114 citations · 348 across the 55 of their papers we have counts for
Showing 2015 · math.PRShow all
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math.PR2015★ 8 cited
Selecting the best system and multi-armed bandits
Peter Glynn, Sandeep Juneja
Consider the problem of finding a population or a probability distribution amongst many with the largest mean when these means are unknown but population samples can be simulated o…
math.PR2015★ 1 cited
On the Limiting Ratio of Current Age to Total Life for Null Recurrent Renewal Processes
Jose Blanchet, Peter Glynn, Hermann Thorisson
If the inter-arrival time distribution of a renewal process is regularly varying with index (i.e. the inter-arrival times have infinite mean) and if $A\lef…
math.PR2015★ 1 cited
Theoretical analysis of a Stochastic Approximation approach for computing Quasi-Stationary distributions of general state space Markov chains
Jose H. Blanchet, Peter Glynn, Shuheng Zheng
An algorithm for estimating quasi-stationary distribution of finite state space Markov chains has been proven in a previous paper. Now this paper proves a similar algorithm that wo…