Bio

Peter W. Glynn is the Thomas Ford Professor in the Department of Management Science and Engineering (MS&E) at Stanford University, and also holds a courtesy appointment in the Department of Electrical Engineering.. He received his Ph.D in Operations Research from Stanford University in 1982. He then joined the faculty of the University of Wisconsin at Madison, where he held a joint appointment between the Industrial Engineering Department and Mathematics Research Center, and courtesy appointments in Computer Science and Mathematics. In 1987, he returned to Stanford, where he joined the Department of Operations Research. From 1999 to 2005, he served as Deputy Chair of the Department of Management Science and Engineering, and was Director of Stanford's Institute for Computational and Mathematical Engineering from 2006 until 2010. He served as Chair of MS&E from 2011 through 2015. He is a Fellow of INFORMS and a Fellow of the Institute of Mathematical Statistics, has been co-winner of Best Publication Awards from the INFORMS Simulation Society in 1993 and 2008, was a co-winner of the Best (Biannual) Publication Award from the INFORMS Applied Probability Society in 2009, and was the co-winner of the John von Neumann Theory Prize from INFORMS in 2010. In 2012, he was elected to the National Academy of Engineering.

His research centers on computational algorithms, mathematical approximations, statistical methodology, and optimization methods for the analysis of systems in which uncertainty is present. He has developed algorithms that are widely used across the field of Monte Carlo simulation. Applications include financial risk management, service systems engineering, logistics, and retail operations.

Academic Appointments

Administrative Appointments

  • Director, Institute for Computational and Mathematical Engineering, Stanford University (2006 - 2010)
  • Chair, Department of Management Science and Engineering, Stanford University (2011 - 2015)

Honors & Awards

  • Winner, Outstanding Simulation Publication Award (for period 1991-93), INFORMS Simulation Society (1993)
  • Medallion Lecturer, Institute of Mathematical Statistics (1995)
  • Fellow, Institute of Mathematical Statistics (1998)
  • Fellow, Institute for Operations Research and the Management Sciences (INFORMS) (2007)
  • Eugene L. Grant Award for Excellence in Undergraduate Teaching, Stanford University (2008)
  • Winner, Outstanding Simulation Publication Award (for period 2006-08), INFORMS Simulation Society (2008)
  • Winner, Best Publication Award (for period 2007-09), INFORMS Applied Probability Society (2009)
  • John von Neumann Theory Prize, INFORMS (2010)
  • Member, National Academy of Engineering (2012)
  • Markov Lecturer, INFORMS Applied Probability Society (2014)
  • Winner, Outstanding Simulation Publication Award (for period 2013-2015), INFORMS Simulation Society (2016)
  • Philip McCord Morse Lecturer, INFORMS (2020)
  • Lifetime Professional Achievement Award, INFORMS Simulation Society (2021)

Boards, Advisory Committees, Professional Organizations

  • Advisory Board, Operations Research Letters (2021 - Present)
  • Advisory Board, Stochastic Systems (2016 - Present)
  • Member, Advisory Board, Intractable Likelihood Research Centre, Warwick University (2016 - Present)
  • Editor-in-Chief, Journal of Applied Probability; Advances in Applied Probability (2016 - 2019)
  • Member, Scientific Advisory Board, NETWORKS Research Center, The Netherlands (2015 - Present)
  • Trustee, Applied Probability Trust (2014 - Present)
  • Member, Census Scientific Advisory Committee (2014 - 2020)
  • Member, Institute for Data, Systems, and Society Visiting Committee, MIT (2013 - 2022)
  • Member, Advisory Board, Dept. of Industrial Engineering and Logistics Management, Hong Kong University of Science and Technology (2012 - Present)
  • Member, Scientific Advisory Board, Banff International Research Station (2011 - 2016)
  • Member, Committee on Special Lectures, Institute of Mathematical Statistics (2011 - 2014)
  • Principal Co-Organizer, Thematic Programme in Stochastic Processes in the Communications Sciences, Isaac Newton Institute, University of Cambridge (2010 - 2010)
  • Advisory Board, Queueing Systems: Theory and Applications (2009 - Present)
  • Founding Editor-in-Chief, Stochastic Systems (2009 - 2014)
  • Associate Editor, Journal of Applied Probability, Advances in Applied Probability (2005 - 2015)
  • Associate Editor, Mathematics of Operations Research (2005 - 2009)
  • Co-Organizer, INFORMS Applied Probability Conference (2005 - 2005)
  • Chair, INFORMS Applied Probability Society (2004 - 2006)
  • Co-Organizer, 2004 Stochastic Networks Conference, Montreal, Canada (2004 - 2004)
  • Council Member, INFORMS Applied Probability Society (2002 - 2010)
  • Area Editor, Mathematics of Operations Research (2002 - 2005)
  • Co-organizer, 2002 Stochastic Networks Conference, Stanford, CA (2002 - 2002)
  • Co-Editor, Journal of Computational Finance (1997 - 2001)
  • Associate Editor, Mathematics of Operations Research (1996 - 2001)
  • Associate Editor, Annals of Applied Probability (1994 - 2003)
  • Principal Organizer, SIAM Meeting on Simulation and Monte Carlo Methods, San Francisco, CA (1993 - 1993)
  • Associate Editor, Management Science (1988 - 1997)
  • Member, Editorial Board, Stochastic Models (1987 - 1998)
  • Co-Organizer, 1987 Stochastic Networks Conference, Madison, WI (1987 - 1987)

Professional Education

  • PhD, Stanford University, Operations Research (1982)
  • B.Sc (Hon), Carleton University, Mathematics (1978)

Contact

  • Academic
    glynn@stanford.edu
    University - Faculty Department: Management Science and Engineering Position: Professor
    • 3rd Floor, Room 359A
    • Huang Engineering Center
    • 475 Via Ortega
    • Stanford,  California  94305-4121 
    (650) 723-1614 (fax)

Additional Info

Links

Current Research and Scholarly Interests

Stochastic modeling; statistics; simulation; finance

2024-25 Courses

Stanford Advisees

All Publications

  • Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation Su, Z., Pasupathy, R., Yeh, Y., Glynn, P. W. ASSOC COMPUTING MACHINERY. 2024

    View details for DOI 10.1145/3649437

    View details for Web of Science ID 001229273100006

  • Refined behaviour of a conditioned random walk in the large deviations regime BERNOULLI Asmussen, S., Glynn, P. W. 2024; 30 (1): 371-387

    View details for DOI 10.3150/23-BEJ1601

    View details for Web of Science ID 001171838900005

  • Power distribution in developing countries - Planning for effectiveness and equity* OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE Sarid, A. S., Glynn, P. W., Tzur, M. 2024; 123

    View details for DOI 10.1016/j.omega.2023.102976

    View details for Web of Science ID 001103767800001

  • Unsupervised Classification under Uncertainty: The Distance-Based Algorithm MATHEMATICS Ghanaiem, A., Kagan, E., Kumar, P., Raviv, T., Glynn, P., Ben-Gal, I. 2023; 11 (23)

    View details for DOI 10.3390/math11234784

    View details for Web of Science ID 001116587000001

  • Unbiased Optimal Stopping via the MUSE STOCHASTIC PROCESSES AND THEIR APPLICATIONS Zhou, Z., Wang, G., Blanchet, J. H., Glynn, P. W. 2023; 166

    View details for DOI 10.1016/j.spa.2022.12.007

    View details for Web of Science ID 001113111000001

  • A heavy-traffic perspective on departure process variability STOCHASTIC PROCESSES AND THEIR APPLICATIONS Glynn, P. W., Wang, R. J. 2023; 166

    View details for DOI 10.1016/j.spa.2023.01.002

    View details for Web of Science ID 001113105200001

  • Risk-sensitive Markov decision processes with long-run CVaR criterion PRODUCTION AND OPERATIONS MANAGEMENT Xia, L., Zhang, L., Glynn, P. W. 2023

    View details for DOI 10.1111/poms.14077

    View details for Web of Science ID 001071097100001

  • Surgical scheduling via optimization and machine learning with long-tailed data : Health care management science, in press. Health care management science Shi, Y., Mahdian, S., Blanchet, J., Glynn, P., Shin, A. Y., Scheinker, D. 2023

    Abstract

    Using data from cardiovascular surgery patients with long and highly variable post-surgical lengths of stay (LOS), we develop a modeling framework to reduce recovery unit congestion. We estimate the LOS and its probability distribution using machine learning models, schedule procedures on a rolling basis using a variety of optimization models, and estimate performance with simulation. The machine learning models achieved only modest LOS prediction accuracy, despite access to a very rich set of patient characteristics. Compared to the current paper-based system used in the hospital, most optimization models failed to reduce congestion without increasing wait times for surgery. A conservative stochastic optimization with sufficient sampling to capture the long tail of the LOS distribution outperformed the current manual process and other stochastic and robust optimization approaches. These results highlight the perils of using oversimplified distributional models of LOS for scheduling procedures and the importance of using optimization methods well-suited to dealing with long-tailed behavior.

    View details for DOI 10.1007/s10729-023-09649-0

    View details for PubMedID 37665543

  • Gaussian limits for scheduled traffic with super-heavy tailed perturbations QUEUEING SYSTEMS Araman, V. F., Glynn, P. W. 2023

    View details for DOI 10.1007/s11134-023-09884-w

    View details for Web of Science ID 001049772500001

  • On a New Characterization of Harris Recurrence for Markov Chains and Processes MATHEMATICS Glynn, P., Qu, Y. 2023; 11 (9)

    View details for DOI 10.3390/math11092165

    View details for Web of Science ID 000987774800001

  • Unlocking demand response in commercial buildings: Empirical response of commercial buildings to daily cooling set point adjustments ENERGY AND BUILDINGS de Chalendar, J. A., McMahon, C., Valenzuela, L., Glynn, P. W., Benson, S. M. 2023; 278

    View details for DOI 10.1016/j.enbuild.2022.112599

    View details for Web of Science ID 000894967000001

  • Lyapunov Conditions for Differentiability of Markov Chain Expectations MATHEMATICS OF OPERATIONS RESEARCH Rhee, C., Glynn, P. W. 2022

    View details for DOI 10.1287/moor.2022.1328

    View details for Web of Science ID 000954108500001

  • Approximations for the distribution of perpetuities with small discount rates NAVAL RESEARCH LOGISTICS Blanchet, J., Glynn, P. 2022

    View details for DOI 10.1002/nav.22058

    View details for Web of Science ID 000796863900001

  • Queueing theory: past, present, and future QUEUEING SYSTEMS Glynn, P. W. 2022

    View details for DOI 10.1007/s11134-022-09785-4

    View details for Web of Science ID 000779864000004

  • Methods Simulation-Based Prediction OPERATIONS RESEARCH Lim, E., Glynn, P. W. 2022

    View details for DOI 10.1287/opre.2021.2229

    View details for Web of Science ID 000750753200001

  • On a single server queue fed by scheduled traffic with Pareto perturbations QUEUEING SYSTEMS Araman, V. F., Chen, H., Glynn, P. W., Xia, L. 2022

    View details for DOI 10.1007/s11134-021-09732-9

    View details for Web of Science ID 000744786900001

  • COMBINING NUMERICAL LINEAR ALGEBRA WITH SIMULATION TO COMPUTE STATIONARY DISTRIBUTIONS Zheng, Z., Infanger, A., Glynn, P. W., IEEE IEEE. 2022: 2342-2353

    View details for DOI 10.1109/WSC57314.2022.10015514

    View details for Web of Science ID 000991872902031

  • A probabilistic proof of the Perron-Frobenius theorem NAVAL RESEARCH LOGISTICS Glynn, P. W., Desai, P. Y. 2021

    View details for DOI 10.1002/nav.22042

    View details for Web of Science ID 000736698500001

  • Distributed Stochastic Optimization with Large Delays MATHEMATICS OF OPERATIONS RESEARCH Zhou, Z., Mertikopoulos, P., Bambos, N., Glynn, P., Ye, Y. 2021

    View details for DOI 10.1287/moor.2021.1200

    View details for Web of Science ID 000731960500001

  • Technical Note-Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates OPERATIONS RESEARCH Zheng, Z., Honnappa, H., Glynn, P. W. 2021; 69 (5): 1566-1574

    View details for DOI 10.1287/opre.2020.2031

    View details for Web of Science ID 000709734600012

  • Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach MATHEMATICS OF OPERATIONS RESEARCH Duchi, J. C., Glynn, P. W., Namkoong, H. 2021; 46 (3): 946-969

    View details for DOI 10.1287/moor.2020.1085

    View details for Web of Science ID 000686221800006

  • On incorporating forecasts into linear state space model Markov decision processes. Philosophical transactions. Series A, Mathematical, physical, and engineering sciences de Chalendar, J. A., Glynn, P. W. 2021; 379 (2202): 20190430

    Abstract

    Weather forecast information will very likely find increasing application in the control of future energy systems. In this paper, we introduce an augmented state space model formulation with linear dynamics, within which one can incorporate forecast information that is dynamically revealed alongside the evolution of the underlying state variable. We use the martingale model for forecast evolution (MMFE) to enforce the necessary consistency properties that must govern the joint evolution of forecasts with the underlying state. The formulation also generates jointly Markovian dynamics that give rise to Markov decision processes (MDPs) that remain computationally tractable. This paper is the first to enforce MMFE consistency requirements within an MDP formulation that preserves tractability. This article is part of the theme issue 'The mathematics of energy systems'.

