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Glasserman, Paul
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Monotone structure in discrete-event systems
Glasserman P. (ed), Yao D., John Wiley & Sons, Inc., New York, NY, 1994. Type: Book (9780471580416)
The material presented in this book originated from research on discrete-event systems when the outputs are monotone functions of the inputs. A discrete-event system is defined as a collection of elementary processes evolving asynchron...
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Mar 1 1996
Analysis of an importance sampling estimator for tandem queues
Glasserman P. (ed), Kou S. ACM Transactions on Modeling and Computer Simulation 5(1): 22-42, 1995. Type: Article
Probabilities of rare events in stochastic processes are ipso facto hard to estimate by direct Monte Carlo simulations. In recent years there has been considerable interest in estimating such probabilities via the importance sampling o...
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Dec 1 1995
Structural conditions for perturbation analysis of queueing systems
Glasserman P. (ed) Journal of the ACM 38(4): 1005-1025, 1991. Type: Article
Perturbation analysis is used in simulation output analysis to get derivative information about the performance parameter settings by saving a little extra information during the running of the simulation. This paper is one of a series...
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Aug 1 1992
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