17th APS Informs 2013 Costa Rica Session Overview   Author Index   Sessions   Book of Program and Abstracts (PDF)

Informs 2013 Sessions

Monday 10:45am - 12:15pm

Session MA1 - Random Graph Models, Chair: Moyal

1. CSMA algorithms for large random graphs
   Moyal, P.; Bermolen, P.; Jonckheere, M.
2. Directed random graphs with given degree distributions
   Chen, N.; Olvera-Cravoito, M.
3. Community Detection in the Labelled Stochastic Block Model
   Lelarge, M.; Heimlicher, S.; Massoulié, L.; Xu, J.

Session MA2 - Green Scheduling 1, Chair: Righter / Down

1. How queueing-theoretic models for data center power management differ from reality
   Gandhi, A.; Harchol-Balter, M.; Kozuch, M.A.
2. The RRR Method for the Exact Analysis of Repeating Markov Chains with Uni-Directional Transitions
   Gandhi, A.; Doroudi, S.; Harchol-Balter, M.; Scheller-Wolf, A.
3. Optimization of Server Farms
   Adan, I.J.B.F.; Kulkarni, V.G.; Van Wijk, A.C.C.
4. On Optimal Policies for Energy Aware Servers
   Down, D.G.; Maccio, V.

Session MA3 - Advanced Applications of Simulation, Chair: Fu / Henderson / Zhou

1. On simulation of constants from the theory of Gaussian processes
   Dieker, A.B.; Yakir, B.
2. On a Least Absolute Deviations Estimator of a Convex Function
   Lim, E.; Luo, Y.
3. Computing volumes of convex bodies
   Gamarnik, D.; Ramanan, K.
4. Bounding Wrong-Way Risk by Simulation
   Glasserman, P.; Yang, L.

Session MA4 - Applied Probability in Finance, Economics and Insurance II, Chair: Cadenillas

1. Heavy Traffic Limits and Applications to Insurance and Pension Fund Dynamics
   Blanchet, J.H.; Chen, X.; Lam, H.
2. On Polynomial Technique Applied To Financial And Actuarial Modeling
   Melnikov, A.
3. Non-Arbitrage for a Class of Informational Markets
   Choulli, T.; Aksamit, A.; Deng, J.; Jeanblanc, M.
4. Stochastic correlation in asset management
   Seco, L.A.; Reuss, A.; Olivares, P.; Zagst, R.

Session MA5 - Limit results for queueing and related models, Chair: Atar

1. Join the Shortest Queue Networks: Their Limiting Behavior and Open Problems
   Bramson, M.; Lu, Yi; Prabhakar, B.
2. Diffusion models and steady-state approximations for exponentially ergodic Markovian queues
   Gurvich, I.
3. Asymptotics of epidemic-like models with applications to peer-to-peer networks
   Shwartz, A.; Altman, E.; Nain, P.; Xu, Y.
4. Three new state space collapse results for the multiclass G/G/1 queue
   Atar, R.; Biswas, A.; Lev-Ari, A.; Shifrin, M.

Session MA6 - Heavy tails and related topics, Chair: Roy / Maulik

1. Fine-tuning risk assessment through hidden regular variation
   Das, B.; Mitra, A.; Resnick, S.
2. Properties Of Tempered Stable Distributions
   Grabchak, M.
3. Applications of Abelian and Tauberian theorems to free probability
   Hazra, R.S.; Maulik, K.

Session MA7 - Markov Chains and Markov Decision Problems, Chair: Arlotto / Steele

1. Comparison Inequalities and Fastest-mixing Markov Chains
   Fill, J.A.; Kahn, J.
2. Strong Stationary Duality for Diffusions
   Lyzinski, V.; Fill, J.A.
3. Optimal On-Line Selection of an Alternating Subsequence: A Central Limit Theorem
   Arlotto, A.; Steele, J.M.
4. Optimality Conditions for Total-Cost Partially Observable Markov Decision Processes with General State and Action Spaces
   Feinberg, E.A.; Kasyanov, P.O.; Zgurovsky, M.Z.

