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Peter W. Glynn - Publications

Affiliations: 
Stanford University, Palo Alto, CA 
Website:
http://web.stanford.edu/~glynn/
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52 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
2023 Shi Y, Mahdian S, Blanchet J, Glynn P, Shin AY, Scheinker D. Surgical scheduling via optimization and machine learning with long-tailed data : Health care management science, in press. Health Care Management Science. PMID 37665543 DOI: 10.1007/s10729-023-09649-0  0.633
2021 Blanchet J, Chen X, Si N, Glynn PW. Efficient Steady-State Simulation of High-Dimensional Stochastic Networks Stochastic Systems. 11: 174-192. DOI: 10.1287/STSY.2021.0077  0.342
2020 Zhou Z, Mertikopoulos P, Bambos N, Boyd SP, Glynn PW. On the Convergence of Mirror Descent beyond Stochastic Convex Programming Siam Journal On Optimization. 30: 687-716. DOI: 10.1137/17M1134925  0.574
2018 Zhou Z, Bambos N, Glynn P. Deterministic and Stochastic Wireless Network Games: Equilibrium, Dynamics, and Price of Anarchy Operations Research. 66: 1498-1516. DOI: 10.1287/Opre.2018.1747  0.544
2017 Master N, Zhou Z, Miller D, Scheinker D, Bambos N, Glynn P. Improving predictions of pediatric surgical durations with supervised learning International Journal of Data Science and Analytics. 4: 35-52. DOI: 10.1007/S41060-017-0055-0  0.54
2016 Andradóttir S, Glynn PW. Computing Bayesian means using simulation Acm Transactions On Modeling and Computer Simulation. 26. DOI: 10.1145/2735631  0.672
2016 Blanchet J, Glynn P, Zheng S. Analysis of a stochastic approximation algorithm for computing quasi-stationary distributions Advances in Applied Probability. 48: 792-811. DOI: 10.1017/Apr.2016.28  0.641
2015 Zhang X, Blanchet J, Giesecke K, Glynn PW. Affine point processes: Approximation and efficient simulation Mathematics of Operations Research. 40: 797-819. DOI: 10.1287/Moor.2014.0696  0.682
2013 Chia YL, Glynn PW. Limit theorems for simulation-based optimization via random search Acm Transactions On Modeling and Computer Simulation. 23. DOI: 10.1145/2499913.2499915  0.729
2013 Datta Gupta S, Mazumdar RR, Glynn P. On the convergence of the spectrum of finite order approximations of stationary time series Journal of Multivariate Analysis. 121: 1-21. DOI: 10.1016/J.Jmva.2013.05.003  0.343
2013 Blanchet J, Glynn P, Meyn S. Large deviations for the empirical mean of an M {pipe} M {pipe} 1 queue Queueing Systems. 73: 425-446. DOI: 10.1007/S11134-013-9349-7  0.615
2012 Blanchet J, Glynn P, Leder K. On lyapunov inequalities and subsolutions for efficient importance sampling Acm Transactions On Modeling and Computer Simulation. 22. DOI: 10.1145/2331140.2331141  0.66
2011 Olvera-Cravioto M, Blanchet J, Glynn P. On the transition from heavy traffic to heavy tails for the M/G/1 queue: The regularly varying case Annals of Applied Probability. 21: 645-668. DOI: 10.1214/10-Aap707  0.67
2010 L'Ecuyer P, Blanchet JH, Tuffin B, Glynn PW. Asymptotic robustness of estimators in rare-event simulation Acm Transactions On Modeling and Computer Simulation. 20. DOI: 10.1145/1667072.1667078  0.651
2009 Mandjes M, Norros I, Glynn P. On convergence to stationarity of fractional brownian storage Annals of Applied Probability. 19: 1385-1403. DOI: 10.1214/08-Aap578  0.323
2009 Blanchet J, Glynn P, Lam H. Rare event simulation for a slotted time M/G/s model Queueing Systems. 63: 33-57. DOI: 10.1007/S11134-009-9154-5  0.666
2008 Blanchet J, Glynn P. Efficient rare-event simulation for the maximum of heavy-tailed random walks Annals of Applied Probability. 18: 1351-1378. DOI: 10.1214/07-Aap485  0.69
2007 Plevritis SK, Salzman P, Sigal BM, Glynn PW. A natural history model of stage progression applied to breast cancer. Statistics in Medicine. 26: 581-95. PMID 16598706 DOI: 10.1002/Sim.2550  0.661
2007 Blanchet J, Glynn P. Uniform renewal theory with applications to expansions of random geometric sums Advances in Applied Probability. 39: 1070-1097. DOI: 10.1239/Aap/1198177240  0.65
2007 Andradóttir S, Glasserman P, Glynn PW, Heidelberger P, Juneja S. Perwez Shahabuddin, 1962 - 2005: A professional appreciation Acm Transactions On Modeling and Computer Simulation. 17. DOI: 10.1145/1225275.1225277  0.581
2007 Blanchet J, Glynn P, Liu JC. Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed G/G/1 queue Queueing Systems. 57: 99-113. DOI: 10.1007/S11134-007-9047-4  0.684
2006 Plevritis SK, Sigal BM, Salzman P, Rosenberg J, Glynn P. A stochastic simulation model of U.S. breast cancer mortality trends from 1975 to 2000. Journal of the National Cancer Institute. Monographs. 86-95. PMID 17032898 DOI: 10.1093/Jncimonographs/Lgj012  0.68
2006 Blanchet J, Glynn P. Complete corrected diffusion approximations for the maximum of a random walk Annals of Applied Probability. 16: 951-983. DOI: 10.1214/105051606000000042  0.652
2006 Holliday T, Goldsmith A, Glynn P. Capacity of finite state channels based on lyapunov exponents of random matrices Ieee Transactions On Information Theory. 52: 3509-3532. DOI: 10.1109/Tit.2006.878230  0.339
2005 Ward AR, Glynn PW. A diffusion approximation for a GI/GI/1 queue with balking or reneging Queueing Systems. 50: 371-400. DOI: 10.1007/S11134-005-3282-3  0.588
2004 Chia YL, Salzman P, Plevritis SK, Glynn PW. Simulation-based parameter estimation for complex models: a breast cancer natural history modelling illustration. Statistical Methods in Medical Research. 13: 507-24. PMID 15587436 DOI: 10.1191/0962280204Sm380Ra  0.765
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  0.703
2004 Duffie D, Glynn P. Estimation of continuous-time markov processes sampled at random time intervals Econometrica. 72: 1773-1808. DOI: 10.1111/J.1468-0262.2004.00553.X  0.404
2003 Ward AR, Glynn PW. Properties of the Reflected Ornstein-Uhlenbeck Process Queueing Systems. 44: 109-123. DOI: 10.1023/A:1024403704190  0.583
2003 Ward AR, Glynn PW. A Diffusion Approximation for a Markovian Queue with Reneging Queueing Systems. 43: 103-128. DOI: 10.1023/A:1021804515162  0.57
2002 Ormoneit D, Glynn P. Kernel-based reinforcement learning in average-cost problems Ieee Transactions On Automatic Control. 47: 1624-1636. DOI: 10.1109/Tac.2002.803530  0.374
2002 Xia CH, Michailidis G, Bambos N, Glynn PW. Optimal control of parallel queues with batch service Probability in the Engineering and Informational Sciences. 16: 289-307. DOI: 10.1017/S0269964802163029  0.603
2001 Simunic T, Benini L, Glynn P, Micheli GD. Event-driven power management Ieee Transactions On Computer-Aided Design of Integrated Circuits and Systems. 20: 840-857. DOI: 10.1109/43.931003  0.347
1999 Henderson SG, Glynn PW. Derandomizing Variance Estimators Operations Research. 47: 907-916. DOI: 10.1287/Opre.47.6.907  0.301
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  0.687
1995 Glynn PW, Iglehart DL. Trading securities using trailing stops Management Science. 41: 1096-1106. DOI: 10.1287/Mnsc.41.6.1096  0.597
1995 Duffie D, Glynn P. Efficient Monte Carlo Simulation of Security Prices Annals of Applied Probability. 5: 897-905. DOI: 10.1214/Aoap/1177004598  0.316
1995 Andradóttir S, Calvin JM, Glynn PW. Accelerated regeneration for markov chain simulations Probability in the Engineering and Informational Sciences. 9: 497-523. DOI: 10.1017/S0269964800004022  0.653
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  0.665
1994 L'Ecuyer P, Glynn PW. Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State Management Science. 40: 1562-1578. DOI: 10.1287/Mnsc.40.11.1562  0.332
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  0.672
1992 Glynn PW, Whitt W. The Asymptotic Validity of Sequential Stopping Rules for Stochastic Simulations Annals of Applied Probability. 2: 180-198. DOI: 10.1214/Aoap/1177005777  0.366
1991 Glynn PW, Heidelberger P. Analysis of parallel replicated simulations under a completion time constraint Acm Transactions On Modeling and Computer Simulation. 1: 3-23. DOI: 10.1145/102810.102811  0.322
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  0.683
1990 Glynn PW. Likelihood ratio gradient estimation for stochastic systems Communications of the Acm. 33: 75-84. DOI: 10.1145/84537.84552  0.346
1989 Glynn PW, Iglehart DL. Importance sampling for stochastic simulations Management Science. 35: 1367-1392. DOI: 10.1287/Mnsc.35.11.1367  0.695
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  0.665
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  0.645
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  0.685
1988 Glynn PW, Iglehart DL. Simulation methods for queues: an overview Queueing Systems. 3: 221-255. DOI: 10.1007/Bf01161216  0.673
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  0.686
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  0.666
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