Peter W. Glynn

ORCID

Publication Activity (10 Years)

Years Active: 1982-2024
Publications (10 Years): 87

Top Venues

CoRR

WSC

Queueing Syst. Theory Appl.

Oper. Res.

Publications

Guanyang Wang, Jose H. Blanchet, Peter W. Glynn
When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones? CoRR (2024)
Shengbo Wang, José H. Blanchet, Peter W. Glynn
Optimal Sample Complexity for Average Reward Markov Decision Processes. ICLR (2024)
Yanlin Qu, Jose H. Blanchet, Peter W. Glynn
Deep Learning for Computing Convergence Rates of Markov Chains. CoRR (2024)
Ziwei Su, Raghu Pasupathy, Yingchieh Yeh, Peter W. Glynn
Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation. ACM Trans. Model. Comput. Simul. 34 (2) (2024)
Saied Mahdian, Peter W. Glynn, Yuanyuan Liu
A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson's Equation. CoRR (2024)
Alex Infanger, Peter W. Glynn
A posteriori error bounds for truncated Markov chain linear systems arising from first transition analysis. Oper. Res. Lett. 54 (2024)
Ziwei Su, Raghu Pasupathy, Yingchieh Yeh, Peter W. Glynn
Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation. CoRR (2023)
Eunji Lim, Peter W. Glynn
Simulation-Based Prediction. Oper. Res. 71 (1) (2023)
Victor F. Araman, Peter W. Glynn
Gaussian limits for scheduled traffic with super-heavy tailed perturbations. Queueing Syst. Theory Appl. 105 (1) (2023)
Li Xia, Zhihui Yu, Peter W. Glynn
On the Maximization of Long-Run Reward CVaR for Markov Decision Processes. CoRR (2023)
Shengbo Wang, Jose Blanchet, Peter W. Glynn
Optimal Sample Complexity of Reinforcement Learning for Uniformly Ergodic Discounted Markov Decision Processes. CoRR (2023)
Shengbo Wang, Jose H. Blanchet, Peter W. Glynn
Optimal Sample Complexity for Average Reward Markov Decision Processes. CoRR (2023)
Peter W. Glynn, Zeyu Zheng
Cosimla with General Regeneration Set to Compute Markov Chain Stationary Expectations. WSC (2023)
Jin Xie, Teng Zhang, Jose H. Blanchet, Peter W. Glynn, Matthew Randolph, David Scheinker
The Design and Implementation of a Broadly Applicable Algorithm for Optimizing Intra-Day Surgical Scheduling. CoRR (2022)
Li Xia, Peter W. Glynn
Risk-Sensitive Markov Decision Processes with Long-Run CVaR Criterion. CoRR (2022)
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Peter W. Glynn, Yinyu Ye
Distributed Stochastic Optimization with Large Delays. Math. Oper. Res. 47 (3) (2022)
Alex Infanger, Peter W. Glynn
On Convergence of a Truncation Scheme for Approximating Stationary Distributions of Continuous State Space Markov Chains and Processes. CoRR (2022)
Alex Infanger, Peter W. Glynn, Yuanyuan Liu
On Convergence of General Truncation-Augmentation Schemes for Approximating Stationary Distributions of Markov Chains. CoRR (2022)
Alex Infanger, Peter W. Glynn
A New Truncation Algorithm for Markov Chain Equilibrium Distributions with Computable Error Bounds. CoRR (2022)
Hongseok Namkoong, Yuanzhe Ma, Peter W. Glynn
Minimax Optimal Estimation of Stability Under Distribution Shift. CoRR (2022)
Peter W. Glynn
Queueing theory: past, present, and future. Queueing Syst. Theory Appl. 100 (3-4) (2022)
Yuan Shi, Saied Mahdian, Jose H. Blanchet, Peter W. Glynn, Andrew Young Shin, David Scheinker
Surgical Scheduling via Optimization and Machine Learning with Long-Tailed Data. CoRR (2022)
Zeyu Zheng, Alex Infanger, Peter W. Glynn
Combining Numerical Linear Algebra with Simulation to Compute Stationary Distributions. WSC (2022)
Lin Fan, Peter W. Glynn
The Typical Behavior of Bandit Algorithms. CoRR (2022)
Victor F. Araman, Hong Chen, Peter W. Glynn, Li Xia
On a single server queue fed by scheduled traffic with Pareto perturbations. Queueing Syst. Theory Appl. 100 (1-2) (2022)
