# Peter W. Glynn

Professor

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## Papers470 papers

On the convergence of mirror descent beyond stochastic convex programming

Why more comparative approaches are required in time-series analyses of coral reef ecosystems

Smoothed Variable Sample-size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs.

City-scale decarbonization experiments with integrated energy systems

Multivariate Distributionally Robust Convex Regression under Absolute Error Loss

**1**|EI|Bibtex

Dynamic Credit-Collections Optimization.

Benthic ctenophore (Order Platyctenida) reproduction, recruitment, and seasonality in south Florida

Estimation and Inference for Non-Stationary Arrival Models with a Linear Trend.

On Sampling Rates in Simulation-Based Recursions.

A Fixed Point Theorem for Iterative Random Contraction Operators over Banach Spaces.

Distributed Asynchronous Optimization with Unbounded Delays: How Slow Can You Go?

A c/μ-Rule for Service Resource Allocation in Group-Server Queues.

State of corals and coral reefs of the Galápagos Islands (Ecuador): Past, present and future.

Antipredatory escape behaviors of two benthic ctenophores in South Florida.

Learning in Games with Lossy Feedback.

Deterministic and Stochastic Wireless Network Games: Equilibrium, Dynamics, and Price of Anarchy.

Constructing simulation output Intervals under input uncertainty via Data sectioning.

On Sampling Rates in Simulation-Based Recursions.

Approximating Performance Measures for Slowly Changing Non-stationary Markov Chains

**1**|Bibtex

On the convergence of mirror descent beyond stochastic convex programming.

Multi-agent Online Learning with Asynchronous Feedback Loss

A flexible temporal velocity model for fast contaminant transport simulations in porous media

**1**|Bibtex

Benthic ctenophores (Platyctenida: Coeloplanidae) in South Florida: predator–prey interactions

**1**|Bibtex

Affine Jump-Diffusions: Stochastic Stability and Limit Theorems

**3**|Bibtex

Quantifying flow uncertainty in heterogeneous porous media using random walk simulations

Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates

Mirror descent in non-convex stochastic programming.

An equilibrium analysis of a discrete-time Markovian queue with endogenous abandonments.

Improving predictions of pediatric surgical durations with supervised learning.

Stochastic Mirror Descent in Variationally Coherent Optimization Problems.

Countering Feedback Delays in Multi-Agent Learning.

On preemptive-repeat LIFO queues.

Stable Power Control in Wireless Networks via Dual Averaging.

Mirror descent learning in continuous games.

On the estimation of the mean time to failure by simulation.

On the asymptotic analysis of quantile sensitivity estimation by Monte Carlo simulation.

Fitting continuous piecewise linear poisson intensities via maximum likelihood and least squares.

**3**|Bibtex

Likelihood Ratio Gradient Estimation for Steady-State Parameters

**1**|Bibtex

On Gaussian Limits and Large Deviations for Queues Fed by High Intensity Randomly Scattered Traffic

Delayed Mirror Descent in Continuous Games

A CLT for infinitely stratified estimators, with applications to debiased MLMC

Countering Feedback Delays in Multi-Agent Learning.

Power control in wireless networks via dual averaging

Computing Bayesian Means Using Simulation

Computing Bayesian Means Using Simulation.

A Generalized Fundamental Matrix for Computing Fundamental Quantities of Markov Systems.

Seasonal Variability in Calorimetric Energy Content of Two Caribbean Mesophotic Corals.

Dynamics on Linear Influence Network Games Under Stochastic Environments.

On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods.

Extensions of the regenerative method to new functionals.

Exact simulation vs exact estimation.

Detecting Inaccurate Predictions of Pediatric Surgical Durations.

Repeated games for power control in wireless communications: Equilibrium and regret.

Seasonal Variability in Calorimetric Energy Content of Two Caribbean Mesophotic Corals.

Analysis of a stochastic approximation algorithm for computing quasi-stationary distributions

Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach

Coral reef recovery in the Galápagos Islands: the northernmost islands (Darwin and Wenman)

Affine Point Processes: Approximation and Efficient Simulation

Unbiased Estimation with Square Root Convergence for SDE Models

Guest Editors’ Introduction to Special Issue Honoring Donald L. Iglehart

Unbiased monte carlo computation of smooth functions of expectations via Taylor expansions.

Unbiased Monte Carlo for optimization and functions of expectations via multi-level randomization.

An empirical algorithm for relative value iteration for average-cost MDPs.

Selecting the best system, large deviations, and multi-armed bandits

On the Limiting Ratio of Current Age to Total Life for Null Recurrent Renewal Processes

Eastern Pacific reef fish responses to coral recovery following El Niño disturbances

**3**|Bibtex

Galápagos coral reef persistence after ENSO warming across an acidification gradient

Exact estimation for Markov chain equilibrium expectations

Simulation-based confidence bounds for two-stage stochastic programs.

Shape-constrained Estimation of Value Functions.

Asymptotic Simulation Efficiency Based on Large Deviations

Zero-Variance Importance Sampling Estimators for Markov Process Expectations.