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

• “Tail Asymptotics for the Maximum of Perturbed Random Walk”, Ann. App. Probab. Vol. 16, no. 3 (2006), with Peter W. Glynn (2006) (pdf).
• “Diffusion Approximations for the Maximum of Perturbed Random Walk”, Adv. in Appl. Probab.  37, no. 3 (2005), 663–680, with Peter W. Glynn (pdf)
• “On the Maximum of a Random Walk with Medium-Tailed Distributions” with Peter W. Glynn. Working paper
• “Scheduled Traffic with Heavy-Tailed Perturbations” with Peter W. Glynn, and Hong Chen, Working paper

Revenue and Capacity Management

• “Dynamic Pricing for Non-Perishable Products with Demand Learning”, with René Caldentey (2009) ((pdf)). To appear in Operations Research
• "Stochastic Revenue Management for Media Broadcasting", with Ioana Popescu (2009) (pdf). To appear in MS&OM
• "Online Advertisement: Pricing and Capacity Management", with Kristin Fridgeirsdottir (2008). Working paper
• "Dynamic Pricing with Reluctant Customers", (2008) with Vladimir Krasik. Working paper
• “Capacity and Inventory Management in the presence of a Long-term Channel and a Spot Market”, with Ozalp Ozer (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: 

Thursday, 16-Apr-2009 21:00:51 EDT