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Upper bounds on Poisson tail probabilities
Glynn, Peter W. - In: Operations research letters 6 (1987) 1, pp. 9-14
Persistent link: https://www.econbiz.de/10001038018
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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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A posteriori error bounds for truncated Markov chain linear systems arising from first transition analysis
Infanger, Alex; Glynn, Peter W. - In: Operations research letters : a journal of INFORMS … 54 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10015049292