    View details for DOI 10.1098/rsta.2019.0430

    View details for PubMedID 34092099

  • The development and deployment of a model for hospital-level COVID-19 associated patient demand intervals from consistent estimators (DICE). Health care management science Yang, L., Zhang, T., Glynn, P., Scheinker, D. 2021

    Abstract

    Hospitals commonly project demand for their services by combining their historical share of regional demand with forecasts of total regional demand. Hospital-specific forecasts of demand that provide prediction intervals, rather than point estimates, may facilitate better managerial decisions, especially when demand overage and underage are associated with high, asymmetric costs. Regional point forecasts of patient demand are commonly available, e.g., for the number of people requiring hospitalization due to an epidemic such as COVID-19. However, even in this common setting, no probabilistic, consistent, computationally tractable forecast is available for the fraction of patients in a region that a particular institution should expect. We introduce such a forecast, DICE (Demand Intervals from Consistent Estimators). We describe its development and deployment at an academic medical center in California during the 'second wave' of COVID-19 in the Unite States. We show that DICE is consistent under mild assumptions and suitable for use with perfect, biased and unbiased regional forecasts. We evaluate its performance on empirical data from a large academic medical center as well as on synthetic data.

    View details for DOI 10.1007/s10729-021-09555-3

    View details for PubMedID 33751281

  • Computing Sensitivities for Distortion Risk Measures INFORMS JOURNAL ON COMPUTING Glynn, P. W., Peng, Y., Fu, M. C., Hu, J. 2021

    View details for DOI 10.1287/ijoc.2020.1016

    View details for Web of Science ID 000708961300001

  • Robust Power Management via Learning and Game Design OPERATIONS RESEARCH Zhou, Z., Mertikopoulos, P., Moustakas, A. L., Bambos, N., Glynn, P. 2021; 69 (1): 331–45

    View details for DOI 10.1287/opre.2020.1996

    View details for Web of Science ID 000615320600021

  • Finite-Sample Regret Bound for Distributionally Robust Offline Tabular Reinforcement Learning Zhou, Z., Zhou, Z., Bai, Q., Qiu, L., Blanchet, J., Glynn, P., Banerjee, A., Fukumizu, K. MICROTOME PUBLISHING. 2021

    View details for Web of Science ID 000659893804005

  • On the spectral radius and stiffness of Markov jump process rate matrices STOCHASTIC MODELS Glynn, P., Infanger, A. 2020

    View details for DOI 10.1080/15326349.2020.1815546

    View details for Web of Science ID 000573643600001

  • Technical Note-Central Limit Theorems for Estimated Functions at Estimated Points OPERATIONS RESEARCH Glynn, P. W., Fan, L., Fu, M. C., Hu, J., Peng, Y. 2020; 68 (5): 1557–63

    View details for DOI 10.1287/opre.2019.1922

    View details for Web of Science ID 000574409100015

  • Relining the garbage can of organizational decision-making: modeling the arrival of problems and solutions as queues INDUSTRIAL AND CORPORATE CHANGE Glynn, P. W., Greve, H. R., Rao, H. 2020; 29 (1): 125–42

    View details for DOI 10.1093/icc/dtz069

    View details for Web of Science ID 000525930700008

  • ON THE CONVERGENCE OF MIRROR DESCENT BEYOND STOCHASTIC CONVEX PROGRAMMING SIAM JOURNAL ON OPTIMIZATION Zhou, Z., Mertikopoulos, P., Bambos, N., Boyd, S. P., Glynn, P. W. 2020; 30 (1): 687–716

    View details for DOI 10.1137/17M1134925

    View details for Web of Science ID 000546998300026

  • COMPARING REGENERATIVE-SIMULATION-BASED ESTIMATORS OF THE DISTRIBUTION OF THE HITTING TIME TO A RARELY VISITED SET Glynn, P. W., Nakayama, M. K., Tuffin, B., IEEE IEEE. 2020: 421-432

    View details for DOI 10.1109/WSC48552.2020.9383896

    View details for Web of Science ID 000679196300035

  • JOINT RESOURCE ALLOCATION FOR INPUT DATA COLLECTION AND SIMULATION Xu, J., Zheng, Z., Glynn, P. W., IEEE IEEE. 2020: 2126-2137

    View details for DOI 10.1109/WSC48552.2020.9384050

    View details for Web of Science ID 000679196302014

  • A CLASS OF OPTIMAL TRANSPORT REGULARIZED FORMULATIONS WITH APPLICATIONS TO WASSERSTEIN GANS Mahdian, S., Blanchet, J. H., Glynn, P. W., IEEE IEEE. 2020: 433-444

    View details for DOI 10.1109/WSC48552.2020.9383959

    View details for Web of Science ID 000679196300036

  • Adaptive Experimental Design with Temporal Interference: A Maximum Likelihood Approach Glynn, P., Johari, R., Rasouli, M., Larochelle, H., Ranzato, M., Hadsell, R., Balcan, M. F., Lin, H. NEURAL INFORMATION PROCESSING SYSTEMS (NIPS). 2020

    View details for Web of Science ID 000627697000035

  • Dynamic Credit-Collections Optimization MANAGEMENT SCIENCE Chehrazi, N., Glynn, P. W., Weber, T. A. 2019; 65 (6): 2737–69

    View details for DOI 10.1287/mnsc.2018.3070

    View details for Web of Science ID 000470112100015

  • City-scale decarbonization experiments with integrated energy systems ENERGY & ENVIRONMENTAL SCIENCE de Chalendar, J. A., Glynn, P. W., Benson, S. M. 2019; 12 (5): 1695–1707

    View details for DOI 10.1039/c8ee03706j

    View details for Web of Science ID 000473083100018

  • On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process QUEUEING SYSTEMS Glynn, P. W., Wang, R. J. 2019; 91 (1-2): 1–14

    View details for DOI 10.1007/s11134-018-9591-0

    View details for Web of Science ID 000458560700001

  • Multivariate Distributionally Robust Convex Regression under Absolute Error Loss Blanchet, J., Glynn, P. W., Yan, J., Zhou, Z., Wallach, H., Larochelle, H., Beygelzimer, A., d'Alche-Buc, F., Fox, E., Garnett, R. NEURAL INFORMATION PROCESSING SYSTEMS (NIPS). 2019

    View details for Web of Science ID 000535866903043

  • ESTIMATION AND INFERENCE FOR NON-STATIONARY ARRIVAL MODELS WITH A LINEAR TREND Glynn, P. W., Zheng, Z., IEEE IEEE. 2019: 3764–73

    View details for Web of Science ID 000529791403054

  • THE ASYMPTOTIC VALIDITY OF SEQUENTIAL STOPPING RULES FOR CONFIDENCE INTERVAL CONSTRUCTION USING STANDARDIZED TIME SERIES Dong, J., Glynn, P. W., IEEE IEEE. 2019: 332–43

    View details for Web of Science ID 000529791400027

  • Deterministic and Stochastic Wireless Network Games: Equilibrium, Dynamics, and Price of Anarchy OPERATIONS RESEARCH Zhou, Z., Bambos, N., Glynn, P. 2018; 66 (6): 1498–1516

    View details for DOI 10.1287/opre.2018.1747

    View details for Web of Science ID 000454514500004

  • A Flexible Temporal Velocity Model for Fast Contaminant Transport Simulations in Porous Media WATER RESOURCES RESEARCH Delgoshaie, A. H., Glynn, P. W., Jenny, P., Tchelepi, H. A. 2018; 54 (10): 8500–8513

    View details for DOI 10.1029/2018WR023607

    View details for Web of Science ID 000450726000074

  • On the rate of convergence to equilibrium for reflected Brownian motion QUEUEING SYSTEMS Glynn, P. W., Wang, R. J. 2018; 89 (1-2): 165–97

    View details for DOI 10.1007/s11134-018-9574-1

    View details for Web of Science ID 000432744700007

  • ON SAMPLING RATES IN SIMULATION-BASED RECURSIONS SIAM JOURNAL ON OPTIMIZATION Pasupathy, R., Glynn, P., Ghosh, S., Hashemi, F. S. 2018; 28 (1): 45–73

    View details for DOI 10.1137/140951679

    View details for Web of Science ID 000424527900003

  • An Accelerated Approach to Safely and Efficiently Test Pre-Production Autonomous Vehicles on Public Streets Arief, M., Glynn, P., Zhao, D., IEEE IEEE. 2018: 2006–11

    View details for Web of Science ID 000457881302002

  • USING REGENERATIVE SIMULATION TO CALIBRATE EXPONENTIAL APPROXIMATIONS TO RISK MEASURES OF HITTING TIMES TO RARELY VISITED SETS Glynn, P. W., Nakayama, M. K., Tuffin, B., IEEE IEEE. 2018: 1802–13

    View details for Web of Science ID 000461414102001

  • CONSTRUCTING SIMULATION OUTPUT INTERVALS UNDER INPUT UNCERTAINTY VIA DATA SECTIONING Glynn, P. W., Lam, H., IEEE IEEE. 2018: 1551–62

    View details for Web of Science ID 000461414101064

  • Learning in Games with Lossy Feedback Zhou, Z., Mertikopoulos, P., Athey, S., Bambos, N., Glynn, P., Ye, Y., Bengio, S., Wallach, H., Larochelle, H., Grauman, K., CesaBianchi, N., Garnett, R. NEURAL INFORMATION PROCESSING SYSTEMS (NIPS). 2018

    View details for Web of Science ID 000461823305017

  • An equilibrium analysis of a discrete-time Markovian queue with endogenous abandonments QUEUEING SYSTEMS Ata, B., Glynn, P. W., Peng, X. 2017; 86 (1-2): 141-212

    View details for DOI 10.1007/s11134-017-9521-6

    View details for Web of Science ID 000400402900005

  • Mirror Descent Learning in Continuous Games Zhou, Z., Mertikopoulos, P., Moustakas, A. L., Bambos, N., Glynn, P., IEEE IEEE. 2017

    View details for Web of Science ID 000424696905090

  • Stochastic Mirror Descent in Variationally Coherent Optimization Problems Zhou, Z., Mertikopoulos, P., Bambos, N., Boyd, S., Glynn, P., Guyon, Luxburg, U. V., Bengio, S., Wallach, H., Fergus, R., Vishwanathan, S., Garnett, R. NEURAL INFORMATION PROCESSING SYSTEMS (NIPS). 2017

    View details for Web of Science ID 000452649407013

  • Countering Feedback Delays in Multi-Agent Learning Zhou, Z., Mertikopoulos, P., Bambos, N., Glynn, P., Tomlin, C., Guyon, Luxburg, U. V., Bengio, S., Wallach, H., Fergus, R., Vishwanathan, S., Garnett, R. NEURAL INFORMATION PROCESSING SYSTEMS (NIPS). 2017

    View details for Web of Science ID 000452649406024

  • ON THE ASYMPTOTIC ANALYSIS OF QUANTILE SENSITIVITY ESTIMATION BY MONTE CARLO SIMULATION Peng, Y., Fu, M. C., Glynn, P. W., Hu, J., Chan, DAmbrogio, A., Zacharewicz, G., Mustafee, N. IEEE. 2017: 2336–47

    View details for Web of Science ID 000427768602047

  • Stable Power Control in Wireless Networks via Dual Averaging Zhou, Z., Mertikopoulos, P., Moustakas, A. L., Mehdian, S., Bambos, N., Glynn, P., IEEE IEEE. 2017

    View details for Web of Science ID 000428054303078

  • ON THE ESTIMATION OF THE MEAN TIME TO FAILURE BY SIMULATION Glynn, P. W., Nakayama, M. K., Tuffin, B., Chan, DAmbrogio, A., Zacharewicz, G., Mustafee, N. IEEE. 2017: 1844–55

    View details for Web of Science ID 000427768602004

  • FITTING CONTINUOUS PIECEWISE LINEAR POISSON INTENSITIES VIA MAXIMUM LIKELIHOOD AND LEAST SQUARES Zheng, Z., Glynn, P. W., Chan, DAmbrogio, A., Zacharewicz, G., Mustafee, N. IEEE. 2017: 1740–49

    View details for Web of Science ID 000427768601078

  • RECURRENCE CLASSIFICATION FOR A FAMILY OF NON-LINEAR STORAGE MODELS PROBABILITY AND MATHEMATICAL STATISTICS-POLAND Glynn, P. W., Glynn, J. E., Rai, S. 2017; 37 (2): 337–53

    View details for DOI 10.19195/0208-4147.37.2.8

    View details for Web of Science ID 000418894800008

  • On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Wang, R. J., Glynn, P. W. 2016; 27 (1)

    View details for DOI 10.1145/2961052

    View details for Web of Science ID 000391566100001

  • ANALYSIS OF A STOCHASTIC APPROXIMATION ALGORITHM FOR COMPUTING QUASI-STATIONARY DISTRIBUTIONS ADVANCES IN APPLIED PROBABILITY Blanchet, J., Glynn, P., Zheng, S. 2016; 48 (3): 792-811