Session MA8 - Statistical modelling and analysis for complex data, Chair: Yi

1. Nature-Inspired Metaheuristic Algorithms for Finding Efficient \\ Experimental Designs
   Wong, W.K.
2. Response adaptive randomization in the presence of mismeasurement
   Li, X.
3. Bias analysis for misclassification in a multicategorical exposure in a logistic regression model
   Liu, Y.; Liu, J.
4. The most powerful test and the optimal design of response adaptive clinical trials
   Yi, Y.

Session MA9 - Queues and Health, Chair: Örmeci

1. Nursing Home Bed Planning with Medicaid Bed-Hold Payment Policies
   Jennings, O.B.; Massey, W.A.; Niyirora, J..
2. Dynamic Rate Coupled Processors with Abandonment: Approximation and Computation
   Pender, J.
3. Length-of-Stay and Optimal Portfolio of Surgical Procedures
   Örmeci, L.; Bavafa, H.; Savin, S.

Monday 2:00pm - 3:30pm

Session MB1 - Random Graphs and Complex Networks: Epidemics, Chair: Hasenbein

1. Rapid Detection of Viruses in Large Contact Networks
   Hasenbein, J.; Lee, J.; Morton, D.
2. Diffusions and cascades in random networks
   Lelarge, M.; Coupechoux, E.
3. Critical random graphs and epidemics
   Van Leeuwaarden, J.S.H.; Aidekon, E.; Van der Hofstad, R.W.; Janssen, A.J.E.M.; Kliem, S.; Simatos, F.
4. Dynamic networks in growing populations and epidemics thereon
   Britton, T.; Turova, T.; Trapman, P.

Session MB2 - Green Scheduling 2, Chair: Righter / Down

1. Scheduling and staffing strategic servers
   Doroudi, S.; Gopalakrishnan, R.; Ward, A.R.; Wierman, A.
2. Stochastic Optimal Control for a Class of Dynamic Resource Allocation Problems
   Squillante, M.S.; Gao, X.; Lu, Y.; Sharma, M.; Bosman, J.W.
3. Task Assignment in a Server Farm with Switching Delays and General Energy-Aware Cost Structure
   Hyytiä, E.; Righter, R.; Aalto, S.

Session MB3 - Rare-Event Simulation, Chair: Fu / Henderson / Zhou

1. Rare-event Simulations for Random Differential Equations
   Liu, J.
2. Rare-event probability Estimation via Empirical Likelihood
   Botev, Z.I.
3. Rare event simulation for the tail probability of the maximum of dependent random variables
   Rojas-Nandayapa, L.
4. On Stochastic Approximations, Quasi-stationary Distributions, and Detection of Moving Targets
   Blanchet, J.H.; Glynn, P.W.; Zheng, S.

Session MB4 - Applied Probability in Finance, Economics and Insurance I, Chair: Cadenillas

1. Optimal Government Debt Control: Explicit Formula for the Optimal Debt Ceiling
   Cadenillas, A.; Huaman, R.
2. Optimal Execution of a VWAP Order: a Stochastic Control Approach
   Frei, C.
3. Characterization of the minimal penalty of a convex risk measure with applications to robust utility maximization problem for a market model based on Lévy processes.
   Pérez-Hernández, L.
4. On Sannikov's principal-agent problem
   Choi, K.

Session MB5 - Asymptotic Analysis of Stochastic Networks, Chair: Ramanan

1. On the dynamic control of matching queues
   Gurvich, I.; Ward, A.R.
2. A free boundary problem arising in order book dynamics
   Kruk, Ł.; Ramanan, K.
3. From local to global stability in stochastic processing networks through quadratic Lyapunov functions
   Dieker, A.B.; Shin, J.
4. Talk 4: Large deviations of mean-field interacting particle systems
   Dupuis, P.; Ramanan, K.; Wu, W.

