Applied Probability Society
at
INFORMS 2000 San Antonio
(Nov. 5~8, 2000)
In honor of Carl M. Harris
Cluster Chair: Jim Dai (dai@isye.gatech.edu)
ISyE, Georgia Tech, Atlanta, GA
30332-0205
Sessions
-
Sunday, Nov. 5
SA. Analysis and Control
of Communications Networks
Doug Down,
McMaster University
SB. [TUTORIAL] Moment Problems
and their Applications in Probability Theory, Finance, Stochastic Networks and
Combinatorial Optimization
Dimitris
Bertsimas, MIT
SC. Analysis and
Control of Queueing Systems
Hayriye
Ayhan, Georgia Tech
SD. Computational
Finance
Benjamin Van
Roy, Stanford University
- Tuesday, Nov.
7 -
Wednesday, Nov. 8
Title: Analysis and Control of Communications Networks Paper 1. Title: Dynamics
of a Congestion Pricing Model We study the use of
pricing as a mechanism for allocating bandwidth in communication networks.
Starting with a 0/1 pricing scheme proposed by Gibbens and Kelly, we use a
distributed control framework to study whether providing more information
to users can lead to faster convergence to an efficient allocation of bandwidth
in the network. Title: Overloading
a Queueing Network: Bifurcations in Path Behavior When the heaviest loaded
node in a Jackson network overloads, the other nodes remain stable with larger
loads. If, however, the network is modified so that an idle server helps the
busy ones then the numbers of customers in the other nodes perform a Brownian
excursion. Title: A
Conditional Large Deviation Result for Levy Processes We look at the way
a communications node, driven by certain Levy heavy-tailed -type input, overflows,
and identify the optimal path, which, as in similar situations, consists of
a large jump, instead of building up linearly. We also discuss some implications
of this result. Title: Asymptotics
for Polling Models with Limited Service Policies We develop expressions
for the exact asymptotics of exponential polling models under limited service
policies. In addition, we explore the implications of these results for system
performance (contrasting with usual measures such as expected waiting times)
and buffer allocation problems.
Title: [TUTORIAL] Moment Problems and their
Applications in Probability Theory, Finance, Stochastic Networks and Combinatorial
Optimization Problems involving moments of random variables arise naturally in many
areas of mathematics, economics, and operations research. How do we obtain
optimal bounds on the probability that a random variable belongs in a set,
given some of its moments? How do we price financial derivatives without assuming
any model for the underlying price dynamics, given only moments of the price
of the underlying asset? How do we obtain stronger relaxations for stochastic
optimization problems exploiting the knowledge that the decision variables
are moments of random variables? Can we generate near optimal solutions for
a discrete optimization problem from a semidefinite relaxation by interpreting
an optimal solution of the relaxation as a covariance matrix? In this talk,
we demonstrate that convex, and in particular semidefinite, optimization methods
lead to interesting and often unexpected answers to these questions. Title: Analysis and Control of Queueing Systems Title: A
Diffusion Approximation for Queues with Reneging We develop a diffusion
approximation for a queueing system that includes job deadlines. We propose
a nonstandard approximation: an Ornstein-Uhlenbeck process with additional
downwards drift and reflection at the origin. We further provide explicit
formulas for estimating important system performance measures and compare
these estimations with exact results. Title: Increasing
Flexibility Consider a controlled
M/M/1/K system where customers may be subject to two assessments. The first
occurs upon arrival and the second which occurs with some probability p, occurs
when the customer reaches the front of the queue. The initial decision-maker
has limited knowledge of the customer's work requirements. Title: Exact
Asymptotics for Rare Events in a Queueing System with Multiple Customer Types Consider two queues
and four customer types. Two are dedicated, the third joins the shorter queue,
and the fourth, the queue with the shorter expected waiting time. We obtain
exact asymptotic expressions for the stationary probability of and the expected
time until some large level of customers. Title: Laplace
Transform and Moments of Waiting Times in Poisson Driven (max,+)-Linear Systems (Max,+) linear systems
can be used to model a class of queueing networks. We provide explicit expressions
for the moments and the Laplace transform of transient waiting times in Poisson
driven (max,+) linear systems. Furthermore, starting with these closed form
