Peter W. Glynn

IEEE Trans. Autom. Control., September, 2024

Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation.

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., April, 2024

A posteriori error bounds for truncated Markov chain linear systems arising from first transition analysis.

[BibT_eX]

[DOI]

Oper. Res. Lett., 2024

Online Linear Programming with Batching.

[BibT_eX]

[DOI]

Haoran Xu

Yinyu Ye

CoRR, 2024

Deep Learning for Computing Convergence Rates of Markov Chains.

[BibT_eX]

[DOI]

Yanlin Qu

CoRR, 2024

When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones?

[BibT_eX]

[DOI]

Guanyang Wang

CoRR, 2024

A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson's Equation.

[BibT_eX]

[DOI]

Saied Mahdian

Yuanyuan Liu

CoRR, 2024

Optimal Sample Complexity for Average Reward Markov Decision Processes.

[BibT_eX]

[DOI]

Shengbo Wang

José H. Blanchet

Proceedings of the Twelfth International Conference on Learning Representations, 2024

2023

Gaussian limits for scheduled traffic with super-heavy tailed perturbations.

[BibT_eX]

[DOI]

Victor F. Araman

Queueing Syst. Theory Appl., October, 2023

Simulation-Based Prediction.

[BibT_eX]

[DOI]

Oper. Res., January, 2023

Lyapunov Conditions for Differentiability of Markov Chain Expectations.

[BibT_eX]

[DOI]

Chang-Han Rhee

Math. Oper. Res., 2023

On the Maximization of Long-Run Reward CVaR for Markov Decision Processes.

[BibT_eX]

[DOI]

Li Xia

Zhihui Yu

CoRR, 2023

Optimal Sample Complexity of Reinforcement Learning for Uniformly Ergodic Discounted Markov Decision Processes.

[BibT_eX]

[DOI]

Shengbo Wang

CoRR, 2023

Cosimla with General Regeneration Set to Compute Markov Chain Stationary Expectations.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2023

2022

Queueing theory: past, present, and future.

[BibT_eX]

[DOI]

Queueing Syst. Theory Appl., 2022

On a single server queue fed by scheduled traffic with Pareto perturbations.

[BibT_eX]

[DOI]

Queueing Syst. Theory Appl., 2022

Distributed Stochastic Optimization with Large Delays.

[BibT_eX]

[DOI]

Yinyu Ye

Math. Oper. Res., 2022

Minimax Optimal Estimation of Stability Under Distribution Shift.

[BibT_eX]

[DOI]

Hongseok Namkoong

Yuanzhe Ma

CoRR, 2022

Risk-Sensitive Markov Decision Processes with Long-Run CVaR Criterion.

[BibT_eX]

[DOI]

Li Xia

CoRR, 2022

The Typical Behavior of Bandit Algorithms.

[BibT_eX]

[DOI]

Lin Fan

CoRR, 2022

A New Truncation Algorithm for Markov Chain Equilibrium Distributions with Computable Error Bounds.

[BibT_eX]

[DOI]

CoRR, 2022

On Convergence of a Truncation Scheme for Approximating Stationary Distributions of Continuous State Space Markov Chains and Processes.

[BibT_eX]

[DOI]

CoRR, 2022

On Convergence of General Truncation-Augmentation Schemes for Approximating Stationary Distributions of Markov Chains.

[BibT_eX]

[DOI]

Yuanyuan Liu

CoRR, 2022

The Design and Implementation of a Broadly Applicable Algorithm for Optimizing Intra-Day Surgical Scheduling.

[BibT_eX]

[DOI]

CoRR, 2022

Surgical Scheduling via Optimization and Machine Learning with Long-Tailed Data.

[BibT_eX]

[DOI]

CoRR, 2022

Combining Numerical Linear Algebra with Simulation to Compute Stationary Distributions.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2022

2021

Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach.

[BibT_eX]

[DOI]

John C. Duchi

Hongseok Namkoong

Math. Oper. Res., 2021

Robust Power Management via Learning and Game Design.

[BibT_eX]

[DOI]

Aris L. Moustakas

Oper. Res., 2021

Technical Note - Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates.

[BibT_eX]

[DOI]

Harsha Honnappa

Oper. Res., 2021

Computing Sensitivities for Distortion Risk Measures.

[BibT_eX]

[DOI]

INFORMS J. Comput., 2021

The Fragility of Optimized Bandit Algorithms.

[BibT_eX]

[DOI]

Lin Fan

CoRR, 2021

Diffusion Approximations for Thompson Sampling.

