P. Glynn

activity

20062023

most citedEfficient rare-event simulation for the maximum of heavy-tailed random walks

114 citations · 348 across the 55 of their papers we have counts for

collaborators

Showing 2018 · math.OCShow all

2 papers · 2 filters

math.OC2018

A $c / μ$ -Rule for Service Resource Allocation in Group-Server Queues

Li Xia, Zhe George Zhang, Quan-Lin Li +1

In this paper, we study a dynamic on/off server scheduling problem in a queueing system with multi-class servers, where servers are heterogeneous and can be classified into $K$ gro…

math.OC2018★ 25 cited

Smoothed Variable Sample-size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs

Afrooz Jalilzadeh, Uday V. Shanbhag, Jose H. Blanchet +1

We consider minimizing $f (x) = E [f (x, ω)]$ when $f (x, ω)$ is possibly nonsmooth and either strongly convex or convex in $x$ . (I) Strongly convex. When $f (x, ω)$ is $μ -$ strong…

A c/μ-Rule for Service Resource Allocation in Group-Server Queues

Smoothed Variable Sample-size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs

A $c / μ$ -Rule for Service Resource Allocation in Group-Server Queues