expressions, we also derive explicit expressions for the moments and the Laplace
transform of stationary waiting times in a class of (max,+) linear systems
with deterministic service times. Examples pertaining to queueing theory are
given to illustrate the results. Title: Computational Finance Paper 1. Title: Callibration
in Interest Rate Markets Title: Tax-Aware
Multiperiod Portfolio Optimization We formulate the problem
of optimally trading a taxable portfolio as a stochastic dynamic programming
problem. Because of its dimensionality, we develop an approximation algorithm
that can solve large scale problems involving thousands of assets over several
periods. We show that optimal multiperiod strategies outperform single period
and buy-and-hold strategies. Title: Pricing
American Options: A Comparison of Monte Carlo Simulation Approaches We compare various
Monte Carlo simulation-based approaches for pricing American-style derivatives
on a common set of numerical problems. We also introduce another simulation-based
approach that employs a simultaneous perturbation stochastic approximation
(SPSA) algorithm. Title: Regression
Methods for Pricing Complex American-Style Options A number of researchers
have proposed methods for approximating pricing functions of high-dimensional
American-style options. We discuss characteristics common to these methods
and a key ingredient possessed by some that reduces approximation error dramatically.
We also propose extensions to the methodology that should lead to further
computational advantages. Title: Probabilistic Models in Networks Paper 1. Title: Traffic
and Mobility Modeling in Wireless Networks Most
previous work on traffic modeling and service provisioning has not considered
thoroughly he impact of mobility in wireless networks. In this paper, we develop
an integrated set of probabilistic models for traffic and mobility in wireless
networks. We discuss applications of these models to quality-of-service provisioning
and fast web access at the wireless/wired network interface.
Title:
A Unified Approach to the Analysis of Teletraffic Models and their Computational
Solution In
this talk we present a system-theoretic approach to the solution of a large
class of teletraffic problems. Under the assumption of rationality of the
generating functions of input processes, and having obtained a state-space
realization of the system, we derive an efficient matrix-geometric solution
for the state probability vector of the system.
Title:
An Approach to Distributed Probabilistic Routing and Congestion Control in Networks Title: [TUTORIAL] Traffic Modeling for Queues
and its Impact on Performance Analysis We
discuss three different types of traffic environments: short-range dependent
with light ( marginal ) tails, short-range dependent with heavy tails, and
long-range dependent with light tails. Specifically, we describe the qualitative
behavior of a queue fed by such traffic ( heavy-traffic scaling, most likely
path to buffer overflow, relaxation time, etc. ). Title: Dynamic Control for Stochastic Networks I Paper 1. Title: A
Multiclass Queue in Heavy Traffic with Throughput Time Constraints: Asymptotically
Optimal Dynamic Controls Consider a queueing
system with multiple classes of jobs, each having its own renewal input process,
service time distribution, revenue contribution, and maximum allowed throughput
time. A system manager must decide whether or not to accept new jobs as they
arrive, and also the order in which to serve jobs that are accepted. The goal
is to minimize the revenue lost by rejecting jobs, subject to the upper bound
on throughput time for any job that is accepted. This problem formulation
does not make sense in a conventional queueing model, because throughput times
are random variables, but we show that the formulation is meaningful in an
asymptotic sense, under diffusion scaling as the system utilization approaches
the critical value of one. Moreover, using a method developed recently by
Bramson and Williams, we prove that a relatively simple dynamic control policy
is asymptotically optimal in this framework. Our proposed policy rejects jobs
from one particular class whenever the server's nominal workload exceeds a
threshold value, accepting all other arrivals; and the sequencing rule for
accepted jobs is one that maintains near equality of the relative backlogs
for different classes, defined in a natural sense. Title: Dynamic
Scheduling of a Parallel Server System with Complete Resource Pooling We consider a parallel
server queueing system with flexible scheduling capabilities. Under a complete
resource pooling condition, a continuous review threshold control policy is
proposed, and it is shown to be asymptotically optimal in the heavy traffic
limit. Title: Dynamic
