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.
  3. 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.