[BibT_eX]

[DOI]

Lin Fan

CoRR, 2021

On Incorporating Forecasts into Linear State Space Model Markov Decision Processes.

[BibT_eX]

[DOI]

Jacques de Chalendar

CoRR, 2021

Efficient Computation for Stratified Splitting.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2021

Modified Frank Wolfe in Probability Space.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

Finite-Sample Regret Bound for Distributionally Robust Offline Tabular Reinforcement Learning.

[BibT_eX]

[DOI]

Proceedings of the 24th International Conference on Artificial Intelligence and Statistics, 2021

2020

On the Convergence of Mirror Descent beyond Stochastic Convex Programming.

[BibT_eX]

[DOI]

SIAM J. Optim., 2020

Technical Note - Central Limit Theorems for Estimated Functions at Estimated Points.

[BibT_eX]

[DOI]

Oper. Res., 2020

Sequential Batch Learning in Finite-Action Linear Contextual Bandits.

[BibT_eX]

[DOI]

CoRR, 2020

Joint Resource Allocation for Input Data Collection and Simulation.

[BibT_eX]

[DOI]

Jingxu Xu

Proceedings of the Winter Simulation Conference, 2020

A Class of Optimal Transport Regularized Formulations with Applications to Wasserstein GANs.

[BibT_eX]

[DOI]

Saied Mahdian

Proceedings of the Winter Simulation Conference, 2020

Comparing Regenerative-Simulation-Based Estimators of the Distribution of the Hitting Time to a Rarely Visited Set.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2020

Adaptive Experimental Design with Temporal Interference: A Maximum Likelihood Approach.

[BibT_eX]

[DOI]

Ramesh Johari

Mohammad Rasouli

Proceedings of the Advances in Neural Information Processing Systems 33: Annual Conference on Neural Information Processing Systems 2020, 2020

Optimal $δ$-Correct Best-Arm Selection for Heavy-Tailed Distributions.

[BibT_eX]

[DOI]

Shubhada Agrawal

Proceedings of the Algorithmic Learning Theory, 2020

2019

On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process.

[BibT_eX]

[DOI]

Queueing Syst. Theory Appl., 2019

Dynamic Credit-Collections Optimization.

[BibT_eX]

[DOI]

Naveed Chehrazi

Thomas A. Weber

Manag. Sci., 2019

The stochastic counterpart of conservation laws with heterogeneous conductivity fields: Application to deterministic problems and uncertainty quantification.

[BibT_eX]

[DOI]

J. Comput. Phys. X, 2019

Optimal best arm selection for general distributions.

[BibT_eX]

[DOI]

Shubhada Agrawal

CoRR, 2019

Optimal Transport Relaxations with Application to Wasserstein GANs.

[BibT_eX]

[DOI]

Saied Mahdian

CoRR, 2019

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

[BibT_eX]

[DOI]

Proceedings of the 2019 Winter Simulation Conference, 2019

The Asymptotic Validity of Sequential Stopping Rules for Confidence Interval Construction Using Standardized Time Series.

[BibT_eX]

[DOI]

Jing Dong

Proceedings of the 2019 Winter Simulation Conference, 2019

Multivariate Distributionally Robust Convex Regression under Absolute Error Loss.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, 2019

Probability Functional Descent: A Unifying Perspective on GANs, Variational Inference, and Reinforcement Learning.

[BibT_eX]

[DOI]

Casey Chu

Proceedings of the 36th International Conference on Machine Learning, 2019

Experimental Investigation of a Capacity-Based Demand Response Mechanism for District-Scale Applications.

[BibT_eX]

[DOI]

Jacques de Chalendar

Sally Benson

Proceedings of the 52nd Hawaii International Conference on System Sciences, 2019

2018

On Sampling Rates in Simulation-Based Recursions.

[BibT_eX]

[DOI]

Raghu Pasupathy

Soumyadip Ghosh

Fatemeh Sadat Hashemi

SIAM J. Optim., 2018

On the rate of convergence to equilibrium for reflected Brownian motion.

[BibT_eX]

[DOI]

Queueing Syst. Theory Appl., 2018

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

[BibT_eX]

[DOI]

Oper. Res., 2018

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

[BibT_eX]

[DOI]

CoRR, 2018

An Accelerated Approach to Safely and Efficiently Test Pre-produced Autonomous Vehicles on Public Streets.

