EURO Working Group on Stochastic Modeling

Meeting Program

General Information:

·        All sessions will be held at the basement floor of the Engineering Building of Koç University (rooms ENG B29 and ENG B30).

·        We request that the last presenter in each session be the session chairman. The chairman’s main duty is to ensure that each presenter does not exceed the allotted time of 25 minutes.

Program: Overview, Day 1, Day 2, Day 3

Day 1: June 23, 2008

8.30 -9.30 Welcome and Registration

9.30 - 10.45

Session M1a - Room ENG B29

Henk Tijms (Vrije University), Queues with Impatient Customers, abstract

Jesus R. Artalejo (Complutense University of Madrid), Retrial queues operating in random environment: Application to cellular networks, abstract

Ivo Adan, Antonis Economou and Stella Kapodistria (University of Athens), Synchronized reneging in queueing systems with vacations, abstract 

Session M1b - Room ENG B30
Mustafa Karakul (York University) and Lap Mui Ann Chan. Optimal Procurement of Substitutable Products over a Finite Planning Horizon with Random Demands and Discretionary Sales, abstract
Murat Fadiloglu (Bilkent University) and Onder Bulut. An Embedded Markov Chain Approach to the Analysis of Inventory Systems with Backordering under Rationing, abstract
Yalcin Akcay (Koc University) and Baris Tan. Assortment-Based Cooperation Among Two Make-to-Stock Producers, abstract
 

11.00 -12.15

Session M2a - Room ENG B29

M.J. Lopez-Herrero (Complutense University of Madrid), Waiting time of a call in a cellular mobile network with retrials and guard channels, abstract
Jean-Sébastien Tancrez (Université Catholique de Louvain), Philippe Chevalier and Pierre Semal. Modelling Queueing Networks with Blocking using Probability Masses Fitting, abstract

Annalisa Cesaro (University RomaTre) and Dario Pacciarelli. Analytical techniques for assessing the performance of airport maintenance activities, abstract

Session M2b - Room ENG B30

Oualid Jouini (Ecole Centrale Paris) , Khaled Haj Youssef and Yves Dallery. Make-to-stock systems with announcement of customer delays, abstract
Hossein Abouee Mehrizi, Baris Balcioglu (University of Toronto) and Opher Baron. Strategies for an M/G/1 Make-to-Stock Queue Serving Different Markets, abstract
Onur Kaya (Koc University) and Phil Kaminsky. Inventory, Scheduling and Due-Date Decisions for Combined Make-to-Order/Make-to-Stock Supply Chains, abstract
 

12.15-13.15 Lunch Break

13.15 - 14.15 Plenary Talk - Room ENG B29, Matthew J. Sobel,  Department of Operations, Case Western University, USA

Optimization Criteria, Discounting, and Risk Neutrality, abstract

14.30 - 15.45

Session M3 - Room ENG B29
Özgecan S. Uluscu, Birnur Ozbas (Bogazici University), Ilhan Or and Tayfur Altıok. Simulation-based Risk Analysis of Maritime Transit Traffic in the Strait of Istanbul, abstract
Bahar Kaynar (Vrije University), Optimal Stopping in a Stochastic Game, abstract
 

16.00 - 17.15

Session M4 - Room ENG B29

Xiaoqiang Cai (The Chinese University of Hong Kong), Xianyi Wu and Xian Zhou. Stochastic Scheduling on Parallel Machines to Minimize General Discounted Holding Costs , abstract
Kevin Glazebrook, David Hodge (Lancaster University) and Chris Kirkbride. General notions of indexability and the dynamic allocation of individuals to teams providing service, abstract   
Tolga Tezcan (University of Illinois at Urbana Champaign).   Analysis of the flexibility of scheduling rules using augmented fluid models , abstract
 

17.30 - 18.45

Session M5 - Room ENG B29

Yanzhi Li (City University of Hong Kong). Joint Pricing and Inventory Control for Perishable Products, abstract 
Ferda Tanguner (Koc University), Lerzan Ormeci and Zeynep Aksin.   Dynamic Cross-Selling and Pricing with Promotional Products, abstract
Seray Aydın (Koc University), Fikri Karaesmen and Yalçın Akçay. On the Structural Properties of the Inventory Control Problem with Revenue Management and Pricing Applications, abstract   

Dinner 19.30

Day 2: June 24, 2008

9.00 - 10.15

Session T1 - Room ENG B29

Mehmet Yasin Ulukuş (Bogazici University), Refik Güllü and Lerzan Örmeci. Admission and Termination Control of a Two-class Loss System, abstract  
Yiannis Dimitrakopoulos (University of Athens) and Apostolos Burnetas. Dynamic Admission and Service Control in the M|M|1 queue, abstract
William Millhiser (Baruch College). Admission Policies in Multiclass Tandem Queues with Blocking: New Approaches and Results due to Dynamic Programming Event Operators, abstract