Zeyu Zheng, Harsha Honnappa, Peter W. Glynn
Technical Note - Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates. Oper. Res. 69 (5) (2021)
Peter W. Glynn, Zeyu Zheng
Efficient Computation for Stratified Splitting. WSC (2021)
Carson Kent, Jiajin Li, José H. Blanchet, Peter W. Glynn
Modified Frank Wolfe in Probability Space. NeurIPS (2021)
John C. Duchi, Peter W. Glynn, Hongseok Namkoong
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach. Math. Oper. Res. 46 (3) (2021)
Zhengyuan Zhou, Panayotis Mertikopoulos, Aris L. Moustakas, Nicholas Bambos, Peter W. Glynn
Robust Power Management via Learning and Game Design. Oper. Res. 69 (1) (2021)
Lin Fan, Peter W. Glynn
The Fragility of Optimized Bandit Algorithms. CoRR (2021)
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Peter W. Glynn, Yinyu Ye
Distributed stochastic optimization with large delays. CoRR (2021)
Peter W. Glynn, Yijie Peng, Michael C. Fu, Jian-Qiang Hu
Computing Sensitivities for Distortion Risk Measures. INFORMS J. Comput. 33 (4) (2021)
Lin Fan, Peter W. Glynn
Diffusion Approximations for Thompson Sampling. CoRR (2021)
Jacques de Chalendar, Peter W. Glynn
On Incorporating Forecasts into Linear State Space Model Markov Decision Processes. CoRR (2021)
Zhengqing Zhou, Qinxun Bai, Zhengyuan Zhou, Linhai Qiu, Jose H. Blanchet, Peter W. Glynn
Finite-Sample Regret Bound for Distributionally Robust Offline Tabular Reinforcement Learning. AISTATS (2021)
Saied Mahdian, Jose H. Blanchet, Peter W. Glynn
A Class of Optimal Transport Regularized Formulations with Applications to Wasserstein GANs. WSC (2020)
Peter W. Glynn, Lin Fan, Michael C. Fu, Jian-Qiang Hu, Yijie Peng
Technical Note - Central Limit Theorems for Estimated Functions at Estimated Points. Oper. Res. 68 (5) (2020)
Shubhada Agrawal, Sandeep Juneja, Peter W. Glynn
Optimal $δ$-Correct Best-Arm Selection for Heavy-Tailed Distributions. ALT (2020)
Yanjun Han, Zhengqing Zhou, Zhengyuan Zhou, Jose H. Blanchet, Peter W. Glynn, Yinyu Ye
Sequential Batch Learning in Finite-Action Linear Contextual Bandits. CoRR (2020)
Jingxu Xu, Zeyu Zheng, Peter W. Glynn
Joint Resource Allocation for Input Data Collection and Simulation. WSC (2020)
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Stephen P. Boyd, Peter W. Glynn
On the Convergence of Mirror Descent beyond Stochastic Convex Programming. SIAM J. Optim. 30 (1) (2020)
Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin
Comparing Regenerative-Simulation-Based Estimators of the Distribution of the Hitting Time to a Rarely Visited Set. WSC (2020)
Peter W. Glynn, Ramesh Johari, Mohammad Rasouli
Adaptive Experimental Design with Temporal Interference: A Maximum Likelihood Approach. NeurIPS (2020)
Casey Chu, Jose H. Blanchet, Peter W. Glynn
Probability Functional Descent: A Unifying Perspective on GANs, Variational Inference, and Reinforcement Learning. ICML (2019)
Jacques de Chalendar, Peter W. Glynn, Sally Benson
Experimental Investigation of a Capacity-Based Demand Response Mechanism for District-Scale Applications. HICSS (2019)
Naveed Chehrazi, Peter W. Glynn, Thomas A. Weber
Dynamic Credit-Collections Optimization. Manag. Sci. 65 (6) (2019)
Casey Chu, Jose H. Blanchet, Peter W. Glynn
Probability Functional Descent: A Unifying Perspective on GANs, Variational Inference, and Reinforcement Learning. CoRR (2019)
Peter W. Glynn, Zeyu Zheng
Estimation and Inference for Non-Stationary Arrival Models with a Linear Trend. WSC (2019)
Shubhada Agrawal, Sandeep Juneja, Peter W. Glynn
Optimal best arm selection for general distributions. CoRR (2019)
Saied Mahdian, Jose H. Blanchet, Peter W. Glynn
Optimal Transport Relaxations with Application to Wasserstein GANs. CoRR (2019)
