On the convergence of mirror descent beyond stochastic convex programming
- Zhengyuan Zhou
- Panayotis Mertikopoulos
- et al.
- 2020
- SIOPT
Publications
13 results for Peter W. Glynn
On sampling rates in simulation-based recursions
- Raghu Pasupathy
- Peter W. Glynn
- et al.
- 2018
- SIOPT
On transience and recurrence in irreducible finite-state stochastic systems
- Peter W. Glynn
- Peter J. Haas
- 2015
- ACM TOMACS
Perwez Shahabuddin, 1962 - 2005: A professional appreciation
- Sigrún Andradóttir
- Paul Glasserman
- et al.
- 2007
- ACM TOMACS
Laws of large numbers and functional central limit theorems for generalized semi-Markov processes
- Peter W. Glynn
- Peter J. Haas
- 2006
- Stochastic Models
On Functional Central Limit Theorems for Semi-Markov and Related Processes
- Peter W. Glynn
- Peter J. Haas
- 2004
- Commun Stat Theory Methods
Optimal control of parallel queues with batch service
- Cathy H. Xia
- George Michailidis
- et al.
- 2002
- Probab. Eng. Inf. Sci.
On the asymptotic optimality of the SPT rule for the flow shop average completion time problem
- Cathy H. Xia
- J. George Shanthikumar
- et al.
- 2000
- Operations Research
Likelihood ratio sensitivity analysis for Markovian models of highly dependable systems
- Marvin K. Nakayama
- Ambuj Goyal
- et al.
- 1994
- Operations Research
Fast simulation of steady-state availability in non-Markovian highly dependable systems
- Victor Nicola
- P. Shahabuddin
- et al.
- 1993
- FTCS 1993