Peter W. Glynn

Orcid: 0000-0003-1370-6638

Affiliations:
  • Stanford University, USA


According to our database1, Peter W. Glynn authored at least 232 papers between 1982 and 2024.

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Bibliography

2024
A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson's Equation.
CoRR, 2024

2023
Gaussian limits for scheduled traffic with super-heavy tailed perturbations.
Queueing Syst. Theory Appl., October, 2023

Simulation-Based Prediction.
Oper. Res., January, 2023

On the Maximization of Long-Run Reward CVaR for Markov Decision Processes.
CoRR, 2023

Optimal Sample Complexity for Average Reward Markov Decision Processes.
CoRR, 2023

Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation.
CoRR, 2023

Optimal Sample Complexity of Reinforcement Learning for Uniformly Ergodic Discounted Markov Decision Processes.
CoRR, 2023

Cosimla with General Regeneration Set to Compute Markov Chain Stationary Expectations.
Proceedings of the Winter Simulation Conference, 2023

2022
Queueing theory: past, present, and future.
Queueing Syst. Theory Appl., 2022

On a single server queue fed by scheduled traffic with Pareto perturbations.
Queueing Syst. Theory Appl., 2022

Distributed Stochastic Optimization with Large Delays.
Math. Oper. Res., 2022

Minimax Optimal Estimation of Stability Under Distribution Shift.
CoRR, 2022

Risk-Sensitive Markov Decision Processes with Long-Run CVaR Criterion.
CoRR, 2022

The Typical Behavior of Bandit Algorithms.
CoRR, 2022

A New Truncation Algorithm for Markov Chain Equilibrium Distributions with Computable Error Bounds.
CoRR, 2022

On Convergence of a Truncation Scheme for Approximating Stationary Distributions of Continuous State Space Markov Chains and Processes.
CoRR, 2022

On Convergence of General Truncation-Augmentation Schemes for Approximating Stationary Distributions of Markov Chains.
CoRR, 2022

The Design and Implementation of a Broadly Applicable Algorithm for Optimizing Intra-Day Surgical Scheduling.
CoRR, 2022

Surgical Scheduling via Optimization and Machine Learning with Long-Tailed Data.
CoRR, 2022

Combining Numerical Linear Algebra with Simulation to Compute Stationary Distributions.
Proceedings of the Winter Simulation Conference, 2022

2021
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach.
Math. Oper. Res., 2021

Robust Power Management via Learning and Game Design.
Oper. Res., 2021

Technical Note - Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates.
Oper. Res., 2021

Computing Sensitivities for Distortion Risk Measures.
INFORMS J. Comput., 2021

The Fragility of Optimized Bandit Algorithms.
CoRR, 2021

Diffusion Approximations for Thompson Sampling.
CoRR, 2021

On Incorporating Forecasts into Linear State Space Model Markov Decision Processes.
CoRR, 2021

Efficient Computation for Stratified Splitting.
Proceedings of the Winter Simulation Conference, 2021

Modified Frank Wolfe in Probability Space.
Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

Finite-Sample Regret Bound for Distributionally Robust Offline Tabular Reinforcement Learning.
Proceedings of the 24th International Conference on Artificial Intelligence and Statistics, 2021

2020
On the Convergence of Mirror Descent beyond Stochastic Convex Programming.
SIAM J. Optim., 2020

Technical Note - Central Limit Theorems for Estimated Functions at Estimated Points.
Oper. Res., 2020

Sequential Batch Learning in Finite-Action Linear Contextual Bandits.
CoRR, 2020

Joint Resource Allocation for Input Data Collection and Simulation.
Proceedings of the Winter Simulation Conference, 2020

A Class of Optimal Transport Regularized Formulations with Applications to Wasserstein GANs.
Proceedings of the Winter Simulation Conference, 2020

Comparing Regenerative-Simulation-Based Estimators of the Distribution of the Hitting Time to a Rarely Visited Set.
Proceedings of the Winter Simulation Conference, 2020

Adaptive Experimental Design with Temporal Interference: A Maximum Likelihood Approach.
Proceedings of the Advances in Neural Information Processing Systems 33: Annual Conference on Neural Information Processing Systems 2020, 2020

Optimal $δ$-Correct Best-Arm Selection for Heavy-Tailed Distributions.
Proceedings of the Algorithmic Learning Theory, 2020

