Zobrazeno 1 - 10
of 530
pro vyhledávání: '"Peter W. Glynn"'
Autor:
Eunji Lim, Peter W. Glynn
Publikováno v:
Operations Research. 71:47-60
Predicting Shortages in a Supply Chain Using Simulation A supply chain shortage is a serious problem that can lead to assembly plant shutdowns. However, predicting such shortages using simulation poses a challenge, because the information necessary t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::253fc52ecf86827ddd63aa683ff204b8
https://doi.org/10.1287/opre.2021.2229
https://doi.org/10.1287/opre.2021.2229
Publikováno v:
Stochastic Systems. 12:373-410
We consider minimizing $f(x) = \mathbb{E}[f(x,\omega)]$ when $f(x,\omega)$ is possibly nonsmooth and either strongly convex or convex in $x$. (I) Strongly convex. When $f(x,\omega)$ is $\mu-$strongly convex in $x$, we propose a variable sample-size a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::709b3f41e0535c5c18c6a4b34c1a3962
https://doi.org/10.1287/stsy.2022.0095
https://doi.org/10.1287/stsy.2022.0095
Publikováno v:
Queueing Systems. 100:61-91
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::79a5f6e0b178fd36726c9effc8c58900
https://doi.org/10.1007/s11134-021-09732-9
https://doi.org/10.1007/s11134-021-09732-9
Autor:
Ana M. Palacio-Castro, Tyler B. Smith, Viktor Brandtneris, Grace A. Snyder, Ruben van Hooidonk, Juan L. Maté, Derek Manzello, Peter W. Glynn, Peggy Fong, Andrew C. Baker
Publikováno v:
Proceedings of the National Academy of Sciences. 120
Climate change is radically altering coral reef ecosystems, mainly through increasingly frequent and severe bleaching events. Yet, some reefs have exhibited higher thermal tolerance after bleaching severely the first time. To understand changes in th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0850bedf3226ad39daf5135ac69b28e1
https://doi.org/10.1073/pnas.2202388120
https://doi.org/10.1073/pnas.2202388120
Autor:
Peter W. Glynn, Rob J. Wang
Publikováno v:
Stochastic Processes and their Applications.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::78095a2340104202474f55297796a846
https://doi.org/10.1016/j.spa.2023.01.002
https://doi.org/10.1016/j.spa.2023.01.002
Autor:
Chang-Han Rhee, Peter W. Glynn
Publikováno v:
Mathematics of Operations Research.
We consider a family of Markov chains whose transition dynamics are affected by model parameters. Understanding the parametric dependence of (complex) performance measures of such Markov chains is often of significant interest. The derivatives and th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e895902e20930e5d33cce9b968a0ba17
https://doi.org/10.1287/moor.2022.1328
https://doi.org/10.1287/moor.2022.1328
Publikováno v:
2022 Winter Simulation Conference (WSC).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b20baaea1c956902f3e33edd3cfe320d
https://doi.org/10.1109/wsc57314.2022.10015514
https://doi.org/10.1109/wsc57314.2022.10015514
Publikováno v:
Operations Research. 69:1566-1574
In many operations management settings, the arrival process to the system exhibits clear nonstationarities. These nonstationarities may arise as a consequence of time-of-day effects, day-of-week effects, seasonalities, or stochastic fluctuations in t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e32306e9fa730f735d8ede47152da8c6
https://doi.org/10.1287/opre.2020.2031
https://doi.org/10.1287/opre.2020.2031
Autor:
Peter W. Glynn
Publikováno v:
Queueing Systems. 100:169-171
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::177428f5125eccabffa4c83b6dfe40bf
https://doi.org/10.1007/s11134-022-09785-4
https://doi.org/10.1007/s11134-022-09785-4
Publikováno v:
Mathematics of Operations Research. 46:946-969
We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically. We develop a generalized e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9b05079856c26c59eace03d34ebd1a7d
https://doi.org/10.1287/moor.2020.1085
https://doi.org/10.1287/moor.2020.1085