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Peter W. Glynn
2010 – today
- 2013
[j51]Syamantak Datta Gupta, Ravi R. Mazumdar, Peter W. Glynn: On the convergence of the spectrum of finite order approximations of stationary time series. J. Multivariate Analysis 121: 1-21 (2013)- [j50]Peter W. Glynn, Gerd Infanger: Simulation-based confidence bounds for two-stage stochastic programs. Math. Program. 138(1-2): 15-42 (2013)
- [j49]Jose Blanchet, Peter W. Glynn, Sean P. Meyn: Large deviations for the empirical mean of an M/M/1 queue. Queueing Syst. 73(4): 425-446 (2013)
- [j48]Yen Lin Chia, Peter W. Glynn: Limit Theorems for Simulation-Based Optimization via Random Search. ACM Trans. Model. Comput. Simul. 23(3): 16 (2013)
- [j47]Peter W. Glynn, Sandeep Juneja: Asymptotic Simulation Efficiency Based on Large Deviations. ACM Trans. Model. Comput. Simul. 23(3): 20 (2013)
- 2012
- [j46]Eunji Lim, Peter W. Glynn: Consistency of Multidimensional Convex Regression. Operations Research 60(1): 196-208 (2012)
- [j45]Jose Blanchet, Peter W. Glynn, Kevin Leder: On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling. ACM Trans. Model. Comput. Simul. 22(3): 13 (2012)
- [c54]Jose Blanchet, Peter W. Glynn, Shuheng Zheng: Empirical Analysis of a Stochastic Approximation Approach for Computing Quasi-stationary Distributions. EVOLVE 2012: 19-37
- [c53]Chang-han Rhee, Peter W. Glynn: A new approach to unbiased estimation for SDE's. Winter Simulation Conference 2012: 17
- [c52]Peter W. Glynn, Peter J. Haas: On simulation of non-Markovian stochastic Petri nets with heavy-tailed firing times. Winter Simulation Conference 2012: 301
- [c51]Chang-han Rhee, Peter W. Glynn: A new approach to unbiased estimation for SDE's. Winter Simulation Conference 2012: 331
- 2011
- [j44]Uday V. Shanbhag, Gerd Infanger, Peter W. Glynn: A Complementarity Framework for Forward Contracting Under Uncertainty. Operations Research 59(4): 810-834 (2011)
- [j43]Xiaowei Zhang, Peter W. Glynn: On the dynamics of a finite buffer queue conditioned on the amount of loss. Queueing Syst. 67(2): 91-110 (2011)
- [j42]Mariana Olvera-Cravioto, Peter W. Glynn: Uniform approximations for the M/G/1 queue with subexponential processing times. Queueing Syst. 68(1): 1-50 (2011)
- [j41]Peter W. Glynn: Wide-sense regeneration for Harris recurrent Markov processes: an open problem. Queueing Syst. 68(3-4): 305-311 (2011)
- [c50]Peter W. Glynn, Eunji Lim: Brownian bridge hypothesis testing for the initial transient problem. Winter Simulation Conference 2011: 481-487
- [c49]Peter W. Glynn, Sandeep Juneja: Ordinal optimization: a nonparametric framework. Winter Simulation Conference 2011: 4062-4069
- 2010
- [j40]Pierre L'Ecuyer, Jose H. Blanchet, Bruno Tuffin, Peter W. Glynn: Asymptotic robustness of estimators in rare-event simulation. ACM Trans. Model. Comput. Simul. 20(1) (2010)
- [c48]Peter W. Glynn, Xiaowei Zhang: A regenerative bootstrap approach to estimating the initial transient. Winter Simulation Conference 2010: 965-970
2000 – 2009
- 2009
- [j39]Jose Blanchet, Peter W. Glynn, Henry Lam: Rare event simulation for a slotted time M/G/s model. Queueing Syst. 63(1-4): 33-57 (2009)
- [c47]Jose H. Blanchet, Peter W. Glynn: Efficient Rare Event Simulation of Continuous Time Markovian Perpetuities. Winter Simulation Conference 2009: 444-451
