14th APS Informs 2007 Eindhoven
Session Overview   Author Index   Sessions   Book of Program and Abstracts (PDF)  

Informs 2007 Sessions

Monday 10:45am - 12:15pm

Session MA01 - Financial Engineering 1, Chair: Kou

1. Optimal Consumption and Portfolio Management with Non-Observable Real Prices
   Bensoussan, A.; Keppo, J.; Sethi, S.P.
2. Robustness and sensitivity analysis of risk measurement procedures
   Cont, R.; DeGuest, R.; Scandolo, G.
3. What Is a Good Risk Measure: Bridging the Gaps between Robustness, Subadditivity, and Insurance Risk Measures
   Heyde, C.C.; Kou, S.G.; Peng, X.H.
4. Dynamic importance sampling for credit baskets
   Weber, S.; Liese, M.

Session MA02 - Random Fields, Chair: Kaj

1. Operator Scaling Stable Random Fields: Theory and Simulation
   Scheffler, H.P.; Biermé, H.; Meerschaert, M.M.
2. Random fields generated from multifractional pseudodifferential operators: Pseudostable random fields
   Ruiz-Medina, M.D.
3. Self-similar random fields as scaling limits of Poisson germ-grain models
   Kaj, Ingemar; Estrade, Anne; Biermé, H.
4. Characterization of Banach Valued Stable Random Measures
   Mahmoodi, S.; Soltani, A.R.

Session MA03 - Rare Event Simulation 1, Chair: Dupuis

1. Fast Simulation of Brownian Motion Avoiding Poissonian Obstacles
   Blanchet, Jose; Dupuis, Paul
2. Fast pricing of basket default swaps
   Chen, Zhiyong; Glasserman, Paul
3. Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables
   Glasserman, Paul; Juneja, Sandeep
4. Design and analysis of splitting algorithms for rare event estimation
   Dupuis, Paul

Session MA04 - Asymptotic Analysis 1, Chair: Bassamboo / Randhawa

1. Heavy Traffic Analysis of Maximum Pressure Policies for Stochastic Processing Networks with Multiple Bottlenecks
   Ata, Baris; Lin, Wuqin
2. Slow-server problem in many-server heavy traffic with non-exponential service times
   Tezcan, Tolga
3. Validity of heavy-traffic steady-state approximations in open queueing networks: sufficient conditions involving state-space collapse
   Gurvich, I.; Zeevi, Assaf
4. Rental duration distributions and stock-levels: Why deadlines may be bad for rental firms
   Bassamboo, A.; Kumar, Sunil; Randhawa, R.S.

Session MA05 - Scheduling, Chair: Borst / Wierman

1. New Approximations and Bounds for an M/G/s FIFO queueing system
   Gupta, Varun; Dai, Jim; Harchol-Balter, Mor; Zwart, Bert
2. Optimal scheduling discipline in an M/G/1 queue with Pareto-type service time distributions
   Aalto, S.; Ayesta, U.
3. Revisiting the performance of large jobs in the M/GI/1
   Wierman, Adam
4. Scheduling in polling systems
   Winands, E.M.M.; Wierman, Adam; Boxma, O.J.

Session MA06 - Call Centers 1, Chair: Koole

1. Density Forecasting of Intraday Call Center Arrivals using Models Based on Exponential Smoothing
   Taylor, J.W.; Snyder, R.D.
2. Short term dynamic prediction in Call Centers
   Jongbloed, G.; Eveleens, J.L.
3. Forecast errors in service systems
   Steckley, Samuel G.; Henderson, Shane G.; Mehrotra, Vijay
4. Shift Scheduling in Multi-skill Call Centers
   Koole, G.

Session MA07 - MDP 1, Chair: Feinberg

1. The entangled scheduling and routing problem
   Bispo, C.F.
2. The power of deterministic open-loop control policies
   Van der Laan, D.A.
3. A MDP approach to the control of traffic lights
   Haijema, R.; Van der Wal, Jan
4. Splitting of randomized stationary policies in absorbing Markov Decision Processes
   Denardo, E.V.; Feinberg, E.A.; Rothblum, U.G.

