{"62015":{"#nid":"62015","#data":{"type":"event","title":"Impact of IT and New Business Practices on the US Trucking Industry","body":[{"value":"\u003Cp\u003EThe presentation will provide an overview of the US trucking industry, the forces that are affecting it, and how the industry is responding. Several related doctoral research projects will be discussed that involve the use of real-time information in operations, specifically routing and loading for pick up and delivery.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Impact of IT and New Business Practices on the US Trucking Industry","format":"limited_html"}],"field_summary_sentence":[{"value":"Impact of IT and New Business Practices on the US Trucking Industry"}],"uid":"27279","created_gmt":"2010-10-08 11:49:13","changed_gmt":"2016-10-08 01:53:12","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-01-25T10:00:00-05:00","event_time_end":"2001-01-24T23:00:00-05:00","event_time_end_last":"2001-01-24T23:00:00-05:00","gmt_time_start":"2001-01-25 15:00:00","gmt_time_end":"2001-01-25 04:00:00","gmt_time_end_last":"2001-01-25 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"62016":{"#nid":"62016","#data":{"type":"event","title":"Singular Perturbations, Time Scales and Horizons and Some Environmental Applications","body":[{"value":"\u003Cp\u003EIn this presentation the speaker will briefly outline some recent results in a number of separate and yet not unrelated topics. The problems covered will include:\n\u003C\/p\u003E\n\u003Cp\u003E1. Tradeoffs between discounting and averaging in discrete time stochastic, dynamic optimisation models over an infinite time horizon\u003Cbr \/\u003E\n2. Hamiltonian Cycle and Travelling Salesman problems as singularly perturbed controlled Markov chains\u003Cbr \/\u003E\n3. Stationary distributions of singularly perturbed Markov chains\u003Cbr \/\u003E\n4. Time scales and singularly perturbed systems\u003Cbr \/\u003E\n5. An integrated model of the enhanced greenhouse effect; stabilisation at equilibrium and uncertainty propagation.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Singular Perturbations, Time Scales and Horizons and Some Environmental Applications","format":"limited_html"}],"field_summary_sentence":[{"value":"Singular Perturbations, Time Scales and Horizons and Some Environmental Applications"}],"uid":"27279","created_gmt":"2010-10-08 11:49:13","changed_gmt":"2016-10-08 01:53:12","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-05-18T12:00:00-04:00","event_time_end":"2001-05-18T01:00:00-04:00","event_time_end_last":"2001-05-18T01:00:00-04:00","gmt_time_start":"2001-05-18 16:00:00","gmt_time_end":"2001-05-18 05:00:00","gmt_time_end_last":"2001-05-18 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"62014":{"#nid":"62014","#data":{"type":"event","title":"A Procedure to Solve the Multiple Objective Binary Integer Linear Programming Problem","body":"","field_subtitle":"","field_summary":[{"value":"A Procedure to Solve the Multiple Objective Binary Integer Linear Programming Problem","format":"limited_html"}],"field_summary_sentence":[{"value":"A Procedure to Solve the Multiple Objective Binary Integer Linear Programming Problem"}],"uid":"27279","created_gmt":"2010-10-08 11:49:13","changed_gmt":"2016-10-08 01:53:12","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-06-27T15:00:00-04:00","event_time_end":"2001-06-27T01:00:00-04:00","event_time_end_last":"2001-06-27T01:00:00-04:00","gmt_time_start":"2001-06-27 19:00:00","gmt_time_end":"2001-06-27 05:00:00","gmt_time_end_last":"2001-06-27 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"62012":{"#nid":"62012","#data":{"type":"event","title":"Solving Hard Integer Programs","body":[{"value":"\u003Cp\u003EWe discuss some classes of computationally hard integer programming instances. A common feature is that they remain hard even for very few variables. For one of the classes we analyze why a particular reformulation is easy to solve. The reformulation makes use of a lattice interpretation and the analysis uses knowledge of the corresponding lattice determinant.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Solving Hard Integer Programs","format":"limited_html"}],"field_summary_sentence":[{"value":"Solving Hard Integer Programs"}],"uid":"27279","created_gmt":"2010-10-08 11:49:12","changed_gmt":"2016-10-08 01:53:12","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-07-17T12:00:00-04:00","event_time_end":"2001-07-17T01:00:00-04:00","event_time_end_last":"2001-07-17T01:00:00-04:00","gmt_time_start":"2001-07-17 16:00:00","gmt_time_end":"2001-07-17 05:00:00","gmt_time_end_last":"2001-07-17 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"62013":{"#nid":"62013","#data":{"type":"event","title":"Bioinformatics \u0026 Computational and Mathematical Biology Seminar","body":[{"value":"\u003Cp\u003E\u0022Sex within and between prokaryotes and eukaryotes:  lateral gene transfer, meiosis, and the evolution of genomes\u0022\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Bioinformatics \u0026amp; Computational and Mathematical Biology Seminar","format":"limited_html"}],"field_summary_sentence":[{"value":"Bioinformatics \u0026 Computational and Mathematical Biology Seminar"}],"uid":"27279","created_gmt":"2010-10-08 11:49:12","changed_gmt":"2016-10-08 01:53:12","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-07-26T12:00:00-04:00","event_time_end":"2001-07-26T01:00:00-04:00","event_time_end_last":"2001-07-26T01:00:00-04:00","gmt_time_start":"2001-07-26 16:00:00","gmt_time_end":"2001-07-26 05:00:00","gmt_time_end_last":"2001-07-26 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"62010":{"#nid":"62010","#data":{"type":"event","title":"ISyE Faculty \u0026 Staff Meeting","body":"","field_subtitle":"","field_summary":[{"value":"ISyE Faculty \u0026amp; Staff Meeting","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE Faculty \u0026 Staff Meeting"}],"uid":"27279","created_gmt":"2010-10-08 11:49:12","changed_gmt":"2016-10-08 01:53:12","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-07-27T10:00:00-04:00","event_time_end":"2001-07-27T01:00:00-04:00","event_time_end_last":"2001-07-27T01:00:00-04:00","gmt_time_start":"2001-07-27 14:00:00","gmt_time_end":"2001-07-27 05:00:00","gmt_time_end_last":"2001-07-27 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"62008":{"#nid":"62008","#data":{"type":"event","title":"ISyE Seminar Series-Multiple-Criterion Dynamic Optimization of Continuous-Time Jump Systems","body":[{"value":"\u003Cp\u003EWe discuss a concept of switching policies in Continuous Time Jump Markov Decision Processes and its application to some production and telecommunication problems with multiple criteria and constraints.  According to this concept, a controller can change actions between jumps.  Switching policies are easier to implement than randomized policies.  Similarly to randomized policies, optimal solutions for constrained problems with multiple criteria  can be represented in the form of switching policies.  We describe particular examples and major theoretical concepts.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE Seminar Series-Multiple-Criterion Dynamic Optimization of Continuous-Time Jump Systems","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE Seminar Series-Multiple-Criterion Dynamic Optimization of Continuous-Time Jump Systems"}],"uid":"27279","created_gmt":"2010-10-08 11:49:12","changed_gmt":"2016-10-08 01:53:12","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-10-04T12:00:00-04:00","event_time_end":"2001-10-04T01:00:00-04:00","event_time_end_last":"2001-10-04T01:00:00-04:00","gmt_time_start":"2001-10-04 16:00:00","gmt_time_end":"2001-10-04 05:00:00","gmt_time_end_last":"2001-10-04 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"62007":{"#nid":"62007","#data":{"type":"event","title":"Alumni Assembly","body":[{"value":"\u003Cp\u003EAssembly to include state of school address, student panel, and annual DEA and HOF awards.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Alumni Assembly","format":"limited_html"}],"field_summary_sentence":[{"value":"Alumni Assembly"}],"uid":"27279","created_gmt":"2010-10-08 11:49:12","changed_gmt":"2016-10-08 01:53:12","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-10-18T13:00:00-04:00","event_time_end":"2001-10-18T01:00:00-04:00","event_time_end_last":"2001-10-18T01:00:00-04:00","gmt_time_start":"2001-10-18 17:00:00","gmt_time_end":"2001-10-18 05:00:00","gmt_time_end_last":"2001-10-18 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"62006":{"#nid":"62006","#data":{"type":"event","title":"GT Alumni Awards Induction Ceremony","body":[{"value":"\u003Cp\u003ETime subject to change - Additional information to be\u003Cbr \/\u003E\nreceived as we get closer to the date.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"GT Alumni Awards Induction Ceremony","format":"limited_html"}],"field_summary_sentence":[{"value":"GT Alumni Awards Induction Ceremony"}],"uid":"27279","created_gmt":"2010-10-08 11:49:12","changed_gmt":"2016-10-08 01:53:12","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-11-02T17:00:00-05:00","event_time_end":"2001-11-01T23:00:00-05:00","event_time_end_last":"2001-11-01T23:00:00-05:00","gmt_time_start":"2001-11-02 22:00:00","gmt_time_end":"2001-11-02 04:00:00","gmt_time_end_last":"2001-11-02 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61984":{"#nid":"61984","#data":{"type":"event","title":"ISYE SEMINAR SERIES-APPLICATIONS OF SYMMETRIC CONE PROGRAMMING IN PORTFOLIO OPTIMIZATION","body":[{"value":"\u003Cp\u003ESince Markowitz\u0027 seminal formulation of the portfolio optimization\u003Cbr \/\u003E\nproblem as a quadratic programming problem, asset managers have extend the formulation to include business rules and make to the model more realistic. We will discuss some of these extensions and show that they can be formulated as (mixed-integer) symmetric cone programming problems. Such problems can be efficiently solved with interior-point algorithms which have been developed in recent years.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISYE SEMINAR SERIES-APPLICATIONS OF SYMMETRIC CONE PROGRAMMING IN PORTFOLIO OPTIMIZATION","format":"limited_html"}],"field_summary_sentence":[{"value":"ISYE SEMINAR SERIES-APPLICATIONS OF SYMMETRIC CONE PROGRAMMING IN PORTFOLIO OPTIMIZATION"}],"uid":"27279","created_gmt":"2010-10-08 11:43:14","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-11-08T10:00:00-05:00","event_time_end":"2001-11-07T23:00:00-05:00","event_time_end_last":"2001-11-07T23:00:00-05:00","gmt_time_start":"2001-11-08 15:00:00","gmt_time_end":"2001-11-08 04:00:00","gmt_time_end_last":"2001-11-08 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61985":{"#nid":"61985","#data":{"type":"event","title":"ISyE Seminar Series - Web Traffic: Its Dependence Structure and Tail Probabilities","body":[{"value":"\u003Cp\u003EIt is reported and widely believed that Web traffic exhibits heavy tail distributions and is one of the major causes of long range dependence observed in the Internet traffic.\n\u003C\/p\u003E\n\u003Cp\u003EIn this talk, we re-examine these issues and provide some new insights. In particular, we show that such heavy tail distributions are not the most appropriate for characterizing traffic of many Web servers. Instead, light tail and subexponential tail distributions are frequently observed which can not cause long range dependence, yet coexist with the long range dependence in the observation. Though there are results in the literature for self-similar arrival process with constant service rates, or for subexponential service times with i.i.d. arrival process, how the server performance would\u003Cbr \/\u003E\nbe influenced by the coexistence of long range dependent arrival process and subexponential service times is an open question. We present asymptotic queueing analysis of such systems and show the different dominant components that influence server performance under different conditions. Simulation resutls are then presented for comparison.\n\u003C\/p\u003E\n\u003Cp\u003EThis is joint work with Zhen Liu, Mark S. Squillante, Li Zhang and Naceur Malouch.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE Seminar Series - Web Traffic: Its Dependence Structure and Tail Probabilities","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE Seminar Series - Web Traffic: Its Dependence Structure and Tail Probabilities"}],"uid":"27279","created_gmt":"2010-10-08 11:43:14","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-11-13T10:00:00-05:00","event_time_end":"2001-11-12T23:00:00-05:00","event_time_end_last":"2001-11-12T23:00:00-05:00","gmt_time_start":"2001-11-13 15:00:00","gmt_time_end":"2001-11-13 04:00:00","gmt_time_end_last":"2001-11-13 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"62001":{"#nid":"62001","#data":{"type":"event","title":"ISyE Seminar Series - Optimization of Gamma Knife Radiosurgery","body":[{"value":"\u003Cp\u003EThe Gamma Knife is a highly specialized treatment unit that\u003Cbr \/\u003E\nprovides an advanced stereotactic approach to the treatment of\u003Cbr \/\u003E\ntumors, vascular malformations, and pain disorders within the head.  Inside a shielded treatment unit, beams from 201 radioactive sources are focused so that they intersect at the same location in space, resulting in a spherical region of high dose referred to as a shot of radiation.  The location and width of the shots can be adjusted using focussing helmets.  By properly combining a set of shots, larger treatment volumes can be successfully treated with the Gamma Knife.\n\u003C\/p\u003E\n\u003Cp\u003EThe goal of this project is to automate the treatment planning\u003Cbr \/\u003E\nprocess.  For each patient, an optimization seeks to produce\u003Cbr \/\u003E\na homogeneous dose distribution that conforms closely to the\u003Cbr \/\u003E\ntreatment volume, while avoiding overdosing nearby sensitive\u003Cbr \/\u003E\nstructures.  The variables in the optimization can include the number of shots of radiation along with the size, the location, and the weight assigned to each.  Formulation of such problems using a variety of mathematical programming models is described, and the solution of several test and  real-patient examples is demonstrated.\n\u003C\/p\u003E\n\u003Cp\u003EThis represents joint work with:\n\u003C\/p\u003E\n\u003Cp\u003EDavid M. Shepard\u003Cbr \/\u003E\nDepartment of Radiation Oncology, University of Maryland School of\u003Cbr \/\u003E\nMedicine,\u003Cbr \/\u003E\n22 South Green Street, Baltimore, MD 21201\u003Cbr \/\u003E\nemail: \u003Ca href=\u0022mailto:dshep001@umaryland.edu\u0022\u003Edshep001@umaryland.edu\u003C\/a\u003E\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE Seminar Series - Optimization of Gamma Knife Radiosurgery","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE Seminar Series - Optimization of Gamma Knife Radiosurgery"}],"uid":"27279","created_gmt":"2010-10-08 11:49:11","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-11-15T10:00:00-05:00","event_time_end":"2001-11-14T23:00:00-05:00","event_time_end_last":"2001-11-14T23:00:00-05:00","gmt_time_start":"2001-11-15 15:00:00","gmt_time_end":"2001-11-15 04:00:00","gmt_time_end_last":"2001-11-15 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61989":{"#nid":"61989","#data":{"type":"event","title":"ISyE SEMINAR SERIES-ON ADMISSION CONTROL OF SERVICE SYSTEMS WITH MULTIPLE CUSTOMER CLASSES","body":[{"value":"\u003Cp\u003EAdmission control is an important tool for resource management in systems that provide service to a heterogeneous set of customers.  In these situations, it may be efficient to deny service to an arriving customer although there is available capacity, in order to preserve the service resource for anticipated future arrivals of customers of a higher priority class.  Such models have wide applicability in telecommunications (calling center design and management, mobile telephony, etc.), revenue management and manufacturing management.\n\u003C\/p\u003E\n\u003Cp\u003EIn this talk we consider a service system with many identical servers and no waiting buffer (loss system).  Customers are classified into two types.  The arrivals of the two types follow independent Poisson processes and the service times are exponentially distributed with generally class dependent service rates.  Each customer generates a profit depending on his or her type.  Upon arrival, the system manager must decide whether to accept the incoming customer or deny service.  Customers arriving to a full system are lost.  The objective is to find a dynamic policy of admission that maximizes the long-run expected average profit per unit time.\n\u003C\/p\u003E\n\u003Cp\u003EWe show that the optimal admission policy has a threshold structure.  In addition we discuss the issue of existence and identification of a preferred customer class, i.e., a class that is always admitted when there are free servers.  Finally we consider extensions of the basic model to situations of random service profits and batch customer arrivals.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE SEMINAR SERIES-ON ADMISSION CONTROL OF SERVICE SYSTEMS WITH MULTIPLE CUSTOMER CLASSES","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE SEMINAR SERIES-ON ADMISSION CONTROL OF SERVICE SYSTEMS WITH MULTIPLE CUSTOMER CLASSES"}],"uid":"27279","created_gmt":"2010-10-08 11:43:15","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-11-20T10:00:00-05:00","event_time_end":"2001-11-19T23:00:00-05:00","event_time_end_last":"2001-11-19T23:00:00-05:00","gmt_time_start":"2001-11-20 15:00:00","gmt_time_end":"2001-11-20 04:00:00","gmt_time_end_last":"2001-11-20 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61983":{"#nid":"61983","#data":{"type":"event","title":"ISYE SEMINAR SERIES - Pricing and Production Technology Selection for Remanufacturable Products","body":[{"value":"\u003Cp\u003ERemanufacturing is a production strategy whose goal is to recover\u003Cbr \/\u003E\nthe residual value of used products. Used products can be\u003Cbr \/\u003E\nremanufactured at a lower cost than their initial production\u003Cbr \/\u003E\ncost, but remanufactured products are valued less than new\u003Cbr \/\u003E\nproducts by consumers. The choice of production technology\u003Cbr \/\u003E\ninfluences the value that can be recovered from a used product.\u003Cbr \/\u003E\nIn this paper, we solve the joint market segmentation and\u003Cbr \/\u003E\nproduction technology selection problem faced by a manufacturer\u003Cbr \/\u003E\nwho considers introducing a remanufacturable product in a market\u003Cbr \/\u003E\nthat consists of heterogeneous consumers. Our analysis delineates\u003Cbr \/\u003E\nthe product and market characteristics that dictate whether\u003Cbr \/\u003E\nproducing a remanufacturable product is profitable, and reveals\u003Cbr \/\u003E\nthe importance of the integrated management of new and\u003Cbr \/\u003E\nremanufactured product lines. \n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISYE SEMINAR SERIES - Pricing and Production Technology Selection for Remanufacturable Products","format":"limited_html"}],"field_summary_sentence":[{"value":"ISYE SEMINAR SERIES - Pricing and Production Technology Selection for Remanufacturable Products"}],"uid":"27279","created_gmt":"2010-10-08 11:43:14","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-11-27T10:00:00-05:00","event_time_end":"2001-11-26T23:00:00-05:00","event_time_end_last":"2001-11-26T23:00:00-05:00","gmt_time_start":"2001-11-27 15:00:00","gmt_time_end":"2001-11-27 04:00:00","gmt_time_end_last":"2001-11-27 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61978":{"#nid":"61978","#data":{"type":"event","title":"ISYE SEMINAR SERIES - COMPUTATIONAL OPTIMIZATION APPLIED TO RADIATION TREATMENT PLANNING FOR CANCER PATIENTS","body":[{"value":"\u003Cp\u003EThe emergence of new technologies offers continual improvement in the diagnosis and treatment of cancer and other diseases.  Intensity-modulated radiotherapy (IMRT) is a new form of three-dimensional conformal radiotherapy. IMRT is designed to address a major limitation of conventionally delivered radiotherapy: its inability to restrict the treatment beam to the tumor-bearing tissue. To produce IMRT treatment plans, optimization methods have been used for designing the beam fluence pattern.  Since multiple beams are used, calculation of intensities across any one beam must consider the contribution of from all other beams. Determining the optimal intensity-modulation, therefore, is a difficult problem. It is sometimes referred to as the \u0022inverse problem\u0022 for radiotherapy treatment planning. This talk will present background information on radiation therapy and IMRT as well as research and case results from optimization methods using mixed-integer programming applied to IMRT. A clinical procedure for an IMRT treatment will be presented. This research was produced through a joint collaboration with the Department of Radiation Oncology at Emory University and Georgia Tech\u0027s School of Industrial \u0026amp; Systems Engineering. The work presented is joined with Ian Crocker and Eva Lee.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISYE SEMINAR SERIES - COMPUTATIONAL OPTIMIZATION APPLIED TO RADIATION TREATMENT PLANNING FOR CANCER PATIENTS","format":"limited_html"}],"field_summary_sentence":[{"value":"ISYE SEMINAR SERIES - COMPUTATIONAL OPTIMIZATION APPLIED TO RADIATION TREATMENT PLANNING FOR CANCER PATIENTS"}],"uid":"27279","created_gmt":"2010-10-08 11:43:13","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-11-29T10:00:00-05:00","event_time_end":"2001-11-28T23:00:00-05:00","event_time_end_last":"2001-11-28T23:00:00-05:00","gmt_time_start":"2001-11-29 15:00:00","gmt_time_end":"2001-11-29 04:00:00","gmt_time_end_last":"2001-11-29 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61977":{"#nid":"61977","#data":{"type":"event","title":"ISYE SEMINAR SERIES - OPTIMIZATION OVER THE INTERNET","body":[{"value":"\u003Cp\u003EThe internet can be thought of as a \u0022metacomputer\u0022-- a large collection of loosely coupled, heterogeneous, non-dedicated computing resources.  Because of the potential power and low cost of this type of environment, users of optimization technology have the potential to solve problems of larger scale and complexity than ever before.\n\u003C\/p\u003E\n\u003Cp\u003EIn the first portion of this talk, we will introduce existing software tools that allow users to harness the computational power of the internet.  The second portion of the talk will deal with optimization algorithms that have been adapted to metacomputing platforms by using these software tools.  As one concrete example, we will describe an implementation of a state-of-the-art algorithm for the quadratic assignment problem (QAP).  Using this implementation, and the computational power of the internet, we are able to report the solutions of QAP instances that had been unsolved for decades.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISYE SEMINAR SERIES - OPTIMIZATION OVER THE INTERNET","format":"limited_html"}],"field_summary_sentence":[{"value":"ISYE SEMINAR SERIES - OPTIMIZATION OVER THE INTERNET"}],"uid":"27279","created_gmt":"2010-10-08 11:43:13","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-12-04T10:00:00-05:00","event_time_end":"2001-12-03T23:00:00-05:00","event_time_end_last":"2001-12-03T23:00:00-05:00","gmt_time_start":"2001-12-04 15:00:00","gmt_time_end":"2001-12-04 04:00:00","gmt_time_end_last":"2001-12-04 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61976":{"#nid":"61976","#data":{"type":"event","title":"ISYE SEMINAR SERIES - RISK MANAGEMENT USING CONDITIONAL VALUE-AT-RISK","body":[{"value":"\u003Cp\u003EValue-at-Risk (VaR), a widely used performance measure, answers the question: what is the maximum loss with a specified confidence level? Although VaR is a very popular measure of risk, it has undesirable properties such as the lack of sub-additivity, i.e., VaR of a portfolio with two instruments may be greater than the sum of individual VaRs of these two instruments. Also, VaR is difficult to optimize when calculated using scenarios. In this case, VaR is non-convex, non-smooth as a function of positions, and it has multiple local extrema.\n\u003C\/p\u003E\n\u003Cp\u003EAn alternative measure of loss with more attractive properties, is Conditional Value-at-Risk (CVaR), see [6,7,8]. CVaR coincides in many special cases with Upper CVaR which is the conditional expectation of losses exceeding VaR (also called Mean Excess Loss and Expected Shortfall), see [7].  However, Acerbi et al. [1,2] recently redefined Expected Shortfall in a manner consistent with the CVaR definition. Acerbi et al. [1,2] proved several important mathematical results on properties of CVaR, including asymptotic convergence of sample estimates to CVaR.\n\u003C\/p\u003E\n\u003Cp\u003ECVaR, is a coherent measure of risk [5,7] (sub-additive, convex, and other nice mathematical properties). CVaR can be represented as a weighted average of VaR and Upper CVaR.  This seems surprising, in the face of neither VaR nor Upper CVaR being coherent.  The weights arise from the particular way that CVaR \u0022splits the atom\u0022 of probability at the VaR value, when one exists.\n\u003C\/p\u003E\n\u003Cp\u003ECVaR can be used in conjunction with VaR and is applicable to the estimation of risks with non-symmetric return-loss distributions.  Although CVaR has not become a standard in the finance industry, it is likely to play a major role. CVaR is able to quantify dangers beyond value-at-risk, [1,6,7,8,10]. CVaR can be optimized using linear programming, which allows handling portfolios with very large numbers of instruments and scenarios. Numerical experiments indicate that for symmetric distributions the minimization of CVaR also leads to near optimal solutions in VaR terms because CVaR is always greater than or equal to VaR, [6]. Moreover, when the return-loss distribution is normal, these two measures are equivalent [6,7], i.e., they provide the same optimal portfolio. However, for skewed distributions, VaR optimal and CVaR optimal portfolios may be very different, [10]. Similar to the Markowitz mean-variance approach, CVaR can be used in return-risk analyses. For instance, we can calculate a portfolio with a specified return and minimal CVaR. Alternatively, we can constrain CVaR and find a portfolio with maximal return, see [4,7].  Also, we can specify several CVaR constraints simultaneously with various confidence levels (thereby shaping the loss distribution), which provides a flexible and powerful risk management tool.\n\u003C\/p\u003E\n\u003Cp\u003ESeveral case studies showed that risk optimization with the CVaR performance function and constraints can be done for large portfolios and a large number of scenarios with relatively small computational resources. For instance, a problem with 1,000 instruments and 20,000 scenarios can be optimized on a 700 MHz PC in less than one minute using the CPLEX LP solver.  A case study on the hedging of a portfolio of options using CVaR is included in [6]. Also, the CVaR minimization approach was applied to the credit risk management of a portfolio of bonds, [3]. A case study on optimization of a portfolio of stocks with CVaR constraints is included in [4]. The numerical efficiency and stability of CVaR calculations are illustrated with an example of index tracking in [7]. Several related papers on probabilistic constrained optimization are included in [8].\n\u003C\/p\u003E\n\u003Cp\u003EREFERENCES\n\u003C\/p\u003E\n\u003Cp\u003E1. Acerbi, C., Nordio, C., Sirtori, C. Expected Shortfall as a Tool for Financial Risk Management, Working Paper. (Can be downloaded:  \u003Ca href=\u0022http:\/\/www.gloriamundi.org\/var\/wps.html\u0022 title=\u0022www.gloriamundi.org\/var\/wps.html\u0022\u003Ewww.gloriamundi.org\/var\/wps.html\u003C\/a\u003E)\n\u003C\/p\u003E\n\u003Cp\u003E2. Acerbi, C.,  and Tasche, D. On the Coherence of Expected Shortfall. Working Paper. (Can be downloaded: \u003Ca href=\u0022http:\/\/www.gloriamundi.org\/var\/wps.html\u0022 title=\u0022www.gloriamundi.org\/var\/wps.html\u0022\u003Ewww.gloriamundi.org\/var\/wps.html\u003C\/a\u003E)\n\u003C\/p\u003E\n\u003Cp\u003E3. Andersson, F., Mausser, H., Rosen, D., and S. Uryasev (2001): Credit Risk Optimization with Conditional Value-At-Risk Criterion. Mathematical Programming, Series B 89, 2001, 273-291.\u003Cbr \/\u003E\n(Can be downloaded: \u003Ca href=\u0022http:\/\/www.ise.ufl.edu\/uryasev\/pubs.html#t\u0022 title=\u0022www.ise.ufl.edu\/uryasev\/pubs.html#t\u0022\u003Ewww.ise.ufl.edu\/uryasev\/pubs.html#t\u003C\/a\u003E)\n\u003C\/p\u003E\n\u003Cp\u003E4. Palmquist, J., Uryasev, S., and  P. Krokhmal  (1999): Portfolio Optimization with Conditional Value-At-Risk Objective and Constraints. The Journal of Risk, forthcoming. (Can be downloaded: \u003Ca href=\u0022http:\/\/www.ise.ufl.edu\/uryasev\/pal.pdf\u0022 title=\u0022www.ise.ufl.edu\/uryasev\/pal.pdf\u0022\u003Ewww.ise.ufl.edu\/uryasev\/pal.pdf\u003C\/a\u003E)\n\u003C\/p\u003E\n\u003Cp\u003E5. Pflug, G. (2000): Some Remarks on the Value-at-Risk and the Conditional Value at Risk. In Probabilistic Constrained Optimization: Methodology and Applications. Uryasev, S. (Ed.)\u003Cbr \/\u003E\nKluwer Academic Publishers, 2000\n\u003C\/p\u003E\n\u003Cp\u003E6. Rockafellar R.T. and S. Uryasev (2000): Optimization of Conditional Value-at-Risk. The Journal of Risk, Vol. 2, # 3. (Can be downloaded: \u003Ca href=\u0022http:\/\/www.ise.ufl.edu\/uryasev\/cvar.pdf\u0022 title=\u0022www.ise.ufl.edu\/uryasev\/cvar.pdf\u0022\u003Ewww.ise.ufl.edu\/uryasev\/cvar.pdf\u003C\/a\u003E)\n\u003C\/p\u003E\n\u003Cp\u003E7. Rockafellar R.T. and S. Uryasev (2001): Conditional Value-at-Risk for General Loss Distributions. Research Report 2001-5. ISE Dept., University of Florida, April 2001. (Can be downloaded: \u003Ca href=\u0022http:\/\/www.ise.ufl.edu\/uryasev\/cvar2.pdf\u0022 title=\u0022www.ise.ufl.edu\/uryasev\/cvar2.pdf\u0022\u003Ewww.ise.ufl.edu\/uryasev\/cvar2.pdf\u003C\/a\u003E)\n\u003C\/p\u003E\n\u003Cp\u003E8. Uryasev, S. Conditional Value-at-Risk: Optimization Algorithms and Applications. Financial Engineering News, No. 14, February, 2000 (Can be downloaded: \u003Ca href=\u0022http:\/\/www.ise.ufl.edu\/uryasev\/pubs.html#t\u0022 title=\u0022www.ise.ufl.edu\/uryasev\/pubs.html#t\u0022\u003Ewww.ise.ufl.edu\/uryasev\/pubs.html#t\u003C\/a\u003E).\n\u003C\/p\u003E\n\u003Cp\u003E9. Uryasev, S. (Ed.) Probabilistic Constrained Optimization: Methodology and Applications. Kluwer Academic Publishers, 2000, 307 p.\n\u003C\/p\u003E\n\u003Cp\u003E10. Yamai, Y. and T. Yoshiba. On the Validity of Value-at-Risk: Comparative Analyses with Expected Shortfall. Institute for Monetary and Economic Studies. Bank of Japan. IMES Discussion Paper 2001-E-4, 2001. (Can be downloaded: \u003Ca href=\u0022http:\/\/www.imes.boj.or.jp\/english\/publication\/edps\/fedps2001_index.html\u0022 title=\u0022www.imes.boj.or.jp\/english\/publication\/edps\/fedps2001_index.html\u0022\u003Ewww.imes.boj.or.jp\/english\/publication\/edps\/fedps2001_index.html\u003C\/a\u003E )\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISYE SEMINAR SERIES - RISK MANAGEMENT USING CONDITIONAL VALUE-AT-RISK","format":"limited_html"}],"field_summary_sentence":[{"value":"ISYE SEMINAR SERIES - RISK MANAGEMENT USING CONDITIONAL VALUE-AT-RISK"}],"uid":"27279","created_gmt":"2010-10-08 11:43:13","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-12-06T10:00:00-05:00","event_time_end":"2001-12-05T23:00:00-05:00","event_time_end_last":"2001-12-05T23:00:00-05:00","gmt_time_start":"2001-12-06 15:00:00","gmt_time_end":"2001-12-06 04:00:00","gmt_time_end_last":"2001-12-06 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61975":{"#nid":"61975","#data":{"type":"event","title":"Managing Risk In 4-Digit Number Games","body":[{"value":"\u003Cp\u003EThe four-digit number game is a popular game of chance played in\u003Cbr \/\u003E\nSouth East\u003Cbr \/\u003E\nAsia. The players in this game choose a 4-digit number and place their bets\u003Cbr \/\u003E\non it. In this paper, motivated by a real application, we study the design\u003Cbr \/\u003E\nof a good control mechanism for\u003Cbr \/\u003E\nmanaging the bets in this game. Our objective is to design a control\u003Cbr \/\u003E\nmechanism to decide whether the bets should be accepted or rejected.\u003Cbr \/\u003E\nWe\u003Cbr \/\u003E\npropose a non-linear optimization model for this problem and provide the\u003Cbr \/\u003E\nmathematical justification for the control mechanism used by several\u003Cbr \/\u003E\noperators in this region. We also suggest a simple improved control\u003Cbr \/\u003E\nmechanism. Using data provided by a company in the region, we show that our\u003Cbr \/\u003E\ncontrol mechanism can accept more money per draw, while the risk exposure of\u003Cbr \/\u003E\nthe proposed mechanism can be\u003Cbr \/\u003E\nconsiderably smaller than the current system.\u003Cbr \/\u003E\nThis is joint work with Leong Siew-Meng (NUS).\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Managing Risk In 4-Digit Number Games","format":"limited_html"}],"field_summary_sentence":[{"value":"Managing Risk In 4-Digit Number Games"}],"uid":"27279","created_gmt":"2010-10-08 11:43:13","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-12-10T10:00:00-05:00","event_time_end":"2001-12-09T23:00:00-05:00","event_time_end_last":"2001-12-09T23:00:00-05:00","gmt_time_start":"2001-12-10 15:00:00","gmt_time_end":"2001-12-10 04:00:00","gmt_time_end_last":"2001-12-10 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61999":{"#nid":"61999","#data":{"type":"event","title":"Ruth Leo Retirement Reception","body":[{"value":"\u003Cp\u003EPlease come help us celebrate Ruth Leo\u0027s retirement\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Ruth Leo Retirement Reception","format":"limited_html"}],"field_summary_sentence":[{"value":"Ruth Leo Retirement Reception"}],"uid":"27279","created_gmt":"2010-10-08 11:49:11","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-08-09T16:00:00-04:00","event_time_end":"2001-08-09T01:00:00-04:00","event_time_end_last":"2001-08-09T01:00:00-04:00","gmt_time_start":"2001-08-09 20:00:00","gmt_time_end":"2001-08-09 05:00:00","gmt_time_end_last":"2001-08-09 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"62000":{"#nid":"62000","#data":{"type":"event","title":"ISyE Staff Workshop","body":[{"value":"\u003Cp\u003E  \t\t\t\t\t\t  The annual ISyE staff retreat.\t\t\t\t\t\t  \n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE Staff Workshop","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE Staff Workshop"}],"uid":"27279","created_gmt":"2010-10-08 11:49:11","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-08-10T09:00:00-04:00","event_time_end":"2001-08-10T01:00:00-04:00","event_time_end_last":"2001-08-10T01:00:00-04:00","gmt_time_start":"2001-08-10 13:00:00","gmt_time_end":"2001-08-10 05:00:00","gmt_time_end_last":"2001-08-10 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61995":{"#nid":"61995","#data":{"type":"event","title":"MULTISTAGE QUALITY CONTROL COMBINING SPC AND EPC","body":[{"value":"\u003Cp\u003EAs manufacturing quality has become a decisive factor in global market competition, quality control techniques such as Statistical Process Control (SPC) and Engineering Process Control (EPC) are becoming popular in industries. With advances in information, sensing, and data capture technology, large volumes of data are being routinely collected and shared over multiple-stage processes, which have growing impacts on the existing SPC and EPC methods. Thus, there is an urgent need for an effective quality control strategy for a multistage process combining SPC and EPC. However, some technical challenges, such as the eliminating of the \u0022window of opportunity\u0022 for detection, the handling of the dynamics and autocorrelation structure, and the decomposing of the confounded incoming signals, need to be addressed to ensure high detectability and traceability. This research will tackle these unique issues due to SPC and EPC integration, and provide an effective approach to improve the detectability and traceability of monitoring and diagnosing a multistage process.\n\u003C\/p\u003E\n\u003Cp\u003EPersonal Profile\u003Cbr \/\u003E\nDr. Fugee Tsung is an assistant professor of Industrial Engineering and Engineering Management at the Hong Kong University of Science and Technology. He received both his PhD and MSc in Industrial and Operations Engineering from the University of Michigan, Ann Arbor, and his BSc in Mechanical Engineering from National Taiwan University. He worked for Ford Motor Company and Rockwell International and did his post-doctoral research with Chrysler Corporation. He serves as an elected Council Member for Institute for Operations Research and the Management Sciences (INFORMS) Quality, Statistics and Reliability (QSR) Section. He is also a member of IIE, ASQ, and ASQ Six Sigma Forum. His current research interests include quality engineering and management, process control, monitoring and diagnosis.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"MULTISTAGE QUALITY CONTROL COMBINING SPC AND EPC","format":"limited_html"}],"field_summary_sentence":[{"value":"MULTISTAGE QUALITY CONTROL COMBINING SPC AND EPC"}],"uid":"27279","created_gmt":"2010-10-08 11:43:15","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-08-10T12:00:00-04:00","event_time_end":"2001-08-10T01:00:00-04:00","event_time_end_last":"2001-08-10T01:00:00-04:00","gmt_time_start":"2001-08-10 16:00:00","gmt_time_end":"2001-08-10 05:00:00","gmt_time_end_last":"2001-08-10 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61994":{"#nid":"61994","#data":{"type":"event","title":"Thesis Defense","body":"","field_subtitle":"","field_summary":[{"value":"Thesis Defense","format":"limited_html"}],"field_summary_sentence":[{"value":"Thesis Defense"}],"uid":"27279","created_gmt":"2010-10-08 11:43:15","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-08-13T12:00:00-04:00","event_time_end":"2001-08-13T01:00:00-04:00","event_time_end_last":"2001-08-13T01:00:00-04:00","gmt_time_start":"2001-08-13 16:00:00","gmt_time_end":"2001-08-13 05:00:00","gmt_time_end_last":"2001-08-13 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61996":{"#nid":"61996","#data":{"type":"event","title":"New Graduate Student Pizza Party","body":[{"value":"\u003Cp\u003ECome help us welcome the new graduate students. The event official starts at 12:15pm.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"New Graduate Student Pizza Party","format":"limited_html"}],"field_summary_sentence":[{"value":"New Graduate Student Pizza Party"}],"uid":"27279","created_gmt":"2010-10-08 11:43:16","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-08-17T13:00:00-04:00","event_time_end":"2001-08-17T01:00:00-04:00","event_time_end_last":"2001-08-17T01:00:00-04:00","gmt_time_start":"2001-08-17 17:00:00","gmt_time_end":"2001-08-17 05:00:00","gmt_time_end_last":"2001-08-17 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61997":{"#nid":"61997","#data":{"type":"event","title":"Join hundreds of other Tech fans as we kickoff the 2001 football season in style with Head Coach George O\u0027Leary!","body":[{"value":"\u003Cp\u003EFriday, August 17, 2001\u003Cbr \/\u003E\n6:30 - 10:30 p.m.\u003Cbr \/\u003E\nSwissotel Atlanta at Lenox Square\u003Cbr \/\u003E\n3391 Peachtree Rd., NE\u003Cbr \/\u003E\n(parking available at the hotel-do not park in Shops Around Lenox!)\n\u003C\/p\u003E\n\u003Cp\u003EThis year\u0027s event will feature:\n\u003C\/p\u003E\n\u003Cli\u003EFully catered dinner buffet\n\u003C\/li\u003E\u003Cli\u003EEnhanced silent auction with fantastic athletic, travel, and entertainment items\n\u003C\/li\u003E\u003Cli\u003EExciting live auction featuring a Philips wide screen television, an away game package, a Charleston condo vacation and AirTran tickets\n\u003C\/li\u003E\u003Cli\u003EThe Georgia Tech cheerleaders, the Ramblin Wreck, and BUZZ!\n\u003Cp\u003EThe 1966 Yellow Jackets will be honored-Bobby Dodd\u0027s last team,\u003Cbr \/\u003E\nKim King was our quarterback, team defeated 8th-ranked Tennessee, 9-2 record, played UF in the Orange Bowl\n\u003C\/p\u003E\n\u003Cp\u003EThis annual event benefits the scholarship funds of the greater Atlanta Georgia Tech clubs and the Athletic Association.\u003Cbr \/\u003E\nYou must RSVP by August 14 by calling (404) 894-9272 or online at \u003Ca href=\u0022http:\/\/www.gtalumni.org\u0022 title=\u0022www.gtalumni.org\u0022\u003Ewww.gtalumni.org\u003C\/a\u003E.\n\u003C\/p\u003E\n\u003Cp\u003EPrices:  $20 for adults and $10 for students\/children-before August 14;\n\u003C\/p\u003E\n\u003Cp\u003E$25 for adults and $15 for students\/children-after August 14.\u003C\/p\u003E\u003C\/li\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Join hundreds of other Tech fans as we kickoff the 2001 football season in style with Head Coach George O\u0027Leary!","format":"limited_html"}],"field_summary_sentence":[{"value":"Join hundreds of other Tech fans as we kickoff the 2001 football season in style with Head Coach George O\u0027Leary!"}],"uid":"27279","created_gmt":"2010-10-08 11:49:10","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-08-17T19:30:00-04:00","event_time_end":"2001-08-17T01:00:00-04:00","event_time_end_last":"2001-08-17T01:00:00-04:00","gmt_time_start":"2001-08-17 23:30:00","gmt_time_end":"2001-08-17 05:00:00","gmt_time_end_last":"2001-08-17 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61991":{"#nid":"61991","#data":{"type":"event","title":"Experiences with take back and recycling of discarded electronic products in the Netherlands","body":"","field_subtitle":"","field_summary":[{"value":"Experiences with take back and recycling of discarded electronic products in the Netherlands","format":"limited_html"}],"field_summary_sentence":[{"value":"Experiences with take back and recycling of discarded electronic products in the Netherlands"}],"uid":"27279","created_gmt":"2010-10-08 11:43:15","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-09-10T15:00:00-04:00","event_time_end":"2001-09-10T01:00:00-04:00","event_time_end_last":"2001-09-10T01:00:00-04:00","gmt_time_start":"2001-09-10 19:00:00","gmt_time_end":"2001-09-10 05:00:00","gmt_time_end_last":"2001-09-10 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61987":{"#nid":"61987","#data":{"type":"event","title":"The Paper Industry - Will We Ever Learn?","body":[{"value":"\u003Cp\u003EPlease join us for the first in the fall 2001 monthly brown bag seminar series sponsored by the Center for Paper and Business Industry Studies.   Dr. Jim McNutt, Executive Director of CPBIS will be presenting  his thoughts and analysis on the above topic.\u003Cbr \/\u003E\u003Cbr \/\u003E\u003Cbr \/\u003E\nThe paper industry today is being buffeted with winds of global, social, economic, and political change that have altered permanently the historical paradigm that once drove a successful industry.  Survival will depend on how the industry adapts and manages these changes.  Join Dr. McNutt as he looks backward in time and towards other industry sectors to explore a better blueprint of critical needs for the paper industry.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"The Paper Industry - Will We Ever Learn?","format":"limited_html"}],"field_summary_sentence":[{"value":"The Paper Industry - Will We Ever Learn?"}],"uid":"27279","created_gmt":"2010-10-08 11:43:14","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-09-11T12:00:00-04:00","event_time_end":"2001-09-11T01:00:00-04:00","event_time_end_last":"2001-09-11T01:00:00-04:00","gmt_time_start":"2001-09-11 16:00:00","gmt_time_end":"2001-09-11 05:00:00","gmt_time_end_last":"2001-09-11 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61986":{"#nid":"61986","#data":{"type":"event","title":"Faculty Meeting","body":"","field_subtitle":"","field_summary":[{"value":"Faculty Meeting","format":"limited_html"}],"field_summary_sentence":[{"value":"Faculty Meeting"}],"uid":"27279","created_gmt":"2010-10-08 11:43:14","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-09-25T12:00:00-04:00","event_time_end":"2001-09-25T01:00:00-04:00","event_time_end_last":"2001-09-25T01:00:00-04:00","gmt_time_start":"2001-09-25 16:00:00","gmt_time_end":"2001-09-25 05:00:00","gmt_time_end_last":"2001-09-25 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61988":{"#nid":"61988","#data":{"type":"event","title":"Seminar: Optimization via Branch Decomposition","body":[{"value":"\u003Cp\u003ERobertson and Seymour introduced branch-width as a new measure of the connectivity of graphs.  Decompositions based on this measure provide a natural framework for implementing dynamic programming algorithms to solve graph optimization problems.  In this talk we will discuss the computational\u003Cbr \/\u003E\nissues involved in using branch-width as as a general tool in discreteoptimization.  We will present applications to traveling salesman problems, euclidean steiner tree problems, graph bipartition, maximum cut problems, maximum stable set problems, and network design problems.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Seminar: Optimization via Branch Decomposition","format":"limited_html"}],"field_summary_sentence":[{"value":"Seminar: Optimization via Branch Decomposition"}],"uid":"27279","created_gmt":"2010-10-08 11:43:14","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-09-27T12:00:00-04:00","event_time_end":"2001-09-27T01:00:00-04:00","event_time_end_last":"2001-09-27T01:00:00-04:00","gmt_time_start":"2001-09-27 16:00:00","gmt_time_end":"2001-09-27 05:00:00","gmt_time_end_last":"2001-09-27 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61993":{"#nid":"61993","#data":{"type":"event","title":"GT\u0027s annual Family Weekend","body":[{"value":"\u003Cp\u003EISyE will be hosting an information reception for parents of ISyE students. The event will take part in the ISyE Faculty Lounge from 3-5 p.m. This event will give parents the opportunity to speak with their son\u0027s or daughter\u0027s professors.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"GT\u0027s annual Family Weekend","format":"limited_html"}],"field_summary_sentence":[{"value":"GT\u0027s annual Family Weekend"}],"uid":"27279","created_gmt":"2010-10-08 11:43:15","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-09-28T16:00:00-04:00","event_time_end":"2001-09-28T01:00:00-04:00","event_time_end_last":"2001-09-28T01:00:00-04:00","gmt_time_start":"2001-09-28 20:00:00","gmt_time_end":"2001-09-28 05:00:00","gmt_time_end_last":"2001-09-28 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61992":{"#nid":"61992","#data":{"type":"event","title":"Demand and Demand Models in Revenue Management Applications","body":[{"value":"\u003Cp\u003EHeralded as the single most important factor effecting revenue management, demand forecasting is neither simple in concept nor practice. Using the airline industry as an illustrative example, we begin by tracing how demand models have been influenced by data availability, computational limitations, optimization models, user requirements, and disagreements about the fundamental nature of demand itself. In doing so, we establish a foundation for examining a demand model that provides an analytical solution to a perceived industry problem arising from the cyclic interaction of forecasting and optimization. Computational results are presented demonstrating the potential for substantial revenue loss when applying a demand model that doesn\u0027t coincide with consumer behavior. A property of robust demand models for revenue management applications is proposed, and research directions with practical applicability are discussed.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Demand and Demand Models in Revenue Management Applications","format":"limited_html"}],"field_summary_sentence":[{"value":"Demand and Demand Models in Revenue Management Applications"}],"uid":"27279","created_gmt":"2010-10-08 11:43:15","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-10-05T15:00:00-04:00","event_time_end":"2001-10-05T01:00:00-04:00","event_time_end_last":"2001-10-05T01:00:00-04:00","gmt_time_start":"2001-10-05 19:00:00","gmt_time_end":"2001-10-05 05:00:00","gmt_time_end_last":"2001-10-05 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61998":{"#nid":"61998","#data":{"type":"event","title":"ISyE Oyster Roast","body":"","field_subtitle":"","field_summary":[{"value":"ISyE Oyster Roast","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE Oyster Roast"}],"uid":"27279","created_gmt":"2010-10-08 11:49:10","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-10-18T20:00:00-04:00","event_time_end":"2001-10-18T01:00:00-04:00","event_time_end_last":"2001-10-18T01:00:00-04:00","gmt_time_start":"2001-10-19 00:00:00","gmt_time_end":"2001-10-18 05:00:00","gmt_time_end_last":"2001-10-18 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"62003":{"#nid":"62003","#data":{"type":"event","title":"ISyE Seminar Series-COMBINATORIAL OPTIMIZATION MODELS IN MOLECULAR BIOLOGY","body":[{"value":"\u003Cp\u003EThis talk will illustrate the kinds of problems in the entitled category. Particular focus will be on the lattice model for protein folding and protein alignment by contact maps.  The talk will develop formulations and show how one is sharper than another.  I shall also illustrate symmetry exclusion and suggest some open problems. The contact map of a protein is a graph whose nodes represent the amino acid residues and whose edges represent \u0027closeness\u0027 in the native state.  A similarity measure for two proteins is the relative size of a maximum subgraph isomorphism.  I shall illustrate how standard methods break down, such as the ineffectiveness of clique inequalities for a related maximum independent set problem.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE Seminar Series-COMBINATORIAL OPTIMIZATION MODELS IN MOLECULAR BIOLOGY","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE Seminar Series-COMBINATORIAL OPTIMIZATION MODELS IN MOLECULAR BIOLOGY"}],"uid":"27279","created_gmt":"2010-10-08 11:49:11","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-10-25T12:00:00-04:00","event_time_end":"2001-10-25T01:00:00-04:00","event_time_end_last":"2001-10-25T01:00:00-04:00","gmt_time_start":"2001-10-25 16:00:00","gmt_time_end":"2001-10-25 05:00:00","gmt_time_end_last":"2001-10-25 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61982":{"#nid":"61982","#data":{"type":"event","title":"ISYE SEMINAR SERIES - SIMPLEX SOLUTION FOR CONTINUOUS LINEAR PROGRAMS","body":[{"value":"\u003Cp\u003EI shall start with a motivation, which is the control of semiconductor wafer fabs.  A fluid approximation to the wafer fab, with finite horizon objective and on-line controls leads to a Separated Continuous Linear Program.\n\u003C\/p\u003E\n\u003Cp\u003EI shall then walk you through my simplex algorithm for the solution of SCLP.\n\u003C\/p\u003E\n\u003Cp\u003EI will then discuss the form of the solution and how it can be\u003Cbr \/\u003E\nused for nearly optimal control of the wafer fab.  This will lead to a general discussion of SCLP applications.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISYE SEMINAR SERIES - SIMPLEX SOLUTION FOR CONTINUOUS LINEAR PROGRAMS","format":"limited_html"}],"field_summary_sentence":[{"value":"ISYE SEMINAR SERIES - SIMPLEX SOLUTION FOR CONTINUOUS LINEAR PROGRAMS"}],"uid":"27279","created_gmt":"2010-10-08 11:43:14","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-10-30T10:00:00-05:00","event_time_end":"2001-10-29T23:00:00-05:00","event_time_end_last":"2001-10-29T23:00:00-05:00","gmt_time_start":"2001-10-30 15:00:00","gmt_time_end":"2001-10-30 04:00:00","gmt_time_end_last":"2001-10-30 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61980":{"#nid":"61980","#data":{"type":"event","title":"2-edge-connected Polyhedra, Relationship with the Graphical TSP \u0026 Lifted Inequalities for 0-1 Mixed Integer Programming","body":[{"value":"\u003Cp\u003EPresentation 1:\u003Cbr \/\u003E\n2-edge-connected Polyhedra, Relationship with the Graphical TSP\u003Cbr \/\u003E\nby Dieter Vandenbussche\n\u003C\/p\u003E\n\u003Cp\u003EPresentation 2:\u003Cbr \/\u003E\nLifted Inequalities for 0-1 Mixed Integer Programming\u003Cbr \/\u003E\nby Jean-Philippe Richard\n\u003C\/p\u003E\n\u003Cp\u003EBoth these talks will be given at the INFORMS meeting in Miami as well.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"2-edge-connected Polyhedra, Relationship with the Graphical TSP \u0026amp; Lifted Inequalities for 0-1 Mixed Integer Programming","format":"limited_html"}],"field_summary_sentence":[{"value":"2-edge-connected Polyhedra, Relationship with the Graphical TSP \u0026 Lifted Inequalities for 0-1 Mixed Integer Programming"}],"uid":"27279","created_gmt":"2010-10-08 11:43:13","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-11-01T10:00:00-05:00","event_time_end":"2001-10-31T23:00:00-05:00","event_time_end_last":"2001-10-31T23:00:00-05:00","gmt_time_start":"2001-11-01 15:00:00","gmt_time_end":"2001-11-01 04:00:00","gmt_time_end_last":"2001-11-01 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61981":{"#nid":"61981","#data":{"type":"event","title":"Measurement of Volatility in the Energy Markets","body":[{"value":"\u003Cp\u003EWe will have a research talk in the area of Quantitative and Computational\u003Cbr \/\u003E\nFinance by Dr. Vincent Kaminski from Enron Corp. at 11am on Thursday,\u003Cbr \/\u003E\nNovember 1. 2001.  Dr. Kaminski will also meet with students associated\u003Cbr \/\u003E\nwith the MS QCF program at 2:00 pm on Thursday in Room 223 in the ISyE\u003Cbr \/\u003E\nBuilding for discussion and questions.\n\u003C\/p\u003E\n\u003Cp\u003ESeminar title:\u003Cbr \/\u003E\nMeasurement of Volatility in the Energy Markets\n\u003C\/p\u003E\n\u003Cp\u003ESpeaker:\u003Cbr \/\u003E\nDr. Vincent Kaminski\u003Cbr \/\u003E\nManaging Director and Head of Research, ENRON\n\u003C\/p\u003E\n\u003Cp\u003ETime: 11:00 am, Thursday, November 1, 2001\u003Cbr \/\u003E\nRoom 215, Instructional Center Building\n\u003C\/p\u003E\n\u003Cp\u003EOutline of the talk:\u003Cbr \/\u003E\n1. Importance of volatility in financial engineering\u003Cbr \/\u003E\n         a. option pricing\u003Cbr \/\u003E\n         b. risk management\u003Cbr \/\u003E\n         c. legacy software systems\u003Cbr \/\u003E\n2. Is volatility the right tool for energy markets?\u003Cbr \/\u003E\n3. The dynamics of energy prices in the US markets in recent years:\u003Cbr \/\u003E\n         a few stylized facts\u003Cbr \/\u003E\n4. Alternative theoretical tools to represent price dynamics:\u003Cbr \/\u003E\n         the importance of dialogue between academics and practitioners\n\u003C\/p\u003E\n\u003Cp\u003EBackground:\u003Cbr \/\u003E\nThe last few years have been characterized by exceptionally high volatility\u003Cbr \/\u003E\nof the power prices in the US markets. The market developments have\u003Cbr \/\u003E\ncreated a number of unique challenges for energy industry economists.\u003Cbr \/\u003E\nOne immediate question is \u0027how should the volatility of energy prices be\u003Cbr \/\u003E\nmeasured.  Although it is agreed upon that the prices in the power markets\u003Cbr \/\u003E\nare characterized by high variability, the traditional measures used in\u003Cbr \/\u003E\nfinancial economics (annualized standard deviation of log price\u003Cbr \/\u003E\nreturns) may not fit well for electricity prices. The second challenge is to\u003Cbr \/\u003E\nexplain the sources of high price volatility and to answer the question to\u003Cbr \/\u003E\nwhat extent can this high price volatility be attributed to problems\u003Cbr \/\u003E\nthat can be addressed in the long run.\u0027 Such problems include flaws\u003Cbr \/\u003E\nin market design that allow some market participants to abuse market power,\u003Cbr \/\u003E\nlimited availability and\/or unequal access to transmission, and temporary\u003Cbr \/\u003E\nshortages of generation capacity. Some factors underlying high volatility of\u003Cbr \/\u003E\nelectricity prices may be of a permanent nature and may be a necessary\u003Cbr \/\u003E\nprice to pay for increased market efficiency and expanded customer choice.\n\u003C\/p\u003E\n\u003Cp\u003EThe Speaker:\u003Cbr \/\u003E\nVincent (Vince) Kaminski is Managing Director and Head of Research for\u003Cbr \/\u003E\nEnron.  Vince joined Enron in June of 1992.   Previously, Vince was a Vice\u003Cbr \/\u003E\nPresident in the research department of Salomon Brothers in New York (Bond\u003Cbr \/\u003E\nPortfolio Analysis Group) and a manager in AT\u0026amp;T Communications (Long\u003Cbr \/\u003E\nLines) in Bedminster, New Jersey.  In his current position, Vince is\u003Cbr \/\u003E\nresponsible for development of analytical tools for pricing of commodity\u003Cbr \/\u003E\noptions and other commodity transactions, hedging strategies, optimization\u003Cbr \/\u003E\nof financial and physical transactions, as well as development of\u003Cbr \/\u003E\nvalue-at-risk system.  Enron Capital \u0026amp; Trade Resources manages the largest\u003Cbr \/\u003E\nportfolio of fixed-price and derivative natural gas contracts in the world\u003Cbr \/\u003E\nand has invested a lot of  time and effort in the development of state-\u003Cbr \/\u003E\nof-art risk management systems.\n\u003C\/p\u003E\n\u003Cp\u003EVince is a recipient of the 1999 James H. McGraw Award for Energy Risk\u003Cbr \/\u003E\nManagement (Energy Risk Manager of the Year). Vince holds an M.S. degree in\u003Cbr \/\u003E\ninternational economics and a Ph.D. degree in mathematical economics from the\u003Cbr \/\u003E\nMain School of Planning and Statistics in Warsaw, Poland, and an MBA from\u003Cbr \/\u003E\nFordham University in New York.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Measurement of Volatility in the Energy Markets","format":"limited_html"}],"field_summary_sentence":[{"value":"Measurement of Volatility in the Energy Markets"}],"uid":"27279","created_gmt":"2010-10-08 11:43:13","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-11-01T10:00:00-05:00","event_time_end":"2001-10-31T23:00:00-05:00","event_time_end_last":"2001-10-31T23:00:00-05:00","gmt_time_start":"2001-11-01 15:00:00","gmt_time_end":"2001-11-01 04:00:00","gmt_time_end_last":"2001-11-01 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61990":{"#nid":"61990","#data":{"type":"event","title":"ISyE Seminar Series - A Mean-Field Model For Multiple TCP Connections Through A Buffer Implementing RED","body":[{"value":"\u003Cp\u003EActive queue management schemes like RED (Random Early\u0026nbsp;Detection) have been suggested when multiple TCP sessions are\u0026nbsp;multiplexed through a bottleneck buffer. The idea is to detect\u003Cbr \/\u003E\ncongestion before the buffer overflows and packets are lost. When\u0026nbsp;the queue length reaches a certain threshold, RED schemes drop\/mark incoming packets with a probability that increases as the queue size increases. The objective is an equitable distribution of packet loss and improved network utilization.\n\u003C\/p\u003E\n\u003Cp\u003EThe window sizes and slow start thresholds of each TCP session\u0026nbsp;evolves like independent dynamical systems coupled by the RED\u0026nbsp;mechanism. Here we introduce a mean-field approximation to one\u0026nbsp;such RED system as the number of flows tends to infinity. The\u003Cbr \/\u003E\ndeterministic limiting system is described by a transport\u0026nbsp;equation. The numerical solution of the limiting system is found to provide a good description of the of the evolution of the distribution of the  window sizes, the average queue size, the average loss rate per connection and the total throughput. We see that TCP with RED or tail-drop may exhibit limit cycles\u0026nbsp;and this causes unnecessary packet delay variation and variable loss rates.  The root cause of these limit cycles is the hysteresis due to the round trip time delay in reacting to a packet loss.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EISyE Seminar Series - A Mean-Field Model For Multiple TCP Connections Through A Buffer Implementing RED\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE Seminar Series - A Mean-Field Model For Multiple TCP Connections Through A Buffer Implementing RED"}],"uid":"27279","created_gmt":"2010-10-11 13:16:24","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-11-01T10:00:00-05:00","event_time_end":"2001-11-01T11:00:00-05:00","event_time_end_last":"2001-11-01T11:00:00-05:00","gmt_time_start":"2001-11-01 15:00:00","gmt_time_end":"2001-11-01 16:00:00","gmt_time_end_last":"2001-11-01 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"62002":{"#nid":"62002","#data":{"type":"event","title":"ISyE Advisory Board Meeting","body":"","field_subtitle":"","field_summary":[{"value":"ISyE Advisory Board Meeting","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE Advisory Board Meeting"}],"uid":"27279","created_gmt":"2010-10-08 11:49:11","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2001-11-02T18:30:00-05:00","event_time_end":"2001-11-01T23:00:00-05:00","event_time_end_last":"2001-11-01T23:00:00-05:00","gmt_time_start":"2001-11-02 23:30:00","gmt_time_end":"2001-11-02 04:00:00","gmt_time_end_last":"2001-11-02 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}}}