[BibT_eX]

[DOI]

Mansur Arief

Ding Zhao

CoRR, 2018

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

[BibT_eX]

[DOI]

Abhishek K. Gupta

Rahul Jain

CoRR, 2018

Using Regenerative simulation to Calibrate exponential Approximations to Risk Measures of Hitting times to rarely Visited Sets.

[BibT_eX]

[DOI]

Proceedings of the 2018 Winter Simulation Conference, 2018

Constructing simulation output Intervals under input uncertainty via Data sectioning.

[BibT_eX]

[DOI]

Henry Lam

Proceedings of the 2018 Winter Simulation Conference, 2018

Learning in Games with Lossy Feedback.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, 2018

An Accelerated Approach to Safely and Efficiently Test Pre-Production Autonomous Vehicles on Public Streets.

[BibT_eX]

[DOI]

Mansur Arief

Ding Zhao

Proceedings of the 21st International Conference on Intelligent Transportation Systems, 2018

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

[BibT_eX]

[DOI]

Proceedings of the 35th International Conference on Machine Learning, 2018

2017

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

[BibT_eX]

[DOI]

Baris Ata

Xiaoshan Peng

Queueing Syst. Theory Appl., 2017

On preemptive-repeat LIFO queues.

[BibT_eX]

[DOI]

Søren Asmussen

Queueing Syst. Theory Appl., 2017

Improving predictions of pediatric surgical durations with supervised learning.

[BibT_eX]

[DOI]

Int. J. Data Sci. Anal., 2017

Mirror descent in non-convex stochastic programming.

[BibT_eX]

[DOI]

CoRR, 2017

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

[BibT_eX]

[DOI]

Proceedings of the 2017 Winter Simulation Conference, 2017

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

[BibT_eX]

[DOI]

Proceedings of the 2017 Winter Simulation Conference, 2017

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

[BibT_eX]

[DOI]

Proceedings of the 2017 Winter Simulation Conference, 2017

Countering Feedback Delays in Multi-Agent Learning.

[BibT_eX]

[DOI]

Claire J. Tomlin

Proceedings of the Advances in Neural Information Processing Systems 30: Annual Conference on Neural Information Processing Systems 2017, 2017

Stochastic Mirror Descent in Variationally Coherent Optimization Problems.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 30: Annual Conference on Neural Information Processing Systems 2017, 2017

Stable Power Control in Wireless Networks via Dual Averaging.

[BibT_eX]

[DOI]

Proceedings of the 2017 IEEE Global Communications Conference, 2017

Mirror descent learning in continuous games.

[BibT_eX]

[DOI]

Aris L. Moustakas

Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

2016

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

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., 2016

Computing Bayesian Means Using Simulation.

[BibT_eX]

[DOI]

Sigrún Andradóttir

ACM Trans. Model. Comput. Simul., 2016

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

[BibT_eX]

[DOI]

Li Xia

CoRR, 2016

Likelihood robust optimization for data-driven problems.

[BibT_eX]

[DOI]

Zizhuo Wang

Yinyu Ye

Comput. Manag. Sci., 2016

Extensions of the regenerative method to new functionals.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2016

Exact simulation vs exact estimation.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2016

A Stochastic Stability Characterization of the Foschini-Miljanic Algorithm in Random Wireless Networks.

[BibT_eX]

[DOI]

Proceedings of the 2016 IEEE Global Communications Conference, 2016

Dynamics on Linear Influence Network Games Under Stochastic Environments.

[BibT_eX]

[DOI]

Proceedings of the Decision and Game Theory for Security - 7th International Conference, 2016

Detecting Inaccurate Predictions of Pediatric Surgical Durations.

[BibT_eX]

[DOI]

Proceedings of the 2016 IEEE International Conference on Data Science and Advanced Analytics, 2016

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

[BibT_eX]

[DOI]

Proceedings of the 55th IEEE Conference on Decision and Control, 2016

2015

On Transience and Recurrence in Irreducible Finite-State Stochastic Systems.

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., 2015

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

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., 2015

Affine Point Processes: Approximation and Efficient Simulation.

[BibT_eX]

[DOI]

Math. Oper. Res., 2015

Unbiased Estimation with Square Root Convergence for SDE Models.

[BibT_eX]

[DOI]

Chang-han Rhee

Oper. Res., 2015

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

[BibT_eX]

[DOI]

Proceedings of the 2015 Winter Simulation Conference, 2015

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

[BibT_eX]

[DOI]

Nan Chen

Proceedings of the 2015 Winter Simulation Conference, 2015

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

[BibT_eX]

[DOI]

Abhishek Gupta

Rahul Jain

Proceedings of the 54th IEEE Conference on Decision and Control, 2015

2014

Exact estimation for Markov chain equilibrium expectations.