Session MA08 - Retrial Queues, Chair: Artalejo

1. Cellular mobile radio telephone networks with priority active customers
   Machihara, F.
2. A discrete-time queueing model with abandonments
   Nobel, R.
3. M/M/s Retrial Queue with Balking and Reneging
   Shin, Yang Woo; Choo, Taek Sik
4. Algorithmic analysis of the Geo/Geo/c retrial queue
   Artalejo, J.R.

Session MA09 - Inventory 1, Chair: Van Houtum

1. Coordinated replenishment in a two echelon inventory system with transportation capacity
   Buyukkaramikli, N.C.; Gurler, U.; Alp, O.
2. A multi-item inventory system with multiple resource constraints
   Qiu, Minmin; Ding, Hongwei; Dong, Jin; Ren, Changrui; Wang, Wei
3. Coordination in divergent multi-echelon inventory systems
   Timmer, J.
4. A product-form solution for two-echelon spare parts networks with emergency shipments
   Van Houtum, G.J.; Boucherie, R.J.; Heideveld, S.A.

Monday 2:00pm - 3:30pm

Session MB01 - Financial Engineering 2, Chair: Schoutens / Valdivieso

1. Optimal Portfolio Choice with Annuitization
   Koijen, Ralph S.J.; Nijman, Theo E.; Werker, Bas J.M.
2. Measuring comonotonicity in random vectors
   Koch, I.
3. A tractable multi-firm default model with jumps
   Scherer, Matthias
4. Parameter estimation in fractionally integrated process of Ornstein-Uhlenbeck type
   Valdivieso, Luis

Session MB02 - Percolation and Related Topics, Chair: Van den Berg

1. Exceptional times for the dynamical discrete web, part I
   Fontes, L.R.G.; Newman, C.M.; Schertzer, E.; Ravishankar, K.
2. Exceptional times for the dynamical discrete web, part II
   Fontes, L.R.G.; Newman, C.M.; Schertzer, E.; Ravishankar, K.
3. Sharp phase transitions in divide-and-colour models
   Meester, R.J.; Balint, A.; Camia, Federico
4. Multiscale analysis of stochastic reaction networks
   Kurtz, Thomas G.

Session MB03 - Simulation 1, Chair: Henderson

1. Bandits and simulation selection options
   Chick, S.E.; Gans, N.
2. On transience and recurrence in discrete-event simulations
   Haas, P.J.; Glynn, P.W.
3. Analysis Of State-Dependent Importance Sampling Algorithms
   Blanchet, Jose
4. Adaptive control variates for steady-state simulation
   Kim, Sujin; Henderson, Shane G.

Session MB04 - Stability of Stochastic Networks, Chair: Ramanan

1. Steady-state analysis of a multi-server queueing system in QED regime
   Gamarnik, D.; Momcilovic, P.
2. The heavy traffic limit of an unbalanced generalized processor sharing model
   Ramanan, K.; Reiman, Martin I.
3. Fluid model for a data network with alpha fair bandwidth sharing and general document size distributions: two examples of stability
   Gromoll, H.C.; Lee, N.H.; Williams, R.J.
4. Stability of processor sharing networks with simultaneous resource requirements
   Hansen, J.; Reynolds, C.; Zachary, S.

Session MB05 - Communication Systems 1, Chair: Choi

1. Performance Analysis of IEEE 802.11e EDCA in Non-saturation Condition by M/G/1 Queue
   Bae, Y.H.; Kim, Kyung Jae; Choi, Bong Dae
2. Performance Analysis of IEEE 802.15.4 Unslotted CSMA/CA
   Kim, Tae Ok; Park, Jin Soo; Kim, Kyung Jae; Choi, Bong Dae
3. Performance analysis of IEEE 802.15.4 Non-beacon Mode by Piggyback Method
   Park, Jin Soo; Kim, Tae Ok; Kim, Kyung Jae; Choi, Bong Dae
4. Performance Analysis of Session-Level Load Balancing Algorithms
   Roubos, D.; Bhulai, S.; Van der Mei, R.D.

