Professor Peter Glynn

Senior Fellow of Hong Kong Institute for Advanced Study, City University of Hong Kong

Thomas Ford Professor at Stanford University, USA

Fellow of the Institute for Operations Research and the Management Sciences, USA

Fellow of the Institute of Mathematical Statistics, USA

Member of the National Academy of Engineering, USA

Professor Peter Glynn

Contact Information

Web: Personal Homepage
Peter W. Glynn is the Thomas Ford Professor in the Department of Management Science and Engineering (MS&E) at Stanford University, and also holds a courtesy appointment in the Department of Electrical Engineering. He received his Ph.D in Operations Research from Stanford University in 1982.

Prof. Glynn joined the faculty of the University of Wisconsin at Madison, where he held a joint appointment between the Industrial Engineering Department and Mathematics Research Center, and courtesy appointments in Computer Science and Mathematics. In 1987, he returned to Stanford, where he joined the Department of Operations Research. From 1999 to 2005, he served as Deputy Chair of the Department of Management Science and Engineering, and was Director of Stanford's Institute for Computational and Mathematical Engineering from 2006 until 2010. He served as Chair of MS&E from 2011 through 2015.

He is a Fellow of INFORMS and a Fellow of the Institute of Mathematical Statistics, has been co-winner of Best Publication Awards from the INFORMS Simulation Society in 1993 and 2008, was a co-winner of the Best (Biannual) Publication Award from the INFORMS Applied Probability Society in 2009, and was the co-winner of the John von Neumann Theory Prize from INFORMS in 2010. In 2012, he was elected to the National Academy of Engineering.

His research interests lie in simulation, computational probability, queueing theory, statistical inference for stochastic processes, and stochastic modeling.

Education

  • Ph.D. in Operations Research,
    Stanford University, Stanford, CA, 1982.

    Title:  Simulation Output Analysis for General State Space Markov Chains

  • B.S. with Honors in Mathematics
    Carleton University, Ottawa, Ontario, Canada, 1978.

    Honors Thesis Title:  Application of Diffusion Approximation to a Two-Customer -Type Single Server Queue

Professional Experience

  • Director, Institute for Computational and Mathematical Engineering, Stanford University, 2006 – 2010
  • Professor, Institute for Computational and Mathematical Engineering, Stanford University
  • Professor (by Courtesy), Department of Electrical Engineering, Stanford University.
  • Professor, Department of Management Science and Engineering, Stanford University, January 2000 to present
  • Deputy Chair, Department of Management Science and Engineering, Stanford University, January 2000 to August 2001, September 2002 to August 2005
  • Professor, Department of Engineering-Economic Systems and Operations Research, Stanford University, Autumn 1996 – Autumn 1999
  • Professor, Department of Operations Research, Stanford University, Autumn 1994 – Summer 1996.
  • Visiting Professor, Department of Statistics, Rice University, October 1996 – December 1996. 
  • Associate Professor, Department of Operations Research, Stanford University, Autumn 1987 – Summer 1994
  • Visiting Associate Professor, Department of Mathematics and Statistics, Carleton University, September 1989 – December 1989 
  • Assistant Professor, University of Wisconsin-Madison (Joint appointment between Industrial Engineering and Mathematics Research Center [courtesy appointments in Computer Science and Mathematics]) Summer 1982 – Summer 1987

Honors, Awards and Distinctions

  • 2010 John von Neumann Theory Prize, INFORMS [with Soren Asmussen]
  • Winner of Best Publication Award (for period 2007-2009), INFORMS Applied Probability Society, 2009 [with Jose Blanchet and Jing-chen Liu]
  • Winner of Outstanding Simulation Publication Award (for period 2006-2008) INFORMS Simulation Society, for “Stochastic Simulation: Algorithms and Analysis” [with Soren Asmussen] 
  • Fellow, INFORMS, 2007 – present
  • Two of top ten most influential papers published in 1st 40 years of Winter Simulation Conference (1967-2007).
  • Fellow, Institute of Mathematical Statistics (IMS), 1998 - present
  • Thomas W. Ford Professor of Engineering, 1996 – present
  • Thomas W. Ford Faculty Scholar Chair, 1993 – 1996
  • Winner of Outstanding Simulation Publication Award, INFORMS Simulation Society, for “Discrete-time Conversion for Simulating Finite-Horizon Markov Processes” [with B.L. Fox], 1993. 
  • Full Member, INFORMS, 1991 – present

Editorial Boards, Professional Affiliations and Service

Editorial Boards

  • Member of Editorial Board, Applied Stochastic Models and Data Analysis, 1985-1991
  • Member of Editorial Board, Stochastic Models, 1987 – 1998
  • Associate Editor, Management Science, 1988 – 1997
  • Associate Editor, Journal of Discrete Event Dynamic Systems, 1990 – 1994
  • Associate Editor, The Annals of Applied Probability, 1994 – present
  • Editor, Springer-Verlag Series in Operations Research, 1995 – 2004
  • Guest Editor, Discrete Event Dynamic Systems:  Theory and Applications, 1996, special issue focused on generalized semi-Markov processes
  • Associate Editor, Mathematics of Operations Research, 1996 –2001, 2005-2009.
  • Co-Editor, Journal of Computational Finance, 1997 –2001
  • Area Editor, Mathematics of Operations Research, 2002 – 2005
  • Associate Editor, Journal of Applied Probability and Advances in Applied Probability, 2005- present   
  • Founding Editor-in-Chief, Stochastic Systems, 2009- present

Professional Affiliations

  • The Institute for Operations Research and the Management Sciences (INFORMS)
  • Institute of Mathematical Statistics (IMS)

Professional Service

  • Principal Co-Organizer, Thematic Programme in Stochastic Processes in the Communications Sciences, Isaac Newton Institute, University of Cambridge, January 2010 to July 2010
  • Program Committee, Sigmetrics, 2010 and 2011
  • Program Co-Chair, Efficient Monte Carlo: From Variance Reduction to Combinatorial Optimization. Sondbjorg, Denmark, 2008. 
  • Member, Technical Program Committee, Valuetools Conference, Pisa, Italy, 2009.
  • General Program Chair, Valuetools Conference, Nantes, France, 2008.
  • Member, INFORMS von Neumann Prize Committee, 2006-2008
  • Co-organizer of 2005 INFORMS Applied Probability Conference, Ottawa, Canada
  • Chair, INFORMS Applied Probability Society, 2004-2006
  • Council Member, INFORMS Applied Probability Society, 2002-present
  • Member, International Scientific Advisory Board, Mathematics of Information Technology and Complex Systems, 2006-present
  • Chair, Evaluation Committee, Eurandom, 2005
  • Co-organizer of 2004 Stochastic Networks Conference, Montreal, Canada
  • Member, Steering Committee, Centre de Recherches Mathematiques, Montreal, Canada, 2002-2005.
  • Co-organizer of 2002 Conference on Stochastic Networks, Stanford University, June 2002.
  • Member, Grant Selection Committee for the Statistical Sciences, Natural Sciences and Engineering Research Council of Canada, 2001-2002.
  • INFORMS Finance Committee, 2001-2007
  • INFORMS Lanchester Prize Committee, 1999-2000.
  • Organizing Committee, Third International Workshop on Mathematical Methods in Stochastic Simulation and Experimental Design, St. Petersburg, Russia, 1998.
  • Co-organizer, Special Workshop on Applications of Probability in Telecommunications, Fields Institute, Toronto, 1998.
  • Program Committee, Conference on Monte Carlo and Quasi-Monte Carlo Methods, Claremont, CA, 1998.
  • INFORMS Committee to review status and choose new editor of Mathematics of Operations Research, 1998.
  • Outstanding Simulation Publication Award Committee, INFORMS College on Simulation, 1996 – 1999.
  • Member, Outstanding Publication Award / Erlang Prize Committee, INFORMS College on Applied Probability, 1996 – 1999.
  • External Doctoral Examiner, Carleton University, 1997.
  • Organizing Committee, Second International Workshop on Mathematical Methods in Stochastic Simulation and Experimental Design, St. Petersburg, Russia, 1996.
  • Organizing Committee, International Workshop on Computational and Statistical Issues for Stochastic Processes, Cremona, Italy, 1996.
  • Organizing Committee, Computational Finance Conference, International Association of Financial Engineers, Stanford University, 1996.
  • Organizer of Workshop on Simulation and Monte Carlo Methods, sponsored by NSERC and Telecommunications Research Institute of Ontario, Ottawa, Canada, 1995.
  • International Science Foundation Evaluation Panel for the Mathematical Sciences, 1993.
  • Transportation Research Board Task Force on Transportation Modeling Research Needs, 1993 – 1995.
  • Principal Organizer of first SIAM Meeting on Simulation and Monte Carlo Methods (held in San Francisco), 1993.
  • Member of Program Committee, Conference on Applied Probability in Engineering, Computer, and Communication Sciences (held in Paris, France), 1993.
  • External Doctoral Examiner, University of Waterloo, 1992.
  • Member of Study Planning Group, National Research Council Doctoral and Postdoctoral Mathematics Study Planning Group, 1990 – 1991.
  • NSF Evaluation Panel for Research Initiation Awards, 1990, 1999 and 2000.
  • External Doctoral Examiner, Carleton University, 1990.
  • George Nicholson Prize Committee, 1989.
  • Organizing Committee, 18th Conference on Stochastic Processes and their Applications (held in Madison, Wisconsin), 1989.
  • NSF Panel on Discrete-Event Dynamical Systems, 1987.
  • NSF Panel on Operations Research in the Next Decade, 1986.

