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20102026
most citedOn the transition from heavy traffic to heavy tails for the M/G/1 queue: The regularly varying case

18 citations · 22 across the 18 of their papers we have counts for

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math.OC2026

Fast Convergence of Policy Regret in Learning Stochastic Optimal Control

Shengbo Wang, Jose Blanchet, Peter Glynn

Policy learning in modern operations environments faces a fundamental tension between limited operational data and the large, often continuous, state and action spaces over which g…

math.OC2024

An Efficient High-Dimensional Gradient Estimator for Stochastic Differential Equations

Shengbo Wang, Jose Blanchet, Peter Glynn

Overparameterized stochastic differential equation (SDE) models have achieved remarkable success in various complex environments, such as PDE-constrained optimization, stochastic c…