| Session Code:
T2-R1 |
|
Thursday, Room 1, 11:00-12:30 |
|
Stochastic Models in Finance and
Insurance |
|
Organizer and
Chair:
Rieder, Ulrich |
|
Kijima, Masaaki; Shibata, Takashi |
| Real Options
in a Duopoly Market with General Volatility Structure |
|
Yang,
Hailiang |
|
On Joint Distribution of Surplus Immediately before and after Ruin |
|
Lin, Yuanlie |
|
Some new results of MDP's with a probability criterion and an application |
|
Rieder, Ulrich |
|
Portfolio-Optimization with Different
Information Structures |
|
| Session
Code: T2-R2 |
|
Thursday, Room 2, 11:00-12:30 |
Tail Asymptotics of Stochastic Models I
|
|
Organizer and
Chair:
Miyazawa, Masakiyo and
Zhao, Yiqiang Q. |
|
Zhao,Yiqiang Q.; Haque, Lani |
|
Geometric tail of a QBD process with countable level and phase |
|
Katou, Ken'ichi |
| Tail
Behavior of the Joint Queue Length Distribution in Markovian Queueing
Networks |
|
Miyazawa, Masakiyo |
Continuity of the decay rates for a
discrete-time Markov additive
process with reflection |
|
| Session
Code: T2-R3 |
|
Thursday, Room 3, 11:00-12:30 |
Multi-Class Queueing Models
|
| Organizer
and chair: Adan, Ivo |
|
Nino-Mora,
Jose |
|
Restless bandit efficiency indices, partial conservation laws, and
scheduling a multi-class M/G/1
make-to-order/stock queue |
|
Zhao,
Yiqiang Q.; Dawson, Don A.Tang, Jiashan |
|
Performance analysis of a parallel network with a large number of queues |
|
Kulkarni,
Vidyadhar; Tzenova, Elena; Adan, Ivo |
| Fluid
model with jumps |
|
Adan, Ivo;
Kulkarni, Vidyadhar |
|
Single-server queue with Markov dependent inter-arrival and service
times |
|
| Session
Code: T2-R4 |
|
Thursday, Room 4, 11:00-12:30 |
Inventory Models I
|
|
Organizer and Chair:
Chao, Xiuli |
| Feng,
Youyi; Chen, Frank Y. |
| Pricing and
Inventory Control in a Periodic-Review System: Optimality and Optimization
of (s,S,P) Policy |
|
Zhang, Hanqin; Sethi, Suresh P. Yan,
Houmin |
| Quantity
Flexible Contracts: Optimal Decisions and Information Revisions |
|
Chao, Xiuli; Yano, Candace; Zheng, Shaohui |
| Optimal
Inventory Strategies when Supplier Offers Quantity Flexibility Contracts |
|
Chen, Hong, Owen Wu and David Yao |
|
Optimal pricing and
replenishment in a single product inventory system |
|
| Session
Code: T2-R5 |
|
Thursday, Room 5, 11:00-12:30 |
|
Transportation and Logistic Systems |
|
Chair:
Ye,
Hengqing |
|
Liu, Xinxin |
|
Aggregate Capacity Allocation for
Containerized Carrier |
|
Yan, Shangyao; Chen, Miawjane;
Tang, Chin-Hui |
|
A Model for
Optimizing Airport Common Use Check-in Counter Assignments |
|
Cao, Chengxuan; Ang, James S.K.;
Ye, Hengqing |
| The optimal cargo
mix and revenue management in ocean containerized shipping company |
|
Vlasiou, Maria; Adan, Ivo J.B.F.; Boxma,
Onno J.; Wessels, Jaap |
|
Throughput analysis of two carousels |
|
|