Peter W. Glynn

14편

• Risk‐sensitive Markov decision processes with long‐run CVaR criterion
  pom · 2023 · 인용 10 · Risk and Portfolio Optimization
• Dynamic Credit-Collections Optimization
  ms · 2019 · 인용 29 · Banking stability, regulation, efficiency
• Managing Capacity and Inventory Jointly in Manufacturing Systems
  ms · 2002 · 인용 71 · Advanced Queuing Theory Analysis
• Limit Theory for Performance Modeling of Future Event Set Algorithms
  ms · 1998 · 인용 5 · Optimization and Search Problems
• A Batch Means Methodology for Estimation of a Nonlinear Function of a Steady-State Mean
  ms · 1997 · 인용 38 · Advanced Statistical Process Monitoring
• Trading Securities Using Trailing Stops
  ms · 1995 · 인용 30 · Stochastic processes and financial applications
• Note: On the Value of Function Evaluation Location Information in Monte Carlo Simulation
  ms · 1995 · 인용 1 · Statistical Methods and Inference
• Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State
  ms · 1994 · 인용 106 · Advanced Queuing Theory Analysis
• Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State
  ms · 1994 · 인용 91 · Advanced Queuing Theory Analysis
• Notes: Conditions for the Applicability of the Regenerative Method
  ms · 1993 · 인용 43 · Simulation Techniques and Applications
• Experiments with Initial Transient Deletion for Parallel, Replicated Steady-State Simulations
  ms · 1992 · 인용 26 · Simulation Techniques and Applications
• Note—Pathwise Convexity and its Relation to Convergence of Time-Average Derivatives
  ms · 1992 · 인용 7 · Advanced Queuing Theory Analysis
• Importance Sampling for Stochastic Simulations
  ms · 1989 · 인용 652 · Simulation Techniques and Applications
• Simulating Discounted Costs
  ms · 1989 · 인용 34 · Stochastic processes and financial applications