- [c46]Minghua Hsieh, Peter W. Glynn: New Estimators for Parallel Steady-state Simulations. Winter Simulation Conference 2009: 469-474
- [c45]Peter W. Glynn, Michel Mandjes: Simulation-based Computation of the Workload Correlation Function in a Lévy-driven Queue. Winter Simulation Conference 2009: 1155-1166
- [c44]Xiaowei Zhang, Peter W. Glynn, Kay Giesecke, Jose Blanchet: Rare Event Simulation for a Generalized Hawkes Process. Winter Simulation Conference 2009: 1291-1298
- 2008
- [j38]Bruno Tuffin, Peter W. Glynn: Performance evaluation methodologies and tools. Perform. Eval. 65(11-12): 787-788 (2008)
- [c43]
- [c42]Peter W. Glynn, Sandeep Juneja: A large deviations view of asymptotic efficiency for simulation estimators. Winter Simulation Conference 2008: 396-406
- [c41]
- 2007
- [j37]Jose Blanchet, Peter W. Glynn, Jingchen Liu: Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed G/G/1 queue. Queueing Syst. 57(2-3): 99-113 (2007)
- [j36]Hernan P. Awad, Peter W. Glynn: On the theoretical comparison of low-bias steady-state estimators. ACM Trans. Model. Comput. Simul. 17(1) (2007)
- [j35]Sigrún Andradóttir, Paul Glasserman, Peter W. Glynn, Philip Heidelberger, Sandeep Juneja: Perwez Shahabuddin, 1962--2005: A professional appreciation. ACM Trans. Model. Comput. Simul. 17(2) (2007)
- [c40]David Gleich, Peter W. Glynn, Gene H. Golub, Chen Greif: Three results on the PageRank vector: eigenstructure, sensitivity, and the derivative. Web Information Retrieval and Linear Algebra Algorithms 2007
- [c39]Peter W. Glynn: Stochastic approximation for Monte Carlo optimization (1986). Winter Simulation Conference 2007: 4
- [c38]Perwez Shahabuddin, Victor F. Nicola, Philip Heidelberger, Ambuj Goyal, Peter W. Glynn: Varaince reduction in mean time to failure simulations (1988). Winter Simulation Conference 2007: 6
- [c37]Xiaowei Zhang, Jose Blanchet, Peter W. Glynn: Efficient suboptimal rare-event simulation. Winter Simulation Conference 2007: 389-394
- [e1]Peter W. Glynn (Ed.): Proceedings of the 2nd International Conference on Performance Evaluation Methodolgies and Tools, VALUETOOLS 2007, Nantes, France, October 22-27, 2007. ACM International Conference Proceeding Series, ACM 2007, ISBN 978-963-9799-00-4
- 2006
- [j34]Paat Rusmevichientong, Benjamin Van Roy, Peter W. Glynn: A Nonparametric Approach to Multiproduct Pricing. Operations Research 54(1): 82-98 (2006)
- [j33]Tim Holliday, Andrea J. Goldsmith, Peter W. Glynn: Capacity of Finite State Channels Based on Lyapunov Exponents of Random Matrices. IEEE Transactions on Information Theory 52(8): 3509-3532 (2006)
- [j32]James M. Calvin, Peter W. Glynn, Marvin K. Nakayama: The semi-regenerative method of simulation output analysis. ACM Trans. Model. Comput. Simul. 16(3): 280-315 (2006)
- [c36]Jose Blanchet, Peter W. Glynn: Strongly efficient estimators for light-tailed sums. VALUETOOLS 2006: 18
- [c35]Hernan P. Awad, Peter W. Glynn: On an initial transient deletion rule with rigorous theoretical support. Winter Simulation Conference 2006: 186-191
- [c34]Eunji Lim, Peter W. Glynn: Simulation-based response surface computation in the presence of monotonicity. Winter Simulation Conference 2006: 264-271
- 2005