    View details for DOI 10.1017/apr.2016.28

    View details for Web of Science ID 000388297500009

  • Computing Bayesian Means Using Simulation ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Andradottir, S., Glynn, P. W. 2016; 26 (2)

    View details for DOI 10.1145/2735631

    View details for Web of Science ID 000370562400002

  • Affine Point Processes: Approximation and Efficient Simulation MATHEMATICS OF OPERATIONS RESEARCH Zhang, X., Blanchet, J., Giesecke, K., Glynn, P. W. 2015; 40 (4): 797-819

    View details for DOI 10.1287/moor.2014.0696

    View details for Web of Science ID 000367895700001

  • On Transience and Recurrence in Irreducible Finite-State Stochastic Systems ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Glynn, P. W., Haas, P. J. 2015; 25 (4)

    View details for DOI 10.1145/2699721

    View details for Web of Science ID 000367932100005

  • Unbiased Estimation with Square Root Convergence for SDE Models OPERATIONS RESEARCH Rhee, C., Glynn, P. W. 2015; 63 (5): 1026-1043

    View details for DOI 10.1287/opre.2015.1404

    View details for Web of Science ID 000364162300003

  • Levy Processes with Two-Sided Reflection LEVY MATTERS V: FUNCTIONALS OF LEVY PROCESSES Andersen, L. N., Asmussen, S., Glynn, P. W., Pihlsgard, M. 2015; 2149: 67-182

    View details for DOI 10.1007/978-3-319-23138-9_2

    View details for Web of Science ID 000368687700005

  • On the convergence of the spectrum of finite order approximations of stationary time series JOURNAL OF MULTIVARIATE ANALYSIS Gupta, S. D., Mazumdar, R. R., Glynn, P. 2013; 121: 1-21

    View details for DOI 10.1016/j.jmva.2013.05.003

    View details for Web of Science ID 000323584100001

  • ON THE DYNAMICS OF SEMIMARTINGALES WITH TWO REFLECTING BARRIERS JOURNAL OF APPLIED PROBABILITY Pihlsgard, M., Glynn, P. W. 2013; 50 (3): 671-685

    View details for Web of Science ID 000325057600006

  • Asymptotic Simulation Efficiency Based on Large Deviations ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Glynn, P. W., Juneja, S. 2013; 23 (3)

    View details for DOI 10.1145/2499913.2499919

    View details for Web of Science ID 000322829500006

  • Limit Theorems for Simulation-Based Optimization via Random Search ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Chia, Y. L., Glynn, P. W. 2013; 23 (3)

    View details for DOI 10.1145/2499913.2499915

    View details for Web of Science ID 000322829500002

  • Zero-Variance Importance Sampling Estimators for Markov Process Expectations MATHEMATICS OF OPERATIONS RESEARCH Awad, H. P., Glynn, P. W., Rubinstein, R. Y. 2013; 38 (2): 358-388

    View details for DOI 10.1287/moor.1120.0569

    View details for Web of Science ID 000319096000007

  • Large deviations for the empirical mean of an queue QUEUEING SYSTEMS Blanchet, J., Glynn, P., Meyn, S. 2013; 73 (4): 425-446

    View details for DOI 10.1007/s11134-013-9349-7

    View details for Web of Science ID 000316819200004

  • Simulation-based confidence bounds for two-stage stochastic programs MATHEMATICAL PROGRAMMING Glynn, P. W., Infanger, G. 2013; 138 (1-2): 15-42

    View details for DOI 10.1007/s10107-012-0621-0

    View details for Web of Science ID 000316639000002

  • Empirical Analysis of a Stochastic Approximation Approach for Computing Quasi-stationary Distributions EVOLVE 2012 International Conference Blanchet, J., Glynn, P., Zheng, S. SPRINGER-VERLAG BERLIN. 2013: 19–37

    View details for Web of Science ID 000312463200002

  • On the Dynamics of Semimartingales with Two Reflecting Barriers Journal of Applied Probability Philsgard, M., Glynn, P., W. 2013; 50: 671-685
  • Large Deviations for the Empirical Mean of an M/M/1 Queue Queueing Systems: Theory and Applications Blanchet, J., Glynn, P., W., Meyn, S. 2013; 73 (4): 425-446
  • The Cross-Entropy Method for Estimation Handbook of Statistics Kroese, D., P., Rubinstein, R., Y., Glynn, P., W. 2013: 1
  • On the Convergence of Finite Order Approximations of Stationary Time Series Journal of Multivariate Analysis Gupta, S., D., Mazumdar, R., R., Glynn, P., W. 2013; 121: 1-21
  • FRACTIONAL BROWNIAN MOTION WITH H < 1/2 AS A LIMIT OF SCHEDULED TRAFFIC JOURNAL OF APPLIED PROBABILITY Araman, V. F., Glynn, P. W. 2012; 49 (3): 710-718

    View details for Web of Science ID 000309151100009

  • On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Blanchet, J., Glynn, P., Leder, K. 2012; 22 (3)

    View details for DOI 10.1145/2331140.2331141

    View details for Web of Science ID 000308187000001

  • Consistency of Multidimensional Convex Regression OPERATIONS RESEARCH Lim, E., Glynn, P. W. 2012; 60 (1): 196-208

    View details for DOI 10.1287/opre.1110.1007

    View details for Web of Science ID 000302113900016

  • On Simulation of Non-Markovian Stochastic Petri Nets with Heavy-Tailed Firing Times Glynn, P., W., Haas, P., J. 2012
  • On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling ACM Transactions on Modeling and Computer Simulation, Article No. 13 Blanchet, J., Glynn, P., W., Leder, K. 2012; 22 (13)
  • Consistency of Multi-dimensional Convex Regression Operations Research Lim, E., Glynn, P., W. 2012; 60: 196-208
  • A NEW APPROACH TO UNBIASED ESTIMATION FOR SDE'S Winter Simulation Conference (WSC) Rhee, C., Glynn, P. W. IEEE. 2012

    View details for Web of Science ID 000319225502031

  • A New Approach to Unbiased Estimation for SDEs Rhee, C., Glynn, P., W. 2012
  • ON SIMULATION OF NON-MARKOVIAN STOCHASTIC PETRI NETS WITH HEAVY-TAILED FIRING TIMES Winter Simulation Conference (WSC) Glynn, P. W., Haas, P. J. IEEE. 2012

    View details for Web of Science ID 000319225503032

  • A new proof of convergence of MCMC via the ergodic theorem STATISTICS & PROBABILITY LETTERS Asmussen, S., Glynn, P. W. 2011; 81 (10): 1482-1485

    View details for DOI 10.1016/j.spl.2011.05.004

    View details for Web of Science ID 000293485100003

  • Wide-sense regeneration for Harris recurrent Markov processes: an open problem QUEUEING SYSTEMS Glynn, P. W. 2011; 68 (3-4): 305-311

    View details for DOI 10.1007/s11134-011-9238-x

    View details for Web of Science ID 000294348600011

  • A Complementarity Framework for Forward Contracting Under Uncertainty OPERATIONS RESEARCH Shanbhag, U. V., Infanger, G., Glynn, P. W. 2011; 59 (4): 810-834

    View details for DOI 10.1287/opre.1110.0947

    View details for Web of Science ID 000295030200002

  • Uniform approximations for the M/G/1 queue with subexponential processing times QUEUEING SYSTEMS Olvera-Cravioto, M., Glynn, P. W. 2011; 68 (1): 1-50

    View details for DOI 10.1007/s11134-011-9224-3

    View details for Web of Science ID 000292931100001

  • ON THE TRANSITION FROM HEAVY TRAFFIC TO HEAVY TAILS FOR THE M/G/1 QUEUE: THE REGULARLY VARYING CASE ANNALS OF APPLIED PROBABILITY Olvera-Cravioto, M., Blanchet, J., Glynn, P. 2011; 21 (2): 645-668

    View details for DOI 10.1214/10-AAP707

    View details for Web of Science ID 000289268100007

  • SIMULATION-BASED COMPUTATION OF THE WORKLOAD CORRELATION FUNCTION IN A LEVY-DRIVEN QUEUE JOURNAL OF APPLIED PROBABILITY Glynn, P. W., Mandjes, M. 2011; 48 (1): 114-130

    View details for Web of Science ID 000289317500008

  • On the dynamics of a finite buffer queue conditioned on the amount of loss QUEUEING SYSTEMS Zhang, X., Glynn, P. 2011; 67 (2): 91-110

    View details for DOI 10.1007/s11134-010-9204-z

    View details for Web of Science ID 000286674300001

  • SOREN ASMUSSEN JOURNAL OF APPLIED PROBABILITY Glynn, P., Mikosch, T., Rolski, T., Rubinstein, R. 2011; 48A: VII-IX

    View details for Web of Science ID 000311870100001

  • A New Proof of Convergence of MCMC via the Ergodic Theorem Statistics and Probability Letters Asmussen, S., Glynn, P., W. 2011; 81: 1482–1485
  • On the Transition from Heavy Traffic to Heavy Tails for the M/G/1 Queue: The Regularly Varying Case Annals of Applied Probability Olvera-Cravioto, M., Blanchet, J., H., Glynn, P., W. 2011; 2 (21): 654-668 
  • ON EXPONENTIAL LIMIT LAWS FOR HITTING TIMES OF RARE SETS FOR HARRIS CHAINS AND PROCESSES JOURNAL OF APPLIED PROBABILITY Glynn, P. W. 2011; 48A: 319-326

    View details for Web of Science ID 000311870100025

  • ORDINAL OPTIMIZATION: A NONPARAMETRIC FRAMEWORK Winter Simulation Conference (WSC)/Conference on Modeling and Analysis for Semiconductor Manufacturing (MASM) Glynn, P. W., Juneja, S. IEEE. 2011: 4057–4064

    View details for Web of Science ID 000300520804034

  • A COMPARISON OF CROSS-ENTROPY AND VARIANCE MINIMIZATION STRATEGIES JOURNAL OF APPLIED PROBABILITY Chan, J. C., Glynn, P. W., Kroese, D. P. 2011; 48A: 183-194

    View details for Web of Science ID 000311870100015

  • BROWNIAN BRIDGE HYPOTHESIS TESTING FOR THE INITIAL TRANSIENT PROBLEM Winter Simulation Conference (WSC)/Conference on Modeling and Analysis for Semiconductor Manufacturing (MASM) Glynn, P. W., Lim, E. IEEE. 2011: 481–487

    View details for Web of Science ID 000300520800043

  • A REGENERATIVE BOOTSTRAP APPROACH TO ESTIMATING THE INITIAL TRANSIENT 2010 Winter Simulation Conference Glynn, P. W., Zhang, X. IEEE. 2010: 965–970

    View details for Web of Science ID 000287976701018

  • HOW TO GENERATE UNIFORM SAMPLES ON DISCRETE SETS USING THE SPLITTING METHOD PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES Glynn, P. W., Dolgin, A., Rubinstein, R. Y., Vaisman, R. 2010; 24 (3): 405-422

    View details for DOI 10.1017/S0269964810000057

    View details for Web of Science ID 000278879000005

  • Asymptotic Robustness of Estimators in Rare-Event Simulation ACM Transactions on Modeling and Computer Simulation, Article 6 L'Ecuyer, P., Blanchet, J., H., Tuffin, B., Glynn, P., W. 2010; 20 (1): 1-41
  • How to Generate Uniform Samples on Discrete Sets Using the Splitting Method Probability in the Engineering and Information Sciences Glynn, P., W., Dolgin, A., Rubinstein, R., Y., Vaisman, R. 2010; 24: 405-422
  • Asymptotic Robustness of Estimators in Rare-Event Simulation ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION L'Ecuyer, P., Blanchet, J. H., Tuffin, B., Glynn, P. W. 2010; 20 (1)

    View details for DOI 10.1145/1667072.1667078

    View details for Web of Science ID 000274379300006

  • Rare event simulation for a slotted time M/G/s model Conference on 100 Years of Queueing - Erlang Centennials Blanchet, J., Glynn, P., Lam, H. SPRINGER. 2009: 33–57

    View details for DOI 10.1007/s11134-009-9154-5

    View details for Web of Science ID 000272576200004

  • CONDITIONAL LIMIT THEOREMS FOR REGULATED FRACTIONAL BROWNIAN MOTION ANNALS OF APPLIED PROBABILITY Awad, H., Glynn, P. 2009; 19 (6): 2102-2136

    View details for DOI 10.1214/09-AAP605

    View details for Web of Science ID 000283529200004

  • ON CONVERGENCE TO STATIONARITY OF FRACTIONAL BROWNIAN STORAGE ANNALS OF APPLIED PROBABILITY Mandjes, M., Norros, I., Glynn, P. 2009; 19 (4): 1385-1403

    View details for DOI 10.1214/08-AAP578

    View details for Web of Science ID 000283529000006

  • HOW TO DEAL WITH THE CURSE OF DIMENSIONALITY OF LIKELIHOOD RATIOS IN MONTE CARLO SIMULATION STOCHASTIC MODELS Rubinstein, R. Y., Glynn, P. W. 2009; 25 (4): 547-568

