| Session Code:
W2-R1 |
| Wednesday, Room
1, 10:30-12:00 |
|
Portfolio Optimization II |
|
Chair:
Lamond, Bernard F |
|
Lamond, Bernard F.; Par¨¨, Jean-Pierre |
| Comparison
of the Mean-Variance and Lower Partial Moment Methods for Portfolio
Management Under Asymmetry |
|
Yi, Yanqing; Wang, Xikui; Liao, Kaiji |
|
Portfolio
selection and Markov decision processes |
|
Meng, Xu; Keppo, Jussi |
|
Equilibrium in electricity forward markets |
|
| Session
Code: W2-R2 |
| Wednesday, Room
2, 10:30-12:00 |
Stability
|
|
Chair:
Ye, Heng-Qing |
|
Li, Hui; HE, Qi-Ming |
|
Stability Conditions of the MMAP[K]/G[K]/1/LCFS Preemptive Repeat Queue |
|
Kim, Bara; Dai, Jim |
| Stability of
a Load-balanced Network |
|
Ye, Heng-Qing; Ou, Jihong ; Yuan, Xue-Ming |
|
Stability of Data Networks:
Stationary and Bursty Models |
|
| Session
Code: W2-R3 |
| Wednesday,
Room 3, 10:30-12:00 |
Analysis and Control of Stochastic Networks
|
|
Organizer and Chair:
Dai, Jim and Hasenbein, John J |
|
Ward, Amy; Kumar, Sunil |
|
Asymptotically Optimal Admission Control of a Queue with Abandonment |
|
Jennings, Otis |
| Process
Analysis of Tandem Polling Stations |
|
Yang,
Jiankui ; Dai, Jim; You, Jian-Gong; Zhang, Hanqin |
| A Simple Proof of Diffusion
Approximations for Last-Buffer-First-Served Re-entrant Line |
|
Gamarnik, David |
| Large Deviations Principle
in Random Walks and Queuing Systems |
|
| Session
Code: W2-R4 |
| Wednesday,
Room 4, 10:30-12:00 |
Supply Chain Management II
|
|
Chair:
Kim, Sung Chul |
|
Kim, Sung Chul |
| The Temporal
Bull-whip Effect and Control in a Supply Chain |
|
Zhao, Xiaobo; Liu, Jianyong; Ohno,
Katsuhisa; Kotani, Shigenori |
| Modeling and
Analysis of a Mixed-Model Assembly Line with Stochastic Operation Times |
|
Sung, Chang Sup; Jung, Su Jin |
| Probability
distributions of lost sale and backorders for a
remanufacturable single item in a three-echelon inventory system under
supply chain environment |
|
Wu,Desheng; Liang Liang; |
|
New DEA
models For Multistage Serial Chains |
|
|
Session Code: W2-R5 |
|
Wednesday, Room 5, 10:30-12:00 |
|
Simulation Applications |
|
Chair:
Liu, Bin |
|
Tang, Chin-Hui; Yan, Shangyao;
Shieh, Chong-Lan |
|
A Simulation Framework for
Evaluating Airline Recovery Scheduling |
|
Chen, Chia-Hung; Yan, Shangyao;
Chi, Chin-Jen |
|
A Simulation-Based
Scheduling Model for Inter-City Bus Carriers with Stochastic Demand |
|
He, Zhengwen; Xu, Yu; Zhu,
Shaoying |
| Analysis of
Criticality Indexes of Activities in GERT Networks by Using Monte- Carlo
Simulation Method |
| Lai,
Yongzeng |
|
Simulating Financial Derivative Sensitivities by Malliavin Calculus and
Quasi-Monte Carlo Methods |
|
|
Session Code: W2-R6 |
| Wednesday,
Room 6, 10:30-12:00 |
|
Markov Decision Processes |
|
Organizer and
Chair:
Rieder, Ulrich |
|
Guo, Xianping |
|
A Unified
Approach to Markov Decision Problems and Sensitivity Analysis with
Discounted and Average Criteria: the Multichain Case |
|
Ding, Yuanyao |
|
Markovian Dynamical Principal
Agent Model |
|
Liu, Ke |
|
A
model of MDP with probability criterion-- An application on the stock
market |
|
Hou, Zhenting |
|
Markovization
and Various Types of Ergodicity of Queueing Processes |
|