Session MB6 - Advances in stationary analysis of Markov chains, Chair: Adan

1. Optimal routing of customers in polling systems
   Kulkarni, V.G.; Lee, N.; Adan, I.J.B.F.; Lefeber, A.A.J.
2. Stationary analysis of the shortest queue polling model
   Adan, I.J.B.F.; Boxma, O.J.; Kapodistria, S.; Kulkarni, V.G.
3. Explicit Solutions and Other Properties of Successively Lumpable Quasi Skip Free Processes
   Smit, L.C.; Spieksma, F.M.; Katehakis, M.N.
4. A New Random-Product Representation For The Stationary Distribution Of A Markov Chain
   Buckingham, P.; Fralix, B.

Session MB7 - Markov Decision Processes, Chair: Feinberg

1. Markov Population Decision Chains with Constant Risk Posture
   Canbolat, P.G.
2. Convergence properties of approximating Markov Decision Processes with unbounded jump rates
   Spieksma, F.M.
3. Sufficiency of Markov Policies for Continuous-Time Markov Decision Processes
   Feinberg, E.A.; Mandava, M.; Shiryaev, A.N.
4. Cash-Flow Based Dynamic Inventory Management
   Katehakis, M.N.

Session MB8 - Network Routing, Chair: Honnappa

1. Self-Optimising State-Dependent Routing In Parallel Queues With Batch Servers
   Ziedins, I.
2. Wait or share service? \\ Customers' choice at the equilibrium
   Kardes, E.
3. Is the Curb 80\percentage Full or 20\percentage Empty? Analysis of San Francisco's Parking Experiment
   Hampshire, R.C.
4. Timing and Routing Games in Transitory Generalized Jackson Networks
   Honnappa, H.; Jain, R.

Session MB9 - Queues I, Chair: Ding

1. Queueing System Topologies with Limited Flexibility
   Tsitsiklis, J.N.; Xu, K.
2. A one-dimensional diffusion model for overloaded queues with customer abandonment
   He, S.
3. Stabilizing policies for probabilistic matching systems
   Büke, B.; Chen, H.; Rasónyi, M.
4. A Fluid Model for Overloaded Queues with Scoring-Based Priority Rules
   Ding, Y.; Glynn, P.

Monday 4:00pm - 5:30pm

Session MC1 - Random Graphs and Complex Networks: Algorithms, Chair: Litvak

1. Ranking algorithms on directed random networks
   Chen, N.; Litvak, N.; Olvera-Cravoito, M.
2. Stochastic network models inspired by Szemerédi's Regularity Lemma, with applications to big data analysis and compression
   Reittu, H.; Bazsó, F.; Norros, I.
4. Taboos in the computation of the Effective Graph Resistance
   Spieksma, F.M.

Session MC2 - Green Scheduling 3, Chair: Righter / Down

1. Green Computing by Putting Idle Servers in Sleep
   Wang, S.; Chen, J.; Liu, X.
2. Energy Efficient Virtual Appliance Deployment Framework
   Lee, N.; Kulkarni, V.
3. Efficiently Operating Energy-limited Wireless Nodes
   Mohapatra, A.; Gautam, N.

Session MC3 - Simulation: Estimation, Chair: Fu / Henderson / Zhou

1. Confidence Intervals For Quantiles
   Nakayama, M.K.; Calvin, J.M.
2. Statistical bias correction for stochastic optimization
   Vázquez-Abad, F.
3. Sampling within Algorithmic Recursions
   Pasupathy, R.; Hashemi, F.; Ghosh, S.
4. Exact Estimation vs Exact Simulation
   Glynn, P.W.; Rhee, C.H.

Session MC4 - Optimal Stopping and American Options, Chair: Ludkovski

1. Snell envelope with small probability criteria
   Hu, P.
2. Sequential Regression Methods for Optimal Stopping
   Ludkovski, M.
3. Robust Optimal Stopping under Volatility Uncertainty
   Yao, S.; Bayraktar, E.