[BibT_eX]

[DOI]

Chang-han Rhee

J. Appl. Probab., 2014

Measuring the initial transient: reflected brownian motion.

[BibT_eX]

[DOI]

Proceedings of the 2014 Winter Simulation Conference, 2014

2013

Asymptotic Simulation Efficiency Based on Large Deviations.

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., 2013

Limit Theorems for Simulation-Based Optimization via Random Search.

[BibT_eX]

[DOI]

Yen Lin Chia

ACM Trans. Model. Comput. Simul., 2013

Large deviations for the empirical mean of an M/M/1 queue.

[BibT_eX]

[DOI]

Sean P. Meyn

Queueing Syst. Theory Appl., 2013

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

[BibT_eX]

[DOI]

Gerd Infanger

Math. Program., 2013

Zero-Variance Importance Sampling Estimators for Markov Process Expectations.

[BibT_eX]

[DOI]

Hernan P. Awad

Reuven Y. Rubinstein

Math. Oper. Res., 2013

On the convergence of the spectrum of finite order approximations of stationary time series.

[BibT_eX]

[DOI]

Syamantak Datta Gupta

Ravi R. Mazumdar

J. Multivar. Anal., 2013

On the Dynamics of Semimartingales with Two Reflecting Barriers.

[BibT_eX]

[DOI]

Mats Pihlsgård

J. Appl. Probab., 2013

Shape-constrained Estimation of Value Functions.

[BibT_eX]

[DOI]

Mohammad Mousavi

CoRR, 2013

Exact Simulation of Non-stationary Reflected Brownian Motion.

[BibT_eX]

[DOI]

Mohammad Mousavi

CoRR, 2013

2012

On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling.

[BibT_eX]

[DOI]

Kevin Leder

ACM Trans. Model. Comput. Simul., 2012

Fractional Brownian Motion with H < 1/2 as a Limit of Scheduled Traffic.

[BibT_eX]

[DOI]

Victor F. Araman

J. Appl. Probab., 2012

Consistency of Multidimensional Convex Regression.

[BibT_eX]

[DOI]

Oper. Res., 2012

A new approach to unbiased estimation for SDE's.

[BibT_eX]

[DOI]

Chang-han Rhee

Proceedings of the Winter Simulation Conference, 2012

On simulation of non-Markovian stochastic Petri nets with heavy-tailed firing times.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2012

Empirical Analysis of a Stochastic Approximation Approach for Computing Quasi-stationary Distributions.

[BibT_eX]

[DOI]

Shuheng Zheng

Proceedings of the EVOLVE, 2012

2011

On the dynamics of a finite buffer queue conditioned on the amount of loss.

[BibT_eX]

[DOI]

Xiaowei Zhang

Queueing Syst. Theory Appl., 2011

Uniform approximations for the M/G/1 queue with subexponential processing times.

[BibT_eX]

[DOI]

Mariana Olvera-Cravioto

Queueing Syst. Theory Appl., 2011

Wide-sense regeneration for Harris recurrent Markov processes: an open problem.

[BibT_eX]

[DOI]

Queueing Syst. Theory Appl., 2011

A Complementarity Framework for Forward Contracting Under Uncertainty.

[BibT_eX]

[DOI]

Uday V. Shanbhag

Gerd Infanger

Oper. Res., 2011

Brownian bridge hypothesis testing for the initial transient problem.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference 2011, 2011

Ordinal optimization: a nonparametric framework.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference 2011, 2011

On the asymptotic behavior of the spectral density of autoregressive estimates.

[BibT_eX]

[DOI]

Syamantak Datta Gupta

Ravi R. Mazumdar

Proceedings of the 49th Annual Allerton Conference on Communication, 2011

2010

Asymptotic robustness of estimators in rare-event simulation.

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., 2010

A regenerative bootstrap approach to estimating the initial transient.

[BibT_eX]

[DOI]

Xiaowei Zhang

Proceedings of the 2010 Winter Simulation Conference, 2010

2009

Rare event simulation for a slotted time M/G/s model.

[BibT_eX]

[DOI]

Henry Lam

Queueing Syst. Theory Appl., 2009

Rare Event Simulation for a Generalized Hawkes Process.

[BibT_eX]

[DOI]

Proceedings of the 2009 Winter Simulation Conference, 2009

New Estimators for Parallel Steady-state Simulations.