    View details for DOI 10.1080/15326340903291248

    View details for Web of Science ID 000274741500001

  • Asymptotic Validity of Batch Means Steady-State Confidence Intervals Advancing the Frontiers of Simulation: Festschrift in Honor of George S. Fishman  Glynn, P., W., Lim, E. edited by Goldsman, D., Wilson, James, R. Springer-Verlag, New York. 2009: 87–104 
  • Strongly Efficent Algorithms for Light-tailed Random Walks: An Old Folk Song Sung to a Faster New Tune Monte Carlo and Quasi-Monte Carlo Methods 2008 Blanchet, J., H., Leder, K., Glynn, P., W. edited by L’Ecuyer, P., Owen, A. Springer. 2009: 227–248 
  • Book chapter in Rare Event Analysis Using Monte Carlo Methods Robustness Properties and Confidence Interval Reliability Glynn, P., W., Rubino, G., Tuffin, B. edited by Rubino, G., Tuffin, B. John Wiley. 2009: 1
  • Rare Event Simulation for a Generalized Hawkes Process Zhang, X., Blanchet, J., H., Giesecke, K., Glynn, P., W. 2009
  • New Estimators for Parallel Steady-State Simulations Hsieh, M., Glynn, P., W. 2009
  • EFFICIENT RARE EVENT SIMULATION OF CONTINUOUS TIME MARKOVIAN PERPETUITIES Winter Simulation Conference 2009 Blanchet, J., Glynn, P. IEEE. 2009: 405–412

    View details for Web of Science ID 000289492500038

  • Efficient Simulation of Light-Tailed Sums: an Old-Folk Song Sung to a Faster New Tune ... 8th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 08) Blanchet, J. H., Leder, K., Glynn, P. W. SPRINGER-VERLAG BERLIN. 2009: 227–248

    View details for DOI 10.1007/978-3-642-04107-5_13

    View details for Web of Science ID 000282063700013

  • NEW ESTIMATORS FOR PARALLEL STEADY-STATE SIMULATIONS Winter Simulation Conference 2009 Hsieh, M., Glynn, P. W. IEEE. 2009: 461–466

    View details for Web of Science ID 000289492500044

  • RARE EVENT SIMULATION FOR A GENERALIZED HAWKES PROCESS Winter Simulation Conference 2009 Zhang, X., Glynn, P. W., Giesecke, K., Blanchet, J. IEEE. 2009: 1271–1278

    View details for Web of Science ID 000289492500119

  • SIMULATION-BASED COMPUTATION OF THE WORKLOAD CORRELATION FUNCTION IN A LEVY-DRIVEN QUEUE Winter Simulation Conference 2009 Glynn, P. W., Mandjes, M. IEEE. 2009: 1135–1146

    View details for Web of Science ID 000289492500107

  • Performance evaluation methodologies and tools PERFORMANCE EVALUATION Tuffin, B., Glynn, P. W. 2008; 65 (11-12): 787-788

    View details for DOI 10.1016/j.peva.2008.09.001

    View details for Web of Science ID 000261022800001

  • Efficient rare-event simulation for the maximum of heavy-tailed random walks ANNALS OF APPLIED PROBABILITY Blanchet, J., Glynn, P. 2008; 18 (4): 1351-1378

    View details for DOI 10.1214/07-AAP485

    View details for Web of Science ID 000258418800003

  • A LARGE DEVIATIONS VIEW OF ASYMPTOTIC EFFICIENCY FOR SIMULATION ESTIMATORS 2008 Winter Simulation Conference Glynn, P. W., Juneja, S. IEEE. 2008: 396–406

    View details for Web of Science ID 000274496200044

  • Performance Evaluation Methodologies and Tools: Selected papers from ValueTools 2007 edited by Glynn, P., W., Tuffin, B. Performance Evaluation. 2008
  • Bounding Stationary Expectations of Markov Processes Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz Glynn, P., W., Zeevi, A. edited by Ethier, S., Feng, J., Stockbridge, R. Institute of Mathematical Statistics. 2008: 215–234
  • MONTE CARLO SIMULATION OF DIFFUSIONS 2008 Winter Simulation Conference Glynn, P. W. IEEE. 2008: 556–559

    View details for Web of Science ID 000274496200064

  • Uniform renewal theory with applications to expansions of random geometric sums ADVANCES IN APPLIED PROBABILITY Blanchet, J., Glynn, P. 2007; 39 (4): 1070-1097

    View details for Web of Science ID 000253218900013

  • Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed G/G/1 queue QUEUEING SYSTEMS Blanchet, J., Glynn, P., Liu, C. 2007; 57 (2-3): 99-113

    View details for DOI 10.1007/s11134-007-9047-4

    View details for Web of Science ID 000251373600005

  • Perwez Shahabuddin, 1962-2005: A professional appreciation ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Andradottir, S., Glasserman, P., Glynn, P. W., Heidelberger, P., Juneja, S. 2007; 17 (2)

    View details for DOI 10.1145/1225275.1225277

    View details for Web of Science ID 000246069500002

  • A natural history model of stage progression applied to breast cancer STATISTICS IN MEDICINE Plevritis, S. K., Salzman, P., Sigal, B. M., Glynn, P. W. 2007; 26 (3): 581-595

    Abstract

    Invasive breast cancer is commonly staged as local, regional or distant disease. We present a stochastic model of the natural history of invasive breast cancer that quantifies (1) the relative rate that the disease transitions from the local, regional to distant stages, (2) the tumour volume at the stage transitions and (3) the impact of symptom-prompted detection on the tumour size and stage of invasive breast cancer in a population not screened by mammography. By symptom-prompted detection, we refer to tumour detection that results when symptoms appear that prompt the patient to seek clinical care. The model assumes exponential tumour growth and volume-dependent hazard functions for the times to symptomatic detection and stage transitions. Maximum likelihood parameter estimates are obtained based on SEER data on the tumour size and stage of invasive breast cancer from patients who were symptomatically detected in the absence of screening mammography. Our results indicate that the rate of symptom-prompted detection is similar to the rate of transition from the local to regional stage and an order of magnitude larger than the rate of transition from the regional to distant stage. We demonstrate that, in the even absence of screening mammography, symptom-prompted detection has a large effect on reducing the occurrence of distant staged disease at initial diagnosis.

    View details for DOI 10.1002/sim.2550

    View details for PubMedID 16598706

  • Efficient suboptimal rare-event simulation 2007 Winter Simulation Conference Zhang, X., Blanchet, J., Glynn, P. W. IEEE. 2007: 368–373

    View details for Web of Science ID 000256071800043

  • Efficient Sub-Optimal Rare-Event Simulation Zhang, X., Glynn, P., W., Blanchet, J. 2007
  • On the Theoretical Comparison of Low-Bias Steady-State Estimators ACM Transactions on Modeling and Computer Simulation Awad, H., Glynn, P., W. 2007: 1-30
  • Fluid Heuristics, Lyapunov Bounds, and Efficient Importance Sampling for a Heavy-tailed G/G/1 Queue Queueing Systems: Theory and Applications Blanchet, J., Glynn, P., W., Liu, J. 2007; 57: 99-113
  • Perwez Shahabuddin, 1962-2005: A Professional Appreciation ACM TOMAC Andradóttir, S., Glasserman, P., Glynn, P., W., Heidelberger, P., Juneja, S. 2007; 2 (17): 1-11.
  • Stochastic Simulation: Algorithms and Analysis Springer Asmussen, S., Glynn, P., W. 2007
  • On the theoretical comparison of low-bias steady-state estimators ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Awad, H. P., Glynn, P. W. 2007; 17 (1)

    View details for DOI 10.1145/1177357.1183274

    View details for Web of Science ID 000243874400004

  • Capacity of finite state channels based on Lyapunov exponents of random matrices IEEE International Symposium on Information Theory Holliday, T., Goldsmith, A., Glynn, P. IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC. 2006: 3509–32

    View details for DOI 10.1109/TIT.2006.878230

    View details for Web of Science ID 000239408700008

  • Tail asymptotics for the maximum of perturbed random walk ANNALS OF APPLIED PROBABILITY Araman, V. F., Glynn, P. W. 2006; 16 (3): 1411-1431

    View details for DOI 10.1214/105051606000000268

    View details for Web of Science ID 000241428300012

  • The semi-regenerative method of simulation output analysis ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Calvin, J. M., Glynn, P. W., Nakayama, M. K. 2006; 16 (3): 280-315

    View details for Web of Science ID 000242845200004

  • Complete corrected diffusion approximations for the maximum of a random walk ANNALS OF APPLIED PROBABILITY Blanchet, J., Glynn, P. 2006; 16 (2): 951-983

    View details for DOI 10.1214/10505160600000042

    View details for Web of Science ID 000239158100016

  • Laws of large numbers and functional central limit theorems for generalized semi-Markov processes STOCHASTIC MODELS Glynn, P. W., Haas, P. J. 2006; 22 (2): 201-231

    View details for DOI 10.1080/15326340600648997

    View details for Web of Science ID 000237606500002

  • Simulation-based Response Surface Estimation in the Presence of Monotonicity Lim, E., Glynn, P., W. 2006
  • A Stochastic Simulation Model of US Breast Cancer Mortality Trends from 1975 to 2000 Journal of the National Cancer Institute Monograph Plevritis, S., Sigal, B., Salzman, P., Rosenberg, J., Glynn, P., W. 2006; 36: 86-95
  • On an Initial Transient Deletion Rule with Rigorous Theoretical Support Awad, H., Glynn, P., W. 2006
  • Book chapter in Handbook in Operations Research and Management Science: Simulation Simulation Algorithms for Regenerative Processes Glynn, P., W. edited by Henderson, S., Nelson, B. 2006: 77–500
  • Opportunities and Challenges in Using Online Preference Data for Vehicle Pricing: A Case Study at General Motors Journal of Revenue and Pricing Managemen Ruusmevichientong, P., Salisbury, J., A., Truss, L., T., Roy, B., Van, Glynn, P., W. 2006; 1 (5): 45-61
  • On an initial transient deletion rule with rigorous theoretical support 2006 Winter Simulation Conference Awad, H. P., Glynn, P. W. IEEE. 2006: 186–191

    View details for Web of Science ID 000246261200020

  • A stochastic simulation model of U.S. breast cancer mortality trends from 1975 to 2000. Journal of the National Cancer Institute. Monographs Plevritis, S. K., Sigal, B. M., Salzman, P., Rosenberg, J., Glynn, P. 2006: 86-95

    Abstract

    We present a simulation model that predicts U.S. breast cancer mortality trends from 1975 to 2000 and quantifies the impact of screening mammography and adjuvant therapy on these trends. This model was developed within the Cancer Intervention and Surveillance Network (CISNET) consortium.A Monte Carlo simulation is developed to generate the life history of individual breast cancer patients by using CISNET base case inputs that describe the secular trend in breast cancer risk, dissemination patterns for screening mammography and adjuvant treatment, and death from causes other than breast cancer. The model generates the patient's age, tumor size and stage at detection, mode of detection, age at death, and cause of death (breast cancer versus other) based in part on assumptions on the natural history of breast cancer. Outcomes from multiple birth cohorts are summarized in terms of breast cancer mortality rates by calendar year.Predicted breast cancer mortality rates follow the general shape of U.S. breast cancer mortality rates from 1975 to 1995 but level off after 1995 as opposed to following an observed decline. Sensitivity analysis revealed that the impact adjuvant treatment may be underestimated given the lack of data on temporal variation in treatment efficacy.We developed a simulation model that uses CISNET base case inputs and closely, but not exactly, reproduces U.S. breast cancer mortality rates. Screening mammography and adjuvant therapy are shown to have both contributed to a decline in U.S. breast cancer mortality.