Session MB06 - Many-server Models 1, Chair: Armony

1. Optimal Control of Parallel Server Systems with Many Servers
   Dai, Jim; Tezcan, Tolga
2. Fill rate constraint compliance and the many-machine repairman problem
   Jennings, O.; Degrimenci, I.T.
3. Fair Dynamic Routing Policies in Large-Scale Service Systems with Heterogeneous Servers
   Ward, A.R.; Armony, Mor
4. Large cross selling in call centers
   Gurvich, I.; Armony, Mor; Maglaras, Constantinos

Session MB07 - Games 1, Chair: Economou

1. Equilibrium customer strategies under various levels of information for the single server queue with unreliable server.
   Economou, A.; Kanta, S.
2. On the use of quasi birth-and-death processes in equilibrium selection in game theory and queueing networks
   Amir, Madjid
3. An analysis of oligopolistic competitive markets for queued services with QoS guarantees
   Dube, Parijat; Jain, Rahul; Touati, Corinne
4. Optimal balking strategies in the single server Markovian queue with compartmented waiting space.
   Economou, A.; Kanta, S.

Session MB08 - Fluid Queues, Chair: Adan

1. On the stationary measure of a reflected Brownian motion in a wedge: some explicit results
   Dieker, A.B.; Moriarty, J.
2. Transient Fluid Solutions and Queueing Networks with Infinite Virtual Queues
   Nazarathy, Y.; Weiss, G.
3. R, G and U and the time-inhomogeneous periodic Quasi-Birth Death Process
   Margolius, B.H.
4. Insurance Risk with Variable Number of Policies
   Adan, I.J.B.F.; Kulkarni, Vidyadhar

Session MB09 - Search Models, Chair: Klafter

1. Intermittent search processes
   Benichou, Olivier
2. Search research
   Oshanin, Gleb
3. Parallel search of long circular strands: Modeling, analysis, and optimization
   Eliazar, Iddo
4. Stochasticity and search in gene regulation processes
   Metzler, Ralf

Monday 4:00pm - 5:30pm

Session MC01 - Exit Times, Chair: Rolski

1. On an exit problem of a two-dimensional risk process from the positive quadrant
   Avram, Florin; Palmowski, Z.; Pistorius, Martijn
2. Gaussian storage processes: long-time behavior
   Debicki, K.
3. De Finetti's dividend problem for a general Lévy insurance risk process
   Palmowski, Z.; Avram, Florin; Kyprianou, A.; Pistorius, Martijn
4. The exact asymptotics of the time to collision tail distribution
   Puchaa, Z.; Rolski, T.

Session MC02 - Interacting Particle Systems, Chair: Van den Berg

1. The super-process limit of the critical spread-out contact process above 4 spatial dimensions
   Van der Hofstad, R.
2. Duality and exact correlations in a model of heat conduction
   Giardina, C.; Kurchan, J.; Redig, F.
3. Approximate zero-one laws, spin-flip dynamics and Ising percolation
   Van den Berg, J.

Session MC03 - Stochastic Programming and Optimization 1, Chair: Gunawan

1. Performance Evaluation of Interconnection Network System Based on Minimum Cut Sets Method
   Gunawan, Indra
2. Scheduling assembly flow-shops with resource leveling: a GA based heuristic approach
   Wang, Qinhua; Ren, Changrui; Dong, Jin; Ding, Hongwei; Wang, Wei; Qiu, Minmin
3. A Fast Entropy Method for Solving Integer Programs: Part I
   Rubinstein, R.Y.
4. A Fast Entropy Method for Solving NP-Hard Counting Problems: Part II
   Rubinstein, R.Y.

