Peter W. Glynn

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Jose BlanchetStanford UniversityVerificeret mail på stanford.edu
Søren AsmussenProfessor at Department of Mathematics, Aarhus UniversityVerificeret mail på imf.au.dk
Ward WhittProfessor in IEOR Department at Columbia UniversityVerificeret mail på columbia.edu
Zhengyuan ZhouDept of Technology, Operations and Statistics at NYU SternVerificeret mail på stern.nyu.edu
Giovanni De MicheliEPFL, StanfordVerificeret mail på epfl.ch
Tajana Simunic RosingUCSDVerificeret mail på eng.ucsd.edu
Panayotis MertikopoulosCNRSVerificeret mail på imag.fr
Tim HollidayGoldman SachsVerificeret mail på gs.com
Luca BeniniETH Zürich, Università di BolognaVerificeret mail på unibo.it
Pierre L'EcuyerProfessor, DIRO, University of MontrealVerificeret mail på iro.umontreal.ca
Sandeep JunejaTata Institute of Fundamental ResearchVerificeret mail på tifr.res.in
Stephen BoydProfessor of Electrical Engineering, Computer Science, and Management Science, StanfordVerificeret mail på stanford.edu
Peter Salzmanuniversity of rochesterVerificeret mail på bst.rochester.edu
Darrell DuffieStanford UniversityVerificeret mail på stanford.edu
Sean MeynProfessor of ECE and Robert C. Pittman Eminent Scholar ChairVerificeret mail på ece.ufl.edu
Uday V. ShanbhagProfessor, Industrial and Manufacturing Engineering, Pennsylvania State UniversityVerificeret mail på psu.edu
Victor F. AramanAmerican University of BeirutVerificeret mail på aub.edu.lb
Zizhuo WangThe Chinese University of Hong Kong, Shenzhen / Cardinal OperationsVerificeret mail på cuhk.edu.cn
Benjamin Van RoyStanford UniversityVerificeret mail på stanford.edu
Jim PitmanProfessor of Statistics and Mathematics, University of California, BerkeleyVerificeret mail på stat.berkeley.edu

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Peter W. Glynn

Professor of Management Science and Engineering

Verificeret mail på stanford.edu - Startside

Applied probability simulation Monte Carlo methods stochastic modeling statistical methods


Titel Sortér efter henvisninger Sortér efter årstal Sortér efter titel	Citeret af Citeret af	År
Stochastic simulation: algorithms and analysis S Asmussen, PW Glynn Springer 57, 487-488, 2007	2109	2007
Importance sampling for stochastic simulations PW Glynn, DL Iglehart Management science 35 (11), 1367-1392, 1989	852	1989
Likelihood ratio gradient estimation for stochastic systems PW Glynn Communications of the ACM 33 (10), 75-84, 1990	525	1990
Logarithmic asymptotics for steady-state tail probabilities in a single-server queue PW Glynn, W Whitt Journal of Applied Probability 31 (A), 131-156, 1994	480	1994
A GSMP formalism for discrete event systems PW Glynn Proceedings of the IEEE 77 (1), 14-23, 1989	394	1989
Dynamic voltage scaling and power management for portable systems T Simunic, L Benini, A Acquaviva, P Glynn, G De Micheli Proceedings of the 38th annual Design Automation Conference, 524-529, 2001	337	2001
Likelilood ratio gradient estimation: an overview PW Glynn Proceedings of the 19th conference on Winter simulation, 366-375, 1987	327	1987
Dynamic power management for portable systems T Simunic, L Benini, P Glynn, G De Micheli Proceedings of the 6th annual international conference on Mobile computing …, 2000	326	2000
The asymptotic efficiency of simulation estimators PW Glynn, W Whitt Operations research 40 (3), 505-520, 1992	297	1992
Simulation output analysis using standardized time series PW Glynn, DL Iglehart Mathematics of Operations Research 15 (1), 1-16, 1990	296	1990
Statistics of robust optimization: A generalized empirical likelihood approach JC Duchi, PW Glynn, H Namkoong Mathematics of Operations Research 46 (3), 946-969, 2021	295	2021
Parallel processors for planning under uncertainty GB Dantzig, PW Glynn Annals of Operations research 22 (1), 1-21, 1990	291	1990
A unified framework for simulating Markovian models of highly dependable systems A Goyal, P Shahabuddin, P Heidelberger, VF Nicola, PW Glynn IEEE Transactions on Computers 41 (1), 36-51, 1992	287	1992
Efficient Monte Carlo simulation of security prices D Duffie, P Glynn The Annals of Applied Probability, 897-905, 1995	282	1995
Queues with negative arrivals E Gelenbe, P Glynn, K Sigman Journal of applied probability 28 (1), 245-250, 1991	281	1991
A Liapounov bound for solutions of the Poisson equation PW Glynn, SP Meyn The Annals of Probability, 916-931, 1996	274	1996
Computing poisson probabilities BL Fox, PW Glynn Communications of the ACM 31 (4), 440-445, 1988	274	1988
A large deviations perspective on ordinal optimization P Glynn, S Juneja Proceedings of the 2004 Winter Simulation Conference, 2004. 1, 2004	269	2004
Event-driven power management T Simunic, L Benini, P Glynn, G De Micheli IEEE Transactions on Computer-Aided Design of Integrated Circuits and …, 2001	252	2001
Likelihood robust optimization for data-driven problems Z Wang, PW Glynn, Y Ye Computational Management Science 13, 241-261, 2016	246	2016

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