Academic Committees and Doctoral Supervision

Stanford University

  • Member, Faculty Senate, 2006 – 2007
  • Chair, Management Science and Engineering Finance Committee, 2003-present
  • Member, Committee on Academic Achievement and Promotion, 1998-2001.
  • Member, Management Science and Engineering Space Committee, 2000-2001.
  • Chair, Management Science and Engineering Transition Committee, 2000-2001.
  • Member, School of Engineering Committee on Computational Mathematics and Engineering, 2000-2001.
  • Member, Management Science and Engineering Graduate Program Committee, 2000-2001.
  • Member, Stanford Judicial Council, 1993 – 1998.
  • Member, School of Engineering Task Force on Technology Management, 1992.
  • Chair, Department Admissions Committee, 1990 – 1992.
  • Member, Steering Committee, Stanford Integrated Manufacturing Association, 1990 –1996.
  • Member, Undergraduate Council of the School of Engineering, 1989 – 1992.


Doctoral Supervision

  • DAMERDJI, Halim, Topics in Discrete-Event Stochastic Systems, August 1988.
  • CALVIN, James M., Stochastic Optimization Algorithms and Moment Formulas for Markov Chains, September 1989.
  • *SHAHABUDDIN, Perwez, Simulation and Analysis of Highly Reliable Systems, June 1990.
  • ANDRADOTTIR, Sigrun, Stochastic Optimization with Applications to Discrete Event Systems, August 1990.
  • *NAKAYAMA, Marvin, Simulation of Highly Reliable Markovian and Non-Markovian Systems, January 1991.
  • MUÑOZ, David, Cancellation Methods in the Analysis of Simulation Output, February 1991.
  • *CHAN, Nathaniel, Optimal Hydraulic Aquifier Management with Reliability Constraints, June 1992.
  • ERDMANN, Eva Diane, Complexity Measures for Testing Binary Keystreams, June 1993.
  • KOLLMAN, Craig (Statistics), Rare Event Simulation in Radiation Transport, October 1993.
  • JUNEJA, Sandeep, Efficient Rare Event Simulation of Stochastic Systems, December 1993.
  • LENNON, Tava, Response-Time Approximations for Multi-Server Polling Models, with Manufacturing Applications, August 1994.
  • LOH, Wing Wah, Methods of Control Variates for Discrete Event Simulation, December 1994.
  • YANG, Tzu-Hui, Efficient Simulation Techniques with Application to Performance Evaluation of ATM Switches, June 1995.
  • SCHWERER, Elizabeth, A Linear Programming Approach to the Steady-State Analysis of Markov Processes, May 1996.
  • BRADLEY, James Robert, Managing Manufacturing Assets and Subcontracting Policies, March 1997.
  • HENDERSON, Shane, Variance Reduction via an Approximating Markov Process, May 1997.
  • HSIEH, Ming-hua, Adaptive Importance Sampling for Rare Event Simulation of Queueing Networks, January 1998.
  • WONG, Eugene, An Empirically-Based Coupling Algorithm for Transient Simulation, August 1998.
  • LEE, Shing-Hoi, Monte Carlo Computation of Conditional Expectation Quantiles, August 1998.
  • ROMINE, Brad, Real Options in Energy Markets:  Analysis and Computation, March 2000. 
  • DESAI, Paritosh, Adaptive Monte Carlo Methods for Solving Eigenvalue Problems, April 2001.
  • SZECHTMAN, Roberto, Efficient Monte Carlo Simulation in the Presence of Constraints, September 2001. 
  • WARD, Amy, Queues with Reneging, September 2001.
  • ZEEVI, Assaf, Characterization and Estimation of Rare Events via Extreme Values, September 2001.
  • ARAMAN, Victor, Maximum of Perturbed Random Walk: Limit Theorems and Applications, 2002
  • BLANCHET, Jose, Limit Theorems and Approximations with Applications to Insurance Risk and Queueing Theory, 2004
  • HOLIDAY, Timothy, Cross-layer Design of Wireless Systems, 2004 
  • SALZMAN, Peter, Statistical Models for the Natural History of Breast Cancer, 2005
  • CHIA, Yen Lin, Simulation-based Optimization and Applications in Biomedical Modelling, 2005
  • AWAD, Hernan, Clumping of Losses and Long Delays in a Queue: Analysis and Simulation, 2005 
  • SUN, Yuqing, Stochastic Models for Warranty Cost Analysis and Online Purchase Prediction, 2005
  • OLVERA-CRAVIOTO, Mariana, The Single-Server Queue with Heavy Tails, 2006
  • LIM, Eunji, Simulation-based Response Surface Computation in the Presence of Shape Constraints, 2008
  • WU, Wei, Simulation-based Optimization in the Presence of Convexity, 2009 

*Nathan Chan was awarded the Outstanding Research Paper of 1994 for the Water Resources Planning and Management Division, ASCE.

*Perwez Shahabuddin won the Nicholson Prize, and Marvin Nakayama received a Nicholson Prize Honorable Mention.  This prize, for the best student paper of the year, is awarded by INFORMS.  Shahabuddin’s dissertation also won the Outstanding Simulation Publication Award of the INFORMS College on Simulation in 1996.