2019
On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process.
Queueing Syst. Theory Appl., 2019

Dynamic Credit-Collections Optimization.
Manag. Sci., 2019

The stochastic counterpart of conservation laws with heterogeneous conductivity fields: Application to deterministic problems and uncertainty quantification.
J. Comput. Phys. X, 2019

Optimal best arm selection for general distributions.
CoRR, 2019

Optimal Transport Relaxations with Application to Wasserstein GANs.
CoRR, 2019

Estimation and Inference for Non-Stationary Arrival Models with a Linear Trend.
Proceedings of the 2019 Winter Simulation Conference, 2019

The Asymptotic Validity of Sequential Stopping Rules for Confidence Interval Construction Using Standardized Time Series.
Proceedings of the 2019 Winter Simulation Conference, 2019

Multivariate Distributionally Robust Convex Regression under Absolute Error Loss.
Proceedings of the Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, 2019

Probability Functional Descent: A Unifying Perspective on GANs, Variational Inference, and Reinforcement Learning.
Proceedings of the 36th International Conference on Machine Learning, 2019

Experimental Investigation of a Capacity-Based Demand Response Mechanism for District-Scale Applications.
Proceedings of the 52nd Hawaii International Conference on System Sciences, 2019

2018
On Sampling Rates in Simulation-Based Recursions.
SIAM J. Optim., 2018

On the rate of convergence to equilibrium for reflected Brownian motion.
Queueing Syst. Theory Appl., 2018

Deterministic and Stochastic Wireless Network Games: Equilibrium, Dynamics, and Price of Anarchy.
Oper. Res., 2018

A c/μ-Rule for Service Resource Allocation in Group-Server Queues.
CoRR, 2018

An Accelerated Approach to Safely and Efficiently Test Pre-produced Autonomous Vehicles on Public Streets.
CoRR, 2018

A Fixed Point Theorem for Iterative Random Contraction Operators over Banach Spaces.
CoRR, 2018

Using Regenerative simulation to Calibrate exponential Approximations to Risk Measures of Hitting times to rarely Visited Sets.
Proceedings of the 2018 Winter Simulation Conference, 2018

Constructing simulation output Intervals under input uncertainty via Data sectioning.
Proceedings of the 2018 Winter Simulation Conference, 2018

Learning in Games with Lossy Feedback.
Proceedings of the Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, 2018

An Accelerated Approach to Safely and Efficiently Test Pre-Production Autonomous Vehicles on Public Streets.
Proceedings of the 21st International Conference on Intelligent Transportation Systems, 2018

Distributed Asynchronous Optimization with Unbounded Delays: How Slow Can You Go?
Proceedings of the 35th International Conference on Machine Learning, 2018

2017
An equilibrium analysis of a discrete-time Markovian queue with endogenous abandonments.
Queueing Syst. Theory Appl., 2017

On preemptive-repeat LIFO queues.
Queueing Syst. Theory Appl., 2017

Improving predictions of pediatric surgical durations with supervised learning.
Int. J. Data Sci. Anal., 2017

Mirror descent in non-convex stochastic programming.
CoRR, 2017

Fitting continuous piecewise linear poisson intensities via maximum likelihood and least squares.
Proceedings of the 2017 Winter Simulation Conference, 2017

On the asymptotic analysis of quantile sensitivity estimation by Monte Carlo simulation.
Proceedings of the 2017 Winter Simulation Conference, 2017

On the estimation of the mean time to failure by simulation.
Proceedings of the 2017 Winter Simulation Conference, 2017

Countering Feedback Delays in Multi-Agent Learning.
Proceedings of the Advances in Neural Information Processing Systems 30: Annual Conference on Neural Information Processing Systems 2017, 2017

Stochastic Mirror Descent in Variationally Coherent Optimization Problems.
Proceedings of the Advances in Neural Information Processing Systems 30: Annual Conference on Neural Information Processing Systems 2017, 2017

Stable Power Control in Wireless Networks via Dual Averaging.
Proceedings of the 2017 IEEE Global Communications Conference, 2017

Mirror descent learning in continuous games.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

2016
On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods.
ACM Trans. Model. Comput. Simul., 2016

Computing Bayesian Means Using Simulation.
ACM Trans. Model. Comput. Simul., 2016

A Generalized Fundamental Matrix for Computing Fundamental Quantities of Markov Systems.
CoRR, 2016

Likelihood robust optimization for data-driven problems.
Comput. Manag. Sci., 2016

Extensions of the regenerative method to new functionals.
Proceedings of the Winter Simulation Conference, 2016

Exact simulation vs exact estimation.
Proceedings of the Winter Simulation Conference, 2016