Session MC04 - Stochastic Networks and Diffusions, Chair: Budhiraja

1. Optimal buffer size for a stochastic processing network with a drift
   Ghosh, A.P.; Weerasinghe, A.
2. Characterizations of the invariant measure for a class of reflected diffusions via the extended Skorokhod map
   Kang, Weining; Ramanan, K.
3. Diffusion limit for dynamic routing with random service rates
   Atar, R.
4. Convergence of Invariant Measures for Generalized Jackson Networks
   Budhiraja, A.; Lee, Chihoon

Session MC05 - Flow-Level Models, Chair: Prabhakar

1. Using the Cavity Method to Analyze Randomized Load Balancing Algorithms with General Flow-size Distributions
   Lu, Y.; Prabhakar, B.
2. Stability of Randomized Load Balancing Algorithms with General Flow-Size Distributions
   Bramson, M.
3. Proportional fairness: stability and insensitivity properties
   Massoulié, Laurent
4. Stochastic Stability Under Network Utility Maximization: General File Size Distribution
   Chiang, M.; Tang, A.; Shah, D.

Session MC06 - Markov Processes, Chair: Van Doorn

1. Level-crossing ordering of semi-Markov jump processes and applications to Whittle Networks
   Ferreira, F.; Pacheco, A.
2. Average optimality for risk-sensitive control with general state space
   Jaskiewicz, A.
3. Stochastic binary relations of random variables and processes
   Leskelä, L.
4. Survival in a quasi-death process
   Van Doorn, E.A.

Session MC07 - Control, Chair: Lelarge

1. A probabilistic analysis of a leader election algorithm
   Mohamed, H.
2. Investigation of discrete stochastic systems with dynamic distributed routing and delayed information
   Yudaeva, N.V.
3. On asymptotic optimality of controls for time-varying queues
   Cudina, M.; Ramanan, K.; Shreve, S.
4. Heavy traffic limit for online bandwidth packing
   Lelarge, Marc

Session MC08 - Queueing Models 1, Chair: Fralix

1. The conditional distribution of the residual service time in the M_n/G/1 queue
   Kerner, Yoav
2. Transient Solution to the Time Dependent Single Server Queue with Balking
   Al-Seedy, R.O.; El-Sherbiny, A.A.; El-Shehawy, S.A.; Ammar, S.I.
3. Relating time- and customer- averages for queues using ``forward'' coupling from the past
   Peköz, Erol A.; Ross, Sheldon
4. A Time-Dependent View of ASTA and Little's Law
   Fralix, B.H.; Serfozo, R.F.; Riano, G.

Session MC09 - Inventory 2, Chair: Yao

1. An EOQ model with state dependence, random yield, and static pricing
   Baron, Opher; Berman, Oded; Perry, David
2. Periodic review inventory models
   Bijvank, M.
3. Asymptotically Optimal Solutions to a Joint Replenishment-Transshipment Model
   Yao, D.D.; Xiao, Yongbo
4. Study on inventory management with existence of electronic markets
   Xie, Ming; Yin, Wenjun; Zhang, Bin; Bai, X.X.; Dong, Jin

Tuesday 8:30am - 10:00am

Session TA01 - Financial Engineering 3, Chair: Kou

1. Pricing, hedging and calibrating credit from the top down
   Giesecke, Kay
2. Malliavin Greeks without Malliavin calculus
   Chen, Nan; Glasserman, Paul
3. To be determined
   Cont, R.
4. Pricing Asian option via double Laplace transform
   Cai, Ning; Kou, S.G.

Session TA02 - Stochastic Geometry, Chair: Van Lieshout

1. Wiener sausage and sensor networks
   Spodarev, E.; Cerny, R.; Funken, S.; Meschenmoser, D.; Rataj, J.; Schmidt, V.
2. Maximum likelihood estimation for random sequential adsorption
   Van Lieshout, M.N.M.
3. Random field model for fingerprint features
   Thönnes, Elke
4. Opportunistic Routing on Signal-to-Interference-and-Noise Ratio Graphs
   Baccelli, F.; Blaszczyszyn, B.; Mühlethaler, P.