Session MC5 - Systems with parallel skilled-based service, Chair: Adan

1. Matching Queues with Flexible Servers
   Harchol-Balter, M.; Gardner, K.; Doroudi, S.; Scheller-Wolf, A.
2. Dynamic bipartite matching models
   Busic, A.; Gupta, V.; Mairesse, J.
3. Routing to Minimize Waiting and Callbacks in Large Call Centers
   Ward, A.R.; Zhan, D.
4. Structure of FCFS infinite matching
   Weiss, G.; Adan, I.J.B.F.

Session MC6 - Matrix Analytic Methods, Chair: Van Houdt

1. A constructive proof of \{PH\
   Horvath, I.; Telek, M.
2. Queueing models with matrix-exponential distributions and rational arrival processes
   Nielsen, B.F.; Bean, N.
3. Queues with Customer Interjections
   He, Q.M.; Chavoushi, A.A.
4. Delay and Energy Efficiency of Tree Algorithms with Free Access
   Block, R.; Van Houdt, B.

Session MC7 - Markov Decision Processes II, Chair: Van de Ven

1. Monotonic successive approximations in queueing systems
   Blok, H.; Bhulai, S.; Spieksma, F.M.
2. Stochastic Sequential Assignment Problem with Threshold Criteria
   Jacobson, S.H.; Baharian, G.
3. Simulation-Based Approximate Dynamic Programming Approaches for Semiconductor Manufacturing Operations
   Chen, X.; Fernandez, E.; Kelton, W.D.; Ramirez-Hernandez, J.A.
4. Modeling battery energy storage
   Harsha, P.; Petrik, M.; Van de Ven, P.M.

Session MC8 - Networks, Chair: Lewis

1. Randomization Approaches for Network RM with Choice Behavior
   Kunnumkal, S.
2. Necessary conditions for the invariant measure of a random walk to be a sum of geometric terms
   Chen, Y.; Boucherie, R.J.; Goseling, J.
3. The Independence Number of a Maximal Outerplanar Graph
   Lewis, T.M.

Session MC9 - Queues II, Chair: Shin

1. Staffing Service Systems with Load Dependent Service Rate
   Dong, J.; Feldman, P.; Yom-Tov, G.B.
2. Queuing with Future Information
   Spencer, J.; Sudan, M.; Xu, K.
3. A Quasi-Skip-Free processes \\with "quasi" product form stationary distribution
   Ertiningsih, D.; Spieksma, F.M.; Smit, L.
4. Approximation of serial lines with multiple servers and finite buffer
   Shin, Y.W.; Moon, D.H.; Lee, H.S.

Tuesday 8:30am - 10:00am

Session TA1 - Random Graphs and Complex Networks: Connectivity, Chair: Britton

1. Giant Component in Random Multipartite Graphs with Given Degree Sequences
   Misra, S.; Gamarnik, D.
2. Retransmission Delays over Correlated Channels
   Jelenkovic, P.R.; Skiani, E.
3. The largest component of a hyperbolic model of complex networks
   Müller, T.
4. Degree-degree dependencies in random graphs with heavy-tailed degrees
   Litvak, N.

Session TA2 - Applied Probability in Healthcare, Chair: Bayati

1. A Dynamic Random Graph Model for Kidney Exchange
   Anderson, R.; Ashlagi, I.; Gamarnik, D.; Kanoria, Y.
2. Donor-Dependent Scoring Schemes: Shaping the Allocation of Cadaver Kidneys in a New Era
   Ata, B.; Ding, Y.; Zenios, S.
3. Queues with Delay Sensitive Service Times
   Chan, C.W.; Farias, V.F.; Escobar, G.
4. Active Postmarketing Drug Surveillance for Multiple Adverse Events
   Goh, J.; Zenios, S.