A Stochastic Stability Characterization of the Foschini-Miljanic Algorithm in Random Wireless Networks.
Proceedings of the 2016 IEEE Global Communications Conference, 2016

Dynamics on Linear Influence Network Games Under Stochastic Environments.
Proceedings of the Decision and Game Theory for Security - 7th International Conference, 2016

Detecting Inaccurate Predictions of Pediatric Surgical Durations.
Proceedings of the 2016 IEEE International Conference on Data Science and Advanced Analytics, 2016

Repeated games for power control in wireless communications: Equilibrium and regret.
Proceedings of the 55th IEEE Conference on Decision and Control, 2016

2015
On Transience and Recurrence in Irreducible Finite-State Stochastic Systems.
ACM Trans. Model. Comput. Simul., 2015

Guest Editors' Introduction to Special Issue Honoring Donald L. Iglehart.
ACM Trans. Model. Comput. Simul., 2015

Affine Point Processes: Approximation and Efficient Simulation.
Math. Oper. Res., 2015

Unbiased Estimation with Square Root Convergence for SDE Models.
Oper. Res., 2015

Unbiased Monte Carlo for optimization and functions of expectations via multi-level randomization.
Proceedings of the 2015 Winter Simulation Conference, 2015

Unbiased monte carlo computation of smooth functions of expectations via Taylor expansions.
Proceedings of the 2015 Winter Simulation Conference, 2015

An empirical algorithm for relative value iteration for average-cost MDPs.
Proceedings of the 54th IEEE Conference on Decision and Control, 2015

2014
Exact estimation for Markov chain equilibrium expectations.
J. Appl. Probab., 2014

Measuring the initial transient: reflected brownian motion.
Proceedings of the 2014 Winter Simulation Conference, 2014

2013
Asymptotic Simulation Efficiency Based on Large Deviations.
ACM Trans. Model. Comput. Simul., 2013

Limit Theorems for Simulation-Based Optimization via Random Search.
ACM Trans. Model. Comput. Simul., 2013

Large deviations for the empirical mean of an M/M/1 queue.
Queueing Syst. Theory Appl., 2013

Simulation-based confidence bounds for two-stage stochastic programs.
Math. Program., 2013

Zero-Variance Importance Sampling Estimators for Markov Process Expectations.
Math. Oper. Res., 2013

On the convergence of the spectrum of finite order approximations of stationary time series.
J. Multivar. Anal., 2013

On the Dynamics of Semimartingales with Two Reflecting Barriers.
J. Appl. Probab., 2013

Shape-constrained Estimation of Value Functions.
CoRR, 2013

Exact Simulation of Non-stationary Reflected Brownian Motion.
CoRR, 2013

2012
On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling.
ACM Trans. Model. Comput. Simul., 2012

Fractional Brownian Motion with <i>H</i> < 1/2 as a Limit of Scheduled Traffic.
J. Appl. Probab., 2012

Consistency of Multidimensional Convex Regression.
Oper. Res., 2012

A new approach to unbiased estimation for SDE's.
Proceedings of the Winter Simulation Conference, 2012

On simulation of non-Markovian stochastic Petri nets with heavy-tailed firing times.
Proceedings of the Winter Simulation Conference, 2012

Empirical Analysis of a Stochastic Approximation Approach for Computing Quasi-stationary Distributions.
Proceedings of the EVOLVE, 2012

2011
On the dynamics of a finite buffer queue conditioned on the amount of loss.
Queueing Syst. Theory Appl., 2011

Uniform approximations for the M/G/1 queue with subexponential processing times.
Queueing Syst. Theory Appl., 2011

Wide-sense regeneration for Harris recurrent Markov processes: an open problem.
Queueing Syst. Theory Appl., 2011

A Complementarity Framework for Forward Contracting Under Uncertainty.
Oper. Res., 2011

Brownian bridge hypothesis testing for the initial transient problem.
Proceedings of the Winter Simulation Conference 2011, 2011

Ordinal optimization: a nonparametric framework.
Proceedings of the Winter Simulation Conference 2011, 2011

On the asymptotic behavior of the spectral density of autoregressive estimates.
Proceedings of the 49th Annual Allerton Conference on Communication, 2011

2010
Asymptotic robustness of estimators in rare-event simulation.
ACM Trans. Model. Comput. Simul., 2010

A regenerative bootstrap approach to estimating the initial transient.
Proceedings of the 2010 Winter Simulation Conference, 2010