Publications

Book Chapters

  1. “Recursive Moment Formulas for the Regenerative Method of Simulation” [with D.L. Iglehart].  Semi-Markov Models, [J. Janssen, ed.].  Plenum Press, New York, 99-110 (1986).
  2. “Smoothed Limit Theorems for Equilibrium Processes” [with D.L. Iglehart].  Probability, Statistics, and Mathematics:  Papers in Honor of Samuel Karlin, [T.W. Anderson, K.B.T. Athreya, D.L. Iglehart, eds.].  Academic Press, Boston, 89-102 (1989).
  3. “Diffusion Approximations” Chapter No. 4.  Stochastic Models:  Handbooks of OR & MS, Vol. 2 [D. Heyman and M. Sobel, eds.].  Elsevier Science Publishers (1990).  Also translated into Japanese.
  4. “A GSMP Formalism for Discrete Event Systems”.  Discrete Event Dynamic Systems [Yu-Chi Ho, ed.].  IEEE Press, Piscataway, NJ (1992).
  5. “Large Deviations for the Infinite Server Queue in Heavy Traffic”.  Mathematics and its Applications [F. P. Kelly, R. J. Williams, eds.] Vol. 71, 387-395 (1995).
  6. “Two Approaches to the Initial Transient Problem”. Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing [H. Niederreiter, P. Shuie, eds.] Lecture Notes in Statistics, Vol. 106, Springer-Verlag, New York, 49-57 (1995).
  7. “Nonparametric Estimation of Tail Probabilities for the Single-Server Queue” [with M. Torres].  Stochastic Networks:  Stability and Rare Events [P. Glasserman, K. Sigman,  D.D. Yao, eds.] Springer-Verlag, 109-138 (1996).
  8. “Parametric Estimation of Tail Probabilities for the Single-Server Queue” [with M. Torres].   Frontiers in Queueing:  Models and Applications in Science and Engineering [J. H. Dshalalow, ed.] CRC Press, New York, 449-462 (1997).
  9. “Stochastic Optimization via Grid Search. Mathematics of Stochastic Manufacturing Systems”. Lectures in Applied Mathematics, Vol. 33, American Mathematical Society [G.G. Yin, Q. Zhang, eds.], Providence, Rhode Island, 89 – 100 (1997).
  10. “Strong Approximations in Queueing Theory”.  Asymptotic Methods in Probability and Statistics [B. Szyszkowicz, ed.]  Elsevier Science, The Netherlands, 135-150 (1998).
  11. “Winning the Hand of the Princess Saralinda” [with W. Whitt].  Applied Probability and Stochastic Processes [J.G. Shanthikumar, U. Sumita, eds.] Kluwer Academic Publishers, Boston, 231-246 (1999).
  12. “Estimating Tail Probabilities in Queues via Extremal Statistics” [with A. Zeevi].  Analysis of Communication Networks: Call Centres, Traffic, and Performance [D. McDonald, S. Turner, eds.]  Fields Institute Communications, American Mathematical Society, Rhode Island, 135-158 (2000).
  13. “Some New Perspectives on the Method of Control Variates” [with R. Szechtman].  Monte Carlo and Quasi-Monte Carlo Methods 2000, [K.T. Fang, F.J. Hickernell, H. Niederreiter, eds.]  Springer-Verlag, Berlin (2002), 27-49.
  14. “Simulation Algorithms for Regenerative Processes” (chapter in “Handbook in Operations Research and Management Science: Simulation (Editors: Shane Henderson and Barry Nelson, 2006), 477-500.
  15. “A Stochastic Simulation Model of US Breast Cancer Mortality Trends from 1975 to 2000” (with S. Plevritis, B. Sigal , P. Salzman , and J. Rosenberg), Journal of the National Cancer Institute Monographs 36:86-95 (2006).
  16. “Bounding Stationary Expectations of Markov Processes” (with A. Zeevi). Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz (S. Ethier, J. Feng, and R. Stockbridge, eds.) Institute of Mathematical Statistics (2008), 215-234.
  17. “Strongly Efficient Algorithms for Light-tailed Random Walks: An Old Folk Song Sung to a Faster new Tune” (with J. Blanchet and K. Leder). Monte Carlo and Quasi-Monte Carlo Methods 2008, [P. L’Ecuyer and Art Owen, eds.], Springer (2009), 227-248.
  18. “Robustness Properties and Confidence Interval Reliability” (with G. Rubino and B. Tuffin). Rare Event Analysis Using Monte Carlo Methods (G. Rubino and B. Tuffin, eds.) John Wiley (2009), 63-84.
  19. “Asymptotic Validity of Batch Means Steady-State Confidence Intervals” (with E. Lim). Festschrift in Honor of George S. Fishman (David Goldsman and James R. Wilson, eds.), 87-104 (2009)
  20. “A Comparison of Cross-Entropy and Variance Minimization Strategies” [with J.C. Chan and D. Kroese] To appear in Festschrift in Honor of Soren Asmussen (Thomas Mikosch, P. Glynn, and Tomasz Rolski, eds.)
  21. “On Exponential Limit Laws for Hitting Times of Rare Sets for Harris Chains and Processes. To appear in Festschrift in Honor of Soren Asmussen (Thomas Mikosch, P. Glynn, and Tomasz Rolski, eds.)

Books

  • Proceedings of NSF Workshop on Resource Planning Under Uncertainty [co-edited with G.B. Dantzig] (1990).
  • Stochastic Simulation: Algorithms and Analysis [with S. Asmussen] Springer (2007).
  • Festschrift in Honor of Soren Asmussen (Thomas Mikosch, P. Glynn, and Tomasz Rolski, eds.) To appear, Springer.

Articles in Refereed Journals (published and accepted)