- [j31]Amy R. Ward, Peter W. Glynn: A Diffusion Approximation for a GI/GI/1 Queue with Balking or Reneging. Queueing Syst. 50(4): 371-400 (2005)
- [j30]Peter W. Glynn: Introduction to Special Issue on Stochastic Networks. Queueing Syst. 51(3-4): 197-198 (2005)
- [c33]Peter W. Glynn: Initial transient problem for steady-state output analysis. Winter Simulation Conference 2005: 739-740
- 2004
- [j29]B. Curtis Eaves, Peter W. Glynn, Uriel G. Rothblum: The Mean Number-in-System Vector Range for Multiclass Queueing Networks. Math. Oper. Res. 29(1): 182-190 (2004)
- [j28]Peter W. Glynn, Hermann Thorisson: Limit Theory for Taboo-Regenerative Processes. Queueing Syst. 46(3-4): 271-294 (2004)
- [j27]Michelle M. Cowing, M. Elisabeth Paté-Cornell, Peter W. Glynn: Dynamic modeling of the tradeoff between productivity and safety in critical engineering systems. Rel. Eng. & Sys. Safety 86(3): 269-284 (2004)
- [j26]Minghua Hsieh, Donald L. Iglehart, Peter W. Glynn: Empirical performance of bias-reducing estimators for regenerative steady-state simulations. ACM Trans. Model. Comput. Simul. 14(4): 325-343 (2004)
- [j25]Tajana Simunic, Stephen P. Boyd, Peter W. Glynn: Managing power consumption in networks on chips. IEEE Trans. VLSI Syst. 12(1): 96-107 (2004)
- [c32]Tim Holliday, Andrea Goldsmith, Peter W. Glynn, Nick Bambos: Distributed power and admission control for time varying wireless networks. GLOBECOM 2004: 768-774
- [c31]Peter W. Glynn, Sandeep Juneja: A Large Deviations Perspective on Ordinal Optimization. Winter Simulation Conference 2004: 577-585
- 2003
- [j24]Shane G. Henderson, Peter W. Glynn: Nonexistence of a class of variate generation schemes. Oper. Res. Lett. 31(2): 83-89 (2003)
- [j23]Amy R. Ward, Peter W. Glynn: A Diffusion Approximation for a Markovian Queue with Reneging. Queueing Syst. 43(1-2): 103-128 (2003)
- [j22]Amy R. Ward, Peter W. Glynn: Properties of the Reflected Ornstein-Uhlenbeck Process. Queueing Syst. 44(2): 109-123 (2003)
- [j21]Shing-Hoi Lee, Peter W. Glynn: Computing the distribution function of a conditional expectation via monte carlo: Discrete conditioning spaces. ACM Trans. Model. Comput. Simul. 13(3): 238-258 (2003)
- 2002
- [j20]Peter W. Glynn: Additional Perspectives on Simulation for Optimization. INFORMS Journal on Computing 14(3): 220-222 (2002)
- [j19]Shane G. Henderson, Peter W. Glynn: Approximating Martingales for Variance Reduction in Markov Process Simulation. Math. Oper. Res. 27(2): 253-271 (2002)
- [j18]Peter J. Haas, Peter W. Glynn: On the validity of long-run estimation methods for discrete-event systems. SIGMETRICS Performance Evaluation Review 30(3): 35-37 (2002)
- [j17]Dirk Ormoneit, Peter W. Glynn: Kernel-based reinforcement learning in average-cost problems. IEEE Trans. Automat. Contr. 47(10): 1624-1636 (2002)
- [c30]Tim Holliday, Andrea Goldsmith, Peter W. Glynn: Optimal link adaptation in wideband CDMA systems. GLOBECOM 2002: 721-726
- [c29]Tim Holliday, Andrea J. Goldsmith, Peter W. Glynn: Wireless link adaptation policies: QoS for deadline constrained traffic with imperfect channel estimates. ICC 2002: 3366-3371
- [c28]Minghua Hsieh, Peter W. Glynn: Recent advances in simulation optimization: confidence regions for stochastic approximation algorithms. Winter Simulation Conference 2002: 370-376