[BibT_eX]

[DOI]

Minghua Hsieh

Proceedings of the 2009 Winter Simulation Conference, 2009

Simulation-based Computation of the Workload Correlation Function in a Lévy-driven Queue.

[BibT_eX]

[DOI]

Michel Mandjes

Proceedings of the 2009 Winter Simulation Conference, 2009

Efficient Rare Event Simulation of Continuous Time Markovian Perpetuities.

[BibT_eX]

[DOI]

Proceedings of the 2009 Winter Simulation Conference, 2009

Robustness Properties and Confidence Interval Reliability Issues.

[BibT_eX]

[DOI]

Gerardo Rubino

Proceedings of the Rare Event Simulation using Monte Carlo Methods, 2009

2008

Performance evaluation methodologies and tools.

[BibT_eX]

[DOI]

Perform. Evaluation, 2008

A large deviations view of asymptotic efficiency for simulation estimators.

[BibT_eX]

[DOI]

Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

Monte carlo simulation of diffusions.

[BibT_eX]

[DOI]

Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

Linear Programming, Lyapunov Functions, and Performance Analysis.

[BibT_eX]

[DOI]

Proceedings of the Fifth International Conference on the Quantitative Evaluaiton of Systems (QEST 2008), 2008

2007

On the theoretical comparison of low-bias steady-state estimators.

[BibT_eX]

[DOI]

Hernan P. Awad

ACM Trans. Model. Comput. Simul., 2007

Perwez Shahabuddin, 1962-2005: A professional appreciation.

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., 2007

Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed G/G/1 queue.

[BibT_eX]

[DOI]

Jingchen Liu

Queueing Syst. Theory Appl., 2007

Efficient suboptimal rare-event simulation.

[BibT_eX]

[DOI]

Xiaowei Zhang

Proceedings of the Winter Simulation Conference, 2007

Varaince reduction in mean time to failure simulations (1988).

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2007

Stochastic approximation for Monte Carlo optimization (1986).

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2007

Three results on the PageRank vector: eigenstructure, sensitivity, and the derivative.

[BibT_eX]

[DOI]

Proceedings of the Web Information Retrieval and Linear Algebra Algorithms, 11.02., 2007

Stochastic simulation - algorithms and analysis.

[BibT_eX]

Søren Asmussen

Stochastic modeling and applied probability 57, Springer, ISBN: 978-0-387-30679-7, 2007

2006

The semi-regenerative method of simulation output analysis.

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., 2006

Capacity of Finite State Channels Based on Lyapunov Exponents of Random Matrices.

[BibT_eX]

[DOI]

Andrea J. Goldsmith

IEEE Trans. Inf. Theory, 2006

A Nonparametric Approach to Multiproduct Pricing.

[BibT_eX]

[DOI]

Paat Rusmevichientong

Benjamin Van Roy

Oper. Res., 2006

Simulation-based response surface computation in the presence of monotonicity.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference WSC 2006, 2006

On an initial transient deletion rule with rigorous theoretical support.

[BibT_eX]

[DOI]

Hernan P. Awad

Proceedings of the Winter Simulation Conference WSC 2006, 2006

Strongly efficient estimators for light-tailed sums.

[BibT_eX]

[DOI]

Proceedings of the 1st International Conference on Performance Evaluation Methodolgies and Tools, 2006

State-dependent importance sampling and large deviations.

[BibT_eX]

[DOI]

Jingchen Liu

Proceedings of the 1st International Conference on Performance Evaluation Methodolgies and Tools, 2006

Chapter 16 Simulation Algorithms for Regenerative Processes.

[BibT_eX]

[DOI]

Proceedings of the Simulation, 2006

2005

A Diffusion Approximation for a GI/GI/1 Queue with Balking or Reneging.

[BibT_eX]

[DOI]

Queueing Syst. Theory Appl., 2005

Introduction to Special Issue on Stochastic Networks.

[BibT_eX]

[DOI]

Queueing Syst. Theory Appl., 2005

Initial transient problem for steady-state output analysis.

[BibT_eX]

[DOI]

Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

Shannon Meets Lyapunov: Connections between Information Theory and Dynamical Systems.

[BibT_eX]

[DOI]

Andrea Goldsmith

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

2004

Managing power consumption in networks on chips.

[BibT_eX]

[DOI]

Tajana Simunic

IEEE Trans. Very Large Scale Integr. Syst., 2004

Empirical performance of bias-reducing estimators for regenerative steady-state simulations.