  1. “On the Markov Property of the GI/G/ ∞ Gaussian Limit”. Advances in Applied Probability, Vol.14, 191-194 (1982).
  2. “On Confidence Intervals for Cyclic Regenerative Processes”. Operations Research Letters, Vol. 2, 66-71 (1982).
  3. “Some Asymptotic Formulas for Markov Chain with Applications to Simulation”.  Journal of Statistical Computation and Simulation, Vol. 19, 97-112 (1984).
  4. “On the Range of a Regenerative Sequence”. Stochastic Processes and Their Applications, Vol. 20, 105-113 (1985).
  5. “Regenerative Structure of Markov Chains Simulated via Common Random Numbers”.  Operations Research Letters, Vol. 4, 49-53 (1985).
  6. “Regenerative Processes and the ø-Mixing Property.”  TIMS Simulation Newsletter (1985).
  7. “Discrete-Time Conversion for Simulating Semi-Markov Processes” [with B. L. Fox]. Operations Research Letters, Vol. 5, 191-196 (1986).
  8. “A Central-Limit-Version of L = λ W” [with W. Whitt].  Queueing Systems: Theory and Applications, Vol. 2, 191-215 (1986).
  9. “Estimation of Steady-State Central Moments by the Regenerative Method of Simulation” [with D. L. Iglehart].  Operations Research Letters, Vol. 5, 271-276 (1986).
  10. “Sufficient Conditions for Functional Limit Theorem Versions of L = λ W” [with W. Whitt].  Queueing Systems, Vol. 1, 279-287 (1986).
  11. “Upper Bounds for Poisson Tail Probabilities”.  Operations Research Letters, Vol. 6, 9-14 (1987).
  12. “Estimating Time Averages via Randomly-Spaced Observations” [with B. L. Fox].  SIAM Journal of Applied Mathematics, Vol. 47, 186-200 (1987).
  13. “Limit Theorems for the Method of Replication”.  Stochastic Models. Vol. 4, 343-350 (1987).
  14. “A Joint Central Limit Theorem for the Sample Mean and Regenerative Variance Estimator” [with D.L. Igelhart].  Annals of Operations Research, Vol. 8, 41-55 (1987).
  15. “Ordinary CLT and WLLN Versions of L = λ W” [with W. Whitt]. Mathematics of Operations Research, Vol. 13, 674-692 (1988).
  16. “An LIL Version of L = λ W” [with W. Whitt].  Mathematics of Operations Research, Vol. 13, 693-710 (1988).
  17. “Computing Poisson Probabilities” [with B. L. Fox].  Communications of the ACM 31, 440-445 (1988).
  18. “Operations Research: The Next Decade”.  Operations Research, Vol. 36, 619-637 (1988).
  19. “Simulation Methods for Queues:  An Overview” [with D. L. Iglehart]. Queueing Systems: Theory and Applications, Vol. 3, 221-256 (1988).
  20. “Conditions under which a Markov Chain Converges in Finite Time” [with D. L. Iglehart]. Probability in the Engineering and Informational Sciences, Vol. 2, 377-382 (1988).
  21. “A New Class of Strongly Consistent Estimators for Steady-State Simulations” [with D. L. Iglehart].  Stochastic Processes and their Applications, Vol. 28, 71-80 (1988).
  22. “On the Valuation of Payoffs from a Geometric Random Walk of Oil Prices” [with A. S. Manne].  Pacific and Asian Journal of Energy, Vol.  2 (1), 47-48 (1988).
  23. “Indirect Estimation via L = λ W” [W. Whitt].  Operations Research, Vol. 37, 82-103 (1989).
  24. “Extensions of the Queueing Relations L = λ W and H = λ G” [with W. Whitt]. Operations Research, Vol. 37, 634-644 (1989).
  25. “The Optimal Linear Combination of Control Variates in the Presence of Bias” [with D. L. Iglehart].  Naval Research Logistics, Vol. 36, 683-692 (1989).
  26. “Estimating Discounted Costs” [with B. L. Fox].  Management Science, Vol. 35, 1297-1325 (1989).
  27. “Importance Sampling for Stochastic Simulation” [with D. L. Iglehart].  Management Science Vol. 35, 1367-1392 (1989).
  28. “Replication Schemes for Limiting Expectations” [with B. L. Fox].  Probability in the Engineering and Informational Sciences, Vol. 3, 299-318 (1989).
  29. “Parallel Processors for Planning Under Uncertainty” [with G. B. Dantzig].  Annals of Operations Research, Vol. 22, 1-21 (1990).
  30. “Simulation Output Analysis Using Standardized Time Series” [with D. L. Iglehart].  Mathematics of Operations Research, Vol. 15, 1-16 (1990).
  31. “Discrete-time Conversion for Simulating Finite-Horizon Markov Processes” [with B. L. Fox].  SIAM J. Appl. Math. Vol. 50, 1457-1473 (1990).
  32. “Bias Properties of Budget Constrained Monte Carlo Simulations” [with P. Heidelberger].  Operations Research, Vol. 38, 801-814 (1990).
  33. “Likelihood Ratio Gradient Estimation for Stochastic Systems”.  Communications of the ACM, Vol. 33, 75-84 (1990).
  34. “Queues with Negative Arrivals” [with E. Gelenbe, K. Sigman].  Journal of Applied Probability, Vol. 28, 245-250 (1991).
  35. “A New View of the Heavy-Traffic Limit Theorem for Many-Server Queues” [with W. Whitt].  Advances in Applied Probability, Vol. 23, 188-209 (1991). 
  36. “Analysis of Initial Transient Deletion for Replicated Steady-State Simulations” [P. Heidelberger]. Operations Research Letters, Vol. 10, 437-443 (1991).
  37. “Estimating the Asymptotic Variance with Batch Means” [with W. Whitt].  Operations Research Letters, Vol. 10, 431-435 (1991).
  38. “Analysis of Parallel, Replicated Simulations Under a Completion Time Constraint” [with P. Heidelberger].  ACM Transactions on Modeling and Simulation, Vol. 1, 3-23 (1991).
  39. “Departures from Many Queues in Series” [with W. Whitt].  Annals of Applied Probability, Vol.1, 546-572 (1991).
  40. “A Unified Framework for Simulating Markovian Models of Highly Dependable Systems” [with A. Goyal, P. Shahabuddin, P. Heidelberger, V.F. Nicola].  IEEE Transactions on Computers, Vol. 41, 36-51, (1992).
  41. “Uniform Limit Theorems for Synchronous Processes with Applications to Queues” [with K. Sigman].  Stochastic Processes and their Applications, Vol. 40, 29-43 (1992).
  42. “Analysis of Initial Transient Deletion for Parallel Steady-State Simulations” [with P. Heidelberger].  SIAM J. Scientific Stat. Computing, Vol. 13, 904-922 (1992).
  43. “The Asymptotic Efficiency of Simulation Estimators” [with W. Whitt].  Operations Research, Vol. 40, 505-520 (1992). 
  44. “The Asymptotic Validity of Sequential Stopping Rules for Stochastic Simulations” [with W. Whitt].  Annals of Applied Probability, Vol. 2, 180-198 (1992).
  45. “Experiments with Initial Transient Deletion for Parallel, Replicated Steady-State Simulations” [with P. Heidelberger].  Management Science, Vol. 38, 400-418 (1992).
  46. “Pathwise Convexity and its Relation to Convergence of Time-Average Derivatives.”  Management Science, Vol. 38, 1360-1366 (1992). 
  47. “Stationarity Detection in the Initial Transient Problem” [with S. Asmussen, H. Thorisson].  ACM Transactions on Modeling and Computer Simulation, Vol. 2, 130-157 (1992).
  48. “Jackknifing Under a Budget Constraint” [P. Heidelberger].  ORSA Journal on Computing, Vol. 4, 226-234 (1992).
  49. “Estimating Customer and Time Averages [B. Melamed, W. Whitt].  Operations Research, Vol. 41, 400-408 (1993).
  50. “Conditions for the Applicability of the Regenerative Method” [with D. L. Iglehart].  Management Science, Vol. 39, 1108-1111 (1993).
  51. “Limit Theorems for Cumulative Processes” [with W. Whitt].  Stochastic Processes and their Applications, Vol. 47, 299-314 (1993).
  52. “Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems” [with M. Nakayama, A. Goyal].  Operations Research, Vol. 42, 137-157 (1994).
  53. “Importance Sampling for Markov Chains:  Asymptotics for the Variance”.  Stochastic Models, Vol. 10, 701-717 (1994).
  54. “Logarithmic Asymptotics for Steady-State Tail Probabilities in a Single-Server Queue” [W. Whitt].  Advances in Applied Probability, 131-156 (1994).
