Glynn Peter W.

Peter W. Glynn

Information about the author Peter W. Glynn will soon be added to the site.
Found 37 papers in total
The asymptotic efficiency of simulation estimators
The asymptotic efficiency of simulation estimators
1992
A decision-theoretic framework is proposed for evaluating the efficiency of simulation...
Estimating the asymptotic variance with batch means
Estimating the asymptotic variance with batch means
1991
The authors show that there is no batch-means estimation procedure for consistently...
Analysis of initial transient deletion for replicated steady-state simulations
Analysis of initial transient deletion for replicated steady-state simulations
1991
Consider the method of independent replications with initial transient deletion for...
Simulating discounted costs
Simulating discounted costs
1989
The authors numerically estimate, via simulation, the expected infinite-horizon...
Importance sampling for stochastic simulations
Importance sampling for stochastic simulations
1989
Importance sampling is one of the classical variance reduction techniques for...
Bias properties of budget constrained simulations
Bias properties of budget constrained simulations
1990
This paper addresses the bias characteristics of estimators produced from Monte Carlo...
Simulation output analysis using standardized time series
Simulation output analysis using standardized time series
1990
The method of standardized time series (STS) was proposed by Schruben as an approach...
Parallel processors for planning under uncertainty
Parallel processors for planning under uncertainty
1990
The present goal is to demonstrate for an important class of multistage stochastic...
The optimal linear combination of control variates in the presence of asymptotically negligible bias
The optimal linear combination of control variates in the presence of asymptotically negligible bias
1989
The optimal linear combination of control variates is well known when the controls are...
Extensions of the queueing relations L=λàW and H=λG.
Extensions of the queueing relations L=λàW and H=λG.
1989
This paper extends the fundamental queueing relations L=λW and H=λG that...
Indirect estimation via L=λàW.
Indirect estimation via L=λàW.
1989
For a large class of queueing systems, Little’s law (L=λµ W ) helps...
Ordinary CLT and WLLN versions of L=λW
Ordinary CLT and WLLN versions of L=λW
1988
The familiar queueing principle expressed by the formula L = λW (Little’s...
An LIL version of L=λW
An LIL version of L=λW
1988
This paper establishes a law-of-the-iterated-logarithm (LIL) version of the...
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