- [c27]Roberto Szechtman, Peter W. Glynn: Difficult queuing simulation problems: rare-event simulation for infinite server queues. Winter Simulation Conference 2002: 416-423
- 2001
- [j16]Shane G. Henderson, Peter W. Glynn: Computing Densities for Markov Chains via Simulation. Math. Oper. Res. 26(2): 375-400 (2001)
- [j15]Tajana Simunic, Luca Benini, Peter W. Glynn, Giovanni De Micheli: Event-driven power management. IEEE Trans. on CAD of Integrated Circuits and Systems 20(7): 840-857 (2001)
- [j14]Shane G. Henderson, Peter W. Glynn: Regenerative steady-state simulation of discrete-event systems. ACM Trans. Model. Comput. Simul. 11(4): 313-345 (2001)
- [c26]Tajana Simunic, Luca Benini, Andrea Acquaviva, Peter W. Glynn, Giovanni De Micheli: Dynamic Voltage Scaling and Power Management for Portable Systems. DAC 2001: 524-529
- [c25]Paritosh Y. Desai, Peter W. Glynn: Simulation in optimization and optimization in simulation: a markov chain perspective on adaptive Monte Carlo algorithms. Winter Simulation Conference 2001: 379-384
- [c24]Roberto Szechtman, Peter W. Glynn: Constrained Monte Carlo and the method of control variates. Winter Simulation Conference 2001: 394-400
- [c23]James M. Calvin, Peter W. Glynn, Marvin K. Nakayama: Steady state simulation analysis: importance sampling using the semi-regenerative method. Winter Simulation Conference 2001: 441-450
- 2000
- [c22]Tajana Simunic, Luca Benini, Peter W. Glynn, Giovanni De Micheli: Dynamic Power Management of Laptop Hard Disk. DATE 2000: 736
- [c21]Tajana Simunic, Haris Vikalo, Peter W. Glynn, Giovanni De Micheli: Energy efficient design of portable wireless systems. ISLPED 2000: 49-54
- [c20]Tajana Simunic, Luca Benini, Peter W. Glynn, Giovanni De Micheli: Dynamic power management for portable systems. MOBICOM 2000: 11-19
- [c19]Dirk Ormoneit, Peter W. Glynn: Kernel-Based Reinforcement Learning in Average-Cost Problems: An Application to Optimal Portfolio Choice. NIPS 2000: 1068-1074
1990 – 1999
- 1999
- [c18]Shane G. Henderson, Peter W. Glynn: Can the regenerative method be applied to discrete-event simulation? Winter Simulation Conference 1999: 367-373
- [c17]James M. Calvin, Peter W. Glynn, Marvin K. Nakayama: On the small-sample optimality of multiple-regeneration estimators. Winter Simulation Conference 1999: 655-661
- [c16]Shing-Hoi Lee, Peter W. Glynn: Computing the distribution function of a conditional expectation via Monte Carlo: discrete conditioning spaces. Winter Simulation Conference 1999: 1654-1663
- 1998
- [j13]Walid F. Nasrallah, Peter W. Glynn, Raymond E. Levitt: Diversity and Popularity in Organizations and Communities. Computational & Mathematical Organization Theory 4(4): 347-372 (1998)
- [j12]Amy R. Ward, Peter W. Glynn, Kathy J. Richardson: Internet service performance failure detection. SIGMETRICS Performance Evaluation Review 26(3): 38-43 (1998)
- [c15]Peter W. Glynn, Shane G. Henderson: Estimation of Stationary Densities for Markov Chains. Winter Simulation Conference 1998: 647-652
- 1997
- [c14]Halim Damerdji, Shane G. Henderson, Peter W. Glynn: Computational Efficiency Evaluation in Output Analysis. Winter Simulation Conference 1997: 208-215
- 1996
- [j11]
- [c13]Halim Damerdji, Peter W. Glynn, Marvin K. Nakayama, James R. Wilson: Selecting the Best System in Transient Simulations with Variances Known. Winter Simulation Conference 1996: 281-286