Control for Stochastic Networks: A Comparison of Fluid vs. Brownian Approximations A promising approach
for designing control policies for stochastic networks is based on (a) analysis
of fluid or Brownian approximating models, and (b) translation of the corresponding
controls through, for example, tracking or discrete-review policies. We contrast
the solutions extracted from these two model approximations through simple
examples. Title: A
New Numerical Method for Solving Brownian Control Problems We present a new method
for numerically solving Brownian control problems. We adapt nonlinear finite
element methods to numerically solve the Hamilton-Jacobi-Bellman equation
associated with the Brownian control problem. The solution to this partial
differential equation is then used to construct an optimal control for the
Brownian system. Title: Stability of Queueing Networks Paper 1. Title: Stability
and Optimization of Packet Routing in Communication Networks In the packet routing
problem, digital communication packets have a specified origin and destination
in the communication graph, and the scheduler has to choose paths along which
to process the packets. We construct an asymptotically optimal offline schedule
for the static version of this problem and a stable schedule for the dynamic
(online) version of the problem. Both are constructed using multicommodity
flow type linear programming formulation, which is also proven to give a sharp
condition for existence of a stable schedule in the dynamic version. Title: Establishing
Stability for Multiclass Queueing Networks with Setups In multiclass networks
with setups, one cannot ignore questions of stability. We present a general
framework for proving stability, provide a heuristic service meta-policy for
guaranteeing stability, and prove stability of the heuristic when used in
conjunction with Last-Buffer-First-Served (LBFS), FBFS, or a specific round
robin policy. The framework, whose core is a fluid limit model of the original
queueing network, is an extension and refinement of the works of Dai(1995),
Chen(1995), and Bramson(1998). The heuristic dictates the process batch size
after a default service policy makes a dispatch decision. Title: Stability
of Reentrant Lines with Batch Servers We explore stability
in open reentrant lines with batch servers. We present simple combinations
of fluctuation smoothing policies and minimum batch size rules that guarantee
stability of reentrant lines with batch servers. We prove stability by adapting
a fluid model method, first proposed by Dai. Title: Scheduling
and Stability of Queues with Wait-Dependent Service Times We consider single-station
queueing systems in which the service time of a job may depend on its time
spent in queue. We first present some new results on the optimal scheduling
policy for such queues. Next, we consider the stability region for these systems
under optimal policies. We examine two notions of stability, q-stability (queue-length
stability) and w-stability (workload stability). It turns out that the w-stability
region is non-trivial, even for the case of deterministic single-station wait-dependent
queues. Title: [TUTORIAL] Some Mathematical Models
of Cancer Treatment This
talk will describe several (about five) mathematical problems concerning the
analysis, design and/or control of traditional (chemotherapy, radiation, surgery)
and novel (gene therapy, angiogenesis inhibitors) cancer therapies. We will
omit most of the mathematical details, and instead focus on the biological
aspects of the model formulations and the insights from our analyses. Paper 1. Title: Heavy-Traffic
Limit Theorems for Controlled Queues Through Linear Programs Stochastic
control problems for queueing networks are formulated as martingale problems
and the optimal solutions are characterized as the solutions of infinite dimensional
linear programs. Assuming heavy traffic scaling, the solution of the linear
program is shown to converge to the optimal solution of the limiting singular
control problem. Title: Multiclass
Queueing Networks with Batch Processing If a server is capable
of grouping a certain number of jobs into a single processing batch at its
service station, the server is said to be a batch processing server. A furnace
in a semiconductor wafer fabrication facility is an example of a batch processing
server. We consider multiclass queueing networks for which one or many service
stations have batch processing servers. We discuss a number of insights, based
on fluid limits analysis, to efficiently schedule such networks. Title: Inventory
Control in Supply Chains: A Large Deviations Approach We consider a supply
chain of a single product class consisting of a tandem of production facilities.
