ResEarcH

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My research interests are in Stochastic Modeling and Applied Probability, including topics such as Performance of Queueing Systems - Dynamic Pricing - Revenue and Capacity Management. Below is a list of papers that I am currently working on or I had already submitted for publication.

Applied Probability

• “On the Maximum of a Random Walk with Medium-Tailed Distributions” with Peter W. Glynn (2005)
• “Scheduled Traffic with Heavy-Tailed Perturbations” with Peter W. Glynn, and Hong Chen (2004)
• “Tail Asymptotics for the Maximum of Perturbed Random Walk”, with Peter W. Glynn (2004) (pdf). To appear in Ann. App. Probab.
• “Diffusion Approximations for the Maximum of Perturbed Random Walk”, Adv. in Appl. Probab.  37, no. 3 (2005), 663–680, with Peter W. Glynn (pdf)

Revenue and Capacity Management

• “Capacity and Inventory Management in the presence of a Long-term Channel and a Spot Market”, with Ozalp Ozer (2005) (pdf). Submitted for publication
• “Dynamic Pricing for Non-Perishable Products with Demand Learning”, with René Caldentey (2005) (pdf). Submitted for publication
• "Stochastic Revenue Management for Media Broadcasting" with Ioana Popescu (2005) (pdf). Submitted for publication
• “Supplier and Procurement Risk Management: Optimal Long-Term and Spot-Market Mix”, with Jochen Kleinknecht, and Ram Akella (2002) (pdf)

Book Chapter

• “B2B Markets: Procurement and Supplier Risk Management”, Book Chapter, “Supply Chain Management- Applications and Algorithms”, edited by Joseph Geunes, H. Edwin Romeijn and Panos Kouvelis, Kluwer Academic Publishers, with Jochen Kleinknecht, and Ram Akella (2002)
  

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Last Modified: 

Wednesday, 04-Jan-2006 00:23:27 EST