Donald L. Iglehart - Publications

Affiliations: 
Management Science and Engineering Stanford University, Palo Alto, CA 
Website:
https://profiles.stanford.edu/donald-iglehart?releaseVersion=10.5.2

39 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2004 Hsieh MH, Iglehart DL, Glynn PW. Empirical performance of bias-reducing estimators for regenerative steady-state simulations Acm Transactions On Modeling and Computer Simulation. 14: 325-343. DOI: 10.1145/1029174.1029175  0.63
1999 Wong EW, Glynn PW, Iglehart DL. Transient Simulation Via Empirically Based Coupling Probability in the Engineering and Informational Sciences. 13: 147-167. DOI: 10.1017/S0269964899132029  0.585
1995 Glynn PW, Iglehart DL. Trading securities using trailing stops Management Science. 41: 1096-1106. DOI: 10.1287/Mnsc.41.6.1096  0.456
1995 Glynn PW, Iglehart DL. A Martingale Approach to Regenerative Simulation Probability in the Engineering and Informational Sciences. 9: 123-131. DOI: 10.1017/S0269964800003727  0.574
1993 Glynn PW, Iglehart DL. Notes: Conditions for the Applicability of the Regenerative Method Management Science. 39: 1108-1111. DOI: 10.1287/Mnsc.39.9.1108  0.592
1991 Iglehart DL, Lalchandani AP. Diffusion approximations for complex repair systems Naval Research Logistics. 38: 817-838. DOI: 10.1002/Nav.3800380603  0.318
1990 Glynn PW, Iglehart DL. Simulation Output Analysis Using Standardized Time Series Mathematics of Operations Research. 15: 1-16. DOI: 10.1287/Moor.15.1.1  0.605
1989 Glynn PW, Iglehart DL. Importance sampling for stochastic simulations Management Science. 35: 1367-1392. DOI: 10.1287/Mnsc.35.11.1367  0.607
1989 Glynn PW, Iglehart DL. The optimal linear combination of control variates in the presence of asymptotically negligible bias Naval Research Logistics. 36: 683-692. DOI: 10.1002/1520-6750(198910)36:5<683::Aid-Nav3220360512>3.0.Co;2-L  0.555
1988 Glynn PW, Iglehart DL. Conditions Under Which a Markov Chain Converges to its Steady State in Finite Time Probability in the Engineering and Informational Sciences. 2: 377-382. DOI: 10.1017/S0269964800000917  0.546
1988 Glynn PW, Iglehart DL. A new class of strongly consistent variance estimators for steady-state simulations Stochastic Processes and Their Applications. 28: 71-80. DOI: 10.1016/0304-4149(88)90065-8  0.597
1988 Glynn PW, Iglehart DL. Simulation methods for queues: an overview Queueing Systems. 3: 221-255. DOI: 10.1007/Bf01161216  0.605
1987 Glynn PW, Iglehart DL. A Joint Central Limit Theorem for the Sample Mean and Regenerative Variance Estimator. Annals of Operations Research. 8: 41-55. DOI: 10.1007/Bf02187081  0.591
1986 Glynn PW, Iglehart DL. Estimation of steady-state central moments by the regenerative method of simulation Operations Research Letters. 5: 271-276. DOI: 10.1016/0167-6377(86)90063-5  0.559
1984 Iglehart DL, Shedler GS. Simulation output analysis for local area computer networks Acta Informatica. 21: 321-338. DOI: 10.1007/Bf00264614  0.391
1983 Iglehart DL, Shedler GS. Statistical efficiency of regenerative simulation methods for networks of queues Advances in Applied Probability. 15: 183-197. DOI: 10.2307/1426989  0.437
1983 Iglehart DL, Stone ML. Regenerative Simulation for Estimating Extreme Values Operations Research. 31: 1145-1166. DOI: 10.1287/Opre.31.6.1145  0.46
1983 Iglehart DL, Shedler GS. Simulation of non-Markovian systems Ibm Journal of Research and Development. 27: 472-480. DOI: 10.1147/Rd.275.0472  0.437