We derive large deviations asymptotics to devise production policies that
minimize expected inventory costs subject to given service-level constraints.
Extensions to multiple product classes will be discussed. Title: Largest
Weighted Delay First Discipline It
was shown recently that the LWDF discipline is optimal in a single server
system with arbitrary number of flows, in that LWDF achieves the desired exponential
decay rates of the waiting time distributions if this is feasible at all.
We will discuss some extensions of this result. Title: Analysis and Control of Flexible Service Networks
Paper 1.
We study asymptotically
optimal scheduling of open queueing networks with flexible non-identical servers
with overlapping capabilities. We articulate a condition that ensures the
corresponding Brownian control problem is one dimensional. We propose an asymptotically
optimal Discrete Review scheduling policy for networks satisfying this condition.
We consider a queueing
model of a call center providing service to several customer types (skills),
where each server (agent) can handle some subset of the skills. We examine
this model in the Halfin-Whitt regime, which involves the number of servers
growing large while the traffic intensity approaches unity. Title: Skills-Based
Routing with Service-Level Constraints In the skill-based
routing problem, many types of jobs arrive to queues with heterogeneous servers.
The objective is to devise a routing scheme that best utilizes the server
capacities, subject to a service-level constraint. We analyze a common special-case
of the problem with simple, MDP-type models. Title: Service
Networks with Channel and Service Level Flexibility Consider flexible service
networks that provide customers' interaction through a variety of channels
with differentiated quality of service specifications. The users may choose
their service channel based on the respective expected waiting times provided
by the system. We characterize system equilibrium and quantify the benefits
of service flexibility. Title: Dynamic Control and Performance for Stochastic
Networks Paper 1. Title: A
Processor Sharing Queue in Heavy Traffic We discuss some recent
results on the heavy traffic behavior of a processor sharing queue. Our main
approach is to study a certain measure valued process, which encodes information
about the residual service times and from which standard measures of performance
such as queue length, workload and sojourn time can be recovered. Title: Performance of the Closed Lu-Kumar Network We study the performance
of the closed Lu-Kumar network under heavy traffic. The idleness processes
and throughput are compared in the supercritical, critical, and subcritical
cases. In addition, the performance of the Lu-Kumar policy is compared to
performance under the optimal control policy (studied by Harrison, Wein, S.
Kumar). Title: A
Dynamic Threshold Routing System in Heavy Traffic We derive, under suitable
regularity conditions, a heavy traffic approximation for a sequence of dynamic
threshold routing queueing systems. A special case of this problem was first
considered by Kelly and Laws (1993). The diffusion approximation is related
to the submartingale reflecting Brownian motion of Varadhan and Williams (1985). Title: Critical
Thresholds for Dynamic Scheduling in Heavy Traffic We consider queueing
systems which exhibit complete resource pooling in heavy traffic and, in particular,
a threshold routing strategy. The behaviour of the limiting system depends
critically on thresholds which grow at a logarithmic rate. We establish necessary
and sufficient conditions for reflected Brownian motion, stability and asymptotic
optimality.
Paper 1.
Using matrix-analytic
methods we perform steady state analysis of a machine repair model with a
single unreliable server and N identical machines. The repair times of the
machine and the service times of the repairman are of phase type. An optimization
problem and several illustrative numerical examples are presented. Title: In matrix geometric
models, it is often possible to arrange the state information so that computations
can be carried out in a layered way. This approach enables one to focus on
the calculations at the current level without being distracted by information
from a lower level. We illustrate this approach in the analysis of a tandem
M/PH/1 queue.
