Peter W. Glynn - Students

Current PhD Students

  • Danielle Davidian
  • Seungwon Jeong
  • Rob J. Wang
  • Zeyu Zheng

Former PhD Students

  • Chang-han Rhee, 2013
  • "Unbiased Estimation with Biased Samplers"

  • Mohammad Mousavi, 2013
  • "Simulation Methods for Non-stationary Queues and Value Function Computation"

  • Naveed Chehrazi, 2013
  • "Identification and Optimization of Stochastic Systems"

  • Nick West, 2012
  • "Filtering and Control of Flow in a Model Scramjet Engine"

  • Jihye Choi, 2012
  • "Small-sample Behavior of Importance Sampling Estimators"

  • Xiaowei Zhang, 2011
  • "Computing Rare-Event Probabilities for Affine Models and General State Space Markov Processes"

  • Wei Wu, 2009
  • "Simulation-based Optimization in the Presence of Convexity"

  • Eunji Lim, 2008
  • "Simulation-based Response Surface Computation in the Presence of Shape Constraints"

  • Mariana Olvera-Cravioto, 2006
  • "The Single-Server Queue with Heavy Tails"

  • Yuqing Sun, 2005
  • "Stochastic Models for Warranty Cost Analysis and Online Purchase Prediction"

  • Hernan Awad, 2005
  • "Clumping of Losses and Long Delays in a Queue: Analysis and Simulation"

  • Yen Lin Chia, 2005
  • "Simulation-based Optimization and Applications in Biomedical Modelling"

  • Peter Salzman, 2005
  • "Statistical Models for the Natural History of Breast Cancer"

  • Timothy Holliday, 2004
  • "Cross-layer Design of Wireless Systems"

  • Jose Blanchet, 2004
  • "Limit Theorems and Approximations with Applications to Insurance Risk and Queueing Theory"

  • Victor Araman, 2002
  • "Maximum of Perturbed Random Walk: Limit Theorems and Applications"

  • Assaf Zeevi, 2001
  • "Queues with Reneging"

  • Amy Ward, 2001
  • "Simulation-based Response Surface Computation in the Presence of Shape Constraints"

  • Marcelo J. Torres, 2001
  • "Brownian Modeling of a Rate Control Throttle"

  • Roberto Szechtman, 2001
  • "Efficient Monte Carlo Simulation in the Presence of Constraints"

  • Paritosh Desai, 2001
  • "Adaptive Monte Carlo Methods for Solving Eigenvalue Problems"

  • Brad Romine, 2000
  • "Real Options in Energy Markets:  Analysis and Computation"

  • Shing-Hoi Lee, 1998
  • "Monte Carlo Computation of Conditional Expectation Quantiles"

  • Eugene Wong, 1998
  • "An Empirically-Based Coupling Algorithm for Transient Simulation"

  • Ming-hua Hsieh, 1998
  • "Adaptive Importance Sampling for Rare Event Simulation of Queueing Networks"

  • Shane Henderson, 1997
  • "Variance Reduction via an Approximating Markov Process"

  • James Robert Bradley, 1997
  • "Managing Manufacturing Assets and Subcontracting Policies"

  • Elizabeth Schwerer, 1996
  • "A Linear Programming Approach to the Steady-State Analysis of Markov Processes"

  • Tzu-Hui Yang, 1995
  • "Efficient Simulation Techniques with Application to Performance Evaluation of ATM Switches"

  • Wing Wah Loh, 1994
  • "Methods of Control Variates for Discrete Event Simulation"

  • Tava Lennon, 1994
  • "Response-Time Approximations for Multi-Server Polling Models, with Manufacturing Applications"

  • Sandeep Juneja, 1993
  • "Efficient Rare Event Simulation of Stochastic Systems"

  • Craig Kollman, 1993
  • "Complexity Measures for Testing Binary Keystreams"

  • Eva Diane Erdmann, 1993
  • "Simulation-based Response Surface Computation in the Presence of Shape Constraints"

  • Nathaniel Chan, 1992
  • "Optimal Hydraulic Aquifier Management with Reliability Constraints"

  • David Muñoz, 1991
  • "Cancellation Methods in the Analysis of Simulation Output"

  • Marvin Nakayama, 1991
  • "Simulation of Highly Reliable Markovian and Non-Markovian Systems"

  • Sigrun Andradottir, 1990
  • "Stochastic Optimization with Applications to Discrete Event Systems"

  • Perwez Shahabuddin, 1990
  • "Simulation and Analysis of Highly Reliable Systems"

  • James M. Calvin, 1989
  • "Stochastic Optimization Algorithms and Moment Formulas for Markov Chains"

  • Halim Damerdji, 1988
  • "Topics in Discrete-Event Stochastic Systems"