Session TA03 - Rare Event Simulation 2, Chair: Juneja

1. Alternative efficiency proof and interpretations for a recent state-dependent importance sampling scheme
   De Boer, P.T.; Scheinhardt, W.R.W.
2. Importance sampling for heavy-tailed random walk
   Bassamboo, A.; Juneja, Sandeep; Zeevi, Assaf
3. A Reduced-Form Model With Short-Time Contagion For Credit Risk
   Blanchet, Jose; Zhan, Li
4. Minimizing Tail Probabilities: Asymptotic Analysis and Efficient Simulation Optimization
   Juneja, Sandeep; Kalra, Himanshu

Session TA04 - Scheduling and Stability, Chair: Hasenbein

1. Fluid and Diffusion Limits of a Multiclass Overloaded Abandonment Queue under Priority Scheduling
   Jennings, O.; Reed, J.E.
2. Stability of Non-random Critically Loaded Networks under MaxWeight Scheduling
   Andrews, D.M.; Jung, K.; Stolyar, A.L.
3. Undecidability results in the theory of queueing networks and Skorokhod problem
   Bertsimas, D.; Gamarnik, D.; Katz, D.
4. Networks with Parameter Uncertainty: Stochastic Fluid Models with Recourse
   Hasenbein, John J.; Buke, Burak; Morton, David P.

Session TA05 - Ad Hoc Networks, Chair: Van den Berg

1. Efficient Resource Control for the EDCA and HCCA Mechanisms in Multi-Rate IEEE 802.11e Networks
   Siris, Vasilios A.; Courcoubetis, Costas
2. Performance Modeling of a Bottleneck Node in an IEEE 802.11 Ad-hoc Network
   Roijers, Frank; Van den Berg, J.L.; Mandjes, M.R.H.
3. Collaboration and incentives in wireless ad-hoc networks
   Gibbens, R.J.; Key, P.B.
4. A fluid model for a relay node in an ad-hoc network: the case of heavy-tailed input
   Bekker, R.; Mandjes, M.R.H.

Session TA06 - Call Centers 2, Chair: Koole

1. Shift scheduling for heterogeneous contact centers via mixed-integer programming
   Helber, S.; Henken, K.
2. A real-time routing policy for call centers
   Pot, S.A.
3. The Hayward Approximation with Queueing Systems
   Aksin, Z.; Van den Schrieck, Jean-Christophe
4. Staffing Call Centers with Differentiated Levels of Service: Approximate Solutions via Constraint Dualization
   Bassamboo, A.; Zeevi, Assaf

Session TA07 - Statistics 1, Chair: Segers

1. Martingale approach on the average run lengths of Exponentially EWMA control charts
   Areepong, Y.
2. Comparative study of change detection properties of Poisson EWMA control procedure
   Sukparungsee, S.; Novikov, A.
3. Benchmarking of Fitting Algorithms for Continuous Phase-Type Distributions
   Pérez, J.F.; Riano, G.
4. Regularly varying multivariate time series
   Basrak, Bojan; Segers, Johan

Session TA08 - Polling Models, Chair: Winands

1. Polling systems with parameter renewals
   MacPhee, I.
2. M/G/\infty polling systems with random visit times
   Vlasiou, Maria; Yechiali, Uri
3. Polling Systems with Two-Phase Gated Service: Heavy Traffic Results for the Waiting-Time Distributions
   Van der Mei, R.D.; Resing, J.A.C.
4. Branching-type polling systems with large setups
   Winands, E.M.M.

