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Mathematics of operations research
Management Science
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Management science : journal of the Institute for Operations Research and the Management Sciences
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10
Operations research : the journal of the Operations Research Society of America
8
Stochastic Processes and their Applications
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1
The Mean Number-in-System Vector Range for Multiclass Queueing Networks
Eaves, B.Curtis
;
Glynn, Peter W.
;
Rothblum, Uriel G.
- In:
Mathematics of operations research
29
(
2004
)
1
,
pp. 182
Persistent link: https://www.econbiz.de/10006417761
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2
Approximating Martingales for Variance Reduction in Markov Process Simulation
Henderson, Shane G.
;
Glynn, Peter W.
- In:
Mathematics of operations research
27
(
2002
)
2
,
pp. 253-271
Persistent link: https://www.econbiz.de/10006418504
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3
Computing Densities for Markov Chains via Simulation
Henderson, Shane G.
;
Glynn, Peter W.
- In:
Mathematics of operations research
26
(
2001
)
2
,
pp. 375-400
Persistent link: https://www.econbiz.de/10006418864
Saved in:
4
Zero-Variance Importance Sampling Estimators for Markov Process Expectations
Awad, Hernan P.
;
Glynn, Peter W.
;
Rubinstein, Reuven Y.
- In:
Mathematics of operations research
38
(
2013
)
2
,
pp. 358-388
Persistent link: https://www.econbiz.de/10010116426
Saved in:
5
Lyapunov conditions for differentiability of Markov chain expectations
Rhee, Chang-Han
;
Glynn, Peter W.
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2019-2042
Persistent link: https://www.econbiz.de/10014437767
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6
Zero-variance importance sampling estimators for Markov process expectations
Awad, Hernan P.
;
Glynn, Peter W.
;
Rubinstein, Reuven Y.
- In:
Mathematics of operations research
38
(
2013
)
2
,
pp. 358-388
Persistent link: https://www.econbiz.de/10009751518
Saved in:
7
Affine point processes : approximation and efficient simulation
Zhang, Xiaowei
;
Blanchet, Jose
;
Giesecke, Kay
;
Glynn, …
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 797-819
Persistent link: https://www.econbiz.de/10011408901
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8
Statistics of robust optimization : a generalized empirical likelihood approach
Duchi, John C.
;
Glynn, Peter W.
;
Namkoog, Hongseok
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 946-969
Persistent link: https://www.econbiz.de/10012625674
Saved in:
9
Distributed stochastic optimization with large delays
Zhou, Zhengyuan
;
Mertikopoulos, Panayotis
;
Bambos, Nicholas
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2082-2111
Persistent link: https://www.econbiz.de/10013375026
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