    View details for PubMedID 17032898

  • A nonparametric approach to multiproduct pricing OPERATIONS RESEARCH Rusmevichientong, P., Van Roy, B., Glynn, P. W. 2006; 54 (1): 82-98

    View details for DOI 10.1287/opre.1050.0252

    View details for Web of Science ID 000235596200008

  • Simulation-based response surface computation in the presence of monotonicity 2006 Winter Simulation Conference Lim, E., Glynn, P. W. IEEE. 2006: 264–271

    View details for Web of Science ID 000246261200030

  • Introduction to Special Issue on Stochastic Networks QUEUEING SYSTEMS Glynn, P. 2005; 51 (3-4): 197-198

    View details for DOI 10.1007/s11134-005-5219-2

    View details for Web of Science ID 000234025400001

  • Diffusion approximations for the maximum of a perturbed random walk ADVANCES IN APPLIED PROBABILITY Araman, V. F., Glynn, P. W. 2005; 37 (3): 663-680

    View details for Web of Science ID 000232558300005

  • A diffusion approximation for a GI/GI/1 queue with balking or reneging QUEUEING SYSTEMS Ward, A. R., Glynn, P. W. 2005; 50 (4): 371-400

    View details for DOI 10.1007/s11134-005-3282-3

    View details for Web of Science ID 000231760600002

  • Initial transient problem for steady-state output analysis 2005 Winter Simulation Conference (WSC 05) Glynn, P. W. IEEE. 2005: 739–740

    View details for Web of Science ID 000236253401009

  • Interaction Value Analysis: When Structured Communication Benefits Organizations Organization Science Nasrallah, W., Levitt, R., Glynn, P., W. 2005: 541-557
  • A Diffusion Approximation with a GIGI1 Queue with Balking or Reneging Queueing Systems: Theory and Applications Ward, A., Glynn, P., W. 2005: 371-400
  • The Initial Transient Problem for Steady-State Output Analysis Glynn, P., W. 2005
  • Shannon meets Lyapunov: Connections between information theory and dynamical systems 44th IEEE Conference on Decision Control/European Control Conference (CCD-ECC) Holliday, T., Glynn, P., Goldsmith, A. IEEE. 2005: 1756–1763

    View details for Web of Science ID 000240653701125

  • Dynamic modeling of the tradeoff between productivity and safety in critical engineering systems RELIABILITY ENGINEERING & SYSTEM SAFETY Cowing, M. M., Pate-Cornell, M. E., Glynn, P. W. 2004; 86 (3): 269-284

    View details for DOI 10.1016/j.ress.2004.02.003

    View details for Web of Science ID 000224648300008

  • Estimation of continuous-time Markov processes sampled at random time intervals ECONOMETRICA Duffie, D., Glynn, P. 2004; 72 (6): 1773-1808

    View details for Web of Science ID 000224697000005

  • Recurrence properties of autoregressive processes with super-heavy-tailed innovations JOURNAL OF APPLIED PROBABILITY Zeevi, A., Glynn, P. W. 2004; 41 (3): 639-653

    View details for Web of Science ID 000223706000003

  • Limit theory for taboo-regenerative processes International Seminar on Applied Stochastic Models and Information Processes Glynn, P. W., Thorisson, H. SPRINGER. 2004: 271–94

    View details for Web of Science ID 000221461500005

  • Estimating tail decay for stationary sequences via extreme values ADVANCES IN APPLIED PROBABILITY Zeevi, A., Glynn, P. W. 2004; 36 (1): 198-226

    View details for Web of Science ID 000220201700010

  • On functional central limit theorems for semi-Markov and related processes COMMUNICATIONS IN STATISTICS-THEORY AND METHODS Glynn, P. W., Haas, P. J. 2004; 33 (3): 487-506

    View details for Web of Science ID 000220104900006

  • The mean, number-in-system vector range for multiclass queueing networks MATHEMATICS OF OPERATIONS RESEARCH Eaves, B. C., Glynn, P. W., Rothblum, U. G. 2004; 29 (1): 182-190

    View details for DOI 10.1287/moor.1030.0067

    View details for Web of Science ID 000189292100011

  • A large deviations perspective on ordinal optimization Winter Simulation Conference 2004 Glynn, P., Juneja, S. IEEE. 2004: 577–585

    View details for Web of Science ID 000226725600070

  • Dynamic Modeling of the Trade-off Between Productivity and Safety in Critical Engineering Systems Reliability Engineering and System Safety Cowing, M., M., Pate-Cornell, M., E., Glynn, P., W. 2004: 269-284 
  • The Mean Number-in-System Vector Range for a Multi-Class Queueing Network Mathematics of Operations Research Eaves, B., C., Glynn, P., W., Rothblum, U., G. 2004: 182-190
  • Distributed Power Control for Time-Varying Wireless Networks Holliday, T., Goldsmith, A., Bambos, N., Glynn, P., W. 2004
  • A Large Deviations Perspective on Ordinal Optimization Glynn, P., W., Juneja, S. 2004
  • Recurrence Properties of Autoregressive Processes with Super-Heavy-Tailed Innovations Advances in Applied Probability Zeevi, A., Glynn, P., W. 2004: 198-226
  • Estimating Tail Decay for Stationary Sequences via Extreme Values Journal of Applied Probability Zeevi, A., Glynn, P., W. 2004: 639-653 
  • Simulation-based Parameter Estimation for Complex Models: A Breast Cancer Natural History Modelling Illustration Stat. Method Res. Chia, Y., Salzman, P., Plevritis, S., Glynn, P., W. 2004: 507-24
  • Empirical Performance of Bias-reducing Estimators for Regenerative Steady-State Simulations ACM Transactions on Modeling and Computer Simulation Hsieh, M., Iglehart, D., Glynn, P., W. 2004: 328-343
  • Estimation of Continuous-time Markov Processes Sampled at Random Time Intervals Econometrica Duffie, D., Glynn, P., W. 2004: 1809-1844 
  • Distributed power and admission control for time varying wireless networks IEEE Global Telecommunications Conference (GLOBECOM 04) Holliday, T., GOLDSMITH, A., Glynn, P., Bambos, N. IEEE. 2004: 768–774

    View details for Web of Science ID 000226689900147

  • Distributed power and admission control for time-varying wireless networks IEEE International Symposium on Information Theory Holliday, T., Goldsmith, A., Bambos, N., Glynn, P. IEEE. 2004: 351–351

    View details for Web of Science ID 000223202600351

  • Managing power consumption in networks on chips IEEE TRANSACTIONS ON VERY LARGE SCALE INTEGRATION (VLSI) SYSTEMS Simunic, T., Boyd, S. P., Glynn, P. 2004; 12 (1): 96-107

    View details for DOI 10.1109/TVLSI.2003.820533

    View details for Web of Science ID 000188735900007

  • Simulation-based parameter estimation for complex models: a breast cancer natural history modelling illustration STATISTICAL METHODS IN MEDICAL RESEARCH Chia, Y. L., Salzman, P., Plevritis, S. K., Glynn, P. W. 2004; 13 (6): 507-524

    Abstract

    Simulation-based parameter estimation offers a powerful means of estimating parameters in complex stochastic models. We illustrate the application of these ideas in the setting of a natural history model for breast cancer. Our model assumes that the tumor growth process follows a geometric Brownian motion; parameters are estimated from the SEER registry. Our discussion focuses on the use of simulation for computing the maximum likelihood estimator for this class of models. The analysis shows that simulation provides a straightforward means of computing such estimators for models of substantial complexity.

    View details for DOI 10.1191/0962280204sm380ra

    View details for PubMedID 15587436

  • Interaction value analysis: When structured communication benefits organizations ORGANIZATION SCIENCE Nasrallah, W., Levitt, R., Glynn, P. 2003; 14 (5): 541-557

    View details for Web of Science ID 000185615300006

  • Properties of the reflected Ornstein-Uhlenbeck process QUEUEING SYSTEMS Ward, A. R., Glynn, P. W. 2003; 44 (2): 109-123

    View details for Web of Science ID 000183769900001

  • Nonexistence of a class of variate generation schemes OPERATIONS RESEARCH LETTERS Henderson, S. G., Glynn, P. W. 2003; 31 (2): 83-89

    View details for Web of Science ID 000181182300001

  • A diffusion approximation for a Markovian queue with reneging QUEUEING SYSTEMS Ward, A. R., Glynn, P. W. 2003; 43 (1-2): 103-128

    View details for Web of Science ID 000180298000005

  • Capacity of Finite State Markov Channels with General Inputs Holliday, T., Goldsmith, A., Glynn, P., W. 2003
  • Optimal Power Control for CDMA Systems in the Wideband Limit Holliday, T., Goldsmith, A., Glynn, P., W. 2003
  • Computing the Distribution Function of a Conditional Expectation via Monte Carlo: Discrete Conditioning Spaces ACM Transactions on Modeling and Computer Simulation Lee, S., H., Glynn, P., W. 2003: 238-258
  • Distributed Power Control for Time-Varying Wireless Networks: Optimality and Convergence Holliday, T., Bambos, N., Glynn, P., W., Goldsmith, A. 2003
  • Optimal power control for CDMA systems in the wideband limit IEEE International Symposium on Information Theory Holliday, T., Goldsmith, A., Glynn, P. IEEE. 2003: 418–418

    View details for Web of Science ID 000186112600418

  • Capacity of finite state Markov channels with general inputs IEEE International Symposium on Information Theory Holliday, T., Goldsmith, A., Glynn, P. IEEE. 2003: 289–289

    View details for Web of Science ID 000186112600289

  • Structural characterization of taboo stationarity for general processes in two-sided time STOCHASTIC PROCESSES AND THEIR APPLICATIONS Glynn, P. W., Thorisson, H. 2002; 102 (2): 311-318

    View details for Web of Science ID 000178897400008

  • Kernel-based reinforcement learning in average-cost problems IEEE TRANSACTIONS ON AUTOMATIC CONTROL Ormoneit, D., Glynn, P. 2002; 47 (10): 1624-1636

    View details for DOI 10.1109/TAC.2002.803530

    View details for Web of Science ID 000178571500004

  • Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes - Comment JOURNAL OF BUSINESS & ECONOMIC STATISTICS Glynn, P. 2002; 20 (3): 330-331

    View details for DOI 10.1198/073500102288618441

    View details for Web of Science ID 000182731600006

  • Additional perspectives on simulation for optimization INFORMS JOURNAL ON COMPUTING Glynn, P. W. 2002; 14 (3): 220-222

    View details for Web of Science ID 000177537400004

  • Approximating martingales for variance reduction in Markov process simulation MATHEMATICS OF OPERATIONS RESEARCH Henderson, S. G., Glynn, P. W. 2002; 27 (2): 253-271

    View details for Web of Science ID 000176534700001

  • Necessary conditions in limit theorems for cumulative processes STOCHASTIC PROCESSES AND THEIR APPLICATIONS Glynn, P. W., Whitt, W. 2002; 98 (2): 199-209

    View details for Web of Science ID 000174407900002

  • Managing capacity and inventory jointly in manufacturing systems MANAGEMENT SCIENCE Bradley, J. R., Glynn, P. W. 2002; 48 (2): 273-288

    View details for Web of Science ID 000174441600010

  • Hoeffding's inequality for uniformly ergodic Markov chains STATISTICS & PROBABILITY LETTERS Glynn, P. W., Ormoneit, D. 2002; 56 (2): 143-146

    View details for Web of Science ID 000173230900004

  • Some new perspectives on the method of control variates 4th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 2000) Glynn, P. W., Szechtman, R. SPRINGER-VERLAG BERLIN. 2002: 27–49

    View details for Web of Science ID 000175526000003

  • Structural Characterization of Taboo-Stationarity for General Processes in Two-sided Time Stochastic Processes and their Applications. Glynn, P., W., Thorisson, H. 2002; 2 (102): 311-318
  • Hoeffding's Inequality for Uniformly Recurrent Markov Chains Statistics and Probability Letters. Glynn, P., W., Ormoneit, D. 2002; 2 (56): 143-146
  • Entropy and Mutual Information for Markov Channels with General Inputs Holliday, T., Goldsmith, A., Glynn, P., W. 2002
  • On the Validity of Long-Run Estimation Methods for Discrete-Event Systems Performance Evaluation Review. Haas, P., J., Glynn, P., W. 2002; 30: 35-37
  • MonteCarlo and Quasi-Monte Carlo Methods 2000 Some New Perspectives on the Method of Control Variates Glynn, P., W., Szechtman, R. Springer-Verlag, Berlin. 2002: 27–49
  • Confidence regions for stochastic approximation algorithms 35th Winter Simulation Conference Hsieh, M. H., Glynn, P. W. IEEE. 2002: 370–376

    View details for Web of Science ID 000180358500045

  • Optimal link adaptation in wideband CDMA systems IEEE Global Telecommunications Conference (GLOBECOM 02) Holliday, T., GOLDSMITH, A., Glynn, P. IEEE. 2002: 721–726

    View details for Web of Science ID 000182118500144

  • Rare-event simulation for infinite server queues 35th Winter Simulation Conference Szechtman, R., Glynn, P. W. IEEE. 2002: 416–423

    View details for Web of Science ID 000180358500051

  • Wireless link adaptation policies: QoS for deadline constrained traffic with imperfect channel estimates IEEE International Conference on Communications Holliday, T., GOLDSMITH, A., Glynn, P. IEEE. 2002: 3366–3371

    View details for Web of Science ID 000177818300640

  • Optimal control of parallel queues with batch service PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES Xia, C. H., Michailidis, G., Bambos, N., Glynn, P. W. 2002; 16 (3): 289-307

    View details for Web of Science ID 000177330600002

  • Event-driven power management IEEE TRANSACTIONS ON COMPUTER-AIDED DESIGN OF INTEGRATED CIRCUITS AND SYSTEMS Simunic, T., Benini, L., Glynn, P., De Micheli, G. 2001; 20 (7): 840-857

    View details for Web of Science ID 000169564000003

  • Computing densities for Markov chains via simulation MATHEMATICS OF OPERATIONS RESEARCH Henderson, S. G., Glynn, P. W. 2001; 26 (2): 375-400

    View details for Web of Science ID 000169165900013

  • Multivariate standardized time series for steady-state simulation output analysis OPERATIONS RESEARCH Munoz, D. F., Glynn, P. W. 2001; 49 (3): 413-422

    View details for Web of Science ID 000169449900007

  • Constrained Monte Carlo and the method of control variates Winter Simulation Conference (WSC 01) Szechtman, R., Glynn, P. W. IEEE. 2001: 394–400

    View details for Web of Science ID 000178162700050

  • Regenerative Steady-State Simulation of Discrete-Event Systems Transactions on Computer Modeling and Simulation Henderson, S., G., Glynn, P., W. 2001; 11: 313-345
  • Dynamic Voltage Scaling for Portable Systems DAC Simunic, T., Benini, L., Acquaviva, A., Glynn, P., W., DeMicheli, G. 2001: 524-529
  • Constrained Monte Carlo and the Method of Control Variates Szechtman, R., Glynn, P., W. 2001
  • Dynamic voltage scaling and power management for portable systems 38th Design Automation Conference (DAC) Simunic, T., Benini, L., Acquaviva, A., Glynn, P., De Micheli, G. ASSOC COMPUTING MACHINERY. 2001: 524–529