TA. Stability of
Queueing Networks
John
Hasenbein, Univ. of Texas - Austin
TC. [TUTORIAL] Some
Mathematical Models of Cancer Treatment
Lawrence M.
Wein, MIT
TD. Dynamic Control
for Stochastic Networks II
Sunil Kumar,
Stanford University and Ruth Williams, Univ. of California - San
Diego
TE. Analysis and
Control of Flexible Service Networks
WA. Dynamic Control
and Performance for Stochastic Networks
Sunil Kumar,
Stanford University and Ruth Williams, Univ. of California - San Diego
WB. Numerical Applied
Probability Methods --- in honor of Carl M. Harris
L.
D. Servi, GTE Laboratories
Chair: Doug Down, Dept of Computing and Software, McMaster
University, 1280 Main Street West, Hamilton, Ontario L8S 4L7, Canada
Email: downd@mcmail.cis.mcmaster.ca
Author: A. Ganesh, Microsoft UK
Email: ajg@microsoft.com
Abstract:
Paper 2.
Author: David McDonald, Dept.
of Mathematics and Statistics, University of Ottawa, 585 King Edward Avenue,
Ottawa, Ontario, Canada, K1N 6N5
Email: dmdsg@omid.mathstat.uottawa.ca
Abstract:
Paper 3.
Author 1: Gregory Richardson,
Dept. of Mathematics, University of Texas - Austin, RLM 8.100, Austin, TX
78712-1082
Email: gregorys@math.utexas.edu
Author 2: Takis Konstantopoulos,
ECE Dept., University of Texas - Austin, Austin, TX 78712
Email: takis@alea.ece.utexas.edu
Abstract:
Paper 4.
Author 1: Woojin Chang, School
of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta,
GA 30332-0205
Email: woojin@isye.gatech.edu
Author 2: Doug Down, Dept of Computing and Software,
McMaster University, 1280 Main Street West, Hamilton, Ontario L8S 4L7, Canada
Email: downd@mcmail.cis.mcmaster.ca
Abstract:
Author: Dimitris Bertsimas, Sloan
School of Management, MIT, Cambridge, MA 02139
Email: dbertsim@mit.edu
Abstract:
Chair: Hayriye Ayhan, School of Industrial and Systems
Engineering, Georgia Institute of Technology, Atlanta, GA 30332-0205
Email: hayhan@isye.gatech.edu
Author 1: Amy Ward, Stanford University,
Dept. of Management Science and Engineering, Terman Engineering Center, Stanford,
CA 94305-4026
Email: award@leland.stanford.edu
Author 2: Peter Glynn,
Stanford University, Dept. of Management Science and Engineering, Terman Engineering
Center, Stanford, CA 94305-4026
Email: glynn@leland.stanford.edu
Abstract:
Paper 2.
Author: Mark E. Lewis, Industrial
and Operations Engineering, University of Michigan, 1205 Beal Avenue, Ann
Arbor, MI 48109-2117
Email: melewis@engin.umich.edu
Abstract:
Paper 3.
Author 1: Jerome Coombs-Reyes,
School of Industrial and Systems Engineering, Georgia Institute of Technology,
Atlanta, GA 30332-0205
Email: jerome@isye.gatech.edu
Author 2: Robert D.
Foley, School of Industrial and Systems Engineering, Georgia Institute of
Technology, Atlanta, GA 30332-0205
Email: rfoley@isye.gatech.edu
Abstract:
Paper 4.
