746 results on '"Peter W. Glynn"'
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102. On Transience and Recurrence in Irreducible Finite-State Stochastic Systems.
103. Affine Point Processes: Approximation and Efficient Simulation.
104. Simulation-based Computation of the Workload Correlation Function in a Lévy-driven Queue.
105. Rare Event Simulation for a Generalized Hawkes Process.
106. New Estimators for Parallel Steady-state Simulations.
107. Efficient Rare Event Simulation of Continuous Time Markovian Perpetuities.
108. A large deviations view of asymptotic efficiency for simulation estimators.
109. Monte carlo simulation of diffusions.
110. Efficient suboptimal rare-event simulation.
111. Simulation-based response surface computation in the presence of monotonicity.
112. On an initial transient deletion rule with rigorous theoretical support.
113. Shannon Meets Lyapunov: Connections between Information Theory and Dynamical Systems.
114. Distributed power and admission control for time varying wireless networks.
115. A Large Deviations Perspective on Ordinal Optimization.
116. Exact estimation for Markov chain equilibrium expectations.
117. Mirror descent in non-convex stochastic programming.
118. Optimal link adaptation in wideband CDMA systems.
119. Wireless link adaptation policies: QoS for deadline constrained traffic with imperfect channel estimates.
120. Difficult queuing simulation problems: rare-event simulation for infinite server queues.
121. Recent advances in simulation optimization: confidence regions for stochastic approximation algorithms.
122. Asymptotic Simulation Efficiency Based on Large Deviations.
123. Limit Theorems for Simulation-Based Optimization via Random Search.
124. On the Dynamics of Semimartingales with Two Reflecting Barriers.
125. Simulation-based confidence bounds for two-stage stochastic programs.
126. Large deviations for the empirical mean of an M/M/1 queue.
127. Zero-Variance Importance Sampling Estimators for Markov Process Expectations.
128. On the convergence of the spectrum of finite order approximations of stationary time series.
129. Steady state simulation analysis: importance sampling using the semi-regenerative method.
130. Constrained Monte Carlo and the method of control variates.
131. Simulation in optimization and optimization in simulation: a markov chain perspective on adaptive Monte Carlo algorithms.
132. Dynamic Voltage Scaling and Power Management for Portable Systems.
133. Consistency of Multidimensional Convex Regression.
134. On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling.
135. Fractional Brownian Motion with H < 1/2 as a Limit of Scheduled Traffic.
136. Guest Editors' Introduction to Special Issue Honoring Donald L. Iglehart.
137. Kernel-Based Reinforcement Learning in Average-Cost Problems: An Application to Optimal Portfolio Choice.
138. Energy efficient design of portable wireless systems.
139. Dynamic power management for portable systems.
140. The stochastic counterpart of conservation laws with heterogeneous conductivity fields: Application to deterministic problems and uncertainty quantification.
141. A Complementarity Framework for Forward Contracting Under Uncertainty.
142. Uniform approximations for the M/G/1 queue with subexponential processing times.
143. On the dynamics of a finite buffer queue conditioned on the amount of loss.
144. Wide-sense regeneration for Harris recurrent Markov processes: an open problem.
145. Asymptotic robustness of estimators in rare-event simulation.
146. The development and deployment of a model for hospital-level COVID-19 associated patient demand intervals from consistent estimators (DICE)
147. Experimental evidence of minimal effects on octocoral hosts caused by the introduced ophiuroid Ophiothela mirabilis
148. Computing the distribution function of a conditional expectation via Monte Carlo: discrete conditioning spaces.
149. Can the regenerative method be applied to discrete-event simulation?
150. On the small-sample optimality of multiple-regeneration estimators.
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