Session TA3 - Simulation Optimization 1, Chair: Fu / Henderson / Zhou

1. Interactive Model-based Search for Global Optimization
   Wang, Y.; Garcia, A.
2. Sequential Monte Carlo Multi-model-based Optimization
   Chen, X.; Zhou, E.
3. Global optimization with noise corrupted function evaluations
   Calvin, J.M.
4. A Bayesian Approach to Stochastic Root Finding
   Henderson, S.G.; Frazier, P.I.; Waeber, R.

Session TA4 - Quantitative Financial Risk Management, Chair: Zhang / Ghamami

1. A Systemic Risk Model for Asset Price Contagion
   Chen, C.; Iyengar, G.; Moallemi, C.C.
2. Systemic Risk with Central Counterparty Clearing
   Amini, H.
3. Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement
   Ghamami, S.; Zhang, B.

Session TA5 - Many-server queues: Approximations and control, Chair: Gurvich

1. Sacrificing some optimality in an overload control\\ to achieve rapid recovery
   Perry, O.; Whitt, W.
2. Sizing Step-Down Units in Hospitals
   Armony, M.; Chan, C.W.; Zhu, B.
3. Many-Server Heavy-Traffic Limits for Queueing Networks with Time-Varying Parameters and Probabilistic Routing
   Liu, Y.; Huang, C.C.
4. Scaled control in the QED regime
   Van Leeuwaarden, J.S.H.; Janssen, A.J.E.M.; Sanders, J.

Session TA6 - Queueing Networks, Chair: D'Auria / Van Leeuwaarden

1. Mixing properties and delay performance of random-access networks
   Zocca, A.; Borst, S.C.; Van Leeuwaarden, J.S.H.; Nardi, F.R.
2. Online Optimization of Product-Form Networks
   Sanders, J.; Borst, S.C.; Van Leeuwaarden, J.S.H.
3. Beyond strict insensitivity
   Jonckheere, M.; Lopez, S.
4. Congestion in processor-sharing multi-class closed networks: stationary and fluid analysis
   Anselmi, J.; D'Auria, B.; Walton, N.S.

Session TA7 - Optimal Control of Stochastic Inventory Systems, Chair: Squillante

1. Asymptotic Optimality of Constant-Order Policies for Lost Sales Inventory Models with Large Lead Times
   Goldberg, D.A.; Katz-Rogozhnikov, D.A.; Lu, Y.; Sharma, M.; Squillante, M.S.
2. Matching Supply and Demand in Production-Inventory Systems: Asymptotics and Insights
   Squillante, M.S.; Lu, Y.; Yao, D.D.

Session TA8 - Estimation, Chair: Pasupathy

1. Estimating Waiting Times with the Time-Varying Little's Law
   Kim, S.; Whitt, W.
2. Copula-based reliability estimation for multicomponent repairable systems via time-truncated NHPP with power law intensity
   Aminzadeh, M.
3. ``Online'' Quantile and Density Estimators
   Pasupathy, R.; Ghosh, S.

Tuesday 11:30am - 1:00pm

Session TB1 - Random Graphs and Complex Networks: Social Networks, Chair: Olvera-Cravioto

1. Super Star Model: Predicting the Structure of Retweet Graphs in Twitter
   Zaman, T.; Bhamidi, S.; Steele, J.M.
2. Super Star Model: The Ghost in the Machine
   Steele, J.M.; Bhamidi, S.; Zaman, T.
3. The Logarithmic Dimension Hypothesis
   Bonato, A.
4. Co-Evolutionary Models of Community Structure in Networks
   Pralat, P.

Session TB2 - Stochastic Control and Revenue Management in Smart Grids, Chair: Zhang

1. Voltage and Reactive Power Control for Power Loss Minimization Using Approximate Stochastic Annealing
   Feinberg, E.A.; Hu, J.; Yuan, E.
2. Dynamic electricity retail pricing in uncertain environments
   Jia, L.; Tong, L.
3. An inventory theory framework for the analysis of probabilistic demand response schemes
   Harsha, P.; Sharma, M.; Natarajan, R.; Ghosh, S.
4. Dynamic Pricing for Reliably Shaping of Electricity Demand
   Zhang, X.; Kalagnanam, J.; Katz-Rogozhnikov, D.A.; Squillante, M.S.; Ghosh, S.

