Glynn, Peter W.; Wang, Rob J. A heavy-traffic perspective on departure process variability. (English) Zbl 07796465 Stochastic Processes Appl. 166, Article ID 104097, 25 p. (2023). MSC: 60-XX PDFBibTeX XMLCite \textit{P. W. Glynn} and \textit{R. J. Wang}, Stochastic Processes Appl. 166, Article ID 104097, 25 p. (2023; Zbl 07796465) Full Text: DOI
Blanchet, Jose; Chen, Xinyun; Si, Nian; Glynn, Peter W. Efficient steady-state simulation of high-dimensional stochastic networks. (English) Zbl 1496.60111 Stoch. Syst. 11, No. 2, 174-192 (2021). MSC: 60K25 90B15 90B22 PDFBibTeX XMLCite \textit{J. Blanchet} et al., Stoch. Syst. 11, No. 2, 174--192 (2021; Zbl 1496.60111) Full Text: DOI arXiv
Zheng, Zeyu; Honnappa, Harsha; Glynn, Peter W. Technical note – Approximating systems fed by Poisson processes with rapidly changing arrival rates. (English) Zbl 1486.90076 Oper. Res. 69, No. 5, 1566-1574 (2021). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{Z. Zheng} et al., Oper. Res. 69, No. 5, 1566--1574 (2021; Zbl 1486.90076) Full Text: DOI arXiv
Zhou, Zhengyuan; Mertikopoulos, Panayotis; Bambos, Nicholas; Boyd, Stephen P.; Glynn, Peter W. On the convergence of mirror descent beyond stochastic convex programming. (English) Zbl 1461.90085 SIAM J. Optim. 30, No. 1, 687-716 (2020). MSC: 90C15 90C26 90C25 90C05 PDFBibTeX XMLCite \textit{Z. Zhou} et al., SIAM J. Optim. 30, No. 1, 687--716 (2020; Zbl 1461.90085) Full Text: DOI arXiv