling of the Trade-off Between Productivity and Safety in Critical Engineering Systems
M.M. Cowing, M.E. Pate-Cornell, and P. W. Glynn
- Managing Power Consumption in Networks on Chips
T. Simunic, S. Boyd, and P. W. Glynn
- On Functional Central Limit Theorems for Semi-Markov and Related Processes
P. W. Glynn and P. Hass
- A Large Deviations Perspective on Ordinal Optimization
P. W. Glynn and S. Juneja
- Distributed Power Control for Time-Varying Wireless Networks
T. Holliday, A. Goldsmith, N. Bambos, and P. W. Glynn
2003
- Computing the Distribution Function of a Conditional Expectation via Monte Carlo: Discrete Conditioning Spaces
S.H. Lee and P. W. Glynn
- Nonexistence of a Class of Variate Generation Schemes
S.G. Henderson and P. W. Glynn
- A Diffusion Approximation for a Markovian Queue with Reneging
A. Ward and P. W. Glynn
- Properties of the Reflected Ornstein-Uhlenbeck Process
A. Ward and P. W. Glynn
- Distributed Power Control for Time-Varying Wireless Networks: Optimality and Convergence
T. Holliday, N. Bambos, P. W. Glynn, and A. Goldsmith
- Optimal Power Control for CDMA Systems in the Wideband Limit
T. Holliday, A. Goldsmith, and P. W. Glynn
- Capacity of Finite State Markov Channels with General Inputs
T. Holliday, A. Goldsmith, and P. W. Glynn
2002
- Kernel-Based Reinforcement Learning in Average-Cost Problems
D. Ormoneit and P. W. Glynn
- On the Validity of Long-Run Estimation Methods for Discrete-Event Systems
P. J. Haas and P. W. Glynn
- Structural Characterization of Taboo-Stationarity for General Processes in Two-sided Time
P. W. Glynn and H. Thorisson
- Optimal Control of Parallel Queues with Batch Service
C. Xia, G. Michailidis, N. Bambos, and P. W. Glynn
- Hoeffding's Inequality for Uniformly Recurrent Markov Chains
P. W. Glynn and D. Ormoneit
- Approximating Martingales for Variance Reduction in Markov Process Simulation
S.G. Henderson and P. W. Glynn
- Necessary Conditions in Limit Theorems for Cumulative Processes
P. W. Glynn and W. Whitt
- Managing Capacity and Inventory Jointly in Manufacturing Systems
J. Bradley and P. W. Glynn
- Confidence Regions for Stochastic Approximation Algorithms
M.-H. Hsieh and P. W. Glynn
- Rare-Event Simulation for Infinite Server Queues
R. Szechtman and P. W. Glynn
- Entropy and Mutual Information for Markov Channels with General Inputs
T. Holliday, A. Goldsmith, and P. W. Glynn
- Optimal Link Adaptation in Wideband CDMA Systems
T. Holliday, A. Goldsmith, and P. W. Glynn
- Wireless Link Adaptation Policies: QoS for Deadline Constrained Traffic with Imperfect Channel Estimates
T. Holliday, A. Goldsmith, and P. W. Glynn
- Some New Perspectives on the Method of Control Variates
P. W. Glynn and R. Szechtman
2001
- Regenerative Steady-State Simulation of Discrete-Event Systems
S.G. Henderson and P. W. Glynn
- Multivariate Standardized Time Series for Steady-State Simulation Output Analysis
D. Muñoz and P. W. Glynn
- Two-sided Taboo Limits for Markov Processes and Associated Perfect Simulation
P. W. Glynn and H. Thorisson
- Event-Driven Power Management
T. Simunic, L. Benini, P. W. Glynn, and G. DeMicheli
- Computing Densities for Markov Chains via Simulation
S.G. Henderson and P. W. Glynn
- A Markov Chain Perspective on Adaptive Monte Carlo Algorithms
P. Desai and P. W. Glynn
- Constrained Monte Carlo and the Method of Control Variates
R. Szechtman and P. W. Glynn
- Importance Sampling Using the Semi-Regenerative Method
J. M. Calvin, P. W. Glynn, and M.K. Nakayama
- Dynamic Voltage Scaling for Portable Systems
T. Simunic, L. Benini, A. Acquaviva, P. W. Glynn, and G. DeMicheli
2000
- On the Behavior of a Long Cascade of Linear Reservoirs
J. E. Glynn and P. W. Glynn
- On the Asymptotic Optimality of the SPT Rule for the Static Flow Shop Average Completion Time Problem
C. H. Xia, J. G. Shanthikumar, and P. W. Glynn
- Simulating the Maximum of a Random Walk
K. B. Ensor and P. W. Glynn
- On the Maximum Workload of a Queue Fed by Fractional Brownian Motion
A. Zeevi and P. W. Glynn
- Dynamic Power Management of Laptop Hard Disks
T. Simunic, L. Benini, P. W. Glynn, and G. DeMicheli
- Energy Efficient Design of Portable Wireless Systems
T. Simunic, H. Vikalo, P. W. Glynn, and G. DeMicheli
- Dynamic Power Management of Portable Systems
T. Simunic, L. Benini, P. W. Glynn, and G. DeMicheli
- Estimating Tail Probabilities in Queues via Extremal Statistics
P. W. Glynn and A. Zeevi
1999
- Transient Simulation via Empirically-Based Coupling
E.W. Wong, P. W. Glynn, and D. L. Iglehart
- Derandomizing Variance Estimators
S. G. Henderson and P. W. Glynn
- Can the Regenerative Method be Applied to Discrete-Event Simulations?
