Victor F. ARAMAN                                        
Associate Professor
 Business Information and Decision Systems
Olayan School of Business, American University of Beirut
Phone: +961 1 374 374, Ext. 37 37
 Email:va03 at aub dot edu dot lb

 

My research interests are in Applied Probability and Stochastic Modeling, including topics such as Performance of Queueing Systems | Dynamic Pricing |                             Revenue and Capacity Management. Below is a list of papers that I have been involved in (including working papers).


Applied Probability

2016 - Scheduled Traffic with Heavy-Tailed Perturbations, work in progress, with Peter W. Glynn

2014 - On the Maximum of a Random Walk with Medium-Tailed Distributions, work in progress

2012 - Fractional Brownian Motion with H<1/2 as Limit of Scheduled Traffic, accepted for publication J. Appl. Probab., with Peter W. Glynn (pdf)

2006 - Tail Asymptotics for the Maximum of Perturbed Random Walk, Ann. App. Probab. Vol. 16, no. 3, with Peter W. Glynn (pdf)

2005 - Diffusion Approximations for the Maximum of Perturbed Random Walk, Adv. in Appl. Probab.  37, no. 3, 663-680, with Peter W. Glynn (pdf)

Stochastic Modeling

2017 - Sequential Testing of a Poisson Process Under a Discounted Bayes Risk, work in progress, with Rene Caldentey

2016 - Crowdvoting New Product Introduction, submitted for publication, with Rene Caldentey (pdf)

2016 - Intertemporal Price Discrimination with Time-Varying Valuations, submitted for publication, with Bassam Fayad (pdf)

2011 - Cost-per-Impression Pricing and Campaign Delivery for Online Display Advertising, submitted for publication, with Kristin Fridgeirsdottir (pdf)

2010 - Revenue Management with Incomplete Demand Information, Wiley Encyclopedia of Operations Research and Management Science (EORMS),                                                 edited by J.J. Cochrane et al. with Rene Caldentey (pdf)

2010 - Stochastic Revenue Management for Media Broadcasting, MS&OM.  12, no. 2, (2010), with Ioana Popescu (pdf)                                                                                        M&SOM Best Paper Award, 2012.   

2009 - Dynamic Pricing for Non-Perishable Products with Demand Learning, Operations Research, 57, no. 5, (2009), with Rene Caldentey (pdf)

2005 - Capacity and Inventory Management in the presence of a Long-term Channel and a Spot Market, work in progress, with Ozalp Ozer (pdf)

2002 - Supplier and Procurement Risk Management: Optimal Long-Term and Spot-Market Mix, with Jochen Kleinknecht, and Ram Akella (2002) (pdf)

2002 - 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)