Session TB3 - Simulation Optimization 2, Chair: Fu / Henderson / Zhou

1. Maximizing Quantitative Traits in the Mating Design Problem
   Hunter, S.R.; McClosky, B.
2. Ranking and Selection with Tight Bounds on Probability of Correct Selection
   Frazier, P.I.
3. Chance-constrained selection of the best
   Nelson, B.L.; Hong, L.J.; Luo, J.
4. Stochastic Dynamic Decision Simulation: Markov Chains in Multi-stage Stochastic Programming
   Sen, S.

Session TB4 - Stochastic Calculus and Finance, Chair: Chigansky

1. On the Markov property of some Brownian martingales
   Fan, J.Y.; Hamza, K.; Klebaner, F.C.
2. On a class of Stochastic Implied Volatility models
   Klebaner, F.C.
3. Mixed fractional Brownian motion: the filtering perspective
   Chigansky, P.; Kleptsyna, M.

Session TB5 - Fluid limits and its applications, Chair: Van Houdt

1. Mean field approximation meets stochastic model checking
   Bortolussi, L.
2. Some fluid models in performance and dependability analysis
   Aspirot, L.; Mordecki, E.; Rubino, G.
3. A Mean Field Model for a Class of Garbage Collection Algorithms in Flash-based Solid State Drives
   Van Houdt, B.

Session TB6 - Transient Functionals of Structured Markov Chains, Chair: Taylor

1. BRAVO for QED Queues
   Nazarathy, Y.; Daley, D.J.; Van Leeuwaarden, J.S.H.
2. The role of the deviation matrix in asymptotic functionals of Markov chains
   Hautphenne, S.; Latouche, G.; Taylor, P.G.
3. A time-dependent study of birth-death processes, via the knockout queue
   Fralix, B.

Session TB7 - Control of Queues, Chair: Down

1. Optimal Admission Control for Tandem Loss Systems
   Silva, D.F.; Zhang, B.; Ayhan, H.
2. A few new views on queues
   Xie, J.; Zayas-Cabán, G.; Green, L.V.; Lewis, M.E.
3. Optimal rate for a queueing system in heavy traffic with superimposed On-Off arrivals.
   Ghosh, A.P.
4. Dynamic Scheduling of a GI/GI/1+GI Queue with Multiple Customer Classes
   Ward, A.R.; Kim, J.

Session TB8 - Stochastic Models, Chair: Jonckheere

1. Spatial stochastic models of heterogeneous cellular networks with repulsively deployed base stations
   Miyoshi, N.; Nakata, I.
2. Asymptotic Results for the First and Second Moments of Discrete-Time Bulk-Renewal Process
   Kim, J.J.; Chaudhry, M.L.
3. Queues and risk models with simultaneous arrivals
   Badila, E.S.; Boxma, O.J.; Resing, J.A.C.; Winands, E.M.M.
4. Particle systems and quasi-stationary distributions
   Groisman, P.; Jonckheere, M.

Session TB9 - Two-dimensional Markov Processes: Fluid Queues and Random Walks, Chair: Nguyen

1. Markov modulated two node fluid network: Tail asymptotics of the stationary distribution
   Miyazawa, M.
2. Tail asymptotics of the stationary distribution of a two dimensional reflecting random walk with unbounded upward jumps
   Kobayashi, M.; Miyazawa, M.
3. Asymptotic independence of (simple) two-dimensional Markov processes
   Latouche, G.

