2010 | ||
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76 | Pierre L'Ecuyer, Jose H. Blanchet, Bruno Tuffin, Peter W. Glynn: Asymptotic robustness of estimators in rare-event simulation. ACM Trans. Model. Comput. Simul. 20(1): (2010) | |
2009 | ||
75 | Jose Blanchet, Peter W. Glynn, H. Lam: Rare event simulation for a slotted time M/G/s model. Queueing Syst. 63(1-4): 33-57 (2009) | |
2008 | ||
74 | Peter W. Glynn, Sandeep Juneja: A large deviations view of asymptotic efficiency for simulation estimators. Winter Simulation Conference 2008: 396-406 | |
73 | Peter W. Glynn: Monte carlo simulation of diffusions. Winter Simulation Conference 2008: 556-559 | |
72 | Bruno Tuffin, Peter W. Glynn: Performance evaluation methodologies and tools. Perform. Eval. 65(11-12): 787-788 (2008) | |
2007 | ||
71 | Peter W. Glynn: Proceedings of the 2nd International Conference on Performance Evaluation Methodolgies and Tools, VALUETOOLS 2007, Nantes, France, October 22-27, 2007 ACM 2007 | |
70 | David Gleich, Peter W. Glynn, Gene H. Golub, Chen Greif: Three results on the PageRank vector: eigenstructure, sensitivity, and the derivative. Web Information Retrieval and Linear Algebra Algorithms 2007 | |
69 | Xiaowei Zhang, Jose Blanchet, Peter W. Glynn: Efficient suboptimal rare-event simulation. Winter Simulation Conference 2007: 389-394 | |
68 | Peter W. Glynn: Stochastic approximation for Monte Carlo optimization (1986). Winter Simulation Conference 2007: 4 | |
67 | Perwez Shahabuddin, Victor F. Nicola, Philip Heidelberger, Ambuj Goyal, Peter W. Glynn: Varaince reduction in mean time to failure simulations (1988). Winter Simulation Conference 2007: 6 | |
66 | Hernan P. Awad, Peter W. Glynn: On the theoretical comparison of low-bias steady-state estimators. ACM Trans. Model. Comput. Simul. 17(1): (2007) | |
65 | Sigrún Andradóttir, Paul Glasserman, Peter W. Glynn, Philip Heidelberger, Sandeep Juneja: Perwez Shahabuddin, 1962--2005: A professional appreciation. ACM Trans. Model. Comput. Simul. 17(2): (2007) | |
64 | Jose Blanchet, Peter W. Glynn, Jingchen Liu: Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed G/G/1 queue. Queueing Syst. 57(2-3): 99-113 (2007) | |
2006 | ||
63 | Jose Blanchet, Peter W. Glynn: Strongly efficient estimators for light-tailed sums. VALUETOOLS 2006: 18 | |
62 | Hernan P. Awad, Peter W. Glynn: On an initial transient deletion rule with rigorous theoretical support. Winter Simulation Conference 2006: 186-191 | |
61 | Eunji Lim, Peter W. Glynn: Simulation-based response surface computation in the presence of monotonicity. Winter Simulation Conference 2006: 264-271 | |
60 | James M. Calvin, Peter W. Glynn, Marvin K. Nakayama: The semi-regenerative method of simulation output analysis. ACM Trans. Model. Comput. Simul. 16(3): 280-315 (2006) | |
59 | Tim Holliday, Andrea J. Goldsmith, Peter W. Glynn: Capacity of Finite State Channels Based on Lyapunov Exponents of Random Matrices. IEEE Transactions on Information Theory 52(8): 3509-3532 (2006) | |
58 | Paat Rusmevichientong, Benjamin Van Roy, Peter W. Glynn: A Nonparametric Approach to Multiproduct Pricing. Operations Research 54(1): 82-98 (2006) | |
2005 | ||
57 | Peter W. Glynn: Initial transient problem for steady-state output analysis. Winter Simulation Conference 2005: 739-740 | |
56 | Amy R. Ward, Peter W. Glynn: A Diffusion Approximation for a GI/GI/1 Queue with Balking or Reneging. Queueing Syst. 50(4): 371-400 (2005) | |
55 | Peter W. Glynn: Introduction to Special Issue on Stochastic Networks. Queueing Syst. 51(3-4): 197-198 (2005) | |
2004 | ||
54 | Peter W. Glynn, Sandeep Juneja: A Large Deviations Perspective on Ordinal Optimization. Winter Simulation Conference 2004: 577-585 | |
53 | Minghua Hsieh, Donald L. Iglehart, Peter W. Glynn: Empirical performance of bias-reducing estimators for regenerative steady-state simulations. ACM Trans. Model. Comput. Simul. 14(4): 325-343 (2004) | |
52 | Tajana Simunic, Stephen P. Boyd, Peter W. Glynn: Managing power consumption in networks on chips. IEEE Trans. VLSI Syst. 12(1): 96-107 (2004) | |
51 | B. Curtis Eaves, Peter W. Glynn, Uriel G. Rothblum: The Mean Number-in-System Vector Range for Multiclass Queueing Networks. Math. Oper. Res. 29(1): 182-190 (2004) | |
50 | Peter W. Glynn, Hermann Thorisson: Limit Theory for Taboo-Regenerative Processes. Queueing Syst. 46(3-4): 271-294 (2004) | |
2003 | ||
49 | Shing-Hoi Lee, Peter W. Glynn: Computing the distribution function of a conditional expectation via monte carlo: Discrete conditioning spaces. ACM Trans. Model. Comput. Simul. 13(3): 238-258 (2003) | |
48 | Shane G. Henderson, Peter W. Glynn: Nonexistence of a class of variate generation schemes. Oper. Res. Lett. 31(2): 83-89 (2003) | |
47 | Amy R. Ward, Peter W. Glynn: A Diffusion Approximation for a Markovian Queue with Reneging. Queueing Syst. 43(1-2): 103-128 (2003) | |
46 | Amy R. Ward, Peter W. Glynn: Properties of the Reflected Ornstein-Uhlenbeck Process. Queueing Syst. 44(2): 109-123 (2003) | |
2002 | ||
45 | Minghua Hsieh, Peter W. Glynn: Recent advances in simulation optimization: confidence regions for stochastic approximation algorithms. Winter Simulation Conference 2002: 370-376 | |
44 | Roberto Szechtman, Peter W. Glynn: Difficult queuing simulation problems: rare-event simulation for infinite server queues. Winter Simulation Conference 2002: 416-423 | |
43 | Peter W. Glynn: Additional Perspectives on Simulation for Optimization. INFORMS Journal on Computing 14(3): 220-222 (2002) | |
42 | Shane G. Henderson, Peter W. Glynn: Approximating Martingales for Variance Reduction in Markov Process Simulation. Math. Oper. Res. 27(2): 253-271 (2002) | |
41 | Peter J. Haas, Peter W. Glynn: On the validity of long-run estimation methods for discrete-event systems. SIGMETRICS Performance Evaluation Review 30(3): 35-37 (2002) | |
2001 | ||
40 | Tajana Simunic, Luca Benini, Andrea Acquaviva, Peter W. Glynn, Giovanni De Micheli: Dynamic Voltage Scaling and Power Management for Portable Systems. DAC 2001: 524-529 | |
39 | Paritosh Y. Desai, Peter W. Glynn: Simulation in optimization and optimization in simulation: a markov chain perspective on adaptive Monte Carlo algorithms. Winter Simulation Conference 2001: 379-384 | |
38 | Roberto Szechtman, Peter W. Glynn: Constrained Monte Carlo and the method of control variates. Winter Simulation Conference 2001: 394-400 | |
37 | James M. Calvin, Peter W. Glynn, Marvin K. Nakayama: Steady state simulation analysis: importance sampling using the semi-regenerative method. Winter Simulation Conference 2001: 441-450 | |
36 | Shane G. Henderson, Peter W. Glynn: Regenerative steady-state simulation of discrete-event systems. ACM Trans. Model. Comput. Simul. 11(4): 313-345 (2001) | |
35 | Tajana Simunic, Luca Benini, Peter W. Glynn, Giovanni De Micheli: Event-driven power management. IEEE Trans. on CAD of Integrated Circuits and Systems 20(7): 840-857 (2001) | |
34 | Shane G. Henderson, Peter W. Glynn: Computing Densities for Markov Chains via Simulation. Math. Oper. Res. 26(2): 375-400 (2001) | |
2000 | ||
33 | Tajana Simunic, Luca Benini, Peter W. Glynn, Giovanni De Micheli: Dynamic Power Management of Laptop Hard Disk. DATE 2000: 736 | |
32 | Tajana Simunic, Haris Vikalo, Peter W. Glynn, Giovanni De Micheli: Energy efficient design of portable wireless systems. ISLPED 2000: 49-54 | |
31 | Tajana Simunic, Luca Benini, Peter W. Glynn, Giovanni De Micheli: Dynamic power management for portable systems. MOBICOM 2000: 11-19 | |
30 | Dirk Ormoneit, Peter W. Glynn: Kernel-Based Reinforcement Learning in Average-Cost Problems: An Application to Optimal Portfolio Choice. NIPS 2000: 1068-1074 | |
1999 | ||
29 | Shing-Hoi Lee, Peter W. Glynn: Computing the distribution function of a conditional expectation via Monte Carlo: discrete conditioning spaces. Winter Simulation Conference 1999: 1654-1663 | |
28 | Shane G. Henderson, Peter W. Glynn: Can the regenerative method be applied to discrete-event simulation? Winter Simulation Conference 1999: 367-373 | |
27 | James M. Calvin, Peter W. Glynn, Marvin K. Nakayama: On the small-sample optimality of multiple-regeneration estimators. Winter Simulation Conference 1999: 655-661 | |