Author 1: Hayriye Ayhan, School
of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta,
GA 30332-0205
Email: hayhan@isye.gatech.edu
Author 2: Dong-Won Seo,
School of Industrial and Systems Engineering, Georgia Institute of Technology,
Atlanta, GA 30332-0205
Email: dongwon@isye.gatech.edu
Abstract:
Chair: Benjamin Van Roy, Stanford University, Terman
427, Stanford, CA 94307
Email: bvr@stanford.edu
Author 1: Yaser S. Abu-Mostafa,
Caltech, 136-93, Pasadena, CA 91125
Email: yaser@caltech.edu
Author 2: Malik Magdon-Ismail,
Rensselaer Polytechnic Institute, 207 Lally Building, CS department, RPI,
110 8th Street, Troy, NY 12189
Email: magdon@cs.rpi.edu
Abstract:
Paper 2.
Author 1: Dimitris Bertsimas,
Sloan School of Management, Bldg. E53-359, Massachusetts Institute of Technology,
Cambridge, MA 02139
Email: dbertsim@aris.mit.edu
Author 2: Georgia Mourtzinou,
Dynamic Ideas, LLC, P.O.Box 425547, Cambridge, MA 02142
Email: gina@aris.mit.edu
Abstract:
Paper 3.
Author 1: Michael Fu, The Robert
H. Smith School of Business, Van Munching Hall, University of Maryland, College
Park, MD 20742-1815
Email: mfu@rhsmith.umd.edu
Author 2: Scott B. Laprise,
Dept. of Mathematics, University of Maryland, College Park, MD 20742
Email: sbl@math.umd.edu
Author 3: Dilip B. Madan,
The Robert H. Smith School of Business, University of Maryland, College Park,
MD 20742
Email: dmadan@rhsmith.umd.edu
Author 4: Yi Su, The
Robert H. Smith School of Business, Van Munching Hall, University of Maryland,
College Park, MD 20742
Email: ysu@glue.umd.edu
Author 5: Rongwen Wu,
Dept. of Mathematics, University of Maryland, College Park, MD 20742
Email: rxw@math.umd.edu
Abstract:
Paper 4.
Author: Benjamin Van Roy, Stanford
University, Terman 427, Stanford, CA 94307
Email: bvr@stanford.edu
Abstract:
Chair: Harold Mortazavian, Computer Science Department,
University of California - Los Angles
Email: mor@cs.ucla.edu
Author 1: Brian Mark,
Dept. of Electrical and Computer Engineering, George Mason University, 4400
University Drive, Fairfax, VA 22030-4444
Email: bmark@gmu.edu
Author 2: Shun-Zheng Yu, Dept.
of Electrical and Computer Engineering, George Mason University
Email:
Author 3: Hisashi Kobayashi,
Dept. of Electrical Engineering and Computer Science, Princeton University,
Princeton, NJ 08544-5263
Email: hisashi@ee.princeton.edu
Abstract:
Paper 2.
Author: Khosrow Sohraby,
Computer Science Telecommunications Department, University of Missouri-Kansas
City, 5100 Rockhill Road, Kansas City, MO 64110-2499
Email: sohraby@cstp.umkc.edu
Abstract:
Paper 3.
Author: Harold Mortazavian,
Computer Science Department, University of California - Los Angeles
Email: mor@cs.ucla.edu
Abstract:
Paper 4.
Author: Benjamin Melamed, Faculty
of Management, Rutgers
University,256
Janice H. Levin Building, Rockafeller Rd., New Brunswick, NJ 08903
Email: melamed@rutcor.rutgers.edu
Abstract:
Author: Peter Glynn, Dept. of
Management Science and Engineering, Stanford University, Stanford, CA 94305-4026
Email: glynn@leland.stanford.edu
Abstract:
Chair 1: Sunil Kumar, Graduate
School of Business, 518 Memorial Way, Stanford University, Stanford, CA 94305-5015
Email: kumar_sunil@gsb.stanford.edu
Chair 2: Ruth Williams,
Dept. of Mathematics, University of California - San Diego, 9500 Gilman Drive,
La Jolla, CA 92093-0112
Email: williams@russel.ucsd.edu
Author: Erica Plambeck, Stanford
University
Email: elp@leland.stanford.edu
Abstract:
Paper 2.