- [c12]Katherine B. Ensor, Peter W. Glynn: Grid-Based Simulation and the Method of Conditional Least Squares. Winter Simulation Conference 1996: 325-331
- 1995
- [c11]Peter W. Glynn: Some New Results on the Initial Transient Problem. Winter Simulation Conference 1995: 165-170
- [c10]Marcelo J. Torres, Peter W. Glynn: A Set of Extensions to the SIMAN/ARENA Simulation Environment. Winter Simulation Conference 1995: 285-293
- [c9]Halim Damerdji, Peter W. Glynn: Performance Analysis of Future Event Sets. Winter Simulation Conference 1995: 316-321
- [c8]Peter W. Glynn: The Interface Between Simulation Output Analysis Research and Practice. Winter Simulation Conference 1995: 346
- 1994
- [j10]Peter W. Glynn, Ward Whitt: Large deviations behavior of counting processes and their inverses. Queueing Syst. 17(1-2): 107-128 (1994)
- [c7]Sigrún Andradóttir, James M. Calvin, Peter W. Glynn: Increasing the frequency of regeneration for Markov processes. Winter Simulation Conference 1994: 320-323
- 1993
- [c6]Victor F. Nicola, Perwez Shahabuddin, Philip Heidelberger, Peter W. Glynn: Fast Simulation of Steady-State Availability in Non-Markovian Highly Dependable Systems. FTCS 1993: 38-47
- [c5]Peter W. Glynn, Philip Heidelberger, Victor F. Nicola, Perwez Shahabuddin: Efficient estimation of the mean time between failures in non-regenerative dependability models. Winter Simulation Conference 1993: 311-316
- 1992
- [j9]Peter W. Glynn, Philip Heidelberger: Jackknifing under a Budget Constraint. INFORMS Journal on Computing 4(3): 226-234 (1992)
- [j8]Ambuj Goyal, Perwez Shahabuddin, Philip Heidelberger, Victor F. Nicola, Peter W. Glynn: A Unified Framework for Simulating Markovian Models of Highly Dependable Systems. IEEE Trans. Computers 41(1): 36-51 (1992)
- [j7]Søren Asmussen, Peter W. Glynn, Hermann Thorisson: Stationarity Detection in the Initial Transient Problem. ACM Trans. Model. Comput. Simul. 2(2): 130-157 (1992)
- [c4]Paul Glasserman, Peter W. Glynn: Gradient estimation for regenerative processes. Winter Simulation Conference 1992: 280-288
- 1991
- [j6]Peter W. Glynn, Philip Heidelberger: Analysis of Parallel Replicated Simulations Under a Completion Time Constraint. ACM Trans. Model. Comput. Simul. 1(1): 3-23 (1991)
- [c3]Peter W. Glynn, Pierre L'Ecuyer, Michel Adès: Gradient estimation for ratios. Winter Simulation Conference 1991: 986-994
- 1990
- [j5]Peter W. Glynn: Likelihood Ratio Gradient Estimation for Stochastic Systems. Commun. ACM 33(10): 75-84 (1990)
1980 – 1989
- 1989
- [c2]Peter W. Glynn: Optimization of stochastic systems via simulation. Winter Simulation Conference 1989: 90-105
- [c1]Peter W. Glynn: Likelihood ratio derviative estimators for stochastic systems. Winter Simulation Conference 1989: 374-380
- 1988
- [j4]
- [j3]Peter W. Glynn, Donald L. Iglehart: Simulation Methods for Queues: An Overview. Queueing Syst. 3(3): 221-255 (1988)
- 1986
- [j2]Peter W. Glynn, Ward Whitt: A Central-Limit-Theorem Version of L = lambda W. Queueing Syst. 1(2): 191-215 (1986)
- [j1]Peter W. Glynn, Ward Whitt: Sufficient Conditions for Functional-Limit-Theorem Versions of L = lambda W. Queueing Syst. 1(3): 279-287 (1986)
Coauthor Index
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last updated on 2013-10-02 11:13 CEST by the dblp team