Statistics
Publications
217
Citations
13.5K
H-Index
59
Active since
1982
Peter W. Glynn is an author at Stanford University specializing in stochastic processes, probability theory, and mathematics.
Publications per year
1982–2023
217
217
Importance Sampling for Stochastic Simulations
Peter W. Glynn, Donald L. Iglehart · Management Science · 1989 · 652 citations
Optimization of stochastic systems
Peter W. Glynn · 1986 · 580 citations
Likelihood ratio gradient estimation for stochastic systems
Peter W. Glynn · Communications of the ACM · 1990 · 408 citations · Full text
1–5 of 217