Session TA09 - Switch Scheduling, Chair: Moallemi

1. Switch scheduling via message passing
   Bayati, M.
2. How to avoid doing research ``10 years ahead of time''
   Firoozshahian, Amin; Hosseinkeh, Vahideh; Goel, Ashish ; Prabhakar, B.
3. Packet Election For Fair Scheduling
   Jagabathula, S.; Doshi, V.; Shah, D.
4. Approximate Dynamic Programming for Switch Scheduling
   Moallemi, Ciamac C.; Kumar, Sunil; Van Roy, Benjamin

Tuesday 10:30am - 12:00pm

Session TB01 - Finance and Ruin, Chair: Collamore

1. A Dirichlet bridge sampling of the variance gamma process: Pricing path-dependent options
   Ballotta, Laura; Dimitrova, Dimitrina; Kaishev, Vladimir
2. Applications of series representations for Lévy processes
   Michna, Z.
3. Stochastic recurrence equations and ruin in a general Markovian environment
   Collamore, J.F.; Nyrhinen, H.
4. Managing Inventory of Items with Replacement Warranty
   Huang, Wei; Kulkarni, Vidyadhar; Swaminathan, Jayashankar M.

Session TB02 - Random Partitions and Partition-valued Processes, Chair: Gnedin

1. Small time asymptotics of Lambda-coalescents
   Berestycki, J.; Berestycki, N.; Limic, V.
2. Gaussian fluctuations for Plancherel partitions
   Bogachev, L.
3. Ancestral processes in population genetics - exchangeable coalescents
   Möhle, Martin
4. Random partitions and the site frequency spectrum in population genetics
   Berestycki, N.; Berestycki, J.; Schweinsberg, Jason

Session TB03 - Gradient Estimation, Chair: Heidergott

1. Policy Gradient Methods in Machine Learning
   Peters, Jan; Theodorou, Evangelos; Schaal, Stefan
2. Strong Properties of Weak Derivatives
   Leahu, Haralambie; Heidergott, B.; Hordijk, A.
3. Gradient Estimation for a Multi-Component Maintenance System Using Measure-Valued Differentiation
   Yuan, Taoying; Heidergott, B.
4. Measure-Valued Differentiation for Random Horizon Experiments
   Heidergott, B.; Hordijk, A.

Session TB04 - Asymptotic Analysis 2, Chair: Xia

1. Are end-to-end acknowledgements causing power law delays in large multi-hop networks?
   Jelenkovic, P.R.; Tan, J.
2. Stochastic ordering for regulated flows and the Better-than-Poisson Property
   Guillemin, F.; Mazumdar, R.R.; Rosenberg, C.P.; Ying, Yu
3. Sharpness: a sufficient and necessary condition for throughput scalability
   Chaintreau, A.
4. Scalability of Fork/Join Queueing Networks with Blocking
   Xia, Cathy H.; Liu, Zhen; Towsley, Don; Lelarge, Marc

Session TB05 - Randomized Algorithms and Resource Control Schemes, Chair: Borst

1. Optimal peer-to-peer broadcasting schemes
   Massoulié, Laurent; Twigg, Andy
2. Mean field limits of particle systems in varying environments, Application to modeling random multi-access algorithms
   Bordenave, C.; McDonald, D.R.; Proutière, A.
3. Metastability of CDMA cellular systems
   Antunes, N.; Fricker, C.; Robert, Ph.; Tibi, D.
4. Ranking and suggesting tags in collaborative tagging applications
   Vojnovic, Milan

Session TB06 - Many-server Models 2, Chair: Van Leeuwaarden / Zwart

1. Corrected diffusion approximations for many-server queues I
   Janssen, A.J.E.M.; Van Leeuwaarden, Johan S.H.; Zwart, Bert
2. Corrected diffusion approximations for many-server queues II
   Janssen, A.J.E.M.; Van Leeuwaarden, Johan S.H.; Zwart, Bert
3. A new view on the G/GI/N queue in Halfin-Whitt regime
   Reed, J.E.
4. Moment Equivalences Between Multiserver and Single Server Queues
   Scheller-Wolf, A.; Vesilo, R.A.

Session TB07 - Stochastic Control and PDE, Chair: Atar

1. Optimal Stopping and Free Boundary Characterizations for some Brownian Control Problems
   Budhiraja, A.; Ross, Kevin J.
2. A control-theoretic analysis of fast-sweeping methods for static Hamilton-Jacobi equations
   Dupuis, Paul
3. HJB equations, no arbitrage, and generalized Brownian networks
   Atar, R.; Budhiraja, A.; Williams, R.J.
4. A Representation for the Characteristic Functional of Banach Valued Stable Random Measures
   Mahmoodi, S.; Soltani, A.R.