S. G. Henderson and P. W. Glynn
- On the Small-Sample Optimality of Multiple-Regeneration Estimators
J. Calvin, P. W. Glynn, and M. Nakayama
- Computing the Distribution Function of a Conditional Expectation via Monte Carlo: Discrete Conditioning Spaces
S.H. Lee and P. W. Glynn
- Winning the Hand of the Princess Saralinda
P. W. Glynn and W. Whitt
1998
- Limit Theory for Performance Modeling of Future Event Set Algorithms
H. Damerdji and P. W. Glynn
- Internet Service Performance Failure Detection
A.Ward, P. W. Glynn, and K.Richardson
- Diversity and Popularity in Organizations and Communities
W. Nasrallah, P. W. Glynn, and R. Levitt
- Independent Sampling of a Stochastic Process
P. W. Glynn and K. Sigman
- Estimation of Stationary Densities for Markov Chains
P. W. Glynn and S. G. Henderson
- Internet Service Performance Failure Detection
A. Ward, P. W. Glynn and K. Richardson
- DTMW: A New Congestion Control Scheme for Long-Range Dependent Traffic
C. Huang, I. Lambadaris, M. Devetsikiotis, P. W. Glynn, and A.R. Kaye
- Strong Approximations in Queueing Theory
P. W. Glynn
- A Family of Regenerative Moment Identities
J. M. Calvin and P. W. Glynn
1997
- A Batch Means Methodology for Estimation of a Nonlinear Function of a Steady-State Mean
D. F. Muñoz and P. W. Glynn
- Average Case Behavior of Random Search for the Maximum
J. M. Calvin and P. W. Glynn
- Computational Efficiency Evaluation in Output Analysis
H. Damerdji, S.G. Henderson, and P. W. Glynn
- Stochastic Optimization via Grid Search
K. B. Ensor and P. W. Glynn
- Parametric Estimation of Tail Probabilities for the Single-Server Queue
P. W. Glynn and M. Torres
- Tightness for Non-irreducible Markov Chains
P. W. Glynn and S. Meyn
1996
- Complexity of Non-Adaptive Optimization Algorithms for a Class of Diffusions
J.M. Calvin and P. W. Glynn
- A Diffusion Approximation for a Network of Reservoirs with Power Law Release Rule
J. E. Glynn and P. W. Glynn
- A Liapunov Bound for Solutions of Poisson's Equation
P. W. Glynn and S. Meyn
- Efficient Simulation via Coupling
P. W. Glynn and E. W. Wong
- Selecting the Best System in Transient Simulations with Variances Known
H. Damerdji, P. W. Glynn, M. K. Nakayama, and J. R. Wilson
- Grid-Based Simulation and the Method of Conditional Least Squares
K. B. Ensor and P. W. Glynn
- Nonparametric Estimation of Tail Probabilities for the Single-Server Queue
P. W. Glynn and M. Torres
- Derandomizing and Rerandomizing Variance Estimators
S. G. Henderson and P. W. Glynn
1995
- Heavy-Traffic Extreme-Value Limits for Queues
P. W. Glynn and W.Whitt
- Likelihood Ratio Gradient Estimation for Stochastic Recursions
P. W. Glynn and P. L'Ecuyer
- Discretization Error in Simulation of One-dimensional Reflecting Brownian Motion
S. Asmussen, P. W. Glynn, and J. Pitman
- Efficient Monte Carlo Simulation of Security Prices
D. Duffie and P. W. Glynn
- Accelerated Regeneration for Markov Chain Simulations
S. Andradóttir, J. M. Calvin, and P. W. Glynn
- Trading Securities Using Trailing Stops
P. W. Glynn and D. L. Iglehart
- A Martingale Approach to Regenerative Simulation
P. W. Glynn and D. L. Iglehart
- On the Value of Function Evaluation Location Information in Monte Carlo Simulation
T. J. DiCiccio and P. W. Glynn
- A Set of Extensions to the SIMAN/ARENA Simulation Environment
M. J. Torres and P. W. Glynn
- Performance Analysis of Future Event Sets
H. Damerdji and P. W. Glynn
- Two Approaches to the Initial Transient Problem
P. W. Glynn
1994
- Large Deviations Behavior of Counting Processes and Their Inverses