2009
Rare event simulation for a slotted time <i>M</i>/<i>G</i>/<i>s</i> model.
Queueing Syst. Theory Appl., 2009

Rare Event Simulation for a Generalized Hawkes Process.
Proceedings of the 2009 Winter Simulation Conference, 2009

New Estimators for Parallel Steady-state Simulations.
Proceedings of the 2009 Winter Simulation Conference, 2009

Simulation-based Computation of the Workload Correlation Function in a Lévy-driven Queue.
Proceedings of the 2009 Winter Simulation Conference, 2009

Efficient Rare Event Simulation of Continuous Time Markovian Perpetuities.
Proceedings of the 2009 Winter Simulation Conference, 2009

Robustness Properties and Confidence Interval Reliability Issues.
Proceedings of the Rare Event Simulation using Monte Carlo Methods, 2009

2008
Performance evaluation methodologies and tools.
Perform. Evaluation, 2008

A large deviations view of asymptotic efficiency for simulation estimators.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

Monte carlo simulation of diffusions.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

Linear Programming, Lyapunov Functions, and Performance Analysis.
Proceedings of the Fifth International Conference on the Quantitative Evaluaiton of Systems (QEST 2008), 2008

2007
On the theoretical comparison of low-bias steady-state estimators.
ACM Trans. Model. Comput. Simul., 2007

Perwez Shahabuddin, 1962-2005: A professional appreciation.
ACM Trans. Model. Comput. Simul., 2007

Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed G/G/1 queue.
Queueing Syst. Theory Appl., 2007

Efficient suboptimal rare-event simulation.
Proceedings of the Winter Simulation Conference, 2007

Varaince reduction in mean time to failure simulations (1988).
Proceedings of the Winter Simulation Conference, 2007

Stochastic approximation for Monte Carlo optimization (1986).
Proceedings of the Winter Simulation Conference, 2007

Three results on the PageRank vector: eigenstructure, sensitivity, and the derivative.
Proceedings of the Web Information Retrieval and Linear Algebra Algorithms, 11.02., 2007

Stochastic simulation - algorithms and analysis.
Stochastic modeling and applied probability 57, Springer, ISBN: 978-0-387-30679-7, 2007

2006
The semi-regenerative method of simulation output analysis.
ACM Trans. Model. Comput. Simul., 2006

Capacity of Finite State Channels Based on Lyapunov Exponents of Random Matrices.
IEEE Trans. Inf. Theory, 2006

A Nonparametric Approach to Multiproduct Pricing.
Oper. Res., 2006

Simulation-based response surface computation in the presence of monotonicity.
Proceedings of the Winter Simulation Conference WSC 2006, 2006

On an initial transient deletion rule with rigorous theoretical support.
Proceedings of the Winter Simulation Conference WSC 2006, 2006

Strongly efficient estimators for light-tailed sums.
Proceedings of the 1st International Conference on Performance Evaluation Methodolgies and Tools, 2006

State-dependent importance sampling and large deviations.
Proceedings of the 1st International Conference on Performance Evaluation Methodolgies and Tools, 2006

Chapter 16 Simulation Algorithms for Regenerative Processes.
Proceedings of the Simulation, 2006

2005
A Diffusion Approximation for a GI/GI/1 Queue with Balking or Reneging.
Queueing Syst. Theory Appl., 2005

Introduction to Special Issue on Stochastic Networks.
Queueing Syst. Theory Appl., 2005

Initial transient problem for steady-state output analysis.
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

Shannon Meets Lyapunov: Connections between Information Theory and Dynamical Systems.
Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

2004
Managing power consumption in networks on chips.
IEEE Trans. Very Large Scale Integr. Syst., 2004

Empirical performance of bias-reducing estimators for regenerative steady-state simulations.
ACM Trans. Model. Comput. Simul., 2004

Dynamic modeling of the tradeoff between productivity and safety in critical engineering systems.
Reliab. Eng. Syst. Saf., 2004

Limit Theory for Taboo-Regenerative Processes.
Queueing Syst. Theory Appl., 2004

The Mean Number-in-System Vector Range for Multiclass Queueing Networks.
Math. Oper. Res., 2004

A Large Deviations Perspective on Ordinal Optimization.
Proceedings of the 36th conference on Winter simulation, 2004

Distributed power and admission control for time-varying wireless networks.
Proceedings of the 2004 IEEE International Symposium on Information Theory, 2004