[BibT_eX]

[DOI]

Minghua Hsieh

Marie-Elisabeth Paté-Cornell

ACM Trans. Model. Comput. Simul., 2004

Dynamic modeling of the tradeoff between productivity and safety in critical engineering systems.

[BibT_eX]

[DOI]

Michelle M. Cowing

Reliab. Eng. Syst. Saf., 2004

Limit Theory for Taboo-Regenerative Processes.

[BibT_eX]

[DOI]

Hermann Thorisson

Queueing Syst. Theory Appl., 2004

The Mean Number-in-System Vector Range for Multiclass Queueing Networks.

[BibT_eX]

[DOI]

B. Curtis Eaves

Uriel G. Rothblum

Math. Oper. Res., 2004

A Large Deviations Perspective on Ordinal Optimization.

[BibT_eX]

[DOI]

Proceedings of the 36th conference on Winter simulation, 2004

Distributed power and admission control for time-varying wireless networks.

[BibT_eX]

[DOI]

Proceedings of the 2004 IEEE International Symposium on Information Theory, 2004

2003

Computing the distribution function of a conditional expectation via monte carlo: Discrete conditioning spaces.

[BibT_eX]

[DOI]

Shing-Hoi Lee

ACM Trans. Model. Comput. Simul., 2003

Properties of the Reflected Ornstein-Uhlenbeck Process.

[BibT_eX]

[DOI]

Queueing Syst. Theory Appl., 2003

A Diffusion Approximation for a Markovian Queue with Reneging.

[BibT_eX]

[DOI]

Queueing Syst. Theory Appl., 2003

Nonexistence of a class of variate generation schemes.

[BibT_eX]

[DOI]

Oper. Res. Lett., 2003

Interaction Value Analysis: When Structured Communication Benefits Organizations.

[BibT_eX]

[DOI]

Walid F. Nasrallah

Raymond E. Levitt

Organ. Sci., 2003

2002

Kernel-based reinforcement learning in average-cost problems.

[BibT_eX]

[DOI]

Dirk Ormoneit

IEEE Trans. Autom. Control., 2002

On the validity of long-run estimation methods for discrete-event systems.

[BibT_eX]

[DOI]

SIGMETRICS Perform. Evaluation Rev., 2002

Approximating Martingales for Variance Reduction in Markov Process Simulation.

[BibT_eX]

[DOI]

Math. Oper. Res., 2002

Managing Capacity and Inventory Jointly in Manufacturing Systems.

[BibT_eX]

[DOI]

James R. Bradley

Manag. Sci., 2002

Additional Perspectives on Simulation for Optimization.

[BibT_eX]

[DOI]

INFORMS J. Comput., 2002

Difficult queuing simulation problems: rare-event simulation for infinite server queues.

[BibT_eX]

[DOI]

Roberto Szechtman

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

Recent advances in simulation optimization: confidence regions for stochastic approximation algorithms.

[BibT_eX]

[DOI]

Minghua Hsieh

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

Wireless link adaptation policies: QoS for deadline constrained traffic with imperfect channel estimates.

[BibT_eX]

[DOI]

Andrea J. Goldsmith

Proceedings of the IEEE International Conference on Communications, 2002

Optimal link adaptation in wideband CDMA systems.

[BibT_eX]

[DOI]

Andrea Goldsmith

Proceedings of the Global Telecommunications Conference, 2002

2001

Regenerative steady-state simulation of discrete-event systems.

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., 2001

Event-driven power management.

[BibT_eX]

[DOI]

IEEE Trans. Comput. Aided Des. Integr. Circuits Syst., 2001

Computing Densities for Markov Chains via Simulation.

[BibT_eX]

[DOI]

Math. Oper. Res., 2001

Multivariate Standardized Time Series for Steady-State Simulation Output Analysis.

[BibT_eX]

[DOI]

David F. Muñoz

Oper. Res., 2001

Constrained Monte Carlo and the method of control variates.

[BibT_eX]

[DOI]

Roberto Szechtman

Proceedings of the 33nd conference on Winter simulation, 2001

Simulation in optimization and optimization in simulation: a markov chain perspective on adaptive Monte Carlo algorithms.

[BibT_eX]

[DOI]

Paritosh Y. Desai

Proceedings of the 33nd conference on Winter simulation, 2001

Steady state simulation analysis: importance sampling using the semi-regenerative method.

[BibT_eX]

[DOI]

Proceedings of the 33nd conference on Winter simulation, 2001

Dynamic Voltage Scaling and Power Management for Portable Systems.