Peter W. Glynn, Rob J. Wang
On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process. Queueing Syst. Theory Appl. 91 (1-2) (2019)
Jose H. Blanchet, Peter W. Glynn, Jun Yan, Zhengqing Zhou
Multivariate Distributionally Robust Convex Regression under Absolute Error Loss. NeurIPS (2019)
Amir H. Delgoshaie, Peter W. Glynn, Patrick Jenny, Hamdi A. Tchelepi
The stochastic counterpart of conservation laws with heterogeneous conductivity fields: Application to deterministic problems and uncertainty quantification. J. Comput. Phys. X 2 (2019)
Jing Dong, Peter W. Glynn
The Asymptotic Validity of Sequential Stopping Rules for Confidence Interval Construction Using Standardized Time Series. WSC (2019)
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Peter W. Glynn, Yinyu Ye, Li-Jia Li, Li Fei-Fei
Distributed Asynchronous Optimization with Unbounded Delays: How Slow Can You Go? ICML (2018)
Li Xia, Zhe George Zhang, Quan-Lin Li, Peter W. Glynn
A c/μ-Rule for Service Resource Allocation in Group-Server Queues. CoRR (2018)
Zhengyuan Zhou, Nicholas Bambos, Peter W. Glynn
Deterministic and Stochastic Wireless Network Games: Equilibrium, Dynamics, and Price of Anarchy. Oper. Res. 66 (6) (2018)
Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin
Using Regenerative simulation to Calibrate exponential Approximations to Risk Measures of Hitting times to rarely Visited Sets. WSC (2018)
Abhishek K. Gupta, Rahul Jain, Peter W. Glynn
A Fixed Point Theorem for Iterative Random Contraction Operators over Banach Spaces. CoRR (2018)
Peter W. Glynn, Henry Lam
Constructing simulation output Intervals under input uncertainty via Data sectioning. WSC (2018)
Zhengyuan Zhou, Panayotis Mertikopoulos, Susan Athey, Nicholas Bambos, Peter W. Glynn, Yinyu Ye
Learning in Games with Lossy Feedback. NeurIPS (2018)
Peter W. Glynn, Rob J. Wang
On the rate of convergence to equilibrium for reflected Brownian motion. Queueing Syst. Theory Appl. 89 (1-2) (2018)
Mansur Arief, Peter W. Glynn, Ding Zhao
An Accelerated Approach to Safely and Efficiently Test Pre-produced Autonomous Vehicles on Public Streets. CoRR (2018)
Raghu Pasupathy, Peter W. Glynn, Soumyadip Ghosh, Fatemeh Sadat Hashemi
On Sampling Rates in Simulation-Based Recursions. SIAM J. Optim. 28 (1) (2018)
Mansur Arief, Peter W. Glynn, Ding Zhao
An Accelerated Approach to Safely and Efficiently Test Pre-Production Autonomous Vehicles on Public Streets. ITSC (2018)
Baris Ata, Peter W. Glynn, Xiaoshan Peng
An equilibrium analysis of a discrete-time Markovian queue with endogenous abandonments. Queueing Syst. Theory Appl. 86 (1-2) (2017)
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Stephen P. Boyd, Peter W. Glynn
Mirror descent in non-convex stochastic programming. CoRR (2017)
Neal Master, Zhengyuan Zhou, Daniel Miller, David Scheinker, Nicholas Bambos, Peter W. Glynn
Improving predictions of pediatric surgical durations with supervised learning. Int. J. Data Sci. Anal. 4 (1) (2017)
Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin
On the estimation of the mean time to failure by simulation. WSC (2017)
Zhengyuan Zhou, Panayotis Mertikopoulos, Aris L. Moustakas, Saied Mehdian, Nicholas Bambos, Peter W. Glynn
Stable Power Control in Wireless Networks via Dual Averaging. GLOBECOM (2017)
Søren Asmussen, Peter W. Glynn
On preemptive-repeat LIFO queues. Queueing Syst. Theory Appl. 87 (1-2) (2017)
Zhengyuan Zhou, Panayotis Mertikopoulos, Aris L. Moustakas, Nicholas Bambos, Peter W. Glynn
Mirror descent learning in continuous games. CDC (2017)
Zeyu Zheng, Peter W. Glynn
Fitting continuous piecewise linear poisson intensities via maximum likelihood and least squares. WSC (2017)