Author 1: Ruth Williams, Dept.
of Mathematics, University of California - San Diego, 9500 Gilman Drive, La
Jolla, CA 92093-0112
Email: williams@russel.ucsd.edu
Author 2: Steven L.
Bell, Dept. of Mathematics, University of California - San Diego, 9500 Gilman
Drive, La Jolla, CA 92093-0112
Email: slbell@math.ucsd.edu
Abstract:
Paper 3.
Author: Costis Maglaras, 409 Uris
Hall, Columbia Business School, 3022 Broadway, NYC, NY 10027
Email: c.maglaras@columbia.edu
Abstract:
Paper 4.
Author 1: Sunil Kumar, Graduate
School of Business, 518 Memorial Way, Stanford University, Stanford, CA 94305-5015
Email: kumar_sunil@gsb.stanford.edu
Author 2: Muthukumar
Muthuraman, Scientific Computing and Computational Mathematics, Dept. of Computer
Science, Stanford University
Email: mkumar@stanford.edu
Abstract:
Chair: John Hasenbein, Mechanical Engineering Dept.,
University of Texas - Austin, Austin, TX 78712-1063
Email: jhas@mail.utexas.edu
Author: David Gamarnik, Math Sciences
Department, T.J. Watson Research Center, P.O.Box 218, Yorktown Heights, NY
10598
Email: gamarnik@watson.ibm.com
Abstract:
Paper 2.
Author: Otis Jennings, Graduate
School of Business, 518 Memorial Way, Stanford University, Stanford, CA 94305-5015
Email: otisj@isye.gatech.edu
Abstract:
Paper 3.
Author 1: Sunil Kumar, Graduate
School of Business, 518 Memorial Way, Stanford University, Stanford, CA 94305-5015
Email: kumar_sunil@gsb.stanford.edu
Author 2: Hao Zhang,
Graduate School of Business, 518 Memorial Way, Stanford University, Stanford,
CA 94305-5015
Email:
Abstract:
Paper 4.
Author 1: John Hasenbein, Graduate
Program in OR/IE, Dept. of Mechanical Engineering, University of Texas - Austin,
Austin, TX 78712-1063
Email: jhas@mail.utexas.edu
Author 2: Valerie Tardif,
Graduate Program in OR/IE, Dept. of Mechanical Engineering, University of
Texas - Austin, Austin, TX 78712-1063
Email: vtardif@mail.utexas.edu
Author 3: Elizabeth
Campbell, Graduate Program in OR/IE, Dept. of Mechanical Engineering, University
of Texas - Austin, Austin, TX 78712-1063
Email: ecampbell@mail.utexas.edu
Abstract:
Author: Lawrence M. Wein, Sloan
School of Management, MIT, Cambridge, MA 02142
Email: lwein@mit.edu
Abstract:
Chair 1: Sunil Kumar, Graduate
School of Business, 518 Memorial Way, Stanford University, Stanford, CA 94305-5015
Email: kumar_sunil@gsb.stanford.edu
Chair 2: Ruth Williams,
Dept. of Mathematics, University of California - San Diego, 9500 Gilman Drive,
La Jolla, CA 92093-0112
Email: williams@russel.ucsd.edu
Author: Thomas Kurtz, Dept. of
Mathematics, University of Wisconsin - Madison, 480 Lincoln Drive, Madison,
WI 53706-1388
Email: kurtz@math.wisc.edu
Abstract:
Paper 2.
Author 1: Jim Dai, School of Industrial
and Systems Engineering, Georgia Institute of Technology, Atlanta, GA 30332-0205
Email: dai@isye.gatech.edu
Author 2: Caiwei Li,
School of Industrial and Systems Engineering, Georgia Institute of Technology,
Atlanta, GA 30332-0205
Email: cwli@isye.gatech.edu
Abstract:
Paper 3.