[BibT_eX]

[DOI]

Proceedings of the 38th Design Automation Conference, 2001

2000

On the Asymptotic Optimality of the SPT Rule for the Flow Shop Average Completion Time Problem.

[BibT_eX]

[DOI]

Cathy H. Xia

J. George Shanthikumar

Oper. Res., 2000

Kernel-Based Reinforcement Learning in Average-Cost Problems: An Application to Optimal Portfolio Choice.

[BibT_eX]

[DOI]

Dirk Ormoneit

Proceedings of the Advances in Neural Information Processing Systems 13, 2000

Dynamic power management for portable systems.

[BibT_eX]

[DOI]

Proceedings of the MOBICOM 2000, 2000

Energy efficient design of portable wireless systems.

[BibT_eX]

[DOI]

Proceedings of the 2000 International Symposium on Low Power Electronics and Design, 2000

Dynamic Power Management of Laptop Hard Disk.

[BibT_eX]

[DOI]

Proceedings of the 2000 Design, 2000

1999

Derandomizing Variance Estimators.

[BibT_eX]

[DOI]

Oper. Res., 1999

Can the regenerative method be applied to discrete-event simulation?

[BibT_eX]

[DOI]

Proceedings of the 31st conference on Winter simulation: Simulation, 1999

On the small-sample optimality of multiple-regeneration estimators.

[BibT_eX]

[DOI]

Proceedings of the 31st conference on Winter simulation: Simulation, 1999

1998

Internet service performance failure detection.

[BibT_eX]

[DOI]

Kathy J. Richardson

SIGMETRICS Perform. Evaluation Rev., 1998

Diversity and Popularity in Organizations and Communities.

[BibT_eX]

[DOI]

Walid F. Nasrallah

Raymond E. Levitt

Comput. Math. Organ. Theory, 1998

Estimation of Stationary Densities for Markov Chains.

[BibT_eX]

[DOI]

Proceedings of the 30th conference on Winter simulation, 1998

1997

Computational Efficiency Evaluation in Output Analysis.

[BibT_eX]

[DOI]

Halim Damerdji

Proceedings of the 29th conference on Winter simulation, 1997

1996

Foreword.

[BibT_eX]

[DOI]

Discret. Event Dyn. Syst., 1996

Grid-Based Simulation and the Method of Conditional Least Squares.

[BibT_eX]

[DOI]

Katherine B. Ensor

Proceedings of the 28th conference on Winter simulation, 1996

Selecting the Best System in Transient Simulations with Variances Known.

[BibT_eX]

[DOI]

Proceedings of the 28th conference on Winter simulation, 1996

1995

Heavy-traffic extreme-value limits for queues.

[BibT_eX]

[DOI]

Oper. Res. Lett., 1995

A Set of Extensions to the SIMAN/ARENA Simulation Environment.

[BibT_eX]

[DOI]

Marcelo J. Torres

Proceedings of the 27th conference on Winter simulation, 1995

The Interface Between Simulation Output Analysis Research and Practice.

[BibT_eX]

[DOI]

Proceedings of the 27th conference on Winter simulation, 1995

Some New Results on the Initial Transient Problem.

[BibT_eX]

[DOI]

Proceedings of the 27th conference on Winter simulation, 1995

Performance Analysis of Future Event Sets.

[BibT_eX]

[DOI]

Halim Damerdji

Proceedings of the 27th conference on Winter simulation, 1995

1994

Large deviations behavior of counting processes and their inverses.

[BibT_eX]

[DOI]

Queueing Syst. Theory Appl., 1994

Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems.

[BibT_eX]

[DOI]

Ambuj Goyal

Oper. Res., 1994

Efficiency improvement techniques.

[BibT_eX]

[DOI]

Ann. Oper. Res., 1994

Increasing the frequency of regeneration for Markov processes.

[BibT_eX]

[DOI]

Sigrún Andradóttir

Proceedings of the 26th conference on Winter simulation, 1994

1993

Estimating Customer and Time Averages.

[BibT_eX]

[DOI]

Benjamin Melamed

Oper. Res., 1993

Efficient estimation of the mean time between failures in non-regenerative dependability models.

[BibT_eX]

[DOI]

Proceedings of the 25th Winter Simulation Conference, 1993

Fast Simulation of Steady-State Availability in Non-Markovian Highly Dependable Systems.

[BibT_eX]

[DOI]

Proceedings of the Digest of Papers: FTCS-23, 1993

1992

Stationarity Detection in the Initial Transient Problem.

