Peter W. Glynn

40 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-1370-6638

Department of Management Science and Engineering, Stanford University, Stanford, California 94305

Publications

• Asymptotic Product-Form Steady State for Generalized Jackson Networks in Multiscale Heavy Traffic — Operations Research 2026
• Minimax Optimal Estimation of Stability Under Distribution Shift — Operations Research 2026
• Technical Note–Stability of a Queue Fed by Scheduled Traffic at Critical Loading — Operations Research 2025
• The Fragility of Optimized Bandit Algorithms — Operations Research 2025
• Risk-sensitive Markov decision processes with long-run CVaR criterion — Production and Operations Management 2023
• Simulation-Based Prediction — Operations Research 2023
• Robust Power Management via Learning and Game Design — Operations Research 2021
• Technical Note—Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates — Operations Research 2021
• Computing Sensitivities for Distortion Risk Measures — INFORMS Journal on Computing 2021
• Technical Note—Central Limit Theorems for Estimated Functions at Estimated Points — Operations Research 2020
• Dynamic Credit-Collections Optimization — Management Science 2019
• Deterministic and Stochastic Wireless Network Games: Equilibrium, Dynamics, and Price of Anarchy — Operations Research 2018
• Unbiased Estimation with Square Root Convergence for SDE Models — Operations Research 2015
• Consistency of Multidimensional Convex Regression — Operations Research 2012
• A Nonparametric Approach to Multiproduct Pricing — Operations Research 2006
• Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals — Econometrica 2004
• Interaction Value Analysis: When Structured Communication Benefits Organizations — Organization Science 2003
• Additional Perspectives on Simulation for Optimization — INFORMS Journal on Computing 2002
• Managing Capacity and Inventory Jointly in Manufacturing Systems — Management Science 2002
• Multivariate Standardized Time Series for Steady-State Simulation Output Analysis — Operations Research 2001
• On the Asymptotic Optimality of the SPT Rule for the Flow Shop Average Completion Time Problem — Operations Research 2000
• Derandomizing Variance Estimators — Operations Research 1999
• Limit Theory for Performance Modeling of Future Event Set Algorithms — Management Science 1998
• A Batch Means Methodology for Estimation of a Nonlinear Function of a Steady-State Mean — Management Science 1997
• Trading Securities Using Trailing Stops — Management Science 1995
• Note: On the Value of Function Evaluation Location Information in Monte Carlo Simulation — Management Science 1995
• Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State — Management Science 1994
• Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State — Management Science 1994
• Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems — Operations Research 1994
• Estimating Customer and Time Averages — Operations Research 1993
• Notes: Conditions for the Applicability of the Regenerative Method — Management Science 1993
• The Asymptotic Efficiency of Simulation Estimators — Operations Research 1992
• Note—Pathwise Convexity and its Relation to Convergence of Time-Average Derivatives — Management Science 1992
• Jackknifing under a Budget Constraint — ORSA Journal on Computing 1992
• Experiments with Initial Transient Deletion for Parallel, Replicated Steady-State Simulations — Management Science 1992
• Bias Properties of Budget Constrained Simulations — Operations Research 1990
• Simulating Discounted Costs — Management Science 1989
• Extensions of the Queueing RelationsL= λWandH= λG — Operations Research 1989
• Indirect Estimation ViaL= λW — Operations Research 1989
• Importance Sampling for Stochastic Simulations — Management Science 1989