Session TB08 - Fluid Models, Chair: Scheinhardt

1. Analysis of a resource sharing policy for computer systems using fluid queues
   Gautam, N.; Mahabhashyam, S.R.
2. A feedback fluid queue with two congestion control thresholds
   Malhotra, R.; Mandjes, M.R.H.; Scheinhardt, W.R.W.; Van den Berg, J.L.
3. On shot noise fluid queues and infinite-server queues with batch arrivals: time-dependent behavior
   Scheinhardt, W.R.W.; Boucherie, R.J.; De Graaf, W.F.
4. Tandem Queue with Server Slow-down
   Miretskiy, D.I.; Scheinhardt, W.R.W.; Mandjes, M.R.H.

Session TB09 - Supply Chains, Chair: Ettl / De Kok

1. Centralized and decentralized vendor-managed inventory optimization under different levels of information sharing
   Ettl, M.; Lu, Y.; Squillante, M.S.
2. Optimal Policies for Joint Replenishment and Substitution
   Xu, H.; Yao, D.D.; Zheng, S.
3. Benefits and risks of price protection in the computer industry
   Ettl, M.; Huang, P.; Kapuscinski, R.; Sourirajan, K.
4. Period Order Quantities in Multi-Item Multi-Echelon Inventory Systems
   De Kok, Ton

Tuesday 2:45pm - 4:15pm

Session TC01 - Statistics 2, Chair: Kuhnt

1. Statistical Analysis of Spatial Patterns of Customer Behaviors
   Bai, X.X.; Yin, Wenjun; Dong, Jin
2. On the performance of estimators of parameters in autoregressive model under asymmetric loss
   Roychowdhury, Soma; Bhattacharya, Debasis
3. On nonparametric inference for a class of queuing systems
   Pawlak, M.
4. An application of algebraic statistics to Bowker's test for symmetry
   Kuhnt, S.; Krampe, A.

Session TC02 - Anomalous Diffusion, Chair: Metzler

1. Anomalous Subdiffusion Revisited
   Klafter, Joseph
2. Anomalous Diffusion Leads to Weak Ergodicity Breaking
   Barkai, E.
3. Mesoscopic approach to reactions between subdiffusing particles
   Sokolov, Igor M.
4. Fractional Fokker-Planck dynamics: Stochastic representation and computer simulation
   Weron, Aleksander; Magdziarz, M.

Session TC03 - Cross-entropy, Chair: Kroese

1. Parametric Minimum Cross-Entropy Method
   Rubinstein, R.Y.; Dolgin, A.; Kroese, D.P.; Glynn, P.W.
2. A Nonparametric Extension of the Cross-Entropy method
   Botev, Z.I.; Taimre, T.; Kroese, D.P.
3. A Generalized Cross-Entropy Method: Discrete State Spaces
   Taimre, T.; Botev, Z.I.; Kroese, D.P.
4. Adaptive importance sampling algorithms for rare-event simulations of the infinite-server queue.
   Ridder, A.

Session TC04 - Limit Theorems for Queueing Systems with Measure-valued State Descriptors, Chair: Puha

1. Limit Theorems for Many-Server Queues
   Ramanan, K.
2. Heavy Traffic Analysis for EDF Queues with Reneging
   Kruk, Lukasz; Lehoczky, J.; Ramanan, K.; Shreve, S.
3. Central Limit Theorems for a large queuing network with resource pooling
   Graham, C.
4. The Fluid Limit of a Shortest Remaining Processing Time Queue
   Down, Douglas G.; Gromoll, H.C.; Puha, A.L.