  55. “Stochastic Optimization by Simulation:  Numerical Experiments with the M/M/1 Queue in Steady-State” [with P. L’Ecuyer, N. Giroux]. Management Science, Vol. 40, 1245-1261 (1994).
  56. “Stochastic Optimization by Simulation:  Convergence Proofs for the GI/G/1 Queue in Steady-State” [with P. L’Ecuyer].  Management Science, Vol. 40, 1562-1578 (1994).
  57. “Efficiency Improvement Techniques”.  The Annals of Operations Research, Vol. 53, 175-198 (1994).
  58. “On the Existence and Estimation of Performance Measure Derivatives for Stochastic Recursions” [with P. L’Ecuyer]. 11th International Conference on Analysis and Optimization of Systems, Lecture Notes in Control and Information Sciences (Springer-Verlag), Vol. 199, 429-442 (1994).
  59. “Poisson’s Equation for the Recurrent M/G/1 Queue”.  Advances in Applied Probability, Vol. 26, 1044-1062 (1994)
  60. “Some Topics in Regenerative Steady-State Simulation”. Acta Applicandae Mathematicae, Vol. 34, 225-236 (1994).
  61. “Large Deviations Behavior of Counting Processes and Their Inverses” [with W. Whitt].  Queueing Systems:  Theory and Application, Vol. 17, 107-128 (1994)
  62. “On the Value of Function Evaluation Location Information in Monte Carlo Simulation” [with T. J. DiCiccio].  Management Science, Vol. 41, 733-737 (1995)
  63. “A Martingale Approach to Regenerative Simulation” [with D. L. Iglehart].  Probability in the Engineering and Informational Sciences, Vol. 9, 123-131 (1995)
  64. “Trading Securities Using Trailing Stops” [with D. L. Iglehart].  Management Science, Vol. 41 (6), 1096-1106 (1995)
  65. “Accelerated Regeneration for Markov Chain Simulations” [with S.Andradottir, J. M. Calvin].  Probability in the Engineering and Informational Sciences, Vol. 9, 497-523, (1995)
  66. “Efficient Monte Carlo Simulation of Security Prices” [with D. Duffie]. The Annals of Applied Probability, Vol. 5 (4), 897-905 (1995)
  67. “Discretization Error in Simulation of One-dimensional Reflecting Brownian Motion” [with S. Asmussen, J. Pitman].  The Annals of Applied Probability, Vol. 5 (4), 875-896 (1995)
  68. “Likelihood Ratio Gradient Estimation for Stochastic Recursions” [with P. L’Ecuyer].  Advances in Applied Probability, Vol. 27, 1019-1053 (1995)
  69. “Complexity of Non-Adaptive Optimization Algorithms for a Class of Diffusions” [with J. Calvin]. Stochastic Models, Vol. 18 (3), 343-365 (1995)
  70. “Heavy-Traffic Extreme-Value Limits for Queues” [with W.Whitt]. Operations Research Letters, Vol. 18, 107-111 (1995)
  71. “Efficient Simulation via Coupling” [with E. Wong]. Probability in the Engineering and Informational Sciences, Vol. 10, 165-186 (1996)
  72. “A Lyapunov Bound for Solutions of Poisson’s Equation” [with S. Meyn].  The Annals of Probability, 916-931 (1996)
  73. “A Diffusion Approximation for a Network of Reservoirs with Power Law Release Rule [with J. Glynn].  Stochastic Hydrology and Hydraulics, Vol. 10, No. 1, 17-37 (1996)
  74. “Complexity of Non-Adaptive Optimization Algorithms for a Class of Diffusions” [with J.M. Calvin].  Stochastic Models, Vol. 12, No. 3, 343-365 (1996)
  75. “Average Case Behavior of Random Search for the Maximum” [with J. M. Calvin]. Journal of Applied Probability, Vol. 34, 632-642, (1997)
  76. “A Batch Means Methodology for Estimation of a Nonlinear Function of a Steady- State Mean” [with D. F. Muñoz].  Management Science, Vol. 43, 1121-1135 (1997)
  77. “Independent Sampling of a Stochastic Process” [with K. Sigman].  Stochastic Processes and their Applications, Vol. 74, 151-164 (1998)
  78. “Diversity and Popularity in Organizations and Communities” [with W. Nasrallah, R. Levitt]. Computational and Mathematical Organization Theory, Vol. 3 (4), 347-372 (1998).
  79. “Internet Service Performance Failure Detection” [with A.Ward, K.Richardson]. Performance Evaluation Review, Vol. 26, No. 3, 38-44 (1998).
  80. "Limit Theory for Performance Modeling of Future Event Set Algorithms " [with H. Damerdji]. Management Science, Vol. 44, 1709-1722 (1998). 
  81. “Derandomizing Variance Estimators” [with Shane G. Henderson]. Operations Research. Vol. 47 (6), 907-916 (1999)
  82. “On the Maximum Workload of a Queue Fed by Fractional Brownian Motion” [with A. Zeevi].  Annals of Applied Probability, Vol. 10 (4), 1084-1099 (2000).
  83. “Simulating the Maximum of a Random Walk” [with K. B. Ensor].  Journal of Statistical Planning and Inference, Vol. 85, 127-135 (2000).
  84. “On the Asymptotic Optimality of the SPT Rule for the Static Flow Shop Average Completion Time Problem” [with J. G. Shanthikumar and C. H. Xia]. Operations Research, Vol. 48 (4), 615-622 ( 2000 )
  85. “On the Behavior of a Long Cascade of Linear Reservoirs” [with J. Glynn]. Journal of Applied Probability, Vol. 37, 417-428 (2000)
  86. “Computing Densities for Markov Chairs via Simulation” [with S.G. Henderson].  Mathematics of Operations Research, Vol. 26, 375-400 (2001)
  87. “Event-Driven Power Management” [with T. Siminic, L. Benini, G. DeMicheli]. IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems. Vol. 20, 840-857 (2001).
  88. “Two-sided Taboo Limits for Markov Processes and Associated Perfect Simulation” [with H. Thorisson].  Stochastic Processes and their Applications, Vol. 91, 1-20 (2001).
  89. “Multivariate Standardized Time Series for Steady-State Simulation Output Analysis” [with D. Munoz].  Operations Research, Vol. 49, 413-422 (2001).
  90. “Regenerative Steady-State Simulation of Discrete-Event Systems” [with S.G. Henderson]. Transactions on Computer Modeling and Simulation, Vol. 11, 313-345 (2001).
  91. “Managing Capacity and Inventory Jointly in Manufacturing Systems” [with J. Bradley]. Management Science, 273-288 (2002).
  92. “Necessary Conditions in Limit Theorems for Cumulative Processes” [with W. Whitt].  Stochastic Processes and their Applications, Vol. 98 (2), 199-209 (2002).
  93. “Transient Simulation Via Empirically-Based Coupling” [with D. L. Iglehart, E.W. Wong].  To appear in Probability in the Engineering and Informational Sciences
  94. “Approximating Martingales for Variance Reduction in Markov Process Simulation” [with S.G. Henderson].  Mathematics of Operations Research. Vol. 27 (2), 253-271 (2002)
  95. “Hoeffding’s Inequality for Uniformly Recurrent Markov Chains” [with D. Ormoneit]. Statistics and Probability Letters. Vol. 56 (2), 143-146 (2002)
  96. “Optimal Control of Parallel Queues with Batch Service” [with C. Xia, G. Michalaidis, N. Bambos]. Probability in the Engineering and Informational Sciences. Vol. 16(3), 289-307 (2002)
  97. “Structural Characterization of Taboo-Stationarity for General Processes in Two-sided time” [with H. Thorisson].  Stochastic Processes and their Applications. Vol. 102 (2), 311-318 (2002)
  98. “On the Validity of Long-Run Estimation Methods for Discrete-Event Systems” [with P. J. Haas] Performance Evaluation Review. Vol. 30, 35-37 (2002). 
  99. “Kernel-Based Reinforcement Learning in Average-Cost Problems” [with D. Ormoneit]. IEEE Transactions on Automatic Control. Vol. 47 (10), 1624-1636 (2002)
  100. “A Diffusion Approximation for a Markovian Queue with Reneging” [with A. Ward]. Queueing Systems: Theory and Applications. Vol. 43, 103-128 (2003)
  101. “Properties of the Reflected Ornstein-Uhlenbeck Process” [with A. Ward]. Queueing Systems: Theory and Applications. Vol. 44 (2), 109-123 (2003)