Tuesday 2:30pm - 4:00pm

Session TC1 - Optimization I, Chair: Kalathil

1. An optimal dynamic funding solution to prevent default costs
   Ayesta, U.; Erausquin, M.; Ferreira, E.; Jacko, P.
2. Minimizing risk measures in bandit problems
   Yu, J.Y.
3. Decentralized Learning for Multi-player Multi-armed Bandits: An Algorithm for Near-Logarithmic Regret
   Kalathil, D.; Nayyar, N.; Jain, R.

Session TC2 - Stochastic systems in applications, Chair: Lu

1. Risk-Aware Revenue Maximization in Display Advertising
   Heavlin, W.D.; Radovanovic, A.
2. Performance Analysis and Scheduling in Big Data Systems
   Zhang, L.; Tan, J.; Meng, X.
3. Structural Properties and Heuristic Optimal Policies for Serials Lines with Flexible Workers
   Lu, Y.
4. Optimal Resource Capacity Management in Stochastic Networks
   Squillante, M.S.; Dieker, A.B.; Ghosh, S.

Session TC3 - Simulation and Estimation, Chair: Lam

1. Iterative Methods for Robust Estimation under Bivariate Distributional Uncertainty
   Ghosh, S.; Lam, H.

Session TC4 - Markov modulation in risk and queueing processes, Chair: Palmowski / D'Auria

1. The Sequential Probability Ratio Test revisited: linking statistics and ruin theory
   Albrecher, H.; Asadi, P.; Ivanovs, J.
2. Risk model with an observer in Markov environment
   Albrecher, H.; Ivanovs, J.
3. Approaching Markov-modulated Brownian motions via matrix-analytic methods
   Nguyen, G.
4. Heavy-traffic asymptotics for networks of parallel queues with Markov-modulated service speeds
   Dorsman, J.L.; Vlasiou, M.; Zwart, B.

Session TC5 - Spatial Stochastic Processes and their Applications, Chair: Ramanan

1. A spatial model of cancer initiation: basic results
   Leder, K.Z.; Durrett, R.; Foo, J.
2. A spatial model of cancer initiation: approximations and applications
   Foo, J.
3. Limit theorems for Smoluchowski dynamics associated with critical continuous-state branching processes
   Iyer, G.; Leger, N.; Pego, R.
4. Conditional phase transitions: some simple examples
   Rebeschinim, P.; Van Handel, R.

Session TC6 - Funding Opportunities in OR at NSF, Chair: Jacobson

1. Funding Opportunities in Operations Research at the National Science Foundation
   Jacobson, S.H.

Session TC7 - Stochastic control, Chair: Gupta / Keskin

1. A study of the impact of long-range dependence on a class of threshold-type stochastic control policies
   Sharma, M.; Bosman, J.W.; Gao, X.; Lu, Y.; Squillante, M.S.
2. Approximate Dynamic Programming Approach to Stochastic Matching
   Bhat, N.P.; Moallemi, C.C.
3. Higher order Markov random fields for independent sets
   Goldberg, D.A.
4. A Brownian Model of Dynamic Pricing with Demand Model Uncertainty
   Keskin, Bora

Session TC8 - Novel directions in queueing, Chair: Kapodistria

1. Service systems with skill based routing, under FCFS policies
   Adan, I.J.B.F.; Boon, M.A.A.; Weiss, G.
2. Using Estimated Patience Levels to Optimally Schedule Customers
   Bassamboo, A.; Randhawa, R.S.
3. An Aggregation Method For The Tandem Threshold Queue
   Baer, N.; Boucherie, R.J.; Al Hanbali, A.; Van Ommeren, J.C.W.
4. Factorial approach for the study of the infinite server queue with synchronized reneging
   Kapodistria, S.; Resing, J.A.C.; Phung-Duc, T.

Wednesday 10:00am - 11:30am

Session WA1 - Urn models, Chair: Maulik

1. Pólya-Eggenberger-Friedman Urn Models: A New Approach
   Bandyopadhyay, A.; Thacker, D.
2. On a preferential attachment and generalized Polya's urn model
   Collevecchio, A.; Cotar, C.; LiCalzi, M.
3. Rates of convergence of color count in balanced urn models
   Dasgupta, A.; Maulik, K.; Ray, G.