[BibT_eX]

[DOI]

Søren Asmussen

Hermann Thorisson

ACM Trans. Model. Comput. Simul., 1992

A Unified Framework for Simulating Markovian Models of Highly Dependable Systems.

[BibT_eX]

[DOI]

IEEE Trans. Computers, 1992

Analysis of Initial Transient Deletion for Parallel Steady-State Simulations.

[BibT_eX]

[DOI]

SIAM J. Sci. Comput., 1992

The Asymptotic Efficiency of Simulation Estimators.

[BibT_eX]

[DOI]

Oper. Res., 1992

Jackknifing under a Budget Constraint.

[BibT_eX]

[DOI]

INFORMS J. Comput., 1992

Gradient estimation for regenerative processes.

[BibT_eX]

[DOI]

Paul Glasserman

Proceedings of the 24th Winter Simulation Conference, 1992

1991

Analysis of Parallel Replicated Simulations Under a Completion Time Constraint.

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., 1991

Estimating the asymptotic variance with batch means.

[BibT_eX]

[DOI]

Oper. Res. Lett., 1991

Analysis of initial transient deletion for replicated steady-state simulations.

[BibT_eX]

[DOI]

Oper. Res. Lett., 1991

Gradient estimation for ratios.

[BibT_eX]

[DOI]

Pierre L'Ecuyer

Michel Adès

Proceedings of the 23th Winter Simulation Conference, 1991

1990

Simulation Output Analysis Using Standardized Time Series.

[BibT_eX]

[DOI]

Math. Oper. Res., 1990

Bias Properties of Budget Constrained Simulations.

[BibT_eX]

[DOI]

Oper. Res., 1990

Likelihood Ratio Gradient Estimation for Stochastic Systems.

[BibT_eX]

[DOI]

Commun. ACM, 1990

1989

A GSMP formalism for discrete event systems.

[BibT_eX]

[DOI]

Proc. IEEE, 1989

Extensions of the Queueing Relations L = λW and H = λG.

[BibT_eX]

[DOI]

Oper. Res., 1989

Indirect Estimation Via L = λW.

[BibT_eX]

[DOI]

Oper. Res., 1989

Likelihood ratio derviative estimators for stochastic systems.

[BibT_eX]

[DOI]

Proceedings of the 21st Winter Simulation Conference, 1989

Optimization of stochastic systems via simulation.

[BibT_eX]

[DOI]

Proceedings of the 21st Winter Simulation Conference, 1989

1988

Simulation Methods for Queues: An Overview.

[BibT_eX]

[DOI]

Queueing Syst. Theory Appl., 1988

An LIL Version of L = λW.

[BibT_eX]

[DOI]

Math. Oper. Res., 1988

Ordinary CLT and WLLN Versions of L = λW.

[BibT_eX]

[DOI]

Math. Oper. Res., 1988

Computing Poisson Probabilities.

[BibT_eX]

[DOI]

Bennett L. Fox

Commun. ACM, 1988

Variance reduction in mean time to failure simulations.

[BibT_eX]

[DOI]

Proceedings of the 20th conference on Winter simulation, 1988

1987

A new initial bias deletion rule.

[BibT_eX]

[DOI]

Proceedings of the 19th conference on Winter simulation, 1987

Likelilood ratio gradient estimation: an overview.

[BibT_eX]

[DOI]

Proceedings of the 19th conference on Winter simulation, 1987

1986

Sufficient Conditions for Functional-Limit-Theorem Versions of L = lambda W.

[BibT_eX]

[DOI]

Queueing Syst. Theory Appl., 1986

A Central-Limit-Theorem Version of L = lambda W.

[BibT_eX]

[DOI]

Queueing Syst. Theory Appl., 1986

Problems in Bayesian analysis of stochastic simulation.

[BibT_eX]

[DOI]

Proceedings of the 18th conference on Winter simulation, 1986

Stochastic approximation for Monte Carlo optimization.

[BibT_eX]

[DOI]

Proceedings of the 18th conference on Winter simulation, 1986

Optimization of stochastic systems.

[BibT_eX]

[DOI]

Proceedings of the 18th conference on Winter simulation, 1986

1985

Large-sample theory for standardized time series: an overview.

[BibT_eX]

[DOI]

Proceedings of the 17th conference on Winter simulation, 1985

1983

On the role of generalized semi-Markov processes in simulation output analysis.

[BibT_eX]

[DOI]

Proceedings of the 15th conference on Winter simulation, 1983

1982

Coverage error for confidence intervals arising in simulation output analysis.

[BibT_eX]

[DOI]