  102. “A Diffusion Approximation for a Markovian Queue with Reneging” [with A. Ward]. Queueing Systems: Theory and Applications. Vol. 43, 103-128 (2003)
  103. “Nonexistence of a Class of Variate Generation Schemes” [with S.G. Henderson]. Operations Research Letters. Vol. 31 (2), 83-89 (2003)
  104. “On Functional Central Limit Theorems for Semi-Markov and Related Processes” [with P. J. Haas]. Commun. Statist. Theory Methods, Vol. 33, 487-506 (2004)
  105. “Managing Power Consumption in Networks on Chips” [with T. Simunic and S. Boyd]. IEEE Transactions on VLSI, 96-107 (2004).
  106. “Dynamic Modeling of the Trade-off Between Productivity and Safety in Critical Engineering Systems” [with M.M. Baron and M.E. Pate-Cornell]. Reliability Engineering and System Safety, 269-284 (2004).
  107. “Interaction Value Analysis: When Structured Communication Benefits Organizations” [with W. Nasrallah, R.Levitt]. Organization Science, 541-557 (2005).
  108. “Recurrence Properties of Autoregressive Processes with Super-Heavy Tails” [with A. Zeevi]. Journal of Applied Probability, 639-653 (2004)
  109. “Estimating Tail Decay for Stationary Sequences via Extreme Values” [with A. Zeevi]. Advances in Applied Probability, 198-226 (2004).
  110. “Limit Theory for Taboo-Regenerative Processes” [with H. Thorisson]. Queueing Systems: Theory and Applications, 271-294 (2004).
  111. “The Mean Number-in-System Vector Range for a Multi-Class Queueing Network” [with B. C. Eaves and U.G. Rothblum]. Mathematics of Operations Research, 182-190 (2004).
  112. “Computing the Distribution Function of a Conditional Expectation via Monte Carlo conditioning Spaces” [with S.H. Lee]. ACM Transactions on Modeling and Computer Simulation, 238-258 (2003).
  113. “Estimation of Continuous-time Markov Processes Sampled at Random Time Intervals” [with Darrell Duffie].  Econometrica , 1809-1844 (2004).
  114. “A Diffusion Approximation with a GI/GI/1 Queue with Balking or Reneging” [with A. Ward] Queueing Systems: Theory and Applications, 371-400 (2005)
  115. “Diffusion Approximations for the Maximum of a Perturbed Random Walk” [with V. Araman] Advances in Applied Probability, 663-680 (2005).
  116. “Simulation-based Parameter Estimation for Complex Models: A Breast Cancer Natural History Modelling Illustration” [with Y. Chia, P. Salzman, and S. Plevritis]. Stat. Method Res. 507-24 (2004).
  117. “Empirical Performance of Bias-reducing Estimators for Regenerative Steady-State Simulations” [with M. Hsieh and D. Iglehart].ACM Transactions on Modeling and Computer Simulation, 328-343 (2004).
  118. “Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes” [with Peter Haas]. Stochastic Models, 22, 201-231 (2006).
  119. “A Nonparametric Approach to Multiproduct Pricing” [with P. Ruusmevichientong and B. Van Roy]. Operations Research 54, 82-98 (2006).
  120. “Tail Asymptotics for the Maximum of Perturbed Random Walk” [with V. Araman]. Annals of Applied Probability, 1411-1431 (2006).
  121. “Complete Corrected Diffusion Approximations for the Maximum of a Random Walk” [with J. Blanchet]. Annals of Applied Probability, 951-983 (2006).
  122. “On Entropy and Lyapunov Exponents for Finite State Channels” [with A. Goldsmith and T. Holliday]. IEEE Transactions on Information Theory. 3509-3532 (2006).
  123. “The Semi-Regenerative Method of Simulation Output Analysis,” [with J. M. Calvin and M. Nakayama]. ACM Transactions on Modeling and Computer Simulation, 280-315 (2006).
  124. “Opportunities and Challenges in Using Online Preference Data for Vehicle Pricing: A Case Study at General Motors” [with P. Rusmevichientong, J. A. Salisbury, L. T. Truss, and B. Van Roy] Journal of Revenue and Pricing Management, Vol. 5, No. 1, pp. 45-61, 2006.
  125. “A Natural History Model of Stage Progression Applied to Breast Cancer” [with P. Salzman, S. Plevritis, and B. Sigal] Statistics in Medecine, 581-595 (2007).
  126. “On the Theoretical Comparison of Low-Bias Steady-State Estimators” [with H. Awad]. ACM Transactions on Modeling and Computer Simulation, 1-30 (2007).
  127. “Fluid Heuristics, Lyapunov Bounds, and Efficient Importance Sampling for a Heavy-tailed G/G/1 Queue” [with J. Blanchet and J.C. Liu]. Queueing Systems: Theory and Applications, 57, 99-113 (2007).
  128. “Efficient Rare-event Simulation for the Maximum of Heavy-tailed Random Walks" [with J. Blanchet ]. Annals of Applied Probability, Vol. 18, No. 4, 1351-1378 (2008).
  129. “Uniform Renewal Theory with Applications to Expansions of Random Geometric Sums" [with J. Blanchet ]. Advances in Applied Probability, Vol. 39, No. 4, 1070 – 1097 (2007).
  130. “On the Transition from Heavy Traffic to Heavy Tails for the M/G/1 Queue: The Regularly Varying Case” [with M. Olvera-Cravioto, J. Blanchet]. Annals of Applied Probability, Vol. 21, 654-668 (2011).
  131. “Approximations for the Distribution of Perpetuities with Small Discount Rates” [with J. Blanchet]. Submitted for publication.
  132. “Asymptotic Robustness of Estimators in Rare-Event Simulation” [with J. Blanchet, P. L’Ecuyer, B. Tuffin]. ACM Transactions on Modeling and Computer Simulation, Vol. 20, No. 1, Article 6, 1-41 (2010)
  133. "On Convergence to Stationarity of Fractional Brownian Storage" [with M. Mandjes and I. Norros]. Annals of Applied Probability, Vol. 19, No. 4, 1385-1403 (2009).
  134. “Conditional Limit Theorems for Regulated Fractional Brownian Motion” [with H. Awad]. Annals of Applied Probability, Vol. 19, No. 6, 2102-2136 (2009).
  135. “Rare Event Simulation for a Slotted-Time M/G/s Model” [with J. Blanchet and H. Lam]. Queueing Systems: Theory and Applications, Vol. 63, 33-57 (2009).
  136. “How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation” [with R. Y. Rubinstein]. Stochastic Models, Vol. 25, 547-568 (2009).
  137. “How to Generate Uniform Samples on Discrete Sets Using the Splitting Method” [with A. Dolgin, R. Rubinstein, and R. Vaisman] Probability in the Engineering and Information Sciences, Vol. 24, 405-422 (2010).
  138. “Simulation-based Confidence Bounds for Two-Stage Stochastic Programs” [with G. Infanger]. Submitted for publication.
  139. “A Complementarity Framework for Forward Contracting Under Uncertainty” [with G. Infanger and V. Shanbhag]. To appear in Operations Research
  140. “Uniform Approximations for the M/G/1 Queue with Subexponential Processing Times” [with M. Olvera-Cravioto]. To appear in Queueing Systems: Theory and Applications
  141. “Harris Recurrence and MCMC: A Simplified Approach” [with S. Asmussen]. Submitted for publication.
  142. “Consistency of Multi-dimensional Convex Regression” [with E. Lim]. To appear in Operations Research.
  143. “Simulation-based Computation of the Workload Correlation Function in a Lévy-driven Queue” [with M. Mandjes]. To appear in Journal of Applied Probability
  144. “Wide-sense Regeneration for Harris Recurrent Markov Processes: An Open Problem”. To appear in Queueing Systems: Theory and Applications
  145. “Limit Theorems for Simulation-based Optimization via Random Search” [with Y. Chia]. Submitted for publication.
  146. “On the Dynamics of a Finite Buffer Queue Conditioned on the Amount of Loss” [with X. Zhang]. To appear in Queueing Systems: Theory and Applications
  147. “Fractional Brownian Motion with H<1/2 As a Limit of Scheduled Traffic” [with V. Araman] Submitted for publication.
  148. “Large Deviations for the Empirical Mean of an M/M/1 Queue” [with J. Blanchet and S. Meyn] Submitted for publication.