    View details for Web of Science ID 000171225800094

  • Kernel-based reinforcement learning in average-cost problems: An application to optimal portfolio choice 14th Annual Neural Information Processing Systems Conference (NIPS) Ormoneit, D., Glynn, P. M I T PRESS. 2001: 1068–1074

    View details for Web of Science ID 000171891800150

  • A Markov chain perspective on adaptive Monte Carlo algorithms Winter Simulation Conference (WSC 01) Desai, P. Y., Glynn, P. W. IEEE. 2001: 379–384

    View details for Web of Science ID 000178162700048

  • Two-sided taboo limits for Markov processes and associated perfect simulation STOCHASTIC PROCESSES AND THEIR APPLICATIONS Glynn, P. W., Thorisson, H. 2001; 91 (1): 1-20

    View details for Web of Science ID 000166441900001

  • Importance sampling using the semi-regenerative method Winter Simulation Conference (WSC 01) Calvin, J. M., Glynn, P. W., Nakayama, M. K. IEEE. 2001: 441–450

    View details for Web of Science ID 000178162700057

  • On the maximum workload of a queue fed by fractional Brownian motion ANNALS OF APPLIED PROBABILITY Zeevi, A. J., Glynn, P. W. 2000; 10 (4): 1084-1099

    View details for Web of Science ID 000167328500002

  • On the asymptotic optimality of the SPT rule for the flow shop average completion time problem OPERATIONS RESEARCH Xia, C. H., Shanthikumar, J. G., Glynn, P. W. 2000; 48 (4): 615-622

    View details for Web of Science ID 000088906700010

  • On the behaviour of a long cascade of linear reservoirs JOURNAL OF APPLIED PROBABILITY Glynn, J. E., Glynn, P. W. 2000; 37 (2): 417-428

    View details for Web of Science ID 000088940500010

  • Simulating the maximum of a random walk JOURNAL OF STATISTICAL PLANNING AND INFERENCE Ensor, K. B., Glynn, P. W. 2000; 85 (1-2): 127-135

    View details for Web of Science ID 000085784400014

  • Energy efficient design of portable wireless systems 2000 International Symposium on Low Power Electronics and Design Simunic, T., Vikalo, H., Glynn, P., De Micheli, G. ASSOC COMPUTING MACHINERY. 2000: 49–54

    View details for Web of Science ID 000089810800009

  • Dynamic Power Management of Portable Systems MOBICOM Simunic, T., Benini, L., Glynn, P., W., DeMicheli, G. 2000: 11-19
  • Dynamic Power Management of Laptop Hard Disks DATE Simunic, T., Benini, L., Glynn, P., W., DeMicheli, G. 2000: 736
  • Analysis of Communication Networks: Call Centres, Traffic, and Performance Fields Institute Communications Estimating Tail Probabilities in Queues via Extremal Statistics Glynn, P., W., Zeevi, A. edited by McDonald, D., Turner, S. American Mathematical Society, Rhode Island. 2000: 135–158
  • On the Behavior of a Long Cascade of Linear Reservoirs Journal of Applied Probability Glynn, J., E., Glynn, P., W. 2000; 37: 417-428
  • On the Asymptotic Optimality of the SPT Rule for the Static Flow Shop Average Completion Time Problem Operations Research Xia, C., H., Shanthikumar, J., G., Glynn, P., W. 2000; 4 (48): 615-622 
  • Derandomizing variance estimators OPERATIONS RESEARCH Henderson, S. G., Glynn, P. W. 1999; 47 (6): 907-916

    View details for Web of Science ID 000085423500011

  • Transient simulation via empirically based coupling PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES Wong, E. W., Glynn, P. W., Iglehart, D. L. 1999; 13 (2): 147-167

    View details for Web of Science ID 000079762200002

  • On the Small-Sample Optimality of Multiple-Regeneration Estimators Calvin, J., Glynn, P., W., Nakayama, M. 1999
  • Applied Probability and Stochastic Processes Winning the Hand of the Princess Saralinda Glynn, P., W., Whitt, W.  Kluwer Academic Publishers, Boston. 1999: 231–246
  • Computing the Distribution Function of a Conditional Expectation via Monte Carlo: Discrete Conditioning Spaces Lee, S., H., Glynn, P., W. 1999
  • Internet Service Performance Failure Detection Ward, A., Glynn, P., W., Richardson, K. 1999
  • Can the Regenerative Method be Applied to Discrete-Event Simulations? Henderson, S., G., Glynn, P., W. 1999
  • Transient Simulation via Empirically-Based Coupling Probability in the Engineering and Informational Sciences. Wong, E., W., Glynn, P., W., Iglehart, D., L. 1999; 13: 147 - 167
  • Limit theory for performance modeling of future event set algorithms MANAGEMENT SCIENCE Damerdji, H., Glynn, P. W. 1998; 44 (12): 1709-1722

    View details for Web of Science ID 000078474300009

  • Independent sampling of a stochastic process STOCHASTIC PROCESSES AND THEIR APPLICATIONS Glynn, P., Sigman, K. 1998; 74 (2): 151-164

    View details for Web of Science ID 000074295600001

  • Estimation of stationary densities for Markov chains 1998 Winter Simulation Conference on Simulation in the 21st-Century (WSC 98) Glynn, P. W., Henderson, S. G. IEEE. 1998: 647–652

    View details for Web of Science ID 000078340100087

  • Internet Service Performance Failure Detection Performance Evaluation Review Ward, A., Glynn, P., W., Richardson, K. 1998; 26 (3): 38-44
  • Independent Sampling of a Stochastic Process Glynn, P., W., Sigman, K. 1998
  • DTMW: A New Congestion Control Scheme for Long-Range Dependent Traffic Huang, C., Lambadaris, I., Devetsikiotis, M., Glynn, P., W., Kaye, A., R. 1998
  • Limit Theory for Performance Modeling of Future Event Set Algorithms Management Science Damerdji, H., Glynn, P., W. 1998; 44: 1709-1722
  • A Family of Regenerative Moment Identities Technical Report, Department of Engineering-Economic Systems and Operations Research, Stanford University Calvin, J., M., Glynn, P., W. 1998
  • Diversity and Popularity in Organizations and Communities Computational and Mathematical Organization Theory Nasrallah, W., Glynn, P., W., Levitt, R. 1998; 4 (3): 347-372
  • Approximations for steady-state measures in highly dependable systems with generally distributed component failure and repair times IEEE International Computer Performance and Dependability Symposium (IPDS 98) Shahabuddin, P., Glynn, P. W. IEEE COMPUTER SOC. 1998: 238–248

    View details for Web of Science ID 000076020000023

  • Strong approximations in queueing theory International Conference on Asymptotic Methods in Probability and Statistics Glynn, P. W. ELSEVIER SCIENCE PUBL B V. 1998: 135–150

    View details for Web of Science ID 000077696100010

  • Average case behavior of random search for the maximum JOURNAL OF APPLIED PROBABILITY Calvin, J. M., Glynn, P. W. 1997; 34 (3): 632-642

    View details for Web of Science ID A1997XX19500007

  • A batch means methodology for estimation of a nonlinear function of a steady-state mean MANAGEMENT SCIENCE Munoz, D. F., Glynn, P. W. 1997; 43 (8): 1121-1135

    View details for Web of Science ID A1997XR72700006

  • Computational efficiency evaluation in output analysis 1997 Winter Simulation Conference (WSC 97) Damerdji, H., Henderson, S. G., Glynn, P. W. I E E E. 1997: 208–215

    View details for Web of Science ID 000071432100030

  • In Lectures in Applied Mathematics, Mathematics of Stochastic Manufacturing Systems American Mathematical Society Stochastic Optimization via Grid Search Ensor, K., B., Glynn, P., W. edited by Yin, G., G., Zhang, Q.  Providence, Rhode Island. 1997: 89–100
  • The Covariance Function of a Regenerative Process Technical Report, Department of Engineering-Economic Systems and Operations Research, Stanford University Glynn, P., W. 1997
  • Tightness for Non-irreducible Markov Chains Technical Report, Department of Engineering-Economic Systems and Operations Research, Stanford University Glynn, P., W., Meyn, S. 1997
  • Book chapter in Frontiers in Queueing:  Models and Applicationsin Science and Engineering Parametric Estimation of Tail Probabilities for the Single-Server Queue Glynn, P., W., Torres, M. edited by Dshalalow, J., H. CRC Press, New York. 1997: 449–462
  • A Liapounov bound for solutions of the Poisson equation ANNALS OF PROBABILITY Glynn, P. W., Meyn, S. P. 1996; 24 (2): 916-931

    View details for Web of Science ID A1996VP26000017

  • A diffusion approximation for a network of reservoirs with power law release rule STOCHASTIC HYDROLOGY AND HYDRAULICS Glynn, J. E., Glynn, P. W. 1996; 10 (1): 17-37

    View details for Web of Science ID A1996TZ23700002

  • Special issue: Generalized semi-Markov processes - Foreword DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS Glynn, P. W. 1996; 6 (1): 7-8

    View details for Web of Science ID A1996TU91500002

  • Derandomizing and Rerandomizing Variance Estimators Technical Report, Department of Operations Research, Stanford University  Henderson, S., G., Glynn, P., W. 1996
  • A Liapunov Bound for Solutions of Poisson's Equation The Annals of Probability Glynn, P., W., Meyn, S. 1996: 916-931
  • Numerical Computation of Large Deviations Exponents via Simulation Glynn, P., W. 1996
  • Complexity of Non-Adaptive Optimization Algorithms for a Class of Diffusions Stochastic Models Calvin, J., M., Glynn, P., W. 1996; 12 (3): 343-365
  • Importance Sampling for Monte Carlo Estimation of Quantiles Glynn, P., W. 1996
  • Grid-based simulation and the method of conditional least squares 1996 Winter Simulation Conference (WSC 96) Ensor, K. B., Glynn, P. W. IEEE. 1996: 325–331

    View details for Web of Science ID A1996BH19F00043

  • Selecting the best system in transient simulations with variances known 1996 Winter Simulation Conference (WSC 96) Damerdji, H., Glynn, P. W., Nakayama, M. K., Wilson, J. R. IEEE. 1996: 281–286

    View details for Web of Science ID A1996BH19F00037

  • Nonparametric estimation of tail probabilities for the single-server queue Workshop on Stochastic Networks - Stability and Rare Events Glynn, P. W., Torres, M. SPRINGER-VERLAG. 1996: 109–138

    View details for Web of Science ID A1996BG72U00007

  • Efficient simulation via coupling PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES Glynn, P. W., Wong, E. W. 1996; 10 (2): 165-186

    View details for Web of Science ID A1996VT04500001

  • LIKELIHOOD RATIO GRADIENT ESTIMATION FOR STOCHASTIC RECURSIONS ADVANCES IN APPLIED PROBABILITY Glynn, P. W., LECUYER, P. 1995; 27 (4): 1019-1053

    View details for Web of Science ID A1995TJ37600007

  • DISCRETIZATION ERROR IN SIMULATION OF ONE-DIMENSIONAL REFLECTING BROWNIAN MOTION ANNALS OF APPLIED PROBABILITY Asmussen, S., Glynn, P., Pitman, J. 1995; 5 (4): 875-896

    View details for Web of Science ID 000208294100001

  • EFFICIENT MONTE CARLO SIMULATION OF SECURITY PRICES ANNALS OF APPLIED PROBABILITY Duffie, D., Glynn, P. 1995; 5 (4): 897-905

    View details for Web of Science ID 000208294100002

  • Heavy-traffic extreme-value limits for queues OPERATIONS RESEARCH LETTERS Glynn, P. W., WHITT, W. 1995; 18 (3): 107-111

    View details for Web of Science ID A1995TL78600001

  • TRADING SECURITIES USING TRAILING STOPS MANAGEMENT SCIENCE Glynn, P. W., Iglehart, D. L. 1995; 41 (6): 1096-1106

    View details for Web of Science ID A1995RV13000012

  • NOTE - ON THE VALUE OF FUNCTION EVALUATION LOCATION INFORMATION IN MONTE-CARLO SIMULATION MANAGEMENT SCIENCE DiCiccio, T. J., Glynn, P. W. 1995; 41 (4): 733-737

    View details for Web of Science ID A1995RN11600014

  • The interface between simulation output analysis research and practice 1995 Winter Simulation Conference Glynn, P. W., HENRIKSEN, J. O., PEGDEN, C. D., Schmeiser, B. W., Schruben, L. W. I E E E. 1995: 346–346

