| Session Code:
F1-R1 |
| Friday, Room
1, 8:30-10:00 |
Mathematical Finance
|
|
Organizer
and chair:
Zhou, Xun
Yu |
|
Deng, Shi-Jie*;
Feng, Youyi |
|
Optimal Hedging of Electric Power Supply Contracts under Default Risk |
|
Zhang,
Shuguang; Zhou, Xun Yu |
| Optimal
Ruin Probability Control for a Company with debt Liability |
|
Sekine, Jun |
| Optimization
Problems in an Incomplete Market and Associated Quadratic BSDE |
|
Bielecki,
Tomasz R.; Jin, Hanqing; Pliska, Stanley R.; Zhou, Xun Yu |
|
Continuous-Time Mean--Variance Portfolio Selection with Bankruptcy
Prohibition |
|
| Session
Code: F1-R2 |
| Friday, Room 2, 8:30-10:00 |
Approximation and Estimation
|
|
Chair:
Bhat, U. Narayan |
|
Bhat, U. Narayan |
| Parameter
Estimation in M/G/1 and GI/M/1 Queues Using Queue Length Data |
|
Womer, Keith; Camm,Jeff; Osterman,Colin ;
Radhakrishnan,Rajesh |
|
Bayesian Program Management |
|
Naseri, Hassan; Jafari, Mehdi K. |
|
Linear Prediction for Electricity Consumption
with Levy Distribution |
|
Wang, Yongcai, Zhao, Qianchuan, Zheng, Dazhong |
|
Bound Models and Approximation Technique for
Multi-Server Fork-Join System |
|
| Session
Code: F1-R3 |
| Friday, Room
3, 8:30-10:00 |
Telecommunication
|
|
Chair: Pak, Dohyun |
|
Xu, Deju; Hong, Shangfeng
|
| The
Performance Analysis of Output Buffers of Advanced Routers with QoS |
|
Lee, Yutae; Chung, Hae; Park, Chul
Geun |
|
Performance Evaluation of a New DBA Algorithm for Ethernet Passive
Optical Networks |
|
Pak, Dohyun; Keppo, Jussi |
| A Real Option Approach to
Telecommunications Network Optimization |
|
| Session
Code: F1-R4 |
| Friday, Room
4, 8:30-10:00 |
Supply Chain Management V
|
|
Chair: Chou,
Cheng-Feng Mabel |
|
Huang, Zhimin; Li, Susan X. |
|
Supply Chain Coordination through Franchising: a Chance Constrained Game
Approach |
|
Zhu, Kaijie; Tsung, Fugee |
| Pushing
Quality Improvement along Supply Chains |
|
Chou, Cheng-Feng Mabel; Jian, Kuai;
Romeijn, H. Edwin |
| A
Two-Stage Newsvendor Problem with Emergency Delivery Options |
|
Zhang,Sheng Hao; Cheung,Ki Ling |
|
Replenishment Sequencing in a One-Supplier, Multiple-Retailer Supply
chain |
|
|
Session Code: F1-R5 |
|
Friday, Room 5, 8:30-10:00 |
Matrix Analytical Methods III
|
|
Chair: Grassmann, Winfried |
|
Miyoshi,
Naoto; Sugimoto, Toyoaki |
|
On
the asymptotics of fault probability in least-recently-used caching with
Zipf-type access distribution |
|
Luh, Hsing |
| Solving
PH/PH/1/N Queues by Using Characteristic Roots in Matrix Analytic
Methods |
|
Vuuren, Marcel van; Adan, Ivo J.B.F. |
| Approximating a class of
”ĘG_{i}/G/s queues by MAP/MAP/1 queues |
|
|
Session Code: F1-R6 |
|
Friday, Room 6, 8:30-10:00 |
|
Network and Combinatorial
Problems |
|
Chair:
Chen, Xi |
|
Costa, Andre |
|
Analytic Modelling of Network
Routing Algorithms which Employ Ant-like Agents |
|
Wedley, William C.
|
|
Preference Elicitation from
Ratio Comparisons in Spanning Trees and Chained Matrices |
|
Ganesh, Ayalvadi J.; Xue, Feng |
|
Connectivity and diameter of small-world random graphs |
|
Bai,Hongxing; Chen, Xi; Xia, Li; Ho, Yu-Chi |
|
Target detection in randomly distributed sensor networks |
|