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Stochastic optimization by simulation : convergence proofs for the GI/G/1 queue in steady-state
L'Ecuyer, Pierre
- In:
Management science : journal of the Institute for …
40
(
1994
)
11
,
pp. 1562-1578
Persistent link: https://www.econbiz.de/10001176000
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2
Estimation of continuous-time Markov processes sampled at random time intervals
Duffie, Darrell
;
Glynn, Peter W.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
6
,
pp. 1773-1808
Persistent link: https://www.econbiz.de/10002435480
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3
Asymptotic validity of batch means steady-state confidence intervals
Glynn, Peter W.
;
Lim, Eunji
- In:
Advancing the frontiers of simulation : a Festschrift …
,
(pp. 87-104)
.
2009
Persistent link: https://www.econbiz.de/10003918941
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4
Likelihood robust optimization for data-driven problems
Wang, Zizhuo
;
Glynn, Peter W.
;
Ye, Yinyu
- In:
Computational Management Science : CMS
13
(
2016
)
2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10011669265
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5
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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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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7
Risk-sensitive Markov decision processes with long-run CVaR criterion
Xia, Li
;
Zhang, Luyao
;
Glynn, Peter W.
- In:
Production and operations management : the flagship …
32
(
2023
)
12
,
pp. 4049-4067
Persistent link: https://www.econbiz.de/10014441486
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8
Simulation-based prediction
Lim, Eunji
;
Glynn, Peter W.
- In:
Operations research
71
(
2023
)
1
,
pp. 47-60
Persistent link: https://www.econbiz.de/10014308246
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9
Surgical scheduling via optimization and machine learning with long-tailed data
Shi, Yuan
;
Mahdian, Saied
;
Blanchet, Jose
;
Glynn, Peter W.
- In:
Health care management science : a new journal serving …
26
(
2023
)
4
,
pp. 692-718
Persistent link: https://www.econbiz.de/10015079823
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