P. W. Glynn and W. Whitt
- Poisson's Equation for the Recurrent M/G/1 Queue
P. W. Glynn
- On the Existence and Estimation of Performance Measure Derivatives for Stochastic Recursions
P. W. Glynn and P. L'Ecuyer
- Efficiency Improvement Techniques
P. W. Glynn
- Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State
P. L'Ecuyer and P. W. Glynn
- Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State
P. L'Ecuyer, N. Giroux, and P. W. Glynn
- Logarithmic Asymptotics for Steady-State Tail Probabilities in a Single-Server Queue
P. W. Glynn and W. Whitt
- Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems
M. Nakayama, A. Goyal, and P. W. Glynn
- Increasing the Frequency of Regeneration for Markov Processes
S. Andradóttir, J. Calvin, and P. W. Glynn
1993
- Limit Theorems for Cumulative Processes
P. W. Glynn and W. Whitt
- Conditions for the Applicability of the Regenerative Method
P. W. Glynn and D. L. Iglehart
- Estimating Customer and Time Averages
P. W. Glynn, B. Melamed and W. Whitt
- Efficient Estimation of the Mean Time Between Failures in Non-regenerative Dependability Models
P. W. Glynn, P. Heidelberger, V. Nicola, and P. Shahabuddin
- Fast Simulation of Steady-State Availability in Non-Markovian Highly Dependable Systems
V. Nicola, P. Shahabuddin, P. Heidelberger, and P. W. Glynn
1992
- Jackknifing Under a Budget Constraint
P. W. Glynn and P. Heidelberger
- Stationarity Detection in the Initial Transient Problem
S. Asmussen, P. W. Glynn, and H. Thorisson
- Experiments with Initial Transient Deletion for Parallel, Replicated Steady-State Simulations
P. W. Glynn and P. Heidelberger
- The Asymptotic Validity of Sequential Stopping Rules for Stochastic Simulations
P. W. Glynn and W. Whitt
- The Asymptotic Efficiency of Simulation Estimators
P. W. Glynn and W. Whitt
- Analysis if Initial Transient Deletion for Parallel Steady-State Simulations
P. W. Glynn and P. Heidelberger
- Uniform Cesaro Limit Theorems for Synchronous Processes with Applications to Queues
P. W. Glynn and K. Sigman
- A Unified Framework for Simulating Markovian Models of Highly Dependable Systems
A. Goyal, P. Shahabuddin, P. Heidelberger, V. F. Nicola, and P. W. Glynn
- Experimental Results for Gradient Estimation and Optimization of a Markov Chain in Steady-State
P. L'Ecuyer, N. Giroux, and P. W. Glynn
- Gradient Estimation for Regenerative Processes
P. Glasserman and P. W. Glynn
- A GSMP Formalism for Discrete Event Systems
P. W. Glynn
1991
- Departures from Many Queues in Series
P. W. Glynn and W. Whitt
- Analysis of Parallel Replicated Simulations Under a Completion Time Constraint
P. W. Glynn and P. Heidelberger
- Estimating the Asymptotic Variance with Batch Means
P. W. Glynn and W. Whitt
- Analysis of Initial Transient Deletion for Replicated Steady-State Simulations
P. W. Glynn and P. Heidelberger
- A New View of the Heavy-Traffic Limit Theorem for Infinite-Server Queues
P. W. Glynn and W. Whitt
- Queues with Negative Arrivals
E. Gelenbe, P. W. Glynn, and K. Sigman
- Gradient Estimation for Ratios
P. W. Glynn, P. L'Ecuyer and M. Ades
1990
- Bias Properties of Budget Constrained Monte Carlo Simulations
P. W. Glynn and P. Heidelberger
- Discrete-time Conversion for Simulating Finite-Horizon Markov Processes
B. L. Fox and P. W. Glynn
- Simulation Output Analysis Using Standardized Time Series
P. W. Glynn and D. L. Iglehart
- Parallel Processors for Planning Under Uncertainty
G. B. Dantzig and P. W. Glynn
- Decomposition and Parallel Processing Techniques for Large Scale Electric Power System Planning Under Uncertainty
M. Avriel, and G. B. Dantzig, and P. W. Glynn
- Diffusion Approximations
P. W. Glynn
1989
- Replication Schemes for Limiting Expectations
B. L. Fox and P. W. Glynn
- Importance Sampling for Stochastic Simulation
P. W. Glynn and D. L. Iglehart
- Simulating Discounted Costs
B. L. Fox and P. W. Glynn
- The Optimal Linear Combination of Control Variates in the Presence of Asymptotically Negligible Bias
P. W. Glynn and D. L. Iglehart
- Extensions of the Queueing Relations L = λW and H = λG
P. W. Glynn and W. Whitt
- Indirect Estimation via L = λW
P. W. Glynn and W. Whitt
- Smoothed Limit Theorems for Equilibrium Processes
P. W. Glynn and D. L. Iglehart
- Decomposition Techniques for Multi-Area Generation and Transmission Planning Under Uncertainty
G.B. Dantzig and P. W. Glynn
- Tightness of Synchronous Processes
P. W. Glynn and K. Sigman
1988
- On the Valuation of Payoffs from a Geometric Random Walk of Oil Prices
P. W. Glynn and A. S. Manne
- A New Class of Strongly Consistent Variance Estimators for Steady-State Simulations
P. W. Glynn and D. L. Iglehart
- Simulation Methods for Queues: An Overview
P. W. Glynn and D. L. Iglehart
- Conditions under which a Markov Chain Converges to its Steady State in Finite Time
P. W. Glynn and D. L. Iglehart
- Operations Research: The Next Decade
P. W. Glynn
- Computing Poisson Probabilities
B. L. Fox and P. W. Glynn
- An LIL Version of L = λW
P. W. Glynn and W. Whitt
- Ordinary CLT and WLLN Versions of L = λW
P. W. Glynn and W. Whitt
- Variance Reduction in Mean Time to Failure Simulations
P. Shahabuddin, V. Nicola, P. Heidelberger, A.Goyal, and P. W. Glynn
- Computational and Statistical Issues in Discrete-Event Simulation
P. W. Glynn and D. L. Iglehart
1987
- A Joint Central Limit Theorem for the Sample Mean and Regenerative Variance Estimator
P. W. Glynn and D. L. Iglehart
- Limit Theorems for the Method of Replication
P. W. Glynn
- Estimating Time Averages via Randomly-Spaced Observations
B. L. Fox and P. W. Glynn
- Upper Bounds for Poisson Tail Probabilities
P. W. Glynn
- A New Initial Bias Deletion Rule
P. W. Glynn and D. L. Iglehart
- Construction of Process Differentiable Representations for Parametric Families of Distributions
P. W. Glynn
1986
- Sufficient Conditions for Functional Limit Theorem Versions of L = λW
P. W. Glynn and W. Whitt
- Estimation of Steady-State Central Moments by the Regenerative Method of Simulation
P. W. Glynn and D. L. Iglehart
- A Central-Limit-Theorem Version of L = λW
P. W. Glynn and W. Whitt
- Discrete-Time Conversion for Simulating Semi-Markov Processes
B. L. Fox and P. W. Glynn
- Monte Carlo Optimization of Stochastic Systems: Two New Approaches
P. W. Glynn and J. L. Sanders
- Optimization of Stochastic Systems
P. W. Glynn
- Recursive Moment Formulas for the Regenerative Simulation
P. W. Glynn and D. L. Iglehart
- Consequences of Uniform Integrability for Simulation
P. W. Glynn and D. L. Iglehart
1985
- Regenerative Processes and the ø-Mixing Property
P. W. Glynn
- On the Range of a Regenerative Sequence
P. W. Glynn
- Large-Sample Theory for Standardized Times Series: An Overview
P. W. Glynn and D. L. Iglehart
1984
- Steady-State Confidence Interval Methodology: Regenerative Methods
P. W. Glynn and D. L. Iglehart
- Equitable Assignment Rules
P. W. Glynn and J.L. Sanders
1983
- Randomized Estimators for Time Integrals
P. W. Glynn
1982
Gaussian Limit- Simulation Output Analysis for General State Space Markov Chains
P. W. Glynn and D.L. Iglehart
- Some New Results in Regenerative Process Theory
P. W. Glynn