Conference Proceedings 

  • “Coverage Error for Confidence Intervals Arising in Simulation Output Analysis”.  Proceedings of the 1982 Winter Simulation Conference, 366-375 (1982).
  • “Simulation Output Analysis for General State Space Markov Chains” [with D.L. Iglehart].  Proceedings of the ORSA-TIMS Special Interest Meeting on Applied Probability-Computer Science, The Interface, 71-87 (1982).
  • “On the Role of Generalized Semi-Markov Processes in Simulation Output Analysis”.  Proceedings of the 1983 Winter Simulation Conference, 38-42, (1982).
  • “Steady-State Confidence Interval Methodology:  Regenerative Methods” [with D.L. Iglehart].  Proceedings of the 1984 Winter Simulation Conference, 248-249 (1984).
  • “Large-Sample Theory for Standardized Times Series:  An Overview” [with D.L. Iglehart]. Proceedings of the 1984 Winter Simulation Conference, 129-134 (1984).
  • “Stochastic Approximation for Monte Carlo Optimization”.  Proceedings of the 1986 Winter Simulation Conference, 356-365 (1986).
  • “Optimization of Stochastic Systems”.  Proceedings of the 1986 Winter Simulation Conference, 52-59 (1986).
  • “Problems in Bayesian Analysis of Stochastic Simulation”. Proceedings of the 1986 Winter Simulation Conference, 376-379 (1986).
  • “Sensitivity Analysis for Stationary Probabilities of a Markov Chain”.  Proceedings of the 4th Army Conference on Applied Mathematics and Computing, 917-932 (1986).
  • “Monte Carlo Optimization of Stochastic Systems:  Two New Approaches” [with J.L. Sanders].  Proceedings of the 1986 ASME Conference on Computers in Engineering, Vol.  2, 219-223 (1986).
  • “A New Initial Bias Deletion Rule” [with D.L. Iglehart].  Proceedings of the 1987 Winter Simulation Conference, 318-319 (1987).
  • “Likelihood Ratio Gradient Estimation:  An Overview”.  Proceedings of the 1987 Winter Simulation Conference, 366-375 (1987).
  • “A Non-Rectangular Sampling Plan for Estimating Steady-State Means”.  Proceedings of the 6th Army Conference on Applied Mathematics and Computing, 965-978 (1988).
  • “Computational and Statistical Issues in Discrete-Event Simulation” [with D.L. Iglehart].  Proceedings of the 34th Conference on the Design of Experiments in Army Research Development and Testing, 265-280 (1988).
  • “Variance Reduction in Mean Time to Failure Simulations” [with P. Shahabuddin, V. Nicola, P. Heidelberger, A.Goyal].  Proceedings of the 1988 Winter Simulation Conference, 491-500 (1988).
  • “Optimization of Stochastic Systems via Simulation”.  Proceedings of the 1989 Winter Simulation Conference, 90-105 (1989).
  • “Likelihood Ratio Derivative Estimators for Stochastic Systems”.  Proceedings of the 1989 Winter Simulation Conference, 374-380 (1989).
  • “Decomposition and Parallel Processing Techniques for Large Scale Electric Power System Planning Under Uncertainty” [with M. Avriel, G.B. Dantzig].  Proceedings of NSF Workshop on Resource Planning Under Uncertainty, 3-34 (1990).
  • “Gradient Estimation for Ratios” [with P. L’Ecuyer and M. Ades].  Proceedings of the 1991 Winter Simulation Conference, 986-993 (1991).
  • “Gradient Estimation for Regenerative Processes” [with P. Glasserman].  Proceedings of the 1992 Winter Simulation Conference, 280-288 (1992).
  • “Experimental Results for Gradient Estimation and Optimization of a Markov Chain in Steady-State” [with P. L’Ecuyer and N. Giroux].  Proceedings of the 1990 Vienna Conference on Computationally Intensive Methods in Simulation and Optimization, Lecture Notes in Economics and Mathematical Systems, No. 374, 14-23 (1992).
  • “Fast Simulation of Steady-State Availability in Non-Markovian Highly Dependable Systems” [with V. Nicola, P. Shahabuddin, and P. Heidelberger].  Proceedings of the 3rd International Symposium on Fault-Tolerant Computing, Vol. 2, 38-47 (1993).
  • “Efficient Estimation of the Mean Time Between Failures in Non-regenerative Dependability Models” [with P. Heidelberger, V. Nicola, and P. Shahabuddin].  Proceedings of the 1993 Winter Simulation Conference, 311-316 (1993).
  • “Increasing the Frequency of Regeneration for Markov Processes” [with J. Calvin and S. Andradottir].  Proceedings of the 1994 Winter Simulation Conference, 320-323 (1994).
  • “Performance Analysis of Future Event Sets” [with Halim Damerdji].  Proceedings of the 1995 Winter Simulation Conference, 316-321 (1995).
  • “Some New Results on the Initial Transient Problem”.  Proceedings of the 1995 Winter Simulation Conference, 165-170 (1995).
  • “A Set of Extensions to the SIMAN/ARENA Simulation Environment” [with M. J. Torres].  Proceedings of the 1995 Winter Simulation Conference, 285-293 (1995).
  • “Importance Sampling for Monte Carlo Estimation of Quantiles”.  Proceedings of the Second International Workshop on Mathematical Methods in Stochastic Simulation and Experimental Design, 180-185 (1996).
  • “Grid-Based Simulation and the Method of Conditional Least Squares”.  Proceedings of the 1996 Winter Simulation Conference, 325-331 (1996).
  • “Selecting the Best System in Transient Simulations with Variances Known” [with H. Damerdji, M. K. Nakayama, J. R. Wilson].  Proceedings of the 1996 Winter Simulation Conference, 281-286 (1996).
  • “Numerical Computation of Large Deviations Exponents via Simulation”.  Proceedings of the 1996 Allerton Conference on Communication, Control, and Computing, 790-797 (1996).
  • “Computational Efficiency Evaluation in Output Analysis” [with H. Damerdji, S.G. Henderson]. Proceedings of the 1997 Winter Simulation Conference, 208-215 (1997).
  • “DTMW:  A New Congestion Control Scheme for Long-Range Dependent Traffic” [with C. Huang, I. Lambadaris, M. Devetsikiotis and A.R. Kaye].  Proceedings of the 15th International Teletraffic Congress – ITC15, Teletraffic Science and Engineering, Vol 2b, 1097-1106 (1998).
  • “Internet Service Performance Failure Detection” [with A. Ward, K. Richardson].  Proceedings of the 1998 Internet Server Performance Workshop (held in conjunction with SIGMETRICS ’98), 103-110 (1998). 
  • “Estimation of Stationary Densities for Markov Chains” [with Shane G. Henderson].  Proceedings of the 1998 Winter Simulation Conference, 647-652 (1998).
  • “Can the Regenerative Method be Applied to Discrete-Event Simulations?” [with S. G. Henderson ]. Proceedings of the 1999 Winter Simulation Conference, 367-373 (1999).
  • “Computing the Distribution Function of a Conditional Expectation via Monte Carlo: Discrete Conditioning Spaces” [with S.H. Lee]. Proceedings of the 1999 Winter Simulation Conference, 1654-1663 (1999).
  • “On the Small-Sample Optimality of Multiple-Regeneration Estimators” [with J. Calvin and M. Nakayama ] Proceedings of the 1999 Winter Simulation Conference, 655-661 (1999)
  • “Dynamic Power Management of Portable Systems” [with T. Simunic, L.Benini, and G. DeMicheli]. MOBICOM 2000, 11-19 (2000)
  • “Energy Efficient Design of Portable Wireless Systems” [with T. Simunic, H. Vikalo, and G. DeMicheli]. ISLPED 2000, 49-54 (2000)
  • “Dynamic Power Management of Laptop Hard Disks” [with T. Simunic, L. Benini, and G. DeMicheli]. DATE 2000, 736 (2000)
  • “Dynamic Voltage Scaling for Portable Systems” [with T. Simunic, L. Benini, A. Acquaviva, G. DeMicheli].  DAC 2001, 524-529 (2001).
  • “Importance Sampling Using the Semi-Regenerative Method” [with J. M. Calvin and M.K. Nakayama]. Proceedings of the 2001 Winter Simulation Conference, 441-450 (2001).
  • “Constrained Monte Carlo and the Method of Control Variates” [with R. Szechtman].  Proceedings of the 2001 Winter Simulation Conference, 394-2000 (2001).
  • “A Markov Chain Perspective on Adaptive Monte Carlo Algorithms” [with P. Desai].   Proceedings of the 2001 Winter Simulation Conference. 379-384 (2001).
  • “Wireless Link Adaptation Policies:  QoS for Deadline Constrained Traffic with Imperfect Channel Estimates” [with T. Holliday and A. Goldsmith]. Proceedings of the International Conference on Communications 2002, 3366-3371 (2002).
  • “Optimal Power Control and Source-Channel Coding for Delay Constrained Traffic over Wireless Channels” [with T. Holliday and A. Goldsmith]. IEEE Conference on Communications 2002, 831-835 (2002).
  • “Optimal Link Adaptation in Wideband CDMA Systems” [with T. Holliday and A. Goldsmith]. Proceedings of the 2002 Global Telecommunications Conference, 721-726 (2002). 
  • “Entropy and Mutual Information for Markov Channels with General Inputs” [with T. Holliday and A. Goldsmith]. Proceedings of the 2002 Allerton Conference on Communication, Control, and Computing, 824-833 (2002).
  • “Rare-Event Simulation for Infinite Server Queues” [with R. Szechtman]. Proceedings of the 2002 Winter Simulation Conference, 416-423 (2002). 
  • “Confidence Regions for Stochastic Approximation Algorithms” [with M. Hsieh]. Proceedings of the 2002 Winter Simulation Conference, 370-376 (2002).
  • “Capacity of Finite State Markov Channels with General Inputs” [with T. Holliday and A. Goldsmith]. Proceedings of the 2003 IEEE International Symposium on Information Theory, p. 289 (2003).
  • “Optimal Power Control for CDMA Systems in the Wide-band Limit” [with T. Holliday and A. Goldsmith]. Proceedings of the 2003 IEEE International Symposium on Information Theory, 418-421 (2003).
  • “Distributed Power Control for Time-Varying Wireless Networks: Optimality and Convergence” [with T. Holliday, and A. Goldsmith]. Proceedings of the 2003 Allerton Conference on Communication, Control, and Computing, 1024-1033 (2003).
  • “Distributed Power Control for Time-Varying Wireless Networks”. Proceedings of the 2004 International Symposium on Information Theory, p. 352 (2004). 
  • “A Large Deviations Perspective on Ordinal Optimization” [with S. Juneja]. Proceedings of the 2004 Winter Simulation Conference, 577-586 (2004).
  • “Shannon Meets Lyapunov: Connections between Information Theory and Dynamical Systems” [with T. Holiday and A. Goldsmith]. IEEE Conference on Decision and Control, Seville, Spain, 1756-1763 (2005). 
  • “The Initial Transient Problem for Steady-State Simulation”. Proceedings of the 2005 Winter Simulation Conference, 739-740 (2005).
  • “On an Initial Transient Deletion Rule with Rigorous Theoretical Support” [with H. Awad]. Proceedings of the 2006 Winter Simulation Conference, 186-191 (2006). 
  • “Simulation-based Response Surface Estimation in the Presence of Monotonicity” [with E. Lim]. Proceedings of the 2006 Winter Simulation Conference, 264-271 (2006).
  • “Efficient Sub-Optimal Rare-Event Simulation” [with J. Blanchet and X.Zhang ]. Proceedings of the 2007 Winter Simulation Conference, 389-394 (2007).
  • “A Large Deviations View of Asymptotic Efficiency for Simulation Estimators” [with S. Juneja]. Proceedings of the 2008 Winter Simulation Conference, 396-406 (2008).
  • “New Estimators for Parallel Steady-State Simulations” [with M. Hsieh] Proceedings of the 2009 Winter Simulation Conference, 469-474 (2009)
  • “Rare Event Simulation for a Generalized Hawkes Process” [with X.Zhang, J. Blanchet, and K. Giesecke] Proceedings of the 2009 Winter Simulation Conference, 1291-1298 (2009)
  • “A Regenerative Bootstrap Approach to Estimating the Initial Transient” To appear in Proceedings of the 2010 Winter Simulation Conference

