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Peter W. Glynn
Thomas W. Ford Professor in the School of Engineering

Office: Terman 313 | Phone: 650-725-0554 | Fax: 650-723-1614
Email: glynn @ stanford.edu

 
Former Ph.D. Students

Assaf Zeevi " Characterization and Estimation of Rare Events via Extreme Values "
September 2001

Currently at Columbia Business School
assaf.zeevi @ columbia.edu

Amy Ward " Queues with Reneging "
September 2001

Currently at Georgia Tech School of Industrial and Systems Engineering
amy @ isye.gatech.edu

Roberto Szechtman " Efficient Monte Carlo Simulation in the Presence of Constraints "
September 2001

Currently at Oracle
rober @ stanfordalumni.org

Paritosh Desai " Adaptive Monte Carlo Methods for Solving Eigenvalue Problems "
September 2001

Currently at DemandTec
paritosh.desai @ stanfordalumni.org

Brad Romine " Real Options in Energy Markets: Analysis and Computation "
March 2000

First position: Enron
bradleyromine @ yahoo.com

Shing-Hoi Lee " Monte Carlo Computation of Conditional Expectation Quantiles "
August 1998

Currently at Morgan Stanley
jacky07029 @ yahoo.com

Eugene Wong " An Empirically-Based Coupling Algorithm for Transient Simulation "
August 1998

First position: Integral Development

Ming-hua Hsieh " Adaptive Importance Sampling for Rare Event Simulation of Queueing Networks "
January 1998

Currently at National Sun Yat Sen University, Taiwan
mhsieh @ finance.nsysu.edu.tw

Shane Henderson " Variance Reduction via an Approximating Markov Process "
May 1997

Currently at School of Operations Research and Industrial Engineering, Cornell University
henderson @ orie.cornell.edu

Jim Bradley " Managing Manufacturing Assets and Subcontracting Policies "
March 1997

Currently at Johnson School of Business, Cornell University
jrb28 @ cornell.edu

Liz Schwerer " A Linear Programming Approach to the Steady-State Analysis of Markov Processes "
May 1996

First position: Columbia University School of Business

Tzu-hui Yang " Efficient Simulation Techniques with Application to Performance Evaluation of ATM Switches "
June 1995

First position: Nortel

Wing Wah Loh " Methods of Control Variates for Discrete Event Simulation "
December 1994

First position: Dean Witter

Tava Lennon " Response-Time Approximations for Multi-Server Polling Models, with Manufacturing Applications "
August 1994

Currently at Olin School of Business, Washington University
Olsen @ olin.wustl.edu

Sandeep Juneja " Efficient Rare Event Simulation of Stochastic Systems "
December 1993

Currently at Department of Mechanical Engineering, Indian Institute of Technology, Delhi, India
sandeepj @ cse.iitd.ernet.in

Craig Kollman " Rare Event Simulation in Radiation Transport "
October 1993

First position: National Bone Marrow Institute

Diane Erdmann " Complexity Measures for Testing Binary Keystreams "
June 1993

First position: Applied Decision Analysis

Nathan Chan " Optimal Hydraulic Aquifier Management with Reliability Constraints "
June 1992

First position: Applied Decision Analysis

David Munoz " Cancellation Methods in the Analysis of Simulation Output "
February 1991

Currently at Instituto Technologico Autonomo de Mexico
davidm @ cec.ster.itam.mx

Marvin Nakayama " Simulation of Highly Reliable Markovian and Non-Markovian Systems "
January 1991

Currently at Department of Computer Science, New Jersey Institute of Technology
marvin @ random.njit.edu

Sigrun Andradottir " Stochastic Optimization with Applications to Discrete Event Systems "
August 1990

Currently at School of Industrial and Systems Engineering, Georgia Tech
sa @ isye.isye.gatech.edu

Perwez Shahabuddin " Simulation and Analysis of Highly Reliable Systems "
June 1990

Currently at Department of Industrial Engineering and Operations Research, Columbia University
perwez @ ieor.columbia.edu

Jim Calvin " Stochastic Optimization Algorithms and Moment Formulas for Markov Chains "
September 1989

Currently at Department of Computer Science, New Jersey Institute of Technology
calvin @ cis.njit.edu

Halim Damerdji " Topics in Discrete-Event Stochastic Systems "
August 1988

First position at Department of Industrial Engineering, North Carolina State University


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