10.30 - 11.30 Plenary Talk - Room ENG B29, Jeannette Song,  Fuqua School of Business, Duke University, USA

Inventories with Multiple Supply and Demand Sources and Networks of Queues with Overflow Bypasses, abstract

11.45 - 12.35

Session T2a - Room ENG B29

Apostolos Burnetas (University of Athens). Equilibrium Customer Behavior in Queues with Service Options, abstract
Yasemin Merzifonluoglu (Virginia Tech), Joseph Geunes and H. Edwin Romeijn. The Static Stochastic Knapsack Problem with Normally Distributed Item Sizes, abstract
 

Session T2b - Room ENG B30

Seçil Savaşaneril (METU, Ankara) and Nesim Erkip. When should the Vendor Manage the Inventory: An Analysis of Manufacturer Benefits, abstract
Onder Bulut (Bilkent University) and Murat Fadiloglu. A Dynamic Rationing Policy for Continuous-Review Inventory Systems, abstract
 

12.35 - 13.30 Lunch Break

13.30 - 14.30 Plenary Talk - Room ENG B29, Avishai Mandelbaum, Industrial Engineering & Management, Technion, Israel

QED Queues: Quality- and Efficiency-Driven Call Centers, abstract

14.45 - 16.30

Session T3 - Room ENG B29

Ger Koole (Vrije University) and Oualid Jouini Call center performance calculations and simulations, abstract
Sandjai Bhulai (Vrije University). Dynamic routing policies for multi-skill call centers, abstract
Refik Soyer (George Washington University), Joshua Landon, Fabrizio Ruggeri and Murat Tarimcilar. Modeling Latent Sources in Call Center Arrivals, abstract

Jean-Christophe Van den Schrieck (Université Catholique de Louvain), Zeynep Aksin and Philippe Chevalier. Call Center Outsourcing: The Outsourcer Perspective, abstract
 

16.45 - 18.00

Session T4 - Room ENG B29
Mine Caglar (Koc University), M. Iftikhar and B. Landfeldt. Interarrival time distribution for a non-Markovian arrival process, abstract

Yoni Nazarathy (University of Haifa) and Gideon Weiss. The Asymptotic Variance Rate of the Output Process of Finite Capacity Queues, abstract
Nir Perel (Tel Aviv University) and Uri Yechiali. An Alternating Queue with Slow Servers and Impatient Customers, abstract
 

18.30: Boat Trip

Day 3: June 25, 2008
 

9.30-10.45

Session W1a - Room ENG B29

Iddo Eliazar (Holon Institute of Technology).    Lorenzian analysis of infinite Poissonian populations and the phenomena of Paretian ubiquity, abstract

Pilar Moreno (Pablo de Olavide University). A $Geo/G/1/\infty$ queueing system under multiple vacations and setup-closedown times, abstract  

Antonis Economou (University of Athens). Queueing Systems with binomial transitions: Modeling and analysis of synchronized events, abstract
 

Session W1b - Room ENG B30

Selim Gokay (Koc University) and Mete Soner. Superreplication Problem under discrete time Gamma Hedging, abstract  
Bora Cekyay (Koc University) and Süleyman Özekici. Reliability, MTTF and Availability Analysis of Systems with Exponential Lifetimes, abstract
Ethem Canakoglu (Koc University) and Süleyman Özekici. Portfolio optimization with imperfect information, abstract

11.00 - 12.00 Plenary Talk - Room ENG B29, Suleyman Ozekici, Koc University, Portfolio Optimization in Markovian Markets, abstract

12.00 - 13.15 Lunch Break

13.15 - 14.55

Session W2a - Room ENG B29

Efrat Perel (Tel Aviv University) and Uri Yechiali. 2_Queue Systems where Customers of One Queue Serve the Customers of the Other Queue, abstract
Antonio Gomez-Corral (Complutense University of Madrid). On the applicability of the number of collisions in p-persistent CSMA/CD protocols, abstract   

Spyridoula Kanta (University of Athens) and Antonis Economou. Equilibrium customer strategies and social-profit maximization in the single server constant retrial queue, abstract

Melike Baykal-Gursoy (Rutgers University). Modeling Interrupted Traffic Flow, abstract

Session W2b - Room ENG B30

Fatih Mutlu (TOBB University of Economics and Technology). On the cost and service performances of shipment consolidation policies, abstract
Osman Alp (Bilkent University), Ulku Gurler and Nasuh Cagdas Buyukkaramikli. Coordinated Logistics: Joint Replenishment with Limited Fleet In-House Transportation for a Supply Chain, abstract