Author 1: Ioannis Ch. Paschalidis,
Boston University, Dept. of Manufacturing Engineering, Boston, MA 02215
Email: yannisp@bu.edu
Author 2: Yong Liu, Boston University,
Dept. of Manufacturing Engineering, Boston, MA 02215
Email: liuyong@bu.edu
Abstract:
Paper 4.
Author: Alexander Stolyar, Bell
Laboratories, Lucent Technologies, 600 Mountain Av., Murray Hill, NJ 07974-0636
Email: stolyar@research.bell-labs.com
Abstract:
Email: c.maglaras@columbia.edu
Email: kumar_sunil@gsb.stanford.edu
Paper 2.
Email: marty@research.bell-labs.com
Abstract:
Paper 3.
Author 1: Noah Gans, OPIM Dept.
- Wharton, University of Pennsylvania, Philadelphia, PA 19104-6366
Email: gans@wharton.upenn.edu
Author 2: Yong-Pin Zhou,
OPIM Dept. - Wharton, University of Pennsylvania, Philadelphia, PA 19104-6366
Email: yongpin@wharton.upenn.edu
Abstract:
Paper 4.
Author 1: Mor Armony, Operations
Management Dept., Stern School of Business, New York University, 40 West 4th
street, suite 7-02, New York, NY 10012-1118
Email: marmony@stern.nyu.edu
Author 2: Costis Maglaras,
409 Uris Hall, Columbia Business School, 3022 Broadway, NYC, NY 10027
Email: c.maglaras@columbia.edu
Abstract:
Chair 1: Sunil Kumar, Graduate
School of Business, 518 Memorial Way, Stanford University, Stanford, CA 94305-5015
Email: kumar_sunil@gsb.stanford.edu
Chair 2: Ruth Williams,
Dept. of Mathematics, University of California - San Diego, 9500 Gilman Drive,
La Jolla, CA 92093-0112
Email: williams@russel.ucsd.edu
Author: H. Christian Gromoll,
Dept. of Mathematics, University of California - San Diego, 9500 Gilman Drive,
La Jolla, CA 92093-0112
Email: cgromoll@math.ucsd.edu
Abstract:
Paper 2.
Author: Jenny Steichen, Dept.
of Mathematics, University of Illinois, Champaign-Urbana
Email: steichen@kungpao.csl.uiuc.edu
Abstract:
Paper 3.
Author 1: Vlada Limic, Dept. of
Mathematics, Cornell University, Malott Hall, Ithaca, NY 14850-4201
Email: limic@math.cornell.edu
Author 2: Ruth Williams,
Dept. of Mathematics, University of Wisconsin - Madison, 480 Lincoln Drive,
Madison, WI 53706-1388
Email: kurtz@math.wisc.edu
Abstract:
Paper 4.
Author: Yih-Choung Teh, Analysys
Consulting, St Giles Court, 24 Castle Street, Cambridge CB3 0AJ, UK
Email: teh@stats.ox.ac.uk
Abstract:
Email: lds0@gte.com
Email: schakrav@kettering.edu
Email: aagarwal@kettering.edu
Paper 2.
Author 1: David A. Stanford, Dept.
of Statistical and Actuarial Sciences, The University of Western Ontario,
London, Ontario N2L 3G1
Email: stanford@stats.uwo.ca
Email: sapna@stats.uwo.ca
Author 3: Karuna Ramachandran,
Exponent, Menlo Park, CA 94025
Email:
Abstract:
Paper 3.
Author 1: Attahiru Sule Alfa,
University of Windsor, Windso, ON N9B 3P4
Email: alfa@uwindsor.ca
Email: qi-ming.he@del.ca
Abstract:
Paper 4.
Author: L. D. Servi, GTE Laboratories,
40 Sylvan Rd., Waltham, MA 02254-1128
Email: lds0@gte.com
Abstract: