<![CDATA[ISyE Seminar Series - NEOS: OPTIMIZATION SOLUTIONS FOR SCIENTIFIC COMPUTING]]> 27279 Started in 1995 as a research project for developing a prototype problem-solving environment, the NEOS Server for Optimization has evolved into a collaborative research project by the optimization community. Usuage of the NEOS Server has grown steadily as new algorithms and facilities are added, and now averages over 5,000 job submissions per month. Research issues include performance, scheduling, interfaces, automatic differentiation, mathematical programming languages, and distributed computing. In this talk we describe the current status of the NEOS Server and current research in developing interfaces and benchmarking guidelines.

]]> Barbara Christopher 1 1286538552 2010-10-08 11:49:12 1475891592 2016-10-08 01:53:12 0 0 event 2002-01-17T10:00:00-05:00 2002-01-16T23:00:00-05:00 2002-01-16T23:00:00-05:00 2002-01-17 15:00:00 2002-01-17 04:00:00 2002-01-17 04:00:00 2002-01-17T10:00:00-05:00 2002-01-16T23:00:00-05:00 America/New_York America/New_York datetime 2002-01-17 10:00:00 2002-01-16 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Tennenbaum Lecture]]> 27279 In May 1977, Michael Tennenbaum created an endowment to fund the Tennenbaum lecture series. By bringing to the Georgia Tech campus each year a prominent political economist, the lectures are intended to provide the Georgia Tech community a better appreciation of the relationship between political decisions and the economic consequences of these decisions for the U.S. economy. Michael Tennenbaum was a 1958 graduate of the School of Industrial and Systems Engineering.

The 2001 Tennenbaum Lecture has been rescheduled and will be held Tuesday, May 14, at 11:00 A.M. in the Tennenbaum Auditorium. Lawrence B. Lindsey, assistant to the President for Economic Policy and director of the National Economic Council at the White House, will speak on “The Roles of Fiscal and Monetary Policy.” The lecture was originally scheduled for September 20, 2001, but was postponed due to the events of September 11. Lindsey says he will provide a better perspective on how the recent events and military actions are affecting economic policy. For more information about the Tennenbaum Lecture, call Ruth Gregory at 404.385.2627.

]]> Barbara Christopher 1 1286538552 2010-10-08 11:49:12 1475891592 2016-10-08 01:53:12 0 0 event 2002-05-14T12:00:00-04:00 2002-05-14T01:00:00-04:00 2002-05-14T01:00:00-04:00 2002-05-14 16:00:00 2002-05-14 05:00:00 2002-05-14 05:00:00 2002-05-14T12:00:00-04:00 2002-05-14T01:00:00-04:00 America/New_York America/New_York datetime 2002-05-14 12:00:00 2002-05-14 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[STOCHASTICS SEMINAR SERIES -- Performance Measure Approximations for GI/GI/1 Queues with Reneging]]> 27279 Models in which jobs renege arise in queueing contexts where jobs arrive with deadlines. Once a job's time-in-system exceeds its deadline, the job leaves the queue (and thereby reneges). One practical context which gives rise to such models is wireless networking. In this environment, certain packets of data (for example, location data) lose their value unless transmitted or received within a given time interval.

One model for the above situation is a GI/GI/1 queue in which jobs renege after an independent, generally distributed amount of time. For this model, neither steady-state nor transient performance measures can be computed analytically. When the arrival rate is close to the processing rate and reneging times are large, we develop performance measure approximations via both a reflected Ornstein-Uhlenbeck diffusion process and a reflected affine diffusion process. (An affine diffusion is one which has affine infinitesimal mean and variance.) We discuss the advantages and disadvantages of both approximations and perform simulations to evaluate their performance.

The approximations we suggest are rigorously justified by functional limit theorems for the workload process. Because such limit theorems do not automatically imply convergence of the corresponding steady-state distributions, we provide new methodology for establishing this convergence that leverages off existing functional limit theorems.

]]> Barbara Christopher 1 1286538190 2010-10-08 11:43:10 1475891588 2016-10-08 01:53:08 0 0 event 2002-04-12T16:00:00-04:00 2002-04-12T01:00:00-04:00 2002-04-12T01:00:00-04:00 2002-04-12 20:00:00 2002-04-12 05:00:00 2002-04-12 05:00:00 2002-04-12T16:00:00-04:00 2002-04-12T01:00:00-04:00 America/New_York America/New_York datetime 2002-04-12 04:00:00 2002-04-12 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Sixth Annual Southeastern Probability Days Conference]]> 27279 The Sixth Annual Southeastern Probability Days Conference will be held in the Southeast. The keynote speakers this year will be

TED COX (Syracuse University) -- Interacting Particle Systems and Super Processes

RUTH WILLIAMS (UCLA) -- From Stochastic Networks to Reflecting Diffusions

The rest of the program will consist of 30 talks given (in series) by others in the SE or by other visitors.

As in previous years, the conference will be loosely structured, with opportunities for contributed talks. The main objective is to make/renew contacts and exchange ideas.

For more information relating to the conference, please visit the Georgia Tech School of Mathematics website

]]> Barbara Christopher 1 1286538191 2010-10-08 11:43:11 1475891588 2016-10-08 01:53:08 0 0 event 2002-04-19T03:00:00-04:00 2002-04-19T01:00:00-04:00 2002-04-19T01:00:00-04:00 2002-04-19 07:00:00 2002-04-19 05:00:00 2002-04-19 05:00:00 2002-04-19T03:00:00-04:00 2002-04-19T01:00:00-04:00 America/New_York America/New_York datetime 2002-04-19 03:00:00 2002-04-19 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Stochastics Seminar Series - Critical thresholds for dynamic routing in queueing networks]]> 27279 We study dynamic routing in a parallel server queueing network with a
single Poisson arrival process and two servers with exponential processing
times of different rates. Each customer must be routed at the time of
arrival to one of the two queues in the network. We establish that this
system operating under a threshold routing policy exhibits complete
resource pooling; i.e., it can be well approximated by a one-dimensional
reflected Brownian motion when the arrival rate to the network is close to
the processing capacity of the two servers. For complete resource pooling
to occur, the threshold should grow at a logarithmic rate as the heavy
traffic limit is approached. Second order growth terms then determine the
behavior of the limiting Brownian diffusion. We provide necessary and
sufficient conditions for (i) complete resource pooling (ii) positive
recurrence of the limiting Brownian diffusion and (iii) asymptotic
optimality of the threshold policy.

This is joint work with Yih-Choung Teh.

]]> Barbara Christopher 1 1286538192 2010-10-08 11:43:12 1475891588 2016-10-08 01:53:08 0 0 event 2002-01-18T14:00:00-05:00 2002-01-17T23:00:00-05:00 2002-01-17T23:00:00-05:00 2002-01-18 19:00:00 2002-01-18 04:00:00 2002-01-18 04:00:00 2002-01-18T14:00:00-05:00 2002-01-17T23:00:00-05:00 America/New_York America/New_York datetime 2002-01-18 02:00:00 2002-01-17 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Elements of Risk Mitigation for Catastrophe Bond Derivatives]]> 27279 The re-insurance industry is undergoing a remarkable transformation, as increasing numbers of "catastrophe bonds" are structured to help monetize and distribute a diverse set of risks to a capital markets environment hungry for uncorrelated risk dimensions. In order to accommodate institutional investors' balance-sheet composition constraints, dealers have also begun offering derivatives based on portfolios of cat bonds. After delineating the risk components that these novel instruments introduce, we focus on understanding the diversification effects they can afford.

In order to investigate the dependence of the diversification benefit to the composition of the cat bond derivative, we construct a portfolio optimization problem, based on a series of bilateral bounds for the constituent tail events. We then proceed to examine the sensitivity of our risk diversification analysis to changes in the conditional tail correlation patterns. We close the talk with a brief discussion of the lessons we can draw from our modeling exercise in designing an effective risk management infrastructure around the underwriting and trading of these fashionable and versatile financial instruments.

]]> Barbara Christopher 1 1286538192 2010-10-08 11:43:12 1475891588 2016-10-08 01:53:08 0 0 event 2002-01-22T10:00:00-05:00 2002-01-21T23:00:00-05:00 2002-01-21T23:00:00-05:00 2002-01-22 15:00:00 2002-01-22 04:00:00 2002-01-22 04:00:00 2002-01-22T10:00:00-05:00 2002-01-21T23:00:00-05:00 America/New_York America/New_York datetime 2002-01-22 10:00:00 2002-01-21 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Stochastics Seminar Series - Stochastic Ordering and Stochastic Process Control]]> 27279 Stochastic Process Control (SPC) is used to detect changes in the performance parameters of interest from their target values, namely in industrial systems. Conversely, Stochastic Ordering (SO) is used to establish dominance relations between random variables and stochastic processes in stronger senses than a mere inequality between means. As the most important performance quantity in SPC is the time for a signal (TS) to be given and, the use of SO in SPC (namely, establishing stochastic order relations between TSs of different control procedures) is of great interest.

In this talk I will highlight joint work with M. Cabral Morais on the use of SO in two non-classical issues of SPC: run lengths to misleading signals in joint schemes for the mean and the variance, and the effect of autocorrelation in the performance of quality control schemes.The approach used relies heavily on the Markovian nature of the summary
statistics used to run the control procedure.

]]> Barbara Christopher 1 1286538192 2010-10-08 11:43:12 1475891588 2016-10-08 01:53:08 0 0 event 2002-01-25T14:00:00-05:00 2002-01-24T23:00:00-05:00 2002-01-24T23:00:00-05:00 2002-01-25 19:00:00 2002-01-25 04:00:00 2002-01-25 04:00:00 2002-01-25T14:00:00-05:00 2002-01-24T23:00:00-05:00 America/New_York America/New_York datetime 2002-01-25 02:00:00 2002-01-24 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Semiparametric Estmation of Value-at-Risk]]> 27279 Value at Risk is a fundamental tool for managing market risks. It measures the worst loss to be expected of a portfolio over a given time horizon under normal market conditions at a given confidence level. Calculation
of VaR frequently involves estimating the volatility of return processes and quantiles of standardized returns. In this talk, several semiparametric techniques are introduced to estimate the volatilities of the market prices of a portfolio. In addition, both parametric and nonparametric techniques are proposed to estimate the quantiles of standardized return processes. The newly proposed techniques also have the
flexibility to adapt automatically to the changes in the dynamics of market prices over time. Their statistical efficiencies are studied both theoretically and empirically. The combination of newly proposed techniques for estimating volatility and standardized quantiles yields
several new techniques for evaluating multiple period VaR. The performance of the newly proposed VaR estimators is evaluated and compared with some of existing methods. Our simulation results and empirical studies endorse convincingly the advantage of the newly proposed time-dependent semiparametric approach for estimating VaR.

]]> Barbara Christopher 1 1286538192 2010-10-08 11:43:12 1475891588 2016-10-08 01:53:08 0 0 event 2002-01-29T10:00:00-05:00 2002-01-28T23:00:00-05:00 2002-01-28T23:00:00-05:00 2002-01-29 15:00:00 2002-01-29 04:00:00 2002-01-29 04:00:00 2002-01-29T10:00:00-05:00 2002-01-28T23:00:00-05:00 America/New_York America/New_York datetime 2002-01-29 10:00:00 2002-01-28 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[STOCHASTICS SEMINAR SERIES -- Asymptotic analysis of the loss probability in GI/M/1 type queue with finite capacity K (with Jeongsim Kim)]]> 27279 We consider the GI/M/1/ type queue with finite capacity K, and investigate the asymptotic behavior of the loss probability as K tends to infinity. We show that the loss probability tends to 0 at a geometric rate by finding the decay rate and the coefficient.

]]> Barbara Christopher 1 1286538190 2010-10-08 11:43:10 1475891588 2016-10-08 01:53:08 0 0 event 2002-04-26T16:00:00-04:00 2002-04-26T01:00:00-04:00 2002-04-26T01:00:00-04:00 2002-04-26 20:00:00 2002-04-26 05:00:00 2002-04-26 05:00:00 2002-04-26T16:00:00-04:00 2002-04-26T01:00:00-04:00 America/New_York America/New_York datetime 2002-04-26 04:00:00 2002-04-26 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Stochastics Seminar Series - Markov Limits of Fast and Slow Queueing Networks]]> 27279 Heavy-traffic limit theorems for queueing networks justify that a network in heavy traffic can be approximated by a reflected Brownian motion. We present other types of Markovian approximations for networks with fast (or slow) inputs and services.

The underlying idea is related to the central-limit phenomenon that limit theorems with normal or BM limits typically have analogues with Poisson or infinitely divisible limits. For instance, if $S_n$ is a binomial random variable with parameters $n$ and $p$, then $S_n$ is approximately normal when $n$ is large and $p$ is fixed. Analogously, $S_n$ is approximately Poisson when $n$ is large and $p$ is very small.

Another example is Donsker's functional central limit theorem for sums of random variables. There are analogous functional central limit theorems for sums of sparse point processes that converge to Poisson or infinitely divisible point processes.

I will review a few of these results, and then describe general non-Markovian jump processes that converge to Markov processes. Applications are approximations for fast (or slow) spatial queueing systems and queueing networks.

]]> Barbara Christopher 1 1286538192 2010-10-08 11:43:12 1475891588 2016-10-08 01:53:08 0 0 event 2002-02-01T14:00:00-05:00 2002-01-31T23:00:00-05:00 2002-01-31T23:00:00-05:00 2002-02-01 19:00:00 2002-02-01 04:00:00 2002-02-01 04:00:00 2002-02-01T14:00:00-05:00 2002-01-31T23:00:00-05:00 America/New_York America/New_York datetime 2002-02-01 02:00:00 2002-01-31 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Faculty Candidate Seminar: Title: Scheduling and Dispatching in High-Tech Manufacturing Environments]]> 27279 Unrelated parallel machine scheduling problems have been well studied for several single objective cases under deterministic processing conditions. While these problems are adequate for some manufacturing environments there are situations where multiple objectives need to be considered. We report on a case for a Japanese printed wiring board manufacturer's drilling operation, which is measured on five key performance objectives and which is subject to processing time variability and random equipment breakdowns (usually in the form of jams). This research presents and evaluates an optimization approach against three dispatching heuristics to determine how these different scheduling approaches are impacted by processing time variability and equipment breakdowns and to determine which perform best under various levels of uncertainty.

]]> Barbara Christopher 1 1286538192 2010-10-08 11:43:12 1475891588 2016-10-08 01:53:08 0 0 event 2002-02-04T10:00:00-05:00 2002-02-03T23:00:00-05:00 2002-02-03T23:00:00-05:00 2002-02-04 15:00:00 2002-02-04 04:00:00 2002-02-04 04:00:00 2002-02-04T10:00:00-05:00 2002-02-03T23:00:00-05:00 America/New_York America/New_York datetime 2002-02-04 10:00:00 2002-02-03 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Faculty Candidate Seminar: Title: The Linear Programming Approach to Approximate Dynamic Programming]]> 27279 Dynamic programming offers an elegant, unified treatment of a wide range of stochastic control problems. However, the curse of dimensionality gives rise to prohibitive computational requirements that render infeasible the exact solution of large--scale problems. We study an efficient method based on linear programming for approximating solutions to such problems. The approach "fits'" a linear combination of pre--selected basis functions to the dynamic programming cost--to--go function. We develop error bounds that offer performance guarantees and also guide the selection of both basis functions and "state--relevance weights'' that influence quality of the approximation. Experimental results in queueing problems and an application to web server farms provide empirical support for the methodology.

]]> Barbara Christopher 1 1286538191 2010-10-08 11:43:11 1475891588 2016-10-08 01:53:08 0 0 event 2002-02-07T10:00:00-05:00 2002-02-06T23:00:00-05:00 2002-02-06T23:00:00-05:00 2002-02-07 15:00:00 2002-02-07 04:00:00 2002-02-07 04:00:00 2002-02-07T10:00:00-05:00 2002-02-06T23:00:00-05:00 America/New_York America/New_York datetime 2002-02-07 10:00:00 2002-02-06 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[STOCHASTICS SEMINAR SERIES -- A Fluid Problem for Dynamic Pricing]]> 27279 A fluid model for dynamic pricing is presented. The model was developed to overcome some of the shortcomings of the revenue management models that are popular in industry. The talk describes the model, contrasts it with other models, and explains how the fluid control problem is solved. Disclaimer: There is no stochastics in the talk.

]]> Barbara Christopher 1 1286538191 2010-10-08 11:43:11 1475891588 2016-10-08 01:53:08 0 0 event 2002-02-08T14:00:00-05:00 2002-02-07T23:00:00-05:00 2002-02-07T23:00:00-05:00 2002-02-08 19:00:00 2002-02-08 04:00:00 2002-02-08 04:00:00 2002-02-08T14:00:00-05:00 2002-02-07T23:00:00-05:00 America/New_York America/New_York datetime 2002-02-08 02:00:00 2002-02-07 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[STOCHASTICS SEMINAR SERIES -- Asymptotics of Closed Queueing Networks with Subexponential Service Times]]> 27279 For a $K$-stage cyclic queueing model with $N$ customers and general service times we give an explicit expression for the $n^{rm th}$ departure time from each queue. Starting from this expression we analyze the asymptotic tail behavior of cycle times and waiting times given that at least one service time distribution is subexponential. Further, we show that the tail of the residual of a subexponential service time seen by an arriving customer is of the same order as the service time itself, where the asymptotic constant depends on the queue length on arrival.

]]> Barbara Christopher 1 1286538191 2010-10-08 11:43:11 1475891588 2016-10-08 01:53:08 0 0 event 2002-02-15T14:00:00-05:00 2002-02-14T23:00:00-05:00 2002-02-14T23:00:00-05:00 2002-02-15 19:00:00 2002-02-15 04:00:00 2002-02-15 04:00:00 2002-02-15T14:00:00-05:00 2002-02-14T23:00:00-05:00 America/New_York America/New_York datetime 2002-02-15 02:00:00 2002-02-14 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Faculty Candidate Seminar- A Modern System of Experimental Design]]> 27279 The theory and practice of experimental design have seen an explosive growth in the last two decades. The main impetus was the need of modern and efficient tools for manufacturing and technologies. Existing tools as described in standard texts (like the influential one by Box, Hunter and Hunter) cannot meet these needs. This talk will present modern ideas and tools in the planning, analysis and optimization of experiments. Four areas will be reviewed. (i) Robust parameter design: The main
issues include choice of performance measures, planning techniques, and modeling and analysis strategies.
(ii) Nonregular designs with mixed levels and complex aliasing:
The original motivation was run size economy. Contrary to the "traditional wisdom", recent advances suggest that they can also be used for estimating interactions.
(iii) Minimum aberration criterion for fractional factorial designs:
It has emerged as the main criterion for selecting optimal fractions.
Some results and practical implications on the use of this criterion
will be presented.
(iv) Analysis of nonnormal data from designed experiments:
Coverage of this topic in standard design texts is minimal.
Both likelihood and Bayesian (using Gibbs sampler) strategies will
be discussed. Many of these new methods/techniques are covered in the book "Experiments: Planning, Analysis, and Parameter Design Optimization" by Wu and Hamada (Wiley, 2000).

]]> Barbara Christopher 1 1286538193 2010-10-08 11:43:13 1475891588 2016-10-08 01:53:08 0 0 event 2002-02-19T10:00:00-05:00 2002-02-18T23:00:00-05:00 2002-02-18T23:00:00-05:00 2002-02-19 15:00:00 2002-02-19 04:00:00 2002-02-19 04:00:00 2002-02-19T10:00:00-05:00 2002-02-18T23:00:00-05:00 America/New_York America/New_York datetime 2002-02-19 10:00:00 2002-02-18 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[STOCHASTICS SEMINAR SERIES -- Replicated Batch Means for Steady-State Simulations]]> 27279 Batch means and multiple independent replications are two of the most popular output analysis methods for steady-state simulations. In this study, we consider a new, hybrid output analysis method called replicated batch means, in which a small number of independent replications are conducted and the observations that are collected from these replications are further grouped into batches. We show that the confidence intervals constructed by the replicated batch means method are valid for large batch sizes. Moreover, we derive expressions for the expected values and variances of the steady-state mean and variance estimators for stationary processes and large sample sizes. Using these asymptotic expressions, we compare the replicated batch means method with the standard batch means and multiple independent replications methods. We also study the behavior of our replicated batch means method for non-stationary processes and finite sample sizes using numerical experiments. We use several different initialization methods, some of which are first addressed in this study, to select the initial states of each replication. Our numerical results show that for some of the initialization methods under consideration, the replicated batch means method appears to consistently provide better coverages of confidence intervals than the standard batch means and independent replications methods, sometimes even by a large margin.

]]> Barbara Christopher 1 1286538191 2010-10-08 11:43:11 1475891588 2016-10-08 01:53:08 0 0 event 2002-02-22T14:00:00-05:00 2002-02-21T23:00:00-05:00 2002-02-21T23:00:00-05:00 2002-02-22 19:00:00 2002-02-22 04:00:00 2002-02-22 04:00:00 2002-02-22T14:00:00-05:00 2002-02-21T23:00:00-05:00 America/New_York America/New_York datetime 2002-02-22 02:00:00 2002-02-21 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Faculty Candidate Seminar: Title: Control Problems with Constrained Dynamics and Tail Probabilities of Reflected Brownian Motion]]> 27279 Brownian motions reflected in the orthant
often arise as diffusion approximations
to queueing networks, and their tail probabilities
often serve as estimates for stationary buffer
overflow probabilities in the corresponding networks.
Under certain conditions, the tail probabilities of
stationary reflected Brownian motion in the
orthant are known to have certain variational representations.
We will discuss why these representations
are hard to analyze, and derive new methods for
studying these variational problems.
In particular we will relate this variational problem
to another class of variational problems with constrained dynamics,
which arise in the analyis of optimal stability of
queueing networks.
We show how explicit solutions can be derived for these
problems in certain cases.

]]> Barbara Christopher 1 1286538191 2010-10-08 11:43:11 1475891588 2016-10-08 01:53:08 0 0 event 2002-02-26T10:00:00-05:00 2002-02-25T23:00:00-05:00 2002-02-25T23:00:00-05:00 2002-02-26 15:00:00 2002-02-26 04:00:00 2002-02-26 04:00:00 2002-02-26T10:00:00-05:00 2002-02-25T23:00:00-05:00 America/New_York America/New_York datetime 2002-02-26 10:00:00 2002-02-25 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Faculty Candidate Seminar: Title: Operating Window Experiments: A Novel Approach to Quality and Reliability Improvement]]> 27279 The operating window method is a novel tool in quality engineering. It has been successfully practiced in some industrial sectors but has received scant attention in academic research. If a critical factor for competing
failure modes can be identified, the probability of failures can be reduced by widening the operating window of this factor, thus improving the system's quality and reliability. In this research a comprehensive and rigorous foundation is given for the operating window method. A general performance measure is derived which include the operating window SN ratio as a special case. New strategies for the design and analysis of experiments are proposed, which improves over the existing practice. Extending the ideas of operating window we develop a more general
framework called "Failure Amplification Method" for categorical response optimization. Illustration is given with the analysis of a paper feeder experiment at Fuji Xerox.

]]> Barbara Christopher 1 1286538190 2010-10-08 11:43:10 1475891588 2016-10-08 01:53:08 0 0 event 2002-03-01T10:00:00-05:00 2002-02-28T23:00:00-05:00 2002-02-28T23:00:00-05:00 2002-03-01 15:00:00 2002-03-01 04:00:00 2002-03-01 04:00:00 2002-03-01T10:00:00-05:00 2002-02-28T23:00:00-05:00 America/New_York America/New_York datetime 2002-03-01 10:00:00 2002-02-28 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Faculty candidate seminar: Title: Dirichlet process mixture modeling for nonparametric Bayesian regression, survival analysis & spatial data analysis]]> 27279 Upon Request

]]> Barbara Christopher 1 1286538191 2010-10-08 11:43:11 1475891588 2016-10-08 01:53:08 0 0 event 2002-03-14T10:00:00-05:00 2002-03-13T23:00:00-05:00 2002-03-13T23:00:00-05:00 2002-03-14 15:00:00 2002-03-14 04:00:00 2002-03-14 04:00:00 2002-03-14T10:00:00-05:00 2002-03-13T23:00:00-05:00 America/New_York America/New_York datetime 2002-03-14 10:00:00 2002-03-13 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[STOCHASTICS SEMINAR SERIES -- Rare Events and Amy's Threshold Network]]> 27279 In the first of this series of seminars and in a paper [1], Amy analyzed heavy traffic limits and pooling in a two server network with a finite threshold at one server and the overflowing customers going to a second server with an infinite capacity waiting area. I will use Amy's system to illustrate the methodology in [2] for obtaining exact asymptotics for the stationary distribution ( i, j ) for this system and discuss pooling in the rare event context. My hope is that the audience will realize that they can use the methodology in [2] to analyze rare events in systems of their own choosing.

[1] Yih-Choung Teh and Amy R. Ward, "Critical Thresholds for Dynamic Routing in Queueing Networks", under review. Downloadable from www.isye.gatech.edu/~amy/pub_list.html.

[2] R. D. Foley and D. R. McDonald, "Join the Shortest Queue: Stability and Exact Asymptotics" The Annals of Applied Probability,} Vol. 11, No. 3, 569--607, 2001.

]]> Barbara Christopher 1 1286538191 2010-10-08 11:43:11 1475891588 2016-10-08 01:53:08 0 0 event 2002-03-22T14:00:00-05:00 2002-03-21T23:00:00-05:00 2002-03-21T23:00:00-05:00 2002-03-22 19:00:00 2002-03-22 04:00:00 2002-03-22 04:00:00 2002-03-22T14:00:00-05:00 2002-03-21T23:00:00-05:00 America/New_York America/New_York datetime 2002-03-22 02:00:00 2002-03-21 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[STOCHASTICS SEMINAR SERIES -- A new stochastic modeling approach for next-generation wireless]]> 27279 The rapid growth of wireless communications either from the perspective of the number of subscribers or multimedia services is driving the evolution from the second generation towards next-generation wireless networks. The major issue in such networks is to accommodate demanding heterogeneous services with a desired quality of service while keeping the best possible
mobility performance.

This work aims to extend the performance analysis of third and fourth generation networks through a new modeling approach that describes the combined effect of the mobility of subscribers and the teletraffic they generate.

The transient and limit analysis of the number of mobiles per call state in a cell as well as the handoff processes from the cell are investigated. The new and handoff call blocking probability for network planning are derived, and the distribution of the required capacity in a short time interval for network control is obtained. Simulations are carried out to validate the analytical results.

]]> Barbara Christopher 1 1286538191 2010-10-08 11:43:11 1475891588 2016-10-08 01:53:08 0 0 event 2002-03-29T14:00:00-05:00 2002-03-28T23:00:00-05:00 2002-03-28T23:00:00-05:00 2002-03-29 19:00:00 2002-03-29 04:00:00 2002-03-29 04:00:00 2002-03-29T14:00:00-05:00 2002-03-28T23:00:00-05:00 America/New_York America/New_York datetime 2002-03-29 02:00:00 2002-03-28 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE SEMINAR SERIES - CUTTING PLANE APPROACHES IN STOCHASTIC LINEAR PROGRAMMING]]> 27279 Over the past decade, there has been phenomenal growth in
our ability to address real-world stochastic linear programs.
Much of this progress is the result of two basic ingredients:
sampling and decomposition. In this presentation, we will start with a sample mean optimization method for two stage problems, and proceed to refinements including stochastic cutting planes, and stochastic decomposition. We will also discuss how these methods can be extended to multi-stage problems. Finally, some computational results will be presented.

]]> Barbara Christopher 1 1286538192 2010-10-08 11:43:12 1475891588 2016-10-08 01:53:08 0 0 event 2002-04-02T10:00:00-05:00 2002-04-01T23:00:00-05:00 2002-04-01T23:00:00-05:00 2002-04-02 15:00:00 2002-04-02 04:00:00 2002-04-02 04:00:00 2002-04-02T10:00:00-05:00 2002-04-01T23:00:00-05:00 America/New_York America/New_York datetime 2002-04-02 10:00:00 2002-04-01 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE SEMINAR SERIES - Convex Optimization in Digital Communication and Signal Processing]]> 27279 In this talk, we will briefly review the theory of convex optimization and semidefinite programming, and then show how they can be used to solve some important digital communication problems efficiently. Examples will be given to show that certain nonconvex and semi-infinite spectral mask constraints can be reformulated
as linear matrix inequalities. This facilitates the formulation of a
diverse class of filter and beamformer design problems as semidefinite programmes. Our results extend the well-known Positive-Real and Bounded-Real Lemmas from the systems and control literature.

]]> Barbara Christopher 1 1286538192 2010-10-08 11:43:12 1475891588 2016-10-08 01:53:08 0 0 event 2002-04-04T10:00:00-05:00 2002-04-03T23:00:00-05:00 2002-04-03T23:00:00-05:00 2002-04-04 15:00:00 2002-04-04 04:00:00 2002-04-04 04:00:00 2002-04-04T10:00:00-05:00 2002-04-03T23:00:00-05:00 America/New_York America/New_York datetime 2002-04-04 10:00:00 2002-04-03 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[STOCHASTICS SEMINAR SERIES -- Uniform and Precision Pricing for a Single Server Service Facility]]> 27279 Joint work with: Hayriye Ayhan and Robert D. Foley.

We consider a service facility which can be modeled as a G/GI/1/m system. Arriving customers are accepted if they are willing to pay the price charged by the service provider and there is room in the waiting area. We consider two different models for two different classes of pricing policies: uniform pricing and precision pricing. In the
precision pricing model, it is assumed that service provider has the ability to classify customers into different customer groups which are characterized by their willingness-to-pay distribution functions and charge them accordingly. In the uniform pricing model, all customers are charged the same price. Under some assumptions, we derive optimal price expressions that maximize service provider's long run average rate of profit. We also provide some structural results on the relationships between the optimal prices, customers' willingness-to-pay and system parameters (e.g. waiting space capacity, service rate).

]]> Barbara Christopher 1 1286538190 2010-10-08 11:43:10 1475891588 2016-10-08 01:53:08 0 0 event 2002-04-05T14:00:00-05:00 2002-04-04T23:00:00-05:00 2002-04-04T23:00:00-05:00 2002-04-05 19:00:00 2002-04-05 04:00:00 2002-04-05 04:00:00 2002-04-05T14:00:00-05:00 2002-04-04T23:00:00-05:00 America/New_York America/New_York datetime 2002-04-05 02:00:00 2002-04-04 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Optimal Control of Assemble-to-Order Systems with Delay Guarantees]]> 27279 We consider an assemble-to-order (ATO) system with multiple products and components having guaranteed maximum delivery leadtimes. For such a system, the first-order operational challenge is to balance the demand and supply of components through pricing and supply contracts (or capacity planning). However, due to stochastic fluctuations in supply and demand, component shortages occur. Then, the manufacturer must dynamically allocate scarce components to customer orders for various products, and/ or pay to expedite component production. In practice, many firms adopt simple static rules to sequence customer orders for assembly, such as FIFO, and expedite components on an ad hoc basis. Recently, Dell has begun to prioritize customer orders dynamically, based on component availability. However, dynamic control of an ATO system is difficult, and theory is needed to guide business practice.

We undertake a holistic analysis of a high-volume ATO system. Our objective is to maximize expected infinite horizon discounted profit subject to assembling orders within a guaranteed maximum delivery leadtime. Our key assumption is that the inter-arrival time between customers is small compared to guaranteed delivery leadtimes, meaning the ATO system is high-volume. (This is certainly true for Dell; its new OptiPlex assembly plant assembles more than 20,000 computers per day whereas a customer's order is guaranteed to ship within 10 days.) We first establish that any revenue-maximizing strategy requires optimal prices and component production rates to be close. In such a regime, diffusion approximations are extremely accurate. Furthermore, in this regime, the system exhibits a reduction in problem dimensionality. This simplifies the dynamic control problem and allows us to provide easily implementable policies for sequencing customer orders and expediting components that are asymptotically optimal in the heavy traffic limit. We finish by characterizing the structure of near-optimal inventory policies. By taking account of important component dependencies, the near-optimal inventory policy will outperform any base stock policy.

]]> Barbara Christopher 1 1286538144 2010-10-08 11:42:24 1475891584 2016-10-08 01:53:04 0 0 event 2002-11-04T15:30:00-05:00 2002-11-03T23:00:00-05:00 2002-11-03T23:00:00-05:00 2002-11-04 20:30:00 2002-11-04 04:00:00 2002-11-04 04:00:00 2002-11-04T15:30:00-05:00 2002-11-03T23:00:00-05:00 America/New_York America/New_York datetime 2002-11-04 03:30:00 2002-11-03 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISYE SEMINAR SERIES - Optimization Models for the Financial Valuation of Supply Chain Risks]]> 27279 The valuation of financial options, as is well known, is based on the recognition that an option's payouts can be replicated by a trading program that "manufactures" an equivalent payout distribution from an initial infusion of cash equal to the value of the option. One may in fact develop a quite satisfactory and practical theory of options pricing based on an optimization formulation of this replication model as a multiperiod stochastic production-inventory problem. This talk will explore how this optimization-based valuation approach may be extended to
the valuation and management of risky supply chain contracts.

]]> Barbara Christopher 1 1286538144 2010-10-08 11:42:24 1475891584 2016-10-08 01:53:04 0 0 event 2002-11-05T10:00:00-05:00 2002-11-04T23:00:00-05:00 2002-11-04T23:00:00-05:00 2002-11-05 15:00:00 2002-11-05 04:00:00 2002-11-05 04:00:00 2002-11-05T10:00:00-05:00 2002-11-04T23:00:00-05:00 America/New_York America/New_York datetime 2002-11-05 10:00:00 2002-11-04 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Group Decisions]]> 27279 We consider a decision problem where a group of individuals or a committee collectively shares the responsibility for choosing among alternative proposals for action. Individuals or committee members may have different views on the relative merit of each proposal. The problem therefore boils down to how one should aggregate the views/preferences of the committee members to arrive at a preferred decision. Our theory builds on bilateral agreement on a chosen parameter from the two individuals comprising a pair. We explore the minimal required agreements that are sufficient to specify the group utility. Potential applications are discussed.

]]> Barbara Christopher 1 1286538187 2010-10-08 11:43:07 1475891584 2016-10-08 01:53:04 0 0 event 2002-04-17T12:00:00-04:00 2002-04-17T01:00:00-04:00 2002-04-17T01:00:00-04:00 2002-04-17 16:00:00 2002-04-17 05:00:00 2002-04-17 05:00:00 2002-04-17T12:00:00-04:00 2002-04-17T01:00:00-04:00 America/New_York America/New_York datetime 2002-04-17 12:00:00 2002-04-17 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[The Collective Intelligence of Honey Bees]]> 27279 Computational Perception and Robotics Seminar

Thomas D. Seeley [Cornell], a well-known biologist and perhaps the leading expert on honey bee behavior will be speaking.

]]> Barbara Christopher 1 1286538144 2010-10-08 11:42:24 1475891584 2016-10-08 01:53:04 0 0 event 2002-11-11T13:00:00-05:00 2002-11-10T23:00:00-05:00 2002-11-10T23:00:00-05:00 2002-11-11 18:00:00 2002-11-11 04:00:00 2002-11-11 04:00:00 2002-11-11T13:00:00-05:00 2002-11-10T23:00:00-05:00 America/New_York America/New_York datetime 2002-11-11 01:00:00 2002-11-10 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE SEMINAR SERIES - ON THE STABILITY OF SUPPLY CHAINS]]> 27279 This lecture will discuss the stability supply chains, focusing on (autonomous) control policies that use only customer information from downstream neighbors. An important property of autonomous policies/algorithms is the

]]> Barbara Christopher 1 1286538190 2010-10-08 11:43:10 1475891584 2016-10-08 01:53:04 0 0 event 2002-04-18T12:00:00-04:00 2002-04-18T01:00:00-04:00 2002-04-18T01:00:00-04:00 2002-04-18 16:00:00 2002-04-18 05:00:00 2002-04-18 05:00:00 2002-04-18T12:00:00-04:00 2002-04-18T01:00:00-04:00 America/New_York America/New_York datetime 2002-04-18 12:00:00 2002-04-18 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Collective decision making in a distributed system: how a honeybee swarm chooses a home]]> 27279 This is the inaugural talk in a planned Seminar Series in Natural Systems. The idea is to create a seminar series by top-notch researchers and practitioners whose work has very broad applicability and which has already, or will likely, stimulate an interdisciplinary flow of ideas to or from natural systems.
Such speakers would likely include, but not be restricted to, biologists whose work may hold valuable lessons and new insights for IE, and business/industry more generally; consultants and researchers involved in the cutting edge field of swarm intelligence who actively may take inspiration from nature for (NP-)hard problem solving; and industry practitioners, keen to transform operations more to a closed-loop organic organization.

]]> Barbara Christopher 1 1286538144 2010-10-08 11:42:24 1475891584 2016-10-08 01:53:04 0 0 event 2002-11-12T10:00:00-05:00 2002-11-11T23:00:00-05:00 2002-11-11T23:00:00-05:00 2002-11-12 15:00:00 2002-11-12 04:00:00 2002-11-12 04:00:00 2002-11-12T10:00:00-05:00 2002-11-11T23:00:00-05:00 America/New_York America/New_York datetime 2002-11-12 10:00:00 2002-11-11 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISYE SEMINAR SERIES - A Periodic Review Inventory Model with Three Delivery Modes and Forecast Updates]]> 27279 This paper is concerned with a periodic review inventory system with three delivery modes (fast, medium and slow) and demand forecast updates. At the beginning of each period, the inventory level and demand information are updated, and decisions on how much to order using each of the three delivery modes are made. Both finite and infinite horizon problems are treated. Objectives considered are those of discounted and average cost minimization. It is shown that in all cases, an optimal ordering policy is a modified state-dependent base-stock policy.

]]> Barbara Christopher 1 1286538145 2010-10-08 11:42:25 1475891584 2016-10-08 01:53:04 0 0 event 2002-11-12T10:00:00-05:00 2002-11-11T23:00:00-05:00 2002-11-11T23:00:00-05:00 2002-11-12 15:00:00 2002-11-12 04:00:00 2002-11-12 04:00:00 2002-11-12T10:00:00-05:00 2002-11-11T23:00:00-05:00 America/New_York America/New_York datetime 2002-11-12 10:00:00 2002-11-11 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[IIE and Kimberly-Clark Dinner]]> 27279 This event is sponsored by IIE and Kimberly-Clark for IIE members and ISyE faculty.

The dinner will be held on Friday, April 19 at 7:00 at the Steak & Ale Restaurant on International Boulevard. Please come to enjoy a complementary dinner and listen to a Kimberly-Clark speaker!

Please RSVP to gte903n@prism.gatech.edu by Thursday, April 11, to reserve your spot!

WHAT: IIE - Kimberly-Clark Dinner
WHEN: Friday, April 19, 7:00 P.M.
WHERE: Steak & Ale Restaurant

I look forward to hearing from you!

Thank you,

Jessica Kirk
IIE, Vice President

]]> Barbara Christopher 1 1286538188 2010-10-08 11:43:08 1475891584 2016-10-08 01:53:04 0 0 event 2002-04-19T20:00:00-04:00 2002-04-19T01:00:00-04:00 2002-04-19T01:00:00-04:00 2002-04-20 00:00:00 2002-04-19 05:00:00 2002-04-19 05:00:00 2002-04-19T20:00:00-04:00 2002-04-19T01:00:00-04:00 America/New_York America/New_York datetime 2002-04-19 08:00:00 2002-04-19 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISYE SEMINAR SERIES-Numerical computation of multivariate t and normal probabilities: Theory &]]> 27279 The numerical availability of distribution functions is of fundamental importance for statistical computations. Due to the evaluation of multidimensional integrals, the numerical computation of multivariate distribution functions is much more complex than that of univariate distributions. This is particularly true for the indispensable multivariate t and normal distributions. They occur frequently in such different
application areas as Bayesian computations, multiple comparisons procedures, econometrics, integrated log-likelihood problems, and asymptotic theory in general.

Methods for the numerical computation of multivariate normal and multivariate t probabilities will be reviewed. The focus of the talk will be a description of several effective methods for problems that arise in important practical applications, along with some analysis of the computational complexity of these methods.

]]> Barbara Christopher 1 1286538144 2010-10-08 11:42:24 1475891584 2016-10-08 01:53:04 0 0 event 2002-11-14T10:00:00-05:00 2002-11-13T23:00:00-05:00 2002-11-13T23:00:00-05:00 2002-11-14 15:00:00 2002-11-14 04:00:00 2002-11-14 04:00:00 2002-11-14T10:00:00-05:00 2002-11-13T23:00:00-05:00 America/New_York America/New_York datetime 2002-11-14 10:00:00 2002-11-13 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE SEMINAR SERIES - TRADING AGENTS]]> 27279 The proliferation of electronic marketplaces opens new opportunities for deploying automated trading strategies. Much of the existent literature on trading agents concerns isolated markets employing continuous double auction mechanisms. Alternative market mechanisms (including combinatorial), as well as complexes of interrelated markets, present distinct strategic issues. Lessons for trading agents can be gleaned
from studies of a variety of market games, including studies of
scenarios in scheduling, supply chain formation, and travel shopping. The latter has served as the basis for an international Trading Agent Competition (http://tac.eecs.umich.edu), providing a forum to compare
approaches from a diverse collection of agent developers.

]]> Barbara Christopher 1 1286538190 2010-10-08 11:43:10 1475891584 2016-10-08 01:53:04 0 0 event 2002-04-23T12:00:00-04:00 2002-04-23T01:00:00-04:00 2002-04-23T01:00:00-04:00 2002-04-23 16:00:00 2002-04-23 05:00:00 2002-04-23 05:00:00 2002-04-23T12:00:00-04:00 2002-04-23T01:00:00-04:00 America/New_York America/New_York datetime 2002-04-23 12:00:00 2002-04-23 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Maritime Logistics Workshop]]> 27279 ISyE is proud to sponsor the Maritime Logistics Workshop. Numerous speakers will talk about current issues relating to the Maritime industry. Download the schedule, below.

]]> Barbara Christopher 1 1286538143 2010-10-08 11:42:23 1475891584 2016-10-08 01:53:04 0 0 event 2002-11-21T08:00:00-05:00 2002-11-20T23:00:00-05:00 2002-11-20T23:00:00-05:00 2002-11-21 13:00:00 2002-11-21 04:00:00 2002-11-21 04:00:00 2002-11-21T08:00:00-05:00 2002-11-20T23:00:00-05:00 America/New_York America/New_York datetime 2002-11-21 08:00:00 2002-11-20 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Woojin Chang - Dissertation Defense]]> 27279 Title: "Polling networks with limited Service policies and Wavelet-based information fusion and dimension reduction"
Advisor: Dr. Brani Vidakovic
Co-advisor: Dr. Douglas G. Down

Summary
The thesis is comprised of two research topics.
Polling models with limited service policies is featured in the first part, while some theoretical and applied
aspects of wavelets are highlighted in the second part of the dissertation.

In the first topic, we find sharp asymptotic expressions for the event that the total queue length is large for a $k_i$-limited
exponential polling model with equal service rates and $N$ classes of customer. It is found that this behavior can be classified into
$N$ very different regimes, depending on the arrival rates to the system. Based on these analytical results we provide heuristics
for optimally choosing $k_i$ values to provide a given level of quality of service to $n$ classes while giving best effort to the
remaining $N-n$ classes.

In the second part, a novel type of wavelet shrinkage and wavelet-based binary linear classifiers are proposed and
investigated.

For the wavelet shrinkage, we propose a wavelet-based shrinkage estimation of a single data component of interest or base-line
signal, combining the information from the rest of multivariate components. This incorporation of information is done via
Stein-type shrinkage rule resulting from an Empirical Bayes argument. The proposed shrinkage estimators maximize the
predictive density under appropriate model assumptions on the wavelet coefficients.

For the wavelet-based binary linear classifier, we consider wavelet-based binary linear classifiers. Both consistency results
and implementation issues are addressed. We show that under mild assumptions on the design density wavelet discrimination rules are
$L_2$-consistent.

]]> Barbara Christopher 1 1286538187 2010-10-08 11:43:07 1475891584 2016-10-08 01:53:04 0 0 event 2002-04-24T11:00:00-04:00 2002-04-24T01:00:00-04:00 2002-04-24T01:00:00-04:00 2002-04-24 15:00:00 2002-04-24 05:00:00 2002-04-24 05:00:00 2002-04-24T11:00:00-04:00 2002-04-24T01:00:00-04:00 America/New_York America/New_York datetime 2002-04-24 11:00:00 2002-04-24 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Dynamic Scheduling of a Multi-Class Fluid Model with Transient Overload under QoS Contracts]]> 27279 We study the scheduling of a multi class single server system in a non-stationary setting, where the server is overloaded for a period of time due to the increase in customer arrival rates. As a result of the quality of service contracts, this overload situation incurs a penalty cost. The QoS level depends on the customer type and the customer arrival rates vary in a cyclic pattern. In each cycle, there is a high period, when the server is overloaded,
i.e. the total traffic intensity is bigger than 1, and a low period when the total traffic intensity is less than 1. We study the fluid model of this system under a special type of QoS contract and provide thes cheduling policy that minimizes the total cost in a cycle.

]]> Barbara Christopher 1 1286538143 2010-10-08 11:42:23 1475891584 2016-10-08 01:53:04 0 0 event 2002-11-25T15:30:00-05:00 2002-11-24T23:00:00-05:00 2002-11-24T23:00:00-05:00 2002-11-25 20:30:00 2002-11-25 04:00:00 2002-11-25 04:00:00 2002-11-25T15:30:00-05:00 2002-11-24T23:00:00-05:00 America/New_York America/New_York datetime 2002-11-25 03:30:00 2002-11-24 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE SEMINAR SERIES - THE STOCHASTIC UNIT COMMITMENT PROBLEM]]> 27279 The deregulation of the electric power industry has transformed electricity into a commodity the price of which follows supply and demand imbalances. We consider a stochastic extension to the problem of scheduling the generation units of a power company, also known as the unit
commitment problem. The suggested model captures uncertainty in electric load, electricity price, fuel price, and fuel constraints. Uncertainty is modeled using a set of scenarios that reflect varying market demand and
prices. We solve the resulting stochastic program using Lagrangian relaxation. Extensions, such as auctioning excess short-term capacity, will be discussed.

Speaker Bio:

Samer Takriti manages the Stochastic Optimization group within the Mathematical Sciences Department at IBM TJ Watson Research Center in Yorktown Heights, NY. He holds a PhD degree in Industrial and Operations Engineering from the University of Michigan. Prior to joining IBM, he was a Director of Research at Enron Corporation where he headed the
quantitative support for Enron Broadband Services. His research focuses on stochastic programming with applications to the modeling of energy and natural resources. He is the president of INFORMS Section on Energy, Natural Resources, and the Environment.

]]> Barbara Christopher 1 1286538188 2010-10-08 11:43:08 1475891584 2016-10-08 01:53:04 0 0 event 2002-04-25T12:00:00-04:00 2002-04-25T01:00:00-04:00 2002-04-25T01:00:00-04:00 2002-04-25 16:00:00 2002-04-25 05:00:00 2002-04-25 05:00:00 2002-04-25T12:00:00-04:00 2002-04-25T01:00:00-04:00 America/New_York America/New_York datetime 2002-04-25 12:00:00 2002-04-25 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISYE SEMINAR SERIES - Convergence Behavior of Greedy Algorithms for Some Convex Optimization Problems]]> 27279 Consider the problem of minimizing a convex objective function defined on a possibly infinite dimensional linear vector space spanned by a possibly infinite set of library vectors.

In many engineering applications, we are interested in seeking a vector with near optimal objective value such that it can be sparsely represented as a linear combination of the library vectors. In the literature, greedy algorithm is frequently used to obtain such a sparse representation, where at each step we add an additional library vector to approximately minimize
the objective function.

This problem is typically ill-posed if we regard it as a sparse parameter estimation problem. Consequently simple applications of techniques from traditional numerical convergence analysis lead to unreasonable assumptions that cannot be satisfied in practice. In this talk, I present a new convergence analysis for these methods which is applicable in much greater generality, but predicts a slower worst case convergence rate than the typical (linear or faster) rate in optimization.

In particular, I will focus on the following variants of the problem, each with a slightly different greedy algorithm:

1. Convergence rate when the optimization is constrained in the convex hull of the library vectors.

2. Convergence analysis when the optimization is performed on the whole linear vector space.

3. The near optimal sparse approximation property of a greedy algorithm: conditions and approximation rate.

]]> Barbara Christopher 1 1286538144 2010-10-08 11:42:24 1475891584 2016-10-08 01:53:04 0 0 event 2002-11-26T10:00:00-05:00 2002-11-25T23:00:00-05:00 2002-11-25T23:00:00-05:00 2002-11-26 15:00:00 2002-11-26 04:00:00 2002-11-26 04:00:00 2002-11-26T10:00:00-05:00 2002-11-25T23:00:00-05:00 America/New_York America/New_York datetime 2002-11-26 10:00:00 2002-11-25 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Quantitative and Computational Finance Seminar - Real option approach to generation assets valuation and risk assessment]]> 27279 We start with Tractebel North America (TNA) generation assets portfolio and stress the need for a unified methodology for both base load and peaking power plants. The real option approach incorporates the flexibility and rigidity in power plant operation, provides us a realistic valuation framework to mark-to-market the TNA merchant power plants. The mark-to-market value of a gas-fired merchant power plant depends on the
co-movement of power and gas prices. The covariance of the power and gas forward curves can be decomposed into factors. The Heather-Jarrow-Morton curve movement methodology is based on the most important "principal"
factors. We employed Monte-Carlo simulation to generate statistical plausible scenarios of power and gas curves to re-evaluate the asset. From the value distribution we derive the asset Value at Risk. Back testing results validate our approach.

Dr. Lu will also be meeting with QCF students from 1:30pm to 2:30pm in the QCF Lab in the French Building. Interested students are welcome to attend.

Speaker Bio:

Dr. Lu joined the Risk Management organization in Tractebel North America, Inc. (TNA) in January 2002 as Vice President, Research and Analysis. In this leadership position, Lu has the responsibility for value maximization of TNA merchant power and gas assets through leading edge quantitative modeling and decision support in market and project analysis; support of
trading / origination around assets through accurate pricing and innovative structures; creation of the state-of-the-art financial models to quantify both value and risk.

Dr. Lu joins TNA from Enron Research, where he led the Valuation and Trading Analytics group as Director. Dr. Lu's primary responsibilities included options pricing, real assets valuation, and potential credit exposure and risk management strategy. He also led in the development of Real Options approaches to energy assets and the development of trading
valuation system. Prior to Enron, he was the lead quantitative analyst for TXU Energy Services as Options Specialist.

Dr. Lu earned a Ph.D. degree in physics from Drexel University. He conducted his postdoctoral research in Princeton University and University of Oregon and published papers in physics and derivatives pricing.

]]> Barbara Christopher 1 1286538144 2010-10-08 11:42:24 1475891584 2016-10-08 01:53:04 0 0 event 2002-12-03T10:00:00-05:00 2002-12-02T23:00:00-05:00 2002-12-02T23:00:00-05:00 2002-12-03 15:00:00 2002-12-03 04:00:00 2002-12-03 04:00:00 2002-12-03T10:00:00-05:00 2002-12-02T23:00:00-05:00 America/New_York America/New_York datetime 2002-12-03 10:00:00 2002-12-02 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISYE SEMINAR SERIES - Collecting n Items Randomly Located on a Circle]]> 27279 Consider n items located randomly on a circle of length 1. The locations of the items are assumed to be independent and uniformly distributed on [0,1). A picker starts at point 0, and he has to collect all the n items moving along the circle at unit speed in either direction. We study the travel time of the picker. The problem is motivated by performance analysis of carousel systems which are widely used automated warehousing systems. The travel time highly depends on the pick strategy. For example, the picker may use the 'greedy' strategy: always travel to the nearest item to be picked. This simple algorithm is often used in practice. One can also
consider so-called m-step strategies: the picker chooses the shortest route among the ones that change direction at most once after collecting at most m items. Already for small values of m, the travel time under the m-step strategies is very close to the optimal (minimal) one. It is a non-trivial problem to find the travel time distribution under the strategies mentioned above. We develop an approach based on the well-known
relations between exponential random variables and uniform spacings. We first prove two distributional identities which are of pure mathematical interest as new peculiar properties of exponentials. Using these results, we derive the travel time distribution under the 'greedy' and the m-step strategy provided 2m counterintuitive) results on collecting n items on a circle.

]]> Barbara Christopher 1 1286538187 2010-10-08 11:43:07 1475891584 2016-10-08 01:53:04 0 0 event 2002-05-08T12:00:00-04:00 2002-05-08T01:00:00-04:00 2002-05-08T01:00:00-04:00 2002-05-08 16:00:00 2002-05-08 05:00:00 2002-05-08 05:00:00 2002-05-08T12:00:00-04:00 2002-05-08T01:00:00-04:00 America/New_York America/New_York datetime 2002-05-08 12:00:00 2002-05-08 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISYE SEMINAR SERIES - cancelled]]> 27279 Motivated by the practice of transportation contracts in the modern era, we study periodic-review inventory control models with ordering cost c(x)=cx +K 1[x>R], i.e. the ordering is cx if the ordering quantity is below its quota R, and K+cx if the ordering quantity is over its quota, where K is a setup cost for working out additional contract terms such as additional truck and processing fees, etc. This ordering cost function is neither convex nor concave, and the classical periodic-review inventory model with setup cost is a special case with R=0. We show that the optimal policy is a refined (s,S) policy. We apply this result to a production control problem under energy crisis where the supplier provides an incentive for the manufacturer to not exceed a certain quota.

]]> Barbara Christopher 1 1286538145 2010-10-08 11:42:25 1475891584 2016-10-08 01:53:04 0 0 event 2002-12-05T10:00:00-05:00 2002-12-04T23:00:00-05:00 2002-12-04T23:00:00-05:00 2002-12-05 15:00:00 2002-12-05 04:00:00 2002-12-05 04:00:00 2002-12-05T10:00:00-05:00 2002-12-04T23:00:00-05:00 America/New_York America/New_York datetime 2002-12-05 10:00:00 2002-12-04 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Scheduling Problems and the Set Partitioning Model]]> 27279 Scheduling and rostering problems involving valuable resources such as vehicles, machines or personnel occur in many organizations. Efficient utilization of these resources is obviously an important management consideration. The Set Partitioning model provides a natural representation for many scheduling and rostering problems. From a mathematical point of view, these applications give rise to many challenging problems in combinatorial and computational optimization. In this talk, we will outline some practical airline applications of the set partitioning model and then discuss various mathematical properties of the model which explain why some set partitioning problems are relatively easy to solve and others are particularly difficult to solve. We will also outline some computational techniques based on these mathematical properties, which have been developed specifically to provide solutions to practical scheduling problems. Finally we will describe the planning and rostering systems based on set partitioning models which are used by Air New Zealand.

]]> Barbara Christopher 1 1286538143 2010-10-08 11:42:23 1475891584 2016-10-08 01:53:04 0 0 event 2002-12-06T13:00:00-05:00 2002-12-05T23:00:00-05:00 2002-12-05T23:00:00-05:00 2002-12-06 18:00:00 2002-12-06 04:00:00 2002-12-06 04:00:00 2002-12-06T13:00:00-05:00 2002-12-05T23:00:00-05:00 America/New_York America/New_York datetime 2002-12-06 01:00:00 2002-12-05 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISYE SEMINAR SERIES - GENERATING SPARSE FACTORIZATION CODE FOR DYNAMIC STOCHASTIC PROGRAMS]]> 27279 Dynamic stochastic programs in scenario tree formulation induce hierarchical sparse structures in the KKT systems of interior methods. Special factorization algorithms can exploit both the tree-dependent block sparsity and the model-specific sub-block sparsity. We propose an approach using automatically generated source code that implements sparse data structures and linear algebra operations for such factorizations. First experience with financial and other
applications will be presented.

]]> Barbara Christopher 1 1286538188 2010-10-08 11:43:08 1475891584 2016-10-08 01:53:04 0 0 event 2002-05-16T12:00:00-04:00 2002-05-16T01:00:00-04:00 2002-05-16T01:00:00-04:00 2002-05-16 16:00:00 2002-05-16 05:00:00 2002-05-16 05:00:00 2002-05-16T12:00:00-04:00 2002-05-16T01:00:00-04:00 America/New_York America/New_York datetime 2002-05-16 12:00:00 2002-05-16 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE SEMINAR SERIES - Solving Stochastic Optimization Problems on Computational Grids]]> 27279 We discuss a bundle/trust-region algorithm for solving two-stage linear stochastic programming problems with recourse and its implementation on a computational grid. Grids are parallel computing platforms assembled from workstations, PCs, PC clusters, and conventional parallel computers. We discuss results obtained by using our code in conjunction with sampling techniques to solve many instances of sampled approximations with large sample sizes. We are able to obtain high-quality solutions to several benchmark problems in the literature, and to explore various properties of these problems and their solution sets.

]]> Barbara Christopher 1 1286538143 2010-10-08 11:42:23 1475891584 2016-10-08 01:53:04 0 0 event 2002-12-12T10:00:00-05:00 2002-12-11T23:00:00-05:00 2002-12-11T23:00:00-05:00 2002-12-12 15:00:00 2002-12-12 04:00:00 2002-12-12 04:00:00 2002-12-12T10:00:00-05:00 2002-12-11T23:00:00-05:00 America/New_York America/New_York datetime 2002-12-12 10:00:00 2002-12-11 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[The Sorry State of Software Quality]]> 27279 An interactive look into the arena of software quality and some of the factors that influence it. We will also look at the pitfalls to achieving software quality and provide techniques to deal with software as an art form.

Mr. Jones is the Quality Manager at UPS and has more than 21 years of experience in the computer industry. His education includes an associate in Electrical Engineering Technology, A Bachelors in Computer Science, A Masters in Quality Assurance, and he is currently pursuing a Doctorate in Business Administration. Jay has specific expertise in management, process engineering, software engineering, software quality assurance, quality systems, software services, software development, software testing, project management and ISO 9000 registration. Professional Certifications include: QAI Certified Software Test Engineer, ASQ Certified Quality Auditor, ASQ Certified Software Quality Engineer, SEI Certified Personal Software Process Instructor, and Certified Lead ISO Auditor.

Mr. Jones is also the current Chair-Elect of the Atlanta Section of the American Society for Quality

You are cordially invited to attend...

For Additional information: Phone Robert Crow 770-396-2280 or jr1crow@mindspring.com

Learn more about W. Edwards Deming's "System of Profound Knowledge" from: http://caes.mit.edu/deming/dspk.html

Join us for an evening of valuable discussion, and listening as we review the Deming basics in preparation for laying out our series of programs for the next year.

HOW TO GET INVOLVED WITH AADSG
==============================
The Atlanta Area Deming Study Group is quality-minded volunteers who meet the
second Monday evening of each month, 6:30 P.M. to 9:00 P.M., on the Georgia
Tech campus in the Instructional Center, Room 205, downtown Atlanta. Regular
meetings are open to the public, generally without fee. Annual individual
memberships are available for $25.00. Make checks payable to Atlanta Area
Deming Study Group, or AADSG.

Directions to Georgia Tech Instructional Center
===============================================

Map:
The Georgia Tech Instructional Center is Building # 55 on the on-line
GT Campus Map found at: http://gtalumni.org/campusmap/
You must "drill down" one level by clicking on the center of the map
and then you can click on # 55 for a photo of the building. You can click
on "Printable Map" before the "drill down" if you wish to print a copy
of the entire campus map.

Driving Directions:
From I-20 East or West to downtown Atlanta:
Take I-75/85 North.

From I-75/85 North or South to downtown Atlanta:
Take the exit to 10th Street.
Go west on 10th Street, passing through several traffic lights.
Come to a traffic light at Hemphill Avenue, a 4- lane intersecting street.
Turn left onto Hemphill and travel south until Hemphill ends at Ferst Drive.
Turn right onto Ferst Drive.
Immediately after turning right, locate on your left...
Landmark #1: Manufacturing Research Center (MaRC), then
Landmark #2: The new Erskine Love (Mechanical Engineering) building, then
Landmark #3: a red brick 3- building complex directly across the street from
the Natatorium and Student Athletic Complex (SAC).
The Instructional Center is the rear building in this 3- building complex.
Enter either the north or south end of the Instructional Center building.
Take the stairs to the second floor to locate Room 205.

Parking:

Park on the street in the area of your sighting the 3- building complex. Please
note that the parking meters along the street require no money after 5 PM -- it
is recommended that you park at a meter if you can find an open space.

ATLANTA AREA DEMING STUDY GROUP
POST OFFICE BOX 48858
ATLANTA, GEORGIA 30362
770-333-7075
----------------------------

]]> Barbara Christopher 1 1286538187 2010-10-08 11:43:07 1475891584 2016-10-08 01:53:04 0 0 event 2002-06-10T19:30:00-04:00 2002-06-10T01:00:00-04:00 2002-06-10T01:00:00-04:00 2002-06-10 23:30:00 2002-06-10 05:00:00 2002-06-10 05:00:00 2002-06-10T19:30:00-04:00 2002-06-10T01:00:00-04:00 America/New_York America/New_York datetime 2002-06-10 07:30:00 2002-06-10 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[THESIS DEFENSE: Statistical Modeling of the Value Function in High-Dimensional, Continuous-State SDP]]> 27279 A decision-making framework (DMF) for a multi-level wastewater treatment system (WTS) is developed to evaluate current and emerging technologies. Stochastic dynamic programming (SDP) is employed to model the WTS, where each level of the WTS is represented as a period in the SDP. In order to achieve a computationally tractable numerical solution for this continuous-state SDP, a statistical modeling process, which involves construction of an experimental design over the SDP state space followed by approximation of the SDP future value function with a statistical model, is applied. In this research, the statistical modeling method is Multivariate Adaptive Regression Splines (MARS), and the experimental designs are based on orthogonal array (OAs) and OA-based Latin hypercube designs (OA-LHDs).

A parallelized version of MARS is developed to improve computational efficiency in solving this twenty-dimensional SDP problem. Moreover, three alternate MARS algorithms (Mmax relaxation, MARS using Automatic Stopping Rules, Robust MARS) are presented to facilitate flexibility and robustness as well as efficiency and model accuracy.

Model discrimination techniques are used to evaluate the quality of fit for a statistical model. Four evaluation measures for the DMF are defined and exercised to quantify performance of the technologies in each period. Overall, the results on this DMF demonstrate the potential of this forum for identifying promising technology units for wastewater treatment.

]]> Barbara Christopher 1 1286538186 2010-10-08 11:43:06 1475891584 2016-10-08 01:53:04 0 0 event 2002-06-14T17:00:00-04:00 2002-06-14T01:00:00-04:00 2002-06-14T01:00:00-04:00 2002-06-14 21:00:00 2002-06-14 05:00:00 2002-06-14 05:00:00 2002-06-14T17:00:00-04:00 2002-06-14T01:00:00-04:00 America/New_York America/New_York datetime 2002-06-14 05:00:00 2002-06-14 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[A simplex algorithm for the solution of separated continuous linear programs]]> 27279 Abstract:
I shall present an algorithm for the exact solution of a separated continuous linear program in a finite number of simplex pivot steps, a problem which has been unsolved for ~50 years. I will also discuss application of this to scheduling and control of manufacturing systems, e.g. semiconductor wafer fabrication, via fluid approximation.

Bio-sketch:
Gideon Weiss is professor of Statistics and Operations Research at the University of Haifa, Israel, and is currently visiting Stanford University. He received his PhD from Imperial College, London, and has been on the faculty at Tel Aviv University, and at the School of ISyE at Georgia Tech. His research interests are Stochastic Models, Optimization, and Manufacturing.

]]> Barbara Christopher 1 1286538186 2010-10-08 11:43:06 1475891584 2016-10-08 01:53:04 0 0 event 2002-07-10T12:00:00-04:00 2002-07-10T01:00:00-04:00 2002-07-10T01:00:00-04:00 2002-07-10 16:00:00 2002-07-10 05:00:00 2002-07-10 05:00:00 2002-07-10T12:00:00-04:00 2002-07-10T01:00:00-04:00 America/New_York America/New_York datetime 2002-07-10 12:00:00 2002-07-10 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE SEMINAR SERIES - NUMERICAL SOLUTION OF A WORSE-CASE SCENARIO]]> 27279 In this talk we analyse the optimization model, due to Black (1976) , to identify worse-case scenarios for portafolios containing European futures and options. The model has box contraints but the objective function is nonlinear and likely not to be convex. However, in some cases the optimization model is convex and methods based in local minimum can be used.

We present a SQP method for medium-size portafolios to solve the model. Extensive numerical results for solving the instances arising from Mexican business corporations will be discussed.

BIOSKETCH

Zeferino Parada

Bachelor degree: Mathematics/ Universidad Nacional Autonoma de Mexico
Master degree: Mathematics / Universidad Nacional Autonoma de Mexico
Ph.D. : Rice University (Advisor: Richard Tapia)

Current: Associate Professor
Department of Mathematics
Instituto Tecnologico Autonomo de Mexico
Mexico City, Mexico

]]> Barbara Christopher 1 1286538186 2010-10-08 11:43:06 1475891584 2016-10-08 01:53:04 0 0 event 2002-08-01T12:00:00-04:00 2002-08-01T01:00:00-04:00 2002-08-01T01:00:00-04:00 2002-08-01 16:00:00 2002-08-01 05:00:00 2002-08-01 05:00:00 2002-08-01T12:00:00-04:00 2002-08-01T01:00:00-04:00 America/New_York America/New_York datetime 2002-08-01 12:00:00 2002-08-01 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Workshop on Operations Research for Global Logistics]]> 27279 The Workshop on Operations Research for Global Logistics emphasizes operations research models and techniques for global logistics involving Africa. Interaction between Africa and the rest of the world, whether in the form of trade or tourism, requires efficient logistics just as much as interaction between other parts of the world. In addition, logistics is a particularly important requirement for development in Africa.

The workshop is a joint effort involving the Georgia Institute of Technology, the Council for Scientific and Industrial Research (CSIR) in South Africa, and the National Science Foundation.

]]> Barbara Christopher 1 1286538187 2010-10-08 11:43:07 1475891584 2016-10-08 01:53:04 0 0 event 2002-08-05T09:00:00-04:00 2002-08-05T01:00:00-04:00 2002-08-05T01:00:00-04:00 2002-08-05 13:00:00 2002-08-05 05:00:00 2002-08-05 05:00:00 2002-08-05T09:00:00-04:00 2002-08-05T01:00:00-04:00 America/New_York America/New_York datetime 2002-08-05 09:00:00 2002-08-05 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE Welcome Back Party]]> 27279 Thursday, September 5th from 11:00 am - 1:00 pm, the School is hosting a cook-out event in the courtyard between Groseclose and the IC. I hope that you all will have an opportunity to join us for lunch, and get to know the ISyE students over hot dogs, hamburgers, and veggie burgers. Music will be provided by a student Jazz band called "The Discrete Notoriety Saxophone Quartet".

Members of Alpha Pi Mu and IIE are helping to organize this event. The students are very excited to have this opportunity to interact with their professors. If your schedules permit, I encourage all of you to participate. This will be a great opportunity to meet ISyE students outside of the classroom setting, interact with other faculty and staff members, and meet our young alumni who have organized the Georgia Tech Business Network. GTBN has their first event on 9/24 at GCATT, and these board members are looking forward to talking with you further about this organization.

]]> Barbara Christopher 1 1286538185 2010-10-08 11:43:05 1475891584 2016-10-08 01:53:04 0 0 event 2002-09-04T12:00:00-04:00 2002-09-04T01:00:00-04:00 2002-09-04T01:00:00-04:00 2002-09-04 16:00:00 2002-09-04 05:00:00 2002-09-04 05:00:00 2002-09-04T12:00:00-04:00 2002-09-04T01:00:00-04:00 America/New_York America/New_York datetime 2002-09-04 12:00:00 2002-09-04 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA["Complexity and work organization in insect societies"]]> 27279 Biology Departmental/Faculty Interview Seminar

]]> Barbara Christopher 1 1286538186 2010-10-08 11:43:06 1475891584 2016-10-08 01:53:04 0 0 event 2002-09-06T13:15:00-04:00 2002-09-06T01:00:00-04:00 2002-09-06T01:00:00-04:00 2002-09-06 17:15:00 2002-09-06 05:00:00 2002-09-06 05:00:00 2002-09-06T13:15:00-04:00 2002-09-06T01:00:00-04:00 America/New_York America/New_York datetime 2002-09-06 01:15:00 2002-09-06 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISyE SEMINAR SERIES - Swap Valuation under Stochastic Load and Price]]> 27279 Deregulation of the energy industry has brought about uncertainty of gas and power prices. The uncertainty of price movement along with uncertain future energy consumption creates an enormous risk to energy end users. To better manage their risk exposures, energy customers enter into fixed
price deals with energy marketing and trading firms. Uncertain and correlated price and load movements, combined with data integrity, moral hazard make pricing such a deal of challenge.

Speaker bio:
Kenneth Deng is Director of Quantitative Analysis at Shell Trading Gas and Power. Kenneth recently joined Shell from Enron, where he was a Manager of Quantitative Research of the Enron Quantitative Research Group. Prior to Enron, Kenneth worked at Williams, Chicago Mercantile Exchange and Chicago
Board Options Exchange. At Shell, Kenneth is responsible for developing valuation models to price structured derivatives products and for developing risk management methodologies and tools.

Kenneth holds a bachelor's degree in mathematical economics and a Juris Doctor degree from China. Kenneth did his M.A. and Ph.D. study at the University of Chicago with concentrations in econometrics and statistics.

]]> Barbara Christopher 1 1286538189 2010-10-08 11:43:09 1475891584 2016-10-08 01:53:04 0 0 event 2002-03-19T12:30:00-05:00 2002-03-18T23:00:00-05:00 2002-03-18T23:00:00-05:00 2002-03-19 17:30:00 2002-03-19 04:00:00 2002-03-19 04:00:00 2002-03-19T12:30:00-05:00 2002-03-18T23:00:00-05:00 America/New_York America/New_York datetime 2002-03-19 12:30:00 2002-03-18 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Fall Nonlinear Programming (NLP) Seminar Series - Proximal Interior Point Methods]]> 27279 We are pleased to announce our Fall Nonlinear Programming (NLP) Seminar Series. We will meet periodically to discuss research areas related to NLP and other Optimization topics. Our first seminar will be this Monday, 9 September, from 3-4:30 pm in ISyE room 403. Our speaker, Prof. Renato Monteiro, will be discussing Proximal Interior Point Methods. We hope to see you all there.

]]> Barbara Christopher 1 1286538185 2010-10-08 11:43:05 1475891584 2016-10-08 01:53:04 0 0 event 2002-09-09T16:00:00-04:00 2002-09-09T01:00:00-04:00 2002-09-09T01:00:00-04:00 2002-09-09 20:00:00 2002-09-09 05:00:00 2002-09-09 05:00:00 2002-09-09T16:00:00-04:00 2002-09-09T01:00:00-04:00 America/New_York America/New_York datetime 2002-09-09 04:00:00 2002-09-09 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Stochastics Seminar Series - A Survey of Stochastic Integer Programming Algorithms]]> 27279 Barbara Christopher 1 1286538146 2010-10-08 11:42:26 1475891584 2016-10-08 01:53:04 0 0 event 2002-09-11T17:00:00-04:00 2002-09-11T01:00:00-04:00 2002-09-11T01:00:00-04:00 2002-09-11 21:00:00 2002-09-11 05:00:00 2002-09-11 05:00:00 2002-09-11T17:00:00-04:00 2002-09-11T01:00:00-04:00 America/New_York America/New_York datetime 2002-09-11 05:00:00 2002-09-11 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Entrepreneurship Research Conference at Tech]]> 27279 Please pass along to your interested faculty. Georgia Tech faculty may attend the conference at no charge as space permits. Pre-registration is required.

The DuPree College of Management and the College of Engineering at Georgia Tech announce the Second Annual Roundtable on Engineering Entrepreneurship Research Wardlaw Poole Board Room -- March 21-23, 2002.

The Roundtable brings together leading scholars from a variety of disciplines to exchange perspectives on technology entrepreneurship. Among the issues of interest are: the
commercialization of university technologies and company R&D, the company/university interface, and the role of other organizations (incubators, venture firms, banks, associations, industry groups) that play a part in technology entrepreneurship.

Cosponsored by the National Collegiate Inventors and Innovators Alliance (NCIIA).

]]> Barbara Christopher 1 1286538189 2010-10-08 11:43:09 1475891584 2016-10-08 01:53:04 0 0 event 2002-03-21T17:00:00-05:00 2002-03-20T23:00:00-05:00 2002-03-20T23:00:00-05:00 2002-03-21 22:00:00 2002-03-21 04:00:00 2002-03-21 04:00:00 2002-03-21T17:00:00-05:00 2002-03-20T23:00:00-05:00 America/New_York America/New_York datetime 2002-03-21 05:00:00 2002-03-20 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Stochastics Seminar Series - An Overview of General and Multi-Stage Stochastics Programming]]> 27279 Barbara Christopher 1 1286538145 2010-10-08 11:42:25 1475891584 2016-10-08 01:53:04 0 0 event 2002-09-18T17:00:00-04:00 2002-09-18T01:00:00-04:00 2002-09-18T01:00:00-04:00 2002-09-18 21:00:00 2002-09-18 05:00:00 2002-09-18 05:00:00 2002-09-18T17:00:00-04:00 2002-09-18T01:00:00-04:00 America/New_York America/New_York datetime 2002-09-18 05:00:00 2002-09-18 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Reception for the ISyE-sponsored Georgia Tech Business Network at GCATT]]> 27279 There is no doubt that the services and resources of the top-ranked School of Industrial and Systems Engineering are of great benefit to students while they are enrolled. However, this relationship should not end at graduation. The School is committed to the lifelong support of its graduates through the sharing of best practices, faculty interaction, and relationships with alumni who have experiences to share. The best place to start this effort is with our young alumni, those who have recently graduated (< 10 years). In order to cultivate this group, ISyE has established the Georgia Tech Young Alumni Business Network.

]]> Barbara Christopher 1 1286538185 2010-10-08 11:43:05 1475891584 2016-10-08 01:53:04 0 0 event 2002-09-24T19:00:00-04:00 2002-09-24T01:00:00-04:00 2002-09-24T01:00:00-04:00 2002-09-24 23:00:00 2002-09-24 05:00:00 2002-09-24 05:00:00 2002-09-24T19:00:00-04:00 2002-09-24T01:00:00-04:00 America/New_York America/New_York datetime 2002-09-24 07:00:00 2002-09-24 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Participation in The Logistics Institute]]> 27279 You are invited to come learn about activities at TLI and how you can participate. Please join us:

Tuesday, March 26
Noon-1PM
Room 303

Topics include the professional education program, the Leaders in Logistics program, and The Logistics Institute Asia Pacific (Singapore).

Sandwiches provided for those who confirm attendance in advance!

]]> Barbara Christopher 1 1286538189 2010-10-08 11:43:09 1475891584 2016-10-08 01:53:04 0 0 event 2002-03-26T11:00:00-05:00 2002-03-25T23:00:00-05:00 2002-03-25T23:00:00-05:00 2002-03-26 16:00:00 2002-03-26 04:00:00 2002-03-26 04:00:00 2002-03-26T11:00:00-05:00 2002-03-25T23:00:00-05:00 America/New_York America/New_York datetime 2002-03-26 11:00:00 2002-03-25 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[2002 Engineering Faculty Gala]]> 27279 Don Giddens
Dean, College of Engineering
Georgia Institute of Technology

requests the honor of your presence at the

2002 Engineering Faculty Gala

Saturday, September 28, 2002

Railroad Depot

1 Martin Luther King, Jr. Drive
Reception 5:30 PM
Dinner 7:00 PM
Music and Dancing 9:00 PM to Midnight

]]> Barbara Christopher 1 1286538185 2010-10-08 11:43:05 1475891584 2016-10-08 01:53:04 0 0 event 2002-09-28T18:30:00-04:00 2002-09-28T01:00:00-04:00 2002-09-28T01:00:00-04:00 2002-09-28 22:30:00 2002-09-28 05:00:00 2002-09-28 05:00:00 2002-09-28T18:30:00-04:00 2002-09-28T01:00:00-04:00 America/New_York America/New_York datetime 2002-09-28 06:30:00 2002-09-28 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[GT INFORMS Student Chapter - Integrating research ethics into graduate education]]> 27279 In this talk we give an overview of the Research Ethics Initiative of the Graduate School of NC State University, which was strongly supported by the University's Graduate Student Association. As an example of the instructional modules developed for this program, we survey the material in the module titled "Responsible Authorship and Peer Review."

]]> Barbara Christopher 1 1286538189 2010-10-08 11:43:09 1475891584 2016-10-08 01:53:04 0 0 event 2002-03-28T10:00:00-05:00 2002-03-27T23:00:00-05:00 2002-03-27T23:00:00-05:00 2002-03-28 15:00:00 2002-03-28 04:00:00 2002-03-28 04:00:00 2002-03-28T10:00:00-05:00 2002-03-27T23:00:00-05:00 America/New_York America/New_York datetime 2002-03-28 10:00:00 2002-03-27 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Experiences in Electronics Recycling]]> 27279 Dr. Edward Aqua of Tufts University will speak on his experiences in electronics recycling. For the past 6 years, Dr. Aqua, his research associate and graduate students, made significant contributions in the field of electronics recycling, first with the US EPA Common Sense Initiative, then with the IEEE in several venues, and most recently with the International Association of Electronics Recyclers, the IAER. For three years, he supervised a Recycling Market Development Program for Engineering Thermoplastics from Used Electronic Equipment. Emphasizing Stakeholders Dialogues, this Program was repeated funded and sponsored the Commonwealth of Massachusetts, as a resource to the Chelsea Center and then by the US EPA and the US DOE. This ongoing work on engineering thermoplastics is a model for many reverse logistics business systems.

]]> Barbara Christopher 1 1286538145 2010-10-08 11:42:25 1475891584 2016-10-08 01:53:04 0 0 event 2002-10-03T12:00:00-04:00 2002-10-03T01:00:00-04:00 2002-10-03T01:00:00-04:00 2002-10-03 16:00:00 2002-10-03 05:00:00 2002-10-03 05:00:00 2002-10-03T12:00:00-04:00 2002-10-03T01:00:00-04:00 America/New_York America/New_York datetime 2002-10-03 12:00:00 2002-10-03 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[GT INFORMS Student Chapter -- ASAP2: An improved batch means procedure for steady-state]]> 27279 We introduce ASAP2, a variant of the batch-means algorithm ASAP for steady-state simulation output analysis. ASAP2 operates as follows: the batch size is progressively increased until the batch means pass the Shapiro-Wilk test for multivariate normality; and then ASAP delivers an adjusted confidence interval. The latter adjustment is based on an inverted Cornish-Fisher expansion for the classical NOBM t-ratio, where the terms of the expansion are estimated via an order-one autoregressive time series model of the batch means. In comparison to the widely used ABATCH and LBATCH algorithms, we found ASAP2 to deliver confidence intervals that not only satisfy a user-specified absolute or relative precision requirement but also outperform ABATCH and LBATCH with respect to confidence-interval coverage probability.

]]> Barbara Christopher 1 1286538188 2010-10-08 11:43:08 1475891584 2016-10-08 01:53:04 0 0 event 2002-03-28T13:00:00-05:00 2002-03-27T23:00:00-05:00 2002-03-27T23:00:00-05:00 2002-03-28 18:00:00 2002-03-28 04:00:00 2002-03-28 04:00:00 2002-03-28T13:00:00-05:00 2002-03-27T23:00:00-05:00 America/New_York America/New_York datetime 2002-03-28 01:00:00 2002-03-27 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Family Weekend Reception]]> 27279 Please mark 3:30-5:00 p.m. on your calendars for this coming Friday, 10/04/02. We will host a Family Weekend Reception in the faculty
lounge. We are expecting about 75 parents. The parents LOVE talking to faculty - the reception will, as usual, be very casual.

]]> Barbara Christopher 1 1286538145 2010-10-08 11:42:25 1475891584 2016-10-08 01:53:04 0 0 event 2002-10-04T16:30:00-04:00 2002-10-04T01:00:00-04:00 2002-10-04T01:00:00-04:00 2002-10-04 20:30:00 2002-10-04 05:00:00 2002-10-04 05:00:00 2002-10-04T16:30:00-04:00 2002-10-04T01:00:00-04:00 America/New_York America/New_York datetime 2002-10-04 04:30:00 2002-10-04 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Dynamic Resource Allocation in Stochastic Processing Networks]]> 27279 Complex systems like semiconductor wafer fabrication facilities (fabs), networks of data switches, and large scale call centers all demand efficient resource allocation. Deterministic models like linear programs (LP) have been used for capacity planning at both the design and expansion stages of such a system. LP-based planning is critical in setting a medium range or long term goal for many systems. But it does not translate into a day-to-day operational policy that must deal with discreteness of jobs and the randomness of the processing environment.

A processing network, advanced by J. Michael Harrison, is a system that takes inputs of materials of various kinds and uses various processing resources to produce outputs of materials of various kinds. Such a network provides a powerful abstraction of a wide range of real world systems. It contains features rich enough to capture many important elements encountered in practice. It can model machine-operator interaction, material handling equipment, machine breakdown, and fork-and-join operations, all in a manufacturing system. It can model call centers with cross trained operators, input-queued data switches, and congestion based road traffic routing.

In this talk, we will present a family of dynamic, operational policies, called maximum pressure policies, that can achieve maximum throughput predicted by LPs for a wide class of stochastic processing networks.

]]> Barbara Christopher 1 1286538145 2010-10-08 11:42:25 1475891584 2016-10-08 01:53:04 0 0 event 2002-10-10T12:00:00-04:00 2002-10-10T01:00:00-04:00 2002-10-10T01:00:00-04:00 2002-10-10 16:00:00 2002-10-10 05:00:00 2002-10-10 05:00:00 2002-10-10T12:00:00-04:00 2002-10-10T01:00:00-04:00 America/New_York America/New_York datetime 2002-10-10 12:00:00 2002-10-10 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[When chickens paint trucks: lessons in distributed intelligence]]> 27279 I will talk, in part, about Morley and Eckberg's work on a self-organised scheme to assign trucks to paint booths, and more generally aout swarm intelligence and agents collectively solving dynamic problems.

Contact pj.newcomb@marc.gatech.edu for further details. [The room is relatively small, so if you plan to come it might be worth contacting PJ to check if there is space available].

]]> Barbara Christopher 1 1286538144 2010-10-08 11:42:24 1475891584 2016-10-08 01:53:04 0 0 event 2002-10-17T12:00:00-04:00 2002-10-17T01:00:00-04:00 2002-10-17T01:00:00-04:00 2002-10-17 16:00:00 2002-10-17 05:00:00 2002-10-17 05:00:00 2002-10-17T12:00:00-04:00 2002-10-17T01:00:00-04:00 America/New_York America/New_York datetime 2002-10-17 12:00:00 2002-10-17 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[CANCELLED!!! - QCF Finance Seminar]]> 27279 Sorry about the last minute notice, but the QCF seminar and meeting with students on 4/4 will be cancelled due to an unexpected
event. We will try to re-schedule. We apologize for the inconvenience.

We will host a seminar in the area of Quantitative and Computational
Finance by two visitors (speakers' bio attached) from Bank of America
at 11am on April 4, 2002 (Thurs) in IC 217. They will also meet with interested students from 1:30pm to 2:30pm in IC 107 for discussion and questions.

SPEAKER BIOS:

David Mooney Managing Director, Global Head of Commodity Derivatives Bank of America, New York, NY Mr. Mooney joined the firm in 1997. He overseas a worldwide team of over 50 associates with sales and trading operations in six locations-New York, London, Singapore, Chicago, Charlotte and Houston. David has worked in the energy markets since 1989, initially as a trader for Citibank, later as a broker of natural gas, before rejoining Citibank and then Bank of America in 1997.

Martin Jermakyan Principal, Strategy group at Bank of America Commodity Trading Dr. Jermakyan has received his doctorate in mathematics from Moscow University. Since then, he has been on various teaching and research capacities of UCLA and University of Michigan mathematics departments, and the Business School and the Department of Industrial and Operations Engineering of the University of Michigan. Dr. Jermakyan has extensive consulting experience working closely with financial and power trading firms. In the past, he has held VP of Research position at Altra Risk Management Services. Currently he holds Principal, heading the Strategies Group at Bank of Americas Commodity Trading Desk, reporting to David Mooney.

ABSTRACT:

The complexities and challenges associated with the energy and power market are spectacular both from the points of views of their comprehension and their quantitative modeling. Contrary to financial markets, frequently, the risks associated with energy and power products can not be hedged. This suggests assumption of the relevant risks by the counterparties, and therefore requires the incorporation of adequate risk-premiums in the derivative products associated with energy and power. This phenomenon gives rise to questions on the adequacy of risk-neutral pricing methodology more so in power markets then in oil and gas. Additionally, lately we have seen the breaking down of the risk-neutral methodologies even in energy markets, especially in gas market. How should the quantitative models be adjusted to these observations? Additionally, some of the classic challenges associated with financial derivatives pricing, in general, are present in energy and power markets on a magnified scale. Addressing the needs of energy and power markets requires the marriage of strong quantitative and derivatives background with strong understanding of the relevant physical processes.

]]> Barbara Christopher 1 1286538188 2010-10-08 11:43:08 1475891584 2016-10-08 01:53:04 0 0 event 2002-04-04T10:00:00-05:00 2002-04-03T23:00:00-05:00 2002-04-03T23:00:00-05:00 2002-04-04 15:00:00 2002-04-04 04:00:00 2002-04-04 04:00:00 2002-04-04T10:00:00-05:00 2002-04-03T23:00:00-05:00 America/New_York America/New_York datetime 2002-04-04 10:00:00 2002-04-03 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISYE SEMINAR SERIES - COMPUTING GENERALIZED NASH EQUILIBRIA]]> 27279 The generalized Nash equilibrium problem (GNEP)
is an extension of the standard Nash equilibrium problem,
in which each player's strategy set is dependent on the rival
players' strategies. Departing from the traditional
consideration of the GNEP as a quasi-variational inequality,
we adopt a fresh view of the GNEP as a partitioned variational
inequality defined on a Cartesian product of lower-dimensional sets. This perspective allows us to fruitfully investigate (a) the local convergence of the Josephy-Newton method for solving the GNEP, and (b) the applicability of Lemke's classic method for solving the resulting linearized subproblems. Some recent applications of the GNEP to electricity modeling and multi-leader-follower games are also discussed.

]]> Barbara Christopher 1 1286538186 2010-10-08 11:43:06 1475891584 2016-10-08 01:53:04 0 0 event 2002-10-17T12:00:00-04:00 2002-10-17T01:00:00-04:00 2002-10-17T01:00:00-04:00 2002-10-17 16:00:00 2002-10-17 05:00:00 2002-10-17 05:00:00 2002-10-17T12:00:00-04:00 2002-10-17T01:00:00-04:00 America/New_York America/New_York datetime 2002-10-17 12:00:00 2002-10-17 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Senior Indian Congress Party economist to Visit Tech]]> 27279 All interested Georgia Tech faculty are invited to a discussion with Mr. Jairam Ramesh,
in the Sam Nunn Conference Room, room number 123 of the Habersham Building, at 2:30 p.m., Monday, 21 October 2002. Interested Tech faculty should RSVP with Professor John Garver in the Sam Nunn School of International Affairs at 404-894-6846 by 14 October.

Mr. Ramesh is currently Secretary of the Economic Affairs Department of the Congress Party, deputy chairman of Karnataka State Planning Board, and member of the Economic Development Council of Rajasthan. He is spending two weeks in Atlanta as a Distinguished Visiting Fellow of the Halle Institute for International Affairs of Emory University. A full resume for Mr. Ramesh is given below.

John W. Garver
Professor, Sam Nunn School of International Affairs

]]> Barbara Christopher 1 1286538185 2010-10-08 11:43:05 1475891584 2016-10-08 01:53:04 0 0 event 2002-10-21T15:30:00-04:00 2002-10-21T01:00:00-04:00 2002-10-21T01:00:00-04:00 2002-10-21 19:30:00 2002-10-21 05:00:00 2002-10-21 05:00:00 2002-10-21T15:30:00-04:00 2002-10-21T01:00:00-04:00 America/New_York America/New_York datetime 2002-10-21 03:30:00 2002-10-21 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[On Measuring Supplier Performance under Vendor-Managed-Inventory Programs]]> 27279 As a widely accepted performance measure in supply chain management practice, service level is often considered in supplier contracts under Vendor-Managed-Inventory (VMI) programs. Using a two-stage capacitated supply chain model consisting of one manufacturer and one supplier in a VMI environment, we demonstrate that supplier's service level is in general insufficient for the manufacturer to warrant the desired service level at the customer end. The method by which the supplier achieves its service level to the manufacturer also affects customer service level. Alternative measures should be explored which allow the manufacturer to control customer service regardless of how the supplier manages the inventory. We identify plausible supplier performance measures with this kind of property by developing bounds on the customer service level. We also derive an estimate of the customer service level in terms of the new measures.

]]> Barbara Christopher 1 1286538144 2010-10-08 11:42:24 1475891584 2016-10-08 01:53:04 0 0 event 2002-10-21T17:30:00-04:00 2002-10-21T01:00:00-04:00 2002-10-21T01:00:00-04:00 2002-10-21 21:30:00 2002-10-21 05:00:00 2002-10-21 05:00:00 2002-10-21T17:30:00-04:00 2002-10-21T01:00:00-04:00 America/New_York America/New_York datetime 2002-10-21 05:30:00 2002-10-21 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[CANCELED!!! (FINANCIAL STRATEGIES BASED ON QUANTITATIVE TECHNIQUES)]]> 27279 Starting with the Black-Scholes formula in the 70s and aided by
developments in computing in the 80s, Wall Street firms realized that quantitative techniques can be invaluable in asset management. The migration of "quants" into the financial industry resulted not only in the improvement of existing strategies but also in the development of new ones that could
not have been possible otherwise. Such strategies include convertible arbitrage, volatility arbitrage, fixed income arbitrage, mortgage backed arbitrage, statistical arbitrage, risk (merger) arbitrage, trend following methods, and momentum based methods. The success of these strategies has resulted in recently making hedge funds the hottest thing on Wall Street. However, quantitative methods are not a panacea; the hedge fund industry also bears the greatest ever failure of quantitative methods: the demise of Long Term Capital Management, which in the Fall of '98 almost single-handedly brought down the Western capitalist system.

]]> Barbara Christopher 1 1286538189 2010-10-08 11:43:09 1475891584 2016-10-08 01:53:04 0 0 event 2002-04-09T12:00:00-04:00 2002-04-09T01:00:00-04:00 2002-04-09T01:00:00-04:00 2002-04-09 16:00:00 2002-04-09 05:00:00 2002-04-09 05:00:00 2002-04-09T12:00:00-04:00 2002-04-09T01:00:00-04:00 America/New_York America/New_York datetime 2002-04-09 12:00:00 2002-04-09 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[ISYE SEMINAR SERIES - STOCHASTIC DOMINANCE AND MEAN-RISK MODELS]]> 27279 Decision problems involving random outcomes require the application of a decision principle to make the corresponding optimization problems well defined. One of the established principles is the relation of stochastic dominance. It establishes a partial order among random outcomes, but it is very difficult to use practice.

The practice frequently resorts to mean--risk models, which use two measures of quality: the expected outcome and some measure of the uncertainty of the outcome, called the risk.

In this talk we shall discuss relations between stochastic dominance and mean--risk models. We shall show that central semi-deviations used as risk measures are in harmony with the stochastic dominance orders of the corresponding degrees.

Next, by exploiting duality relations of convex analysis we show that several models using quantiles and tail characteristics of the distribution are in harmony with the stochastic dominance relation of the second degree.

We provide stochastic linear programming formulations of these models and we illustrate our results on a portfolio problem involving 719 securities and return data from the last 12 years.

]]> Barbara Christopher 1 1286538145 2010-10-08 11:42:25 1475891584 2016-10-08 01:53:04 0 0 event 2002-10-29T10:00:00-05:00 2002-10-28T23:00:00-05:00 2002-10-28T23:00:00-05:00 2002-10-29 15:00:00 2002-10-29 04:00:00 2002-10-29 04:00:00 2002-10-29T10:00:00-05:00 2002-10-28T23:00:00-05:00 America/New_York America/New_York datetime 2002-10-29 10:00:00 2002-10-28 11:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
<![CDATA[Ph.D. Defense -- Silke Kroeckel]]> 27279 I will defend my dissertation

Stochastic Inventory Systems with Significant Setup Times

on Friday April 12th 2002 at 10a.m. (sharp) in room 303. It would be an honor to me to have you in my audience.

Abstract

We consider a portion of the supply chain that involves stochastic production and inventory decisions. The production system is shared by several products and demands significant changeover times. For implementation purposes, we develop simple closed-form solutions (approximations) that can be installed in an existing ERP system. The first part of the dissertation focuses on minimizing work-in-progress (WIP) by minimizing cycle time. We construct efficient heuristics to set a near-optimal target utilization as well as to determine lot-sizes. Subsequently, we use a (Q,r) policy to manage system inventory consisting of finished goods and WIP. We study models for production-inventory systems before we develop heuristics to minimize system inventory cost subject to various constraints on service. The research is motivated by several real-world applications ranging from metal stamping to pharmaceuticals.

]]> Barbara Christopher 1 1286538188 2010-10-08 11:43:08 1475891584 2016-10-08 01:53:04 0 0 event 2002-04-12T11:00:00-04:00 2002-04-12T01:00:00-04:00 2002-04-12T01:00:00-04:00 2002-04-12 15:00:00 2002-04-12 05:00:00 2002-04-12 05:00:00 2002-04-12T11:00:00-04:00 2002-04-12T01:00:00-04:00 America/New_York America/New_York datetime 2002-04-12 11:00:00 2002-04-12 01:00:00 America/New_York America/New_York datetime <![CDATA[]]> Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>