1998 | ||
26 | Peter W. Glynn, Shane G. Henderson: Estimation of Stationary Densities for Markov Chains. Winter Simulation Conference 1998: 647-652 | |
25 | Amy R. Ward, Peter W. Glynn, Kathy J. Richardson: Internet service performance failure detection. SIGMETRICS Performance Evaluation Review 26(3): 38-43 (1998) | |
1997 | ||
24 | Halim Damerdji, Shane G. Henderson, Peter W. Glynn: Computational Efficiency Evaluation in Output Analysis. Winter Simulation Conference 1997: 208-215 | |
1996 | ||
23 | Halim Damerdji, Peter W. Glynn, Marvin K. Nakayama, James R. Wilson: Selecting the Best System in Transient Simulations with Variances Known. Winter Simulation Conference 1996: 281-286 | |
22 | Katherine B. Ensor, Peter W. Glynn: Grid-Based Simulation and the Method of Conditional Least Squares. Winter Simulation Conference 1996: 325-331 | |
1995 | ||
21 | Peter W. Glynn: Some New Results on the Initial Transient Problem. Winter Simulation Conference 1995: 165-170 | |
20 | Marcelo J. Torres, Peter W. Glynn: A Set of Extensions to the SIMAN/ARENA Simulation Environment. Winter Simulation Conference 1995: 285-293 | |
19 | Halim Damerdji, Peter W. Glynn: Performance Analysis of Future Event Sets. Winter Simulation Conference 1995: 316-321 | |
18 | Peter W. Glynn: The Interface Between Simulation Output Analysis Research and Practice. Winter Simulation Conference 1995: 346 | |
1994 | ||
17 | Sigrún Andradóttir, James M. Calvin, Peter W. Glynn: Increasing the frequency of regeneration for Markov processes. Winter Simulation Conference 1994: 320-323 | |
16 | Peter W. Glynn, Ward Whitt: Large deviations behavior of counting processes and their inverses. Queueing Syst. 17(1-2): 107-128 (1994) | |
1993 | ||
15 | Victor F. Nicola, Perwez Shahabuddin, Philip Heidelberger, Peter W. Glynn: Fast Simulation of Steady-State Availability in Non-Markovian Highly Dependable Systems. FTCS 1993: 38-47 | |
14 | Peter W. Glynn, Philip Heidelberger, Victor F. Nicola, Perwez Shahabuddin: Efficient estimation of the mean time between failures in non-regenerative dependability models. Winter Simulation Conference 1993: 311-316 | |
1992 | ||
13 | Paul Glasserman, Peter W. Glynn: Gradient estimation for regenerative processes. Winter Simulation Conference 1992: 280-288 | |
12 | Søren Asmussen, Peter W. Glynn, Hermann Thorisson: Stationarity Detection in the Initial Transient Problem. ACM Trans. Model. Comput. Simul. 2(2): 130-157 (1992) | |
11 | Ambuj Goyal, Perwez Shahabuddin, Philip Heidelberger, Victor F. Nicola, Peter W. Glynn: A Unified Framework for Simulating Markovian Models of Highly Dependable Systems. IEEE Trans. Computers 41(1): 36-51 (1992) | |
10 | Peter W. Glynn, Philip Heidelberger: Jackknifing under a Budget Constraint. INFORMS Journal on Computing 4(3): 226-234 (1992) | |
1991 | ||
9 | Peter W. Glynn, Pierre L'Ecuyer, Michel Adès: Gradient estimation for ratios. Winter Simulation Conference 1991: 986-994 | |
8 | Peter W. Glynn, Philip Heidelberger: Analysis of Parallel Replicated Simulations Under a Completion Time Constraint. ACM Trans. Model. Comput. Simul. 1(1): 3-23 (1991) | |
1990 | ||
7 | Peter W. Glynn: Likelihood Ratio Gradient Estimation for Stochastic Systems. Commun. ACM 33(10): 75-84 (1990) | |
1989 | ||
6 | Peter W. Glynn: Likelihood ratio derviative estimators for stochastic systems. Winter Simulation Conference 1989: 374-380 | |
5 | Peter W. Glynn: Optimization of stochastic systems via simulation. Winter Simulation Conference 1989: 90-105 | |
1988 | ||
4 | Bennett L. Fox, Peter W. Glynn: Computing Poisson Probabilities. Commun. ACM 31(4): 440-445 (1988) | |
3 | Peter W. Glynn, Donald L. Iglehart: Simulation Methods for Queues: An Overview. Queueing Syst. 3(3): 221-255 (1988) | |
1986 | ||
2 | Peter W. Glynn, Ward Whitt: A Central-Limit-Theorem Version of L = lambda W. Queueing Syst. 1(2): 191-215 (1986) | |
1 | Peter W. Glynn, Ward Whitt: Sufficient Conditions for Functional-Limit-Theorem Versions of L = lambda W. Queueing Syst. 1(3): 279-287 (1986) |