    View details for Web of Science ID A1995BE92P00050

  • In Stochastic Networks, of Mathematics and its Applications Large Deviations for the Infinite Server Queue in Heavy Traffic Glynn, P., W. edited by Kelly, F., P., Williams, R., J. 1995: 387–395 
  • Monte Carlo and Quasi-MonteCarlo Methods in Scientific Computing Two Approaches to the Initial Transient Problem Glynn, P., W. edited by Niederreiter, H., Shuie, P. Lecture Notes in Statistics, Springer-Verlag, New York. 1995: 49–57
  • A Martingale Approach to Regenerative Simulation Probability in the Engineering and Informational Sciences Glynn, P., W., Iglehart, D., L. 1995: 123-131
  • On the Value of Function Evaluation Location Information in Monte Carlo Simulation Management Science DiCiccio, T., J., Glynn, P., W. 1995; 41: 733-737 
  • Accelerated Regeneration for Markov Chain Simulations Probability in the Engineering and Informational Sciences Andradóttir, S., Calvin, J., M., Glynn, P., W. 1995: 497-523
  • Performance analysis of future event sets 1995 Winter Simulation Conference Damerdji, H., Glynn, P. W. I E E E. 1995: 316–321

    View details for Web of Science ID A1995BE92P00045

  • A set of extensions to the SIMAN/ARENA simulation environment 1995 Winter Simulation Conference Torres, M. J., Glynn, P. W. I E E E. 1995: 285–293

    View details for Web of Science ID A1995BE92P00040

  • Some new results on the initial transient problem 1995 Winter Simulation Conference Glynn, P. W. I E E E. 1995: 165–170

    View details for Web of Science ID A1995BE92P00023

  • POISSONS-EQUATION FOR THE RECURRENT M/G/1 QUEUE ADVANCES IN APPLIED PROBABILITY Glynn, P. W. 1994; 26 (4): 1044-1062

    View details for Web of Science ID A1994QB65200012

  • STOCHASTIC OPTIMIZATION BY SIMULATION - CONVERGENCE PROOFS FOR THE GI/G/1 QUEUE IN STEADY-STATE MANAGEMENT SCIENCE LECUYER, P., Glynn, P. W. 1994; 40 (11): 1562-1578

    View details for Web of Science ID A1994QA17200012

  • STOCHASTIC OPTIMIZATION BY SIMULATION - NUMERICAL EXPERIMENTS WITH THE M/M/1 QUEUE IN STEADY-STATE MANAGEMENT SCIENCE LECUYER, P., Giroux, N., Glynn, P. W. 1994; 40 (10): 1245-1261

    View details for Web of Science ID A1994PR83400003

  • SOME TOPICS IN REGENERATIVE STEADY-STATE SIMULATION International Seminar on Coupling and Regeneration: Applications of Coupling and Regeneration Glynn, P. W. KLUWER ACADEMIC PUBL. 1994: 225–36

    View details for Web of Science ID A1994NL54100016

  • LIKELIHOOD RATIO SENSITIVITY ANALYSIS FOR MARKOVIAN MODELS OF HIGHLY DEPENDABLE SYSTEMS OPERATIONS RESEARCH Nakayama, M. K., Goyal, A., Glynn, P. W. 1994; 42 (1): 137-157

    View details for Web of Science ID A1994NL48500014

  • Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State Management Science L'Ecuyer, P., Giroux, N., Glynn, P., W. 1994; 40: 1245-1261
  • Efficiency Improvement Techniques The Annals of Operations Research Glynn, P., W. 1994; 53: 175-198
  • Poisson's Equation for the Recurrent M/G/1 Queue Advances in Applied Probability Glynn, P., W. 1994; 26: 1044-1062
  • Large Deviations Behavior of Counting Processes and Their Inverses Queueing Systems:  Theory and Application Glynn, P., W., Whitt, W. 1994; 17: 107-128 
  • On the Existence and Estimation of Performance Measure Derivatives for Stochastic Recursions Glynn, P., W., L'Ecuyer, P. 1994
  • Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems Stochastic Models Nakayama, M., Goyal, A., Glynn, P., W. 1994; 10: 701-717
  • Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State Management Science L'Ecuyer, P., Glynn, P., W. 1994; 40: 1562-1578
  • Importance Sampling for Markov Chains: Asymptotics for the Variance Stochastic Models Glynn, P., W. 1994; 10: 701-717
  • INCREASING THE FREQUENCY OF REGENERATION FOR MARKOV PROCESSES 1994 Winter Simulation Conference Andradottir, S., Calvin, J. M., Glynn, P. W. I E E E. 1994: 320–323

    View details for Web of Science ID A1994BC51T00044

  • LARGE DEVIATIONS BEHAVIOR OF COUNTING-PROCESSES AND THEIR INVERSES QUEUEING SYSTEMS Glynn, P. W., WHITT, W. 1994; 17 (1-2): 107-128

    View details for Web of Science ID A1994PH74100005

  • LOGARITHMIC ASYMPTOTICS FOR STEADY-STATE TAIL PROBABILITIES IN A SINGLE-SERVER QUEUE JOURNAL OF APPLIED PROBABILITY Glynn, P. W., WHITT, W. 1994; 31A: 131-156

    View details for Web of Science ID A1994NX79600012

  • LIMIT-THEOREMS FOR CUMULATIVE PROCESSES STOCHASTIC PROCESSES AND THEIR APPLICATIONS Glynn, P. W., WHITT, W. 1993; 47 (2): 299-314

    View details for Web of Science ID A1993LY08200008

  • NOTES - CONDITIONS FOR THE APPLICABILITY OF THE REGENERATIVE METHOD MANAGEMENT SCIENCE Glynn, P. W., Iglehart, D. L. 1993; 39 (9): 1108-1111

    View details for Web of Science ID A1993LZ50700006

  • ESTIMATING CUSTOMER AND TIME AVERAGES OPERATIONS RESEARCH Glynn, P. W., MELAMED, B., WHITT, W. 1993; 41 (2): 400-408

    View details for Web of Science ID A1993KY14300012

  • EFFICIENT ESTIMATION OF THE MEAN TIME BETWEEN FAILURES IN NON-REGENERATIVE DEPENDABILITY MODELS 1993 Winter Simulation Conference Glynn, P. W., Heidelberger, P., Nicola, V. F., Shahabuddin, P. I E E E. 1993: 311–316

    View details for Web of Science ID A1993BA27E00045

  • Limit Theorems for Cumulative Processes Stoch. Proc. Appl. Glynn, P., W., Whitt, W. 1993; 47: 299-314
  • Conditions for the Applicability of the Regenerative Method Management Science Glynn, P., W., Iglehart, D., L. 1993; 39: 1108-1111
  • FAST SIMULATION OF STEADY-STATE AVAILABILITY IN NON-MARKOVIAN HIGHLY DEPENDABLE SYSTEMS 3RD INTERNATIOANL SYMP ON FAULT-TOLERANT COMPUTING ( FTCS 23 ) Nicola, V. F., Shahabuddin, P., Heidelberger, P., Glynn, P. W. I E E E, COMPUTER SOC PRESS. 1993: 38–47

    View details for Web of Science ID A1993BZ24V00005

  • PATHWISE CONVEXITY AND ITS RELATION TO CONVERGENCE OF TIME-AVERAGE DERIVATIVES MANAGEMENT SCIENCE Glynn, P. W. 1992; 38 (9): 1360-1366

    View details for Web of Science ID A1992JN46000011

  • ANALYSIS OF INITIAL TRANSIENT DELETION FOR PARALLEL STEADY-STATE SIMULATIONS SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING Glynn, P. W., Heidelberger, P. 1992; 13 (4): 904-922

    View details for Web of Science ID A1992HZ28400005

  • THE ASYMPTOTIC EFFICIENCY OF SIMULATION ESTIMATORS OPERATIONS RESEARCH Glynn, P. W., WHITT, W. 1992; 40 (3): 505-520

    View details for Web of Science ID A1992HZ31800005

  • EXPERIMENTS WITH INITIAL TRANSIENT DELETION FOR PARALLEL, REPLICATED STEADY-STATE SIMULATIONS MANAGEMENT SCIENCE Glynn, P. W., Heidelberger, P. 1992; 38 (3): 400-418

    View details for Web of Science ID A1992HN03100007

  • UNIFORM CESARO LIMIT-THEOREMS FOR SYNCHRONOUS PROCESSES WITH APPLICATIONS TO QUEUES STOCHASTIC PROCESSES AND THEIR APPLICATIONS Glynn, P., Sigman, K. 1992; 40 (1): 29-43

    View details for Web of Science ID A1992HB59800003

  • EXPERIMENTAL RESULTS FOR GRADIENT ESTIMATION AND OPTIMIZATION OF A MARKOV-CHAIN IN STEADY-STATE LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS LECUYER, P., Giroux, N., Glynn, P. W. 1992; 374: 14-23

    View details for Web of Science ID A1992KY20000004

  • EXPERIMENTAL RESULTS FOR GRADIENT ESTIMATION AND OPTIMIZATION OF A MARKOV-CHAIN IN STEADY-STATE INTERNATIONAL WORKSHOP ON COMPUTATIONALLY INTENSIVE METHODS IN SIMULATION AND OPTIMIZATION LECUYER, P., Giroux, N., Glynn, P. W. SPRINGER-VERLAG BERLIN. 1992: 14–23

    View details for Web of Science ID A1992BY02U00004

  • Analysis if Initial Transient Deletion for Parallel Steady-State Simulations SIAM J. Scientific Stat. Computing Glynn, P., W., Heidelberger, P. 1992; 13: 904-922 
  • The Asymptotic Validity of Sequential Stopping Rules for Stochastic Simulations Annals of Applied Probability Glynn, P., W., Whitt, W. 1992; 2: 180-198
  • Stationarity Detection in the Initial Transient Problem ORSA Journal on Computing Asmussen, S., Glynn, P., W., Thorisson, H. 1992; 4: 226-234
  • Experimental Results for Gradient Estimation and Optimization of a Markov Chain in Steady-State L'Ecuyer, P., Giroux, N., Glynn, P., W. 1992
  • Discrete Event Dynamic Systems A GSMP Formalism for Discrete Event Systems Glynn, P., W. edited by Ho, Y. IEEE Press, Piscataway, NJ . 1992: 1
  • Jackknifing Under a Budget Constraint ORSA Journal on Computing Glynn, P., W., Heidelberger, P. 1992; 4: 226-234 
  • Uniform Cesaro Limit Theorems for Synchronous Processes with Applications to Queues Stochastic Processes and their Applications Glynn, P., W., Sigman, K. 1992; 40: 29-43
  • GRADIENT ESTIMATION FOR REGENERATIVE PROCESSES 1992 WINTER SIMULATION CONF Glasserman, P., Glynn, P. W. I E E E. 1992: 280–288

    View details for Web of Science ID A1992BY58C00030

  • A UNIFIED FRAMEWORK FOR SIMULATING MARKOVIAN MODELS OF HIGHLY DEPENDABLE SYSTEMS IEEE TRANSACTIONS ON COMPUTERS Goyal, A., Shahabuddin, P., Heidelberger, P., Nicola, V. F., Glynn, P. W. 1992; 41 (1): 36-51

    View details for Web of Science ID A1992GZ81700005

  • ESTIMATING THE ASYMPTOTIC VARIANCE WITH BATCH MEANS OPERATIONS RESEARCH LETTERS Glynn, P. W., WHITT, W. 1991; 10 (8): 431-435

    View details for Web of Science ID A1991GZ03300001

  • ANALYSIS OF INITIAL TRANSIENT DELETION FOR REPLICATED STEADY-STATE SIMULATIONS OPERATIONS RESEARCH LETTERS Glynn, P. W., Heidelberger, P. 1991; 10 (8): 437-443

    View details for Web of Science ID A1991GZ03300002

  • A NEW VIEW OF THE HEAVY-TRAFFIC LIMIT-THEOREM FOR INFINITE-SERVER QUEUES ADVANCES IN APPLIED PROBABILITY Glynn, P. W., WHITT, W. 1991; 23 (1): 188-209

    View details for Web of Science ID A1991FC81800009

  • GRADIENT ESTIMATION FOR RATIOS 1991 WINTER SIMULATION CONF ( WSC 91 ) Glynn, P. W., LECUYER, P., Ades, M. I E E E. 1991: 986–993

    View details for Web of Science ID A1991BV24X00130

  • Analysis of Parallel Replicated Simulations Under a Completion Time Constraint ACM Transactions on Modeling and Simulation Glynn, P., W., Heidelberger, P. 1991; 1: 3-23 
  • A New View of the Heavy-Traffic Limit Theorem for Infinite-Server Queues Advances in Applied Probability Glynn, P., W., Whitt, W. 1991; 23: 188-209
  • Queues with Negative Arrivals Journal of Applied Probability Gelenbe, E., Glynn, P., W., Sigman, K. 1991; 28: 245-250
  • Departures from Many Queues in Series Annals of Applied Probability Glynn, P., W., Whitt, W. 1991; 1: 546-572
  • LIKELIHOOD RATIO GRADIENT ESTIMATION FOR STOCHASTIC-SYSTEMS COMMUNICATIONS OF THE ACM Glynn, P. W. 1990; 33 (10): 75-84

    View details for Web of Science ID A1990EB71500014

  • DISCRETE-TIME CONVERSION FOR SIMULATING FINITE-HORIZON MARKOV-PROCESSES SIAM JOURNAL ON APPLIED MATHEMATICS Fox, B. L., Glynn, P. W. 1990; 50 (5): 1457-1473

    View details for Web of Science ID A1990EA51400012

  • BIAS PROPERTIES OF BUDGET CONSTRAINED SIMULATIONS OPERATIONS RESEARCH Glynn, P. W., Heidelberger, P. 1990; 38 (5): 801-814

    View details for Web of Science ID A1990EE65800006

  • SIMULATION OUTPUT ANALYSIS USING STANDARDIZED TIME-SERIES MATHEMATICS OF OPERATIONS RESEARCH Glynn, P. W., Iglehart, D. L. 1990; 15 (1): 1-16

    View details for Web of Science ID A1990CW31400001

  • Likelihood Ratio Gradient Estimation for Stochastic Systems Communications of the ACM Glynn, P., W. 1990; 33: 75-84
  • Parallel Processors for Planning Under Uncertainty Dantzig, G., B., Glynn, P., W. 1990
  • Decomposition and Parallel Processing Techniques for Large Scale Electric Power System Planning Under Uncertainty Avriel, M., Dantzig, G., B., Glynn, P., W. 1990
  • Discrete-time Conversion for Simulating Finite-Horizon Markov Processes SIAM J. Appl. Math. Fox, B., L., Glynn, P., W. 1990; 50: 1457-1473 
  • Bias Properties of Budget Constrained Monte Carlo Simulations Operations Research Glynn, P., W., Heidelberger, P. 1990; 38: 801-814
  • Chapter Stochastic Models:  Handbooks of OR & MS Diffusion Approximations Glynn, P., W. edited by Heyman, D., Sobel, M. Elsevier Science Publishers. Also translated into Japanese. 1990: 1
  • Simulation Output Analysis Using Standardized Time Series Mathematics of Operations Research Glynn, P., W., Iglehart, D., L. 1990; 15: 1-16
  • IMPORTANCE SAMPLING FOR STOCHASTIC SIMULATIONS MANAGEMENT SCIENCE Glynn, P. W., Iglehart, D. L. 1989; 35 (11): 1367-1392

    View details for Web of Science ID A1989AZ93900007

  • SIMULATING DISCOUNTED COSTS MANAGEMENT SCIENCE Fox, B. L., Glynn, P. W. 1989; 35 (11): 1297-1315

    View details for Web of Science ID A1989AZ93900003

  • THE OPTIMAL LINEAR COMBINATION OF CONTROL VARIATES IN THE PRESENCE OF ASYMPTOTICALLY NEGLIGIBLE BIAS NAVAL RESEARCH LOGISTICS Glynn, P. W., Iglehart, D. L. 1989; 36 (5): 683-692

    View details for Web of Science ID A1989AU94100011

  • EXTENSIONS OF THE QUEUING RELATIONS L = LAMBDA-W AND H = LAMBDA-G OPERATIONS RESEARCH Glynn, P. W., WHITT, W. 1989; 37 (4): 634-644

    View details for Web of Science ID A1989AK25200012

  • INDIRECT ESTIMATION VIA L = LAMBDA W OPERATIONS RESEARCH Glynn, P. W., WHITT, W. 1989; 37 (1): 82-103

    View details for Web of Science ID A1989U372200005

  • Tightness of Synchronous Processes Technical Report, Department of Operations Research, Stanford University Glynn, P., W., Sigman, K. 1989
  • Replication Schemes for Limiting Expectations Probability in the Engineering and Informational Sciences Fox, B., L., Glynn, P., W. 1989; 3: 299-318 
  • Likelihood Ratio Derivative Estimators for Stochastic Systems Glynn, P., W. 1989
  • In Probability,Statistics, and Mathematics:  Papers in Honor of Samuel Karlin Smoothed Limit Theorems for Equilibrium Processes Glynn, P., W., Iglehart, D., L. edited by Anderson, T., W., Athreya, K., B.T., Iglehart, D.L. Academic Press, Boston. 1989: 89–102
  • Decomposition Techniques for Multi-Area Generation and Transmission Planning Under Uncertainty Electric Power Research Institute Report EL-6484 Dantzig, G., B., Glynn, P., W. 1989
  • Simulating Discounted Costs Management Science Fox, B., L., Glynn, P., W. 1989; 35: 1297-1325 
  • Indirect Estimation via L = λW Operations Research Glynn, P., W., Whitt, W. 1989; 37: 82-103
  • Extensions of the Queueing Relations L = λW and H = λG Operations Research Glynn, P., W., Whitt, W. 1989; 37: 634-644
  • Importance Sampling for Stochastic Simulation Management Science Glynn, P., W., Iglehart, D., L. 1989; 35: 1367-1392
  • Optimization of Stochastic Systems via Simulation Glynn, P., W. 1989
  • A GSMP FORMALISM FOR DISCRETE EVENT SYSTEMS PROCEEDINGS OF THE IEEE Glynn, P. W. 1989; 77 (1): 14-23

    View details for Web of Science ID A1989T787900003

  • AN LIL VERSION OF L=LAMBDA-W MATHEMATICS OF OPERATIONS RESEARCH Glynn, P. W., WHITT, W. 1988; 13 (4): 693-710

    View details for Web of Science ID A1988R145000012

  • ORDINARY CLT AND WLLN VERSIONS OF L=LAMBDA-W MATHEMATICS OF OPERATIONS RESEARCH Glynn, P. W., WHITT, W. 1988; 13 (4): 674-692

    View details for Web of Science ID A1988R145000011

  • A NEW CLASS OF STRONGLY CONSISTENT VARIANCE ESTIMATORS FOR STEADY-STATE SIMULATIONS STOCHASTIC PROCESSES AND THEIR APPLICATIONS Glynn, P. W., Iglehart, D. L. 1988; 28 (1): 71-80

    View details for Web of Science ID A1988N109500006

  • COMPUTING POISSON PROBABILITIES COMMUNICATIONS OF THE ACM Fox, B. L., Glynn, P. W. 1988; 31 (4): 440-445

    View details for Web of Science ID A1988M892500014

  • A Non-Rectangular Sampling Plan for Estimating Steady-State Means Glynn, P., W. 1988
  • Computational and Statistical Issues in Discrete-Event Simulation Glynn, P., W., Iglehart, D., L. 1988
  • An LIL Version of L = λW Mathematics of Operations Research Glynn, P., W., Whitt, W. 1988; 13: 674-692
  • Ordinary CLT and WLLN Versions of L = λW Mathematics of Operations Research Glynn, P., W., Whitt, W. 1988; 13: 693-710
  • Operations Research: The Next Decade Glynn, P., W. 1988
  • Conditions under which a Markov Chain Converges to its Steady State in Finite Time Probability in the Engineering and Informational Sciences Glynn, P., W., Iglehart, D., L. 1988; 2: 377-382
  • Simulation Methods for Queues: An Overview Queueing Systems: Theory and Applications Glynn, P., W., Iglehart, D., L. 1988; 3: 221-256
  • Variance Reduction in Mean Time to Failure Simulations Shahabuddin, P., Nicola, V., Heidelberger, P., Goyal, A., Glynn, P., W. 1988
  • On the Valuation of Payoffs from a Geometric Random Walk of Oil Prices Pacific and Asian Journal of Energy Glynn, P., W., Manne, A., S. 1988; 1 (2): 47-48 
  • ESTIMATING TIME AVERAGES VIA RANDOMLY-SPACED OBSERVATIONS SIAM JOURNAL ON APPLIED MATHEMATICS Fox, B. L., Glynn, P. W. 1987; 47 (1): 186-200

    View details for Web of Science ID A1987F906400011

  • Likelihood Ratio Gradient Estimation: An Overview Glynn, P., W. 1987
  • On the Convergence of a Regenerative Process to its Steady-State Technical Report, Mathematics Research Center, University of Wisconsin, Madison Glynn, P., W. 1987
  • Estimating Time Averages via Randomly-Spaced Observations SIAM Journal of Applied Mathematics Fox, B., L., Glynn, P., W. 1987; 47: 186-200
  • A Joint Central Limit Theorem for the Sample Mean and Regenerative Variance Estimator Annals of Operations Research Glynn, P., W., Iglehart, D., L. 1987; 8: 41-55
  • Limit Theorems for the Method of Replication Stochastic Models Glynn, P., W. 1987; 3: 343-355
  • A New Initial Bias Deletion Rule Glynn, P., W., Iglehart, D., L. 1987
  • Upper Bounds for Poisson Tail Probabilities Operations Research Letters Glynn, P., W. 1987; 6,: 4-19
  • Construction of Process Differentiable Representations for Parametric Families of Distributions Technical Report, Mathematics Research Center, University of Wisconsin, Madison Glynn, P., W. 1987
  • ESTIMATION OF STEADY-STATE CENTRAL MOMENTS BY THE REGENERATIVE METHOD OF SIMULATION OPERATIONS RESEARCH LETTERS Glynn, P. W., Iglehart, D. L. 1986; 5 (6): 271-276

    View details for Web of Science ID A1986F950300001

  • DISCRETE-TIME CONVERSION FOR SIMULATING SEMI-MARKOV PROCESSES OPERATIONS RESEARCH LETTERS Fox, B. L., Glynn, P. W. 1986; 5 (4): 191-196

    View details for Web of Science ID A1986F484600005

  • Sufficient Conditions for Functional Limit Theorem Versions of L = λW Queueing Systems Glynn, P., W., Whitt, W. 1986; 1: 279-287
  • Problems in Bayesian Analysis of Stochastic Simulation Glynn, P., W. 1986
  • Recursive Moment Formulas for the Regenerative Simulation Semi-Markov Models Glynn, P., W., Iglehart, D., L. edited by Janssen, J. Plenum Press, New York. 1986: 99–110
  • Optimization of Stochastic Systems Glynn, P., W. 1986
  • Sensitivity Analysis for Stationary Probabilities of a Markov Chain Glynn, P., W. 1986
  • Monte Carlo Optimization of Stochastic Systems: Two New Approaches Glynn, P., W., Sanders, J., L. 1986
  • Discrete-Time Conversion for Simulating Semi-Markov Processes Operations Research Letters Fox, B., L., Glynn, P., W. 1986; 5: 191-196
  • A Central-Limit-Theorem Version of L = λW Queueing Systems:  Theory and Applications Glynn, P., W., Whitt, W. 1986; 2: 191-215
  • Stochastic Approximation for Monte Carlo Optimization Glynn, P., W. 1986
  • Consequences of Uniform Integrability for Simulation Technical Report, Department of Operations Research, Stanford University Glynn, P., W., Iglehart, D., L. 1986
  • On the Range of a Regenerative Sequence Stochastic Processes and Their Applications Glynn, P., W. 1985; 20: 105-113
  • Regenerative Structure of Markov Chains Simulated via Common Random Numbers Operations Research Letters Glynn, P., W. 1985; 4: 49-53
  • Large-Sample Theory for Standardized Times Series: An Overview Glynn, P., W., Iglehart, D., L. 1985
  • Regenerative Processes and the ø-Mixing Property TIMS Simulation Newsletter Glynn, P., W. 1985
  • Steady-State Confidence Interval Methodology: Regenerative Methods Glynn, P., W., Iglehart, D., L. 1984
  • Equitable Assignment Rules Technical Report, Mathematics Research Center, University of Wisconsin, Madison Glynn, P., W., Sanders, J., L. 1984
  • Some Asymptotic Formulas for Markov Chain with Applications to Simulation Journal of Statistical Computation and Simulation Glynn, P., W. 1984; 19: 97-112
  • On Confidence Intervals for Cyclic Regenerative Processes Operations Research Letters Glynn, P., W. 1983; 2: 66-71
  • Randomized Estimators for Time Integrals Technical Report, Mathematics Research Center, University of Wisconsin, Madison Glynn, P., W. 1983
  • On ARMA Representations for White Noise in a Markovian Environment Technical Report, Mathematics Research Center, University of Wisconsin, Madison Glynn, P., W. 1983
  • On the Role of Generalized Semi-Markov Processes in Simulation Output Analysis Glynn, P., W. 1983
  • ON THE MARKOV PROPERTY OF THE GI/G/INFINITY GAUSSIAN LIMIT ADVANCES IN APPLIED PROBABILITY Glynn, P. W. 1982; 14 (1): 191-194

    View details for Web of Science ID A1982NH63300010

  • Regenerative Aspects of the Steady-State Simulation Problem for Markov Chains Technical Report, Department of Operations Research, Stanford University Glynn, P., W. 1982
  • A Low Bias Steady-State Estimator for Equilibrium Processes Technical Report, Mathematics Research Center, University of Wisconsin, Madison Glynn, P., W. 1982
  • Coverage Error for Confidence Intervals Arising in Simulation Output Analysis Glynn, P., W. 1982
  • On the Markov Property of the GI/G/infty Gaussian Limit Advances in Applied Probability Glynn, P., W. 1982; 14: 191-194
  • Some New Results in Regenerative Process Theory Technical Report, Department of Operations Research, Stanford University Glynn, P., W. 1982
  • Regenerative Simulation of Harris Recurrent Markov Chains Technical Report, Department of Operations Research, Stanford University Glynn, P., W. 1982
  • Asymptotic Theory for Nonparametric Confidence Intervals Technical Report, Department of Operations Research, Stanford University Glynn, P., W. 1982
  • Simulation Output Analysis for General State Space Markov Chains Glynn, P., W., Iglehart, D., L. 1982
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