2003
Computing the distribution function of a conditional expectation via monte carlo: Discrete conditioning spaces.
ACM Trans. Model. Comput. Simul., 2003

Properties of the Reflected Ornstein-Uhlenbeck Process.
Queueing Syst. Theory Appl., 2003

A Diffusion Approximation for a Markovian Queue with Reneging.
Queueing Syst. Theory Appl., 2003

Nonexistence of a class of variate generation schemes.
Oper. Res. Lett., 2003

Interaction Value Analysis: When Structured Communication Benefits Organizations.
Organ. Sci., 2003

2002
Kernel-based reinforcement learning in average-cost problems.
IEEE Trans. Autom. Control., 2002

On the validity of long-run estimation methods for discrete-event systems.
SIGMETRICS Perform. Evaluation Rev., 2002

Approximating Martingales for Variance Reduction in Markov Process Simulation.
Math. Oper. Res., 2002

Managing Capacity and Inventory Jointly in Manufacturing Systems.
Manag. Sci., 2002

Additional Perspectives on Simulation for Optimization.
INFORMS J. Comput., 2002

Difficult queuing simulation problems: rare-event simulation for infinite server queues.
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

Recent advances in simulation optimization: confidence regions for stochastic approximation algorithms.
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

Wireless link adaptation policies: QoS for deadline constrained traffic with imperfect channel estimates.
Proceedings of the IEEE International Conference on Communications, 2002

Optimal link adaptation in wideband CDMA systems.
Proceedings of the Global Telecommunications Conference, 2002

2001
Regenerative steady-state simulation of discrete-event systems.
ACM Trans. Model. Comput. Simul., 2001

Event-driven power management.
IEEE Trans. Comput. Aided Des. Integr. Circuits Syst., 2001

Computing Densities for Markov Chains via Simulation.
Math. Oper. Res., 2001

Multivariate Standardized Time Series for Steady-State Simulation Output Analysis.
Oper. Res., 2001

Constrained Monte Carlo and the method of control variates.
Proceedings of the 33nd conference on Winter simulation, 2001

Simulation in optimization and optimization in simulation: a markov chain perspective on adaptive Monte Carlo algorithms.
Proceedings of the 33nd conference on Winter simulation, 2001

Steady state simulation analysis: importance sampling using the semi-regenerative method.
Proceedings of the 33nd conference on Winter simulation, 2001

Dynamic Voltage Scaling and Power Management for Portable Systems.
Proceedings of the 38th Design Automation Conference, 2001

2000
On the Asymptotic Optimality of the SPT Rule for the Flow Shop Average Completion Time Problem.
Oper. Res., 2000

Kernel-Based Reinforcement Learning in Average-Cost Problems: An Application to Optimal Portfolio Choice.
Proceedings of the Advances in Neural Information Processing Systems 13, 2000

Dynamic power management for portable systems.
Proceedings of the MOBICOM 2000, 2000

Energy efficient design of portable wireless systems.
Proceedings of the 2000 International Symposium on Low Power Electronics and Design, 2000

Dynamic Power Management of Laptop Hard Disk.
Proceedings of the 2000 Design, 2000

1999
Derandomizing Variance Estimators.
Oper. Res., 1999

Can the regenerative method be applied to discrete-event simulation?
Proceedings of the 31st conference on Winter simulation: Simulation, 1999

On the small-sample optimality of multiple-regeneration estimators.
Proceedings of the 31st conference on Winter simulation: Simulation, 1999

1998
Internet service performance failure detection.
SIGMETRICS Perform. Evaluation Rev., 1998

Diversity and Popularity in Organizations and Communities.
Comput. Math. Organ. Theory, 1998

Estimation of Stationary Densities for Markov Chains.
Proceedings of the 30th conference on Winter simulation, 1998

1997
Computational Efficiency Evaluation in Output Analysis.
Proceedings of the 29th conference on Winter simulation, 1997

1996
Foreword.
Discret. Event Dyn. Syst., 1996

Grid-Based Simulation and the Method of Conditional Least Squares.
Proceedings of the 28th conference on Winter simulation, 1996

Selecting the Best System in Transient Simulations with Variances Known.
Proceedings of the 28th conference on Winter simulation, 1996

1995
Heavy-traffic extreme-value limits for queues.
Oper. Res. Lett., 1995

A Set of Extensions to the SIMAN/ARENA Simulation Environment.
Proceedings of the 27th conference on Winter simulation, 1995

The Interface Between Simulation Output Analysis Research and Practice.
Proceedings of the 27th conference on Winter simulation, 1995

Some New Results on the Initial Transient Problem.
Proceedings of the 27th conference on Winter simulation, 1995

Performance Analysis of Future Event Sets.
Proceedings of the 27th conference on Winter simulation, 1995

1994
Large deviations behavior of counting processes and their inverses.
Queueing Syst. Theory Appl., 1994

Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems.
Oper. Res., 1994

Efficiency improvement techniques.
Ann. Oper. Res., 1994

Increasing the frequency of regeneration for Markov processes.
Proceedings of the 26th conference on Winter simulation, 1994

1993
Estimating Customer and Time Averages.
Oper. Res., 1993

Efficient estimation of the mean time between failures in non-regenerative dependability models.
Proceedings of the 25th Winter Simulation Conference, 1993

Fast Simulation of Steady-State Availability in Non-Markovian Highly Dependable Systems.
Proceedings of the Digest of Papers: FTCS-23, 1993

1992
Stationarity Detection in the Initial Transient Problem.
ACM Trans. Model. Comput. Simul., 1992

A Unified Framework for Simulating Markovian Models of Highly Dependable Systems.
IEEE Trans. Computers, 1992

Analysis of Initial Transient Deletion for Parallel Steady-State Simulations.
SIAM J. Sci. Comput., 1992

The Asymptotic Efficiency of Simulation Estimators.
Oper. Res., 1992

Jackknifing under a Budget Constraint.
INFORMS J. Comput., 1992

Gradient estimation for regenerative processes.
Proceedings of the 24th Winter Simulation Conference, 1992

1991
Analysis of Parallel Replicated Simulations Under a Completion Time Constraint.
ACM Trans. Model. Comput. Simul., 1991

Estimating the asymptotic variance with batch means.
Oper. Res. Lett., 1991

Analysis of initial transient deletion for replicated steady-state simulations.
Oper. Res. Lett., 1991

Gradient estimation for ratios.
Proceedings of the 23th Winter Simulation Conference, 1991

1990
Simulation Output Analysis Using Standardized Time Series.
Math. Oper. Res., 1990

Bias Properties of Budget Constrained Simulations.
Oper. Res., 1990

Likelihood Ratio Gradient Estimation for Stochastic Systems.
Commun. ACM, 1990

1989
A GSMP formalism for discrete event systems.
Proc. IEEE, 1989

Extensions of the Queueing Relations <i>L</i> = λ<i>W</i> and <i>H</i> = λ<i>G</i>.
Oper. Res., 1989

Indirect Estimation Via <i>L</i> = λ<i>W</i>.
Oper. Res., 1989

Likelihood ratio derviative estimators for stochastic systems.
Proceedings of the 21st Winter Simulation Conference, 1989

Optimization of stochastic systems via simulation.
Proceedings of the 21st Winter Simulation Conference, 1989

1988
Simulation Methods for Queues: An Overview.
Queueing Syst. Theory Appl., 1988

An LIL Version of <i>L</i> = λ<i>W</i>.
Math. Oper. Res., 1988

Ordinary CLT and WLLN Versions of <i>L</i> = λ<i>W</i>.
Math. Oper. Res., 1988

Computing Poisson Probabilities.
Commun. ACM, 1988

Variance reduction in mean time to failure simulations.
Proceedings of the 20th conference on Winter simulation, 1988

1987
A new initial bias deletion rule.
Proceedings of the 19th conference on Winter simulation, 1987

Likelilood ratio gradient estimation: an overview.
Proceedings of the 19th conference on Winter simulation, 1987

1986
Sufficient Conditions for Functional-Limit-Theorem Versions of L = lambda W.
Queueing Syst. Theory Appl., 1986

A Central-Limit-Theorem Version of L = lambda W.
Queueing Syst. Theory Appl., 1986

Problems in Bayesian analysis of stochastic simulation.
Proceedings of the 18th conference on Winter simulation, 1986

Stochastic approximation for Monte Carlo optimization.
Proceedings of the 18th conference on Winter simulation, 1986

Optimization of stochastic systems.
Proceedings of the 18th conference on Winter simulation, 1986

1985
Large-sample theory for standardized time series: an overview.
Proceedings of the 17th conference on Winter simulation, 1985

1983
On the role of generalized semi-Markov processes in simulation output analysis.
Proceedings of the 15th conference on Winter simulation, 1983

1982
Coverage error for confidence intervals arising in simulation output analysis.
Proceedings of the 14th conference on Winter Simulation, 1982


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