Session TC05 - Communication Systems 2, Chair: Choi

1. Performance analysis of small non-uniform packet switches
   Beekhuizen, P.; Resing, J.A.C.
2. Performance analysis of sleep mode and idle mode for best effort traffic in IEEE 802.16e
   Lee, Yong Hyun; Hwang, Eunju; Kim, Kyung Jae; Son, Jung Je; Choi, Bong Dae
3. Performance Analysis of Power Saving Class of Type 1 for both Downlink and Uplink Traffics in IEEE 802.16e
   Baek, Sangkyu; Son, Jung Je; Lee, Seon Mi; Choi, Bong Dae
4. A New Power Saving Mechanism with Periodic Traffic Indications in the IEEE 802.16e
   Hwang, Eunju; Kim, Kyung Jae; Son, Jung Je; Choi, Bong Dae

Session TC06 - Matrix-Analytic Methods, Chair: Squillante / Taylor

1. Bounds and Decay Rate for a QBD Process with Countably Many Background States
   Li, H.; He, Q.-M.; Zhao, Y.Q.
2. Algorithmic approach to the extinction probability of branching processes
   Hautphenne, S.; Latouche, Guy; Remiche, M.-A.
3. Physical interpretations of algorithms for stochastic fluid flows
   Bean, Nigel; O'Reilly, Magorzata; Taylor, Peter
4. Invariant measures for transient fluid queues
   Van Lierde, Sarah; Da Silva, Ana; Latouche, Guy

Session TC07 - MDP 2, Chair: Örmeci

1. A Semi Markov Decision Approach for Train Conflict Resolution
   Al-Ibrahim, Assil; Van der Wal, Jan
2. Exact finite approximations of average-cost countable Markov Decision Processes
   Leizarowitz, Arie; Shwartz, Adam
3. A Controlled Markov Process Model for a Benchmark Reentrant Manufacturing Line with Infinite and Finite Capacity Buffers
   Ramírez-Hernández, José A.; Fernandez, Emmanuel
4. Effects of System Parameters on the Optimal Policy Structure in a Class of Queueing Control Problems
   Ormeci, E.L.; Cil, E.B.; Karaesmen, F.

Session TC08 - Queueing Models 2, Chair: Gómez-Corral

1. Bad luck when joining the shortest queue
   Blanc, Hans
2. On the correlation structure of Gaussian queues
   Es-Saghouani, A.; Mandjes, M.R.H.
3. Negative Queue Length:Queues for Quantum Information
   Toyoizumi, Hiroshi
4. On a batch Markovian arrival process subject to renewal catastrophes
   Gómez-Corral, A.

Session TC09 - World Wide Web, Chair: Litvak

1. PageRank of Scale-Free Growing Networks
   Avrachenkov, K.; Lebedev, D.
2. Distances in Random Graphs
   Van der Hofstad, R.
3. Stochastic equations behind Web ranking
   Volkovich, Y.; Donato, D.; Litvak, Nelly; Scheinhardt, W.R.W.
4. A fair distribution of probability mass on the bow-tie graphs
   Avrachenkov, K.; Litvak, Nelly; Pham, Kim Son

Tuesday 4:45pm - 6:15pm

Session TD01 - Lévy Processes and Finance, Chair: Rieder / Bäuerle

1. Malliavin Calculus for Levy Processes and Applications in Finance
   Petrou, Evangelia
2. Extremal behavior of stochastic integrals driven by regularly varying Lévy processes
   Hult, H.; Lindskog, F.
3. Dependence properties and comparison results for Lévy processes
   Bäuerle, N.; Müller, A.; Blatter, A.

Session TD02 - Spatial Models 1, Chair: Foss / Stolyar

1. Large deviations of the interference in a wireless communication model
   Ganesh, A.J.; Torrisi, G.L.
2. M/D/1/1 loss system with interference and applications to transmit-only sensor networks
   Blaszczyszyn, B.; Radunovic, B.
3. Local and global properties of random directed trees
   Roy, Rahul
4. Near-Minimal Spanning Trees: a Scaling Exponent in Probability Models
   Lelarge, Marc; Aldous, David; Bordenave, C.

Session TD03 - Asymptotics, