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Mathematics of operations research
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Simulation algorithms for regenerative processes
Glynn, Peter W.
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Simulation
,
(pp. 477-500)
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2006
Persistent link: https://www.econbiz.de/10003588034
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Regenerative simulation of response times in networks of queues
Iglehart, Donald L.
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Shedler, Gerald S.
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1980
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Unbiased estimation with square root convergence for SDE models
Rhee, Chang-Han
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Glynn, Peter W.
- In:
Operations research
63
(
2015
)
5
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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
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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
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