Yijie Peng, Michael C. Fu, Peter W. Glynn, Jianqiang Hu
On the asymptotic analysis of quantile sensitivity estimation by Monte Carlo simulation. WSC (2017)
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Peter W. Glynn, Claire J. Tomlin
Countering Feedback Delays in Multi-Agent Learning. NIPS (2017)
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Stephen P. Boyd, Peter W. Glynn
Stochastic Mirror Descent in Variationally Coherent Optimization Problems. NIPS (2017)
Zeyu Zheng, Peter W. Glynn
Extensions of the regenerative method to new functionals. WSC (2016)
Zhengyuan Zhou, Nicholas Bambos, Peter W. Glynn
Dynamics on Linear Influence Network Games Under Stochastic Environments. GameSec (2016)
Sigrún Andradóttir, Peter W. Glynn
Computing Bayesian Means Using Simulation. ACM Trans. Model. Comput. Simul. 26 (2) (2016)
Zhengyuan Zhou, Daniel Miller, Nicholas Bambos, Peter W. Glynn
A Stochastic Stability Characterization of the Foschini-Miljanic Algorithm in Random Wireless Networks. GLOBECOM (2016)
Zizhuo Wang, Peter W. Glynn, Yinyu Ye
Likelihood robust optimization for data-driven problems. Comput. Manag. Sci. 13 (2) (2016)
Zhengyuan Zhou, Daniel Miller, Neal Master, David Scheinker, Nicholas Bambos, Peter W. Glynn
Detecting Inaccurate Predictions of Pediatric Surgical Durations. DSAA (2016)
Zhengyuan Zhou, Peter W. Glynn, Nicholas Bambos
Repeated games for power control in wireless communications: Equilibrium and regret. CDC (2016)
Peter W. Glynn
Exact simulation vs exact estimation. WSC (2016)
Rob J. Wang, Peter W. Glynn
On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods. ACM Trans. Model. Comput. Simul. 27 (1) (2016)
Li Xia, Peter W. Glynn
A Generalized Fundamental Matrix for Computing Fundamental Quantities of Markov Systems. CoRR (2016)
Abhishek Gupta, Rahul Jain, Peter W. Glynn
An empirical algorithm for relative value iteration for average-cost MDPs. CDC (2015)
Peter W. Glynn, Peter J. Haas
On Transience and Recurrence in Irreducible Finite-State Stochastic Systems. ACM Trans. Model. Comput. Simul. 25 (4) (2015)
Xiaowei Zhang, Jose H. Blanchet, Kay Giesecke, Peter W. Glynn
Affine Point Processes: Approximation and Efficient Simulation. Math. Oper. Res. 40 (4) (2015)
Peter W. Glynn, Peter J. Haas
Guest Editors' Introduction to Special Issue Honoring Donald L. Iglehart. ACM Trans. Model. Comput. Simul. 25 (4) (2015)
Jose H. Blanchet, Peter W. Glynn
Unbiased Monte Carlo for optimization and functions of expectations via multi-level randomization. WSC (2015)
Jose H. Blanchet, Nan Chen, Peter W. Glynn
Unbiased monte carlo computation of smooth functions of expectations via Taylor expansions. WSC (2015)
Chang-han Rhee, Peter W. Glynn
Unbiased Estimation with Square Root Convergence for SDE Models. Oper. Res. 63 (5) (2015)
Peter W. Glynn, Chang-han Rhee
Exact estimation for Markov chain equilibrium expectations. J. Appl. Probab. 51 (A) (2014)
Rob J. Wang, Peter W. Glynn
Measuring the initial transient: reflected brownian motion. WSC (2014)
Mohammad Mousavi, Peter W. Glynn
Exact Simulation of Non-stationary Reflected Brownian Motion. CoRR (2013)
Mats Pihlsgård, Peter W. Glynn
On the Dynamics of Semimartingales with Two Reflecting Barriers. J. Appl. Probab. 50 (3) (2013)
Peter W. Glynn, Gerd Infanger
Simulation-based confidence bounds for two-stage stochastic programs. Math. Program. 138 (1-2) (2013)
Peter W. Glynn, Sandeep Juneja
Asymptotic Simulation Efficiency Based on Large Deviations. ACM Trans. Model. Comput. Simul. 23 (3) (2013)

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Publication Activity (10 Years)

Top Topics

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Peter W. Glynn