| Session Code:
W1-R1 |
| Wednesday, Room
1, 8:30-10:00 |
|
Portfolio Optimization I |
|
Chair:
Xu,
Liqun |
|
Wang, Xikui; Wang, Yan; Yi, Yanqing |
| Optimal
Portfolio Selection and Dynamic Allocation Index |
|
Liu, Ming-Long |
| A Tracking
Model for Index Fund Portfolio Optimization |
|
Xu, Frank Liqun; Ai, Xiaojun;
Yang, Yang |
| An
Intertemporal Multistate Model About Equity Return Styles and State
Transitions |
|
| Session
Code: W1-R2 |
| Wednesday, Room
2, 8:30-10:00 |
Optimal Control of Queues
|
|
Chair:
Weiss,
Gideon |
|
Shwartz, Adam |
| Control of
Queueing Networks in the large deviations domain |
|
Weiss, Gideon |
|
Multi-Class Queueing
Networks with Infinite Virtual Buffers |
|
Mizuno,Shinya |
|
A Queueing Model for Local Traffics to Join a
Main Stream under a Leading Space Condition |
|
Iyengar, Garud; Sigman, Karl |
|
Penalty control of multi-facility queues |
|
| Session
Code: W1-R3 |
| Wednesday,
Room 3, 8:30-10:00 |
Tails and Other Asymptotics
|
|
Chair:
Alfa,
Attahiru S. |
|
Draief, Moez; Mairesse, Jean |
| Services
witin a Busy Period of an M/M/1 Queue and Dyck Paths |
|
Margolius, Barbara; |
| Transient
solution to the time-dependent multi-server Poisson queue |
|
Liu, Jian-Min |
| A Heavy Traffic Approximation
For Preemptive-Resume Priority Queueing System with Heavy Tailed Inputs |
| กก |
|
| Session
Code: W1-R4 |
| Wednesday,
Room 4, 8:30-10:00 |
Supply Chain Management I
|
|
Chair:
Shen, Houcai |
|
Zeng, Amy Z.; Berger, Paul D. |
| Determining
the Optimal Size of Supply Base in the Presence of Risks: Processes and
Examples of Decision-Making Modeling |
|
Shen, Houcai; Pang, Zhan |
| The
Component Procurement for the Loss-Averse Manufacturer Facing Both Demand
Quantity and Supply Price Uncertainty |
|
Huang, Wanzhen; Li, Shanling; Murat, E. Alper |
| Selection of
Contract Suppliers Under Price and Demand Uncertainty in a Dynamic Market |
|
Li, Susan X.; Huang, Zhimin |
|
Vertical Cooperative Advertising in Manufacturer-Retailer Supply Chains |
|
| Session
Code: W1-R5 |
|
Wednesday, Room 5, 8:30-10:00 |
|
Stochastic Models in Reliability Theory |
|
Organizer
and chair:
Li,
Haijun |
|
Cui, Lirong; Li, Haijun |
|
A
Study for a New Maintenance Model
|
|
Li, Haijun; Shaked, Moshe |
|
Imperfect Repair Models with Preventive Maintenance |
|
Li, Jinlin; Cui, Lirong |
| An Availability Model for
Strong Products Under Periodical Inspections |
| Gunawan, Indra |
|
Redundant Paths and Reliability Bounds in Gamma Network |
|
| Session
Code: W1-R6 |
| Wednesday,
Room 6, 8:30-10:00 |
|
Markov Processes and Biomedical
Applications |
|
Chair:
Xianping Guo |
|
Yu, Haibo |
|
Convexity of the mean of Markov chains governd by the transition
matrices with special types and its applications |
|
Guo, Xianping; Cao, Xiren |
|
A Simple Algebra Approach to Multichain Markov Decision
Problems and
sensitivity Analysis |
|
Maillart, Lisa M.; Schaefer, Andrew J. |
|
Organ Transplant Acceptance
Decisions |
|
Toyoizumi, Hiroshi |
|
Queueing Theory Applied to Bioinformatics |
|