1981 Iglehart DL, Shedler GS. Regenerative simulation of response times in networks of queues: statistical efficiency Acta Informatica. 15: 347-363. DOI: 10.1007/Bf00264534  0.448
1980 Iglehart DL. Exploiting stochastic structure in the simulation of networks of queues Advances in Applied Probability. 12: 271. DOI: 10.1017/S0001867800049259  0.334
1979 Heidelberger P, Iglehart DL. Comparing Stochastic Systems Using Regenerative Simulation with Common Random Numbers. Advances in Applied Probability. 11: 804-819. DOI: 10.2307/1426860  0.45
1979 Iglehart DL, Lewis PAW. Regenerative Simulation with Internal Controls Journal of the Acm. 26: 271-282. DOI: 10.1145/322123.322132  0.416
1979 Iglehart DL, Shedler GS. Regenerative simulation of response times in networks of queues with multiple job types Acta Informatica. 12: 159-175. DOI: 10.1007/Bf00266048  0.395
1978 Iglehart DL, Shedler GS. Simulation of Response Times in Finite-Capacity Open Networks of Queues Operations Research. 26: 896-914. DOI: 10.1287/Opre.26.5.896  0.418
1976 Hordijk A, Iglehart DL, Schassberger R. Discrete time methods for simulating continuous time Markov chains Advances in Applied Probability. 8: 772-788. DOI: 10.2307/1425933  0.431
1976 Iglehart DL. Simulating Stable Stochastic Systems, VI: Quantile Estimation Journal of the Acm. 23: 347-360. DOI: 10.1145/321941.321954  0.521
1976 Iglehart DL. The regenerative method for analysing stochastic simulations Advances in Applied Probability. 8: 218-218. DOI: 10.1017/S0001867800041598  0.405
1975 Crane MA, Iglehart DL. Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations Operations Research. 23: 33-45. DOI: 10.1287/Opre.23.1.33  0.454
1975 Crane MA, Iglehart DL. Simulating Stable Stochastic Systems, IV: Approximation Techniques Management Science. 21: 1215-1224. DOI: 10.1287/Mnsc.21.11.1215  0.448
1975 Iglehart DL. Simulating stable stochastic systems, V: Comparison of ratio estimators Naval Research Logistics Quarterly. 22: 553-565. DOI: 10.1002/Nav.3800220311  0.473
1974 Crane MA, Iglehart DL. Simulating Stable Stochastic Systems, II: Markov Chains Journal of the Acm. 21: 114-123. DOI: 10.1145/321796.321806  0.459
1974 Crane MA, Iglehart DL. Simulating Stable Stochastic Systems, I: General Multiserver Queues Journal of the Acm. 21: 103-113. DOI: 10.1145/321796.321805  0.464
1974 Iglehart DL. Weak convergence in applied probability Stochastic Processes and Their Applications. 2: 211-241. DOI: 10.1016/0304-4149(74)90016-7  0.343
1973 Iglehart DL. Weak convergence in applied probability Advances in Applied Probability. 5: 12-13. DOI: 10.2307/1425948  0.339
1973 Iglehart DL, Lemoine AJ. Approximations For The Repairman Problem With Two Repair Facilities, I: No Spares Advances in Applied Probability. 5: 147-158. DOI: 10.2307/1425836  0.306
1973 Iglehart DL. Weak convergence in queueing theory Advances in Applied Probability. 5: 570-594. DOI: 10.2307/1425835  0.306
1969 Iglehart DL, Jaquette SC. Multi‐class inventory models with demand a function of inventory level Naval Research Logistics Quarterly. 16: 495-502. DOI: 10.1002/Nav.3800160404  0.317
1969 Iglehart DL, Jaquette SC. Optimal policies under the shortage probability criterion for an inventory model with unknown dependent demands Naval Research Logistics Quarterly. 16: 485-493. DOI: 10.1002/Nav.3800160403  0.36
1964 Iglehart DL. The Dynamic Inventory Problem with Unknown Demand Distribution Management Science. 10: 429-440. DOI: 10.1287/Mnsc.10.3.429  0.353
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