Technical Reports

  • “A Low Bias Steady-State Estimator for Equilibrium Processes.”  Technical Report, Mathematics Research Center, University of Wisconsin, Madison.
  • “Asymptotic Theory for Nonparametric Confidence Intervals.”  Technical Report, Department of Operations Research, Stanford University (1982).
  • “Regenerative Aspects of the Steady-State Simulation Problem for Markov Chains.”  Technical Report, Department of Operations Research, Stanford University (1982).
  • “Some New Results in Regenerative Process Theory”.  Technical Report, Department of Operations Research, Stanford University (1982).
  • “Regenerative Simulation of Harris Recurrent Markov Chains”.  Technical Report, Department of Operations Research, Stanford University (1982).
  • “On ARMA Representations for White Noise in a Markovian Environment”.  Technical Report No. 2588, Mathematics Research Center, University of Wisconsin (1983).
  • “Randomized Estimators for Time Integrals”. Technical Report, Mathematics Research Center, University of Wisconsin, Madison (1983).
  • “Equitable Assignment Rules” [with J.L. Sanders].  Technical Report, Mathematics Research Center, University of Wisconsin, Madison (1984).
  • “Consequences of Uniform Integrability for Simulation” [with D.L. Iglehart].  Technical Report, Department of Operations Research, Stanford University (1986).
  • On the Convergence of a Regenerative Process to its Steady-State.  Technical Report, Mathematics Research Center, University of Wisconsin, Madison (1987).
  • “Process Differentiable Representations for Parametric Families of Distributions.”  Technical Report, Mathematics Research Center, University of Wisconsin, Madison (1987).
  • “Tightness of Synchronous Processes” [with K. Sigman].  Technical Report, Department of Operations Research, Stanford University (1989).
  • “Decomposition Techniques for Multi-Area Generation and Transmission Planning Under Uncertainty” [with G.B. Dantzig et al].  Electric Power Research Institute Report EL-6484, (1989).
  • “A Difficulty in the Computation of Expected Utilities in Medical Decision Making” [with D.G. Fryback and F. Sainfort].
  • “Derandomizing and Rerandomizing Variance Estimators” [with Shane Henderson].  Technical Report, Department of Operations Research, Stanford University (1996).
  • “Tightness for Non-irreducible Markov Chains” [with Sean Meyn].  Technical Report, Department of Engineering-Economic Systems and Operations Research, Stanford University, (1997).
  • “The Covariance Function of a Regenerative Process.” Technical Report, Department of Engineering-Economic Systems and Operations Research, Stanford University, (1997).
  • “A Family of Regenerative Moment Identities” [with James M. Calvin]. Technical Report, Department of Engineering-Economic Systems and Operations Research, Stanford University (1998).

Other    

  • “Regenerative Processes and the ø -Mixing Property”.  TIMS Simulation Newsletter (1985).
  • Book Review:  Stochastic Simulation by B.D. Ripley.  American Scientist, Vol. 77, 195-196 (1989).
  • “Educating Mathematical Scientists:  Doctoral Study and the Postdoctoral Experience in the United States” [with the Committee on Doctoral and Postdoctoral Study in the United States].  National Research Council (1992).
  • Foreword, Discrete Event Dynamic Systems:  Theory and Applications, 6, 7-8 (1996).
  • “Optimization for Simulation: Theory vs. Practice”, authored by Michael C. Fu.   INFORMS Journal on Computing, (2001), commentary.