Session WA2 - Finance and Risk I, Chair: Iyer

1. Dynamic Pricing with Linear Price Correction
   Jasin, S.; Chen, G.; Duenyas, I.
2. Switch-when-safe cone-constrained mean-variance strategies
   Labbé, C.; Watier, F.
3. Feedback Stackelberg Solutions of Infinite-Horizon Stochastic\\ Differential Games
   Bensoussan, A.; Chen, S.; Sethi, S.P.
4. Information and the Value of Execution Guarantees
   Iyer, K.; Johari, R.; Moallemi, C.C.

Session WA3 - Algorithmic and policy-level applications of probability, Chair: Kharoufeh / Goldberg

1. Distributionally robust inventory control when demand is a martingale
   Goldberg, D.A.; Xin, L.
2. Asymptotically Optimal Online Stochastic Bin Packing
   Gupta, V.; Radovanovic, A.
3. Optimal Replacement of a Component in a Partially-Observable Environment
   Flory, J.A.; Kharoufeh, J.
4. Selfish or Altruistic? The impact of customer routing in a self-service queue
   Chung, H.; Ahn, H.; Righter, R.

Session WA4 - Ruin Probability and Related Applications, Chair: Kaishev

1. Expected discounted loss for a spectrally negative risk process
   Frostig, E.
2. A Risk Model with Reporting Delays
   Badescu, A.
3. Evaluating Ruin Probabilities in a Dependent Risk Model
   Dimitrova, D.S.
4. On Ruin Probability and Related Dual Models
   Kaishev, V.K.

Session WA5 - Stochastic Systems, Chair: Squillante

1. Excessive delays in random-access networks
   Van Leeuwaarden, J.S.H.; Bouman, N.; Borst, S.C.
2. Diffusion scale tightness of invariant distributions of a large-scale flexible service system
   Stolyar, A.L.
3. Uniqueness of the stationary distribution of the diffusion approximation of a many-server queue
   Ramanan, K.; Aghajani, M.
4. Explicit Solutions for the Stationary Distribution of a General Class of Markov Processes
   Squillante, M.S.; Van Leeuwaarden, J.S.H.; Winands, E.M.M.

Session WA6 - Queueing Models for Computer Systems, Chair: Gautam

1. The Benefit of Introducing Variability in Quality Based Service Domains
   Scheller-Wolf, A.; Xu, Y.; Sycara, K.
2. Where Queueing Theory Meets Computer System Design
   Harchol-Balter, M.
3. A Nonparametric Learning Approach to the Pricing and Provisioning Problem in Cloud Services
   Tan, Y.; Xia, C.H.
4. Stabilizing Queues with Non-Homogeneous and Multi-class Workloads in Data Centers
   Gautam, N.; Kwon, S.

Session WA7 - Estimation and Parameter Uncertainty in Queues, Chair: Nazarathy

1. Does the Past Predict the Future? \\ The Case of Delay Announcements in Service Systems
   Armony, M.; Bassamboo, A.; Ibrahim, R.
2. Bayesian analysis of the MAP_2/G/1 queueing system
   Wiper, M.P.; Cobo, P.R.; Lillo, R.E.
3. Sequential Staffing in Call Centers with Parameter Uncertainty
   Hasenbein, J.J.; Morton, D.P.; Zan, J.

Session WA8 - Approximation and Computation of Stochastic Models: Recent Advances, Chair: Lam

1. Extinction Escape Times
   Leder, K.Z.; Foo, J.; Kelly, M.
2. Modeling and Analysis of Rogue Targets Avoiding a Detection
   Blanchet, J.H.; Wallwater, A.
3. Perfect sampling for infinite server and loss systems
   Blanchet, J.H.; Dong, J.
4. Stochastic Model for Limit Order Book with Asymptotic Analysis
   Blanchet, J.H.; Chen, X.