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Decentralized decision-making in a large team with local information
Rusmevichientong, Paat; Van Roy, Benjamin - In: Games and economic behavior 43 (2003) 2, pp. 266-295
Persistent link: https://www.econbiz.de/10001759629
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Directed principal component analysis
Kao, Yi-hao; Van Roy, Benjamin - In: Operations research 62 (2014) 4, pp. 957-972
Persistent link: https://www.econbiz.de/10010403095
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Simulation algorithms for regenerative processes
Glynn, Peter W. - In: Simulation, (pp. 477-500). 2006
Persistent link: https://www.econbiz.de/10003588034
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Unbiased estimation with square root convergence for SDE models
Rhee, Chang-Han; Glynn, Peter W. - In: Operations research 63 (2015) 5, pp. 1026-1043
Persistent link: https://www.econbiz.de/10011397797
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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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Deterministic and stochastic wireless network games : equilibrium, dynamics, and price of anarchy
Zhou, Zhengyuan; Bambos, Nicholas; Glynn, Peter W. - In: Operations research 66 (2018) 6, pp. 1498-1516
Persistent link: https://www.econbiz.de/10011971649
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Dynamic credit-collections optimization
Chehrazi, Naveed; Glynn, Peter W.; Weber, Thomas A. - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2737-2769
Persistent link: https://www.econbiz.de/10012039876
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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
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Technical note : approximating systems fed by poisson processes with rapidly changing arrival rates
Zheng, Zeyu; Honnappa, Harsha; Glynn, Peter W. - In: Operations research 69 (2021) 5, pp. 1566-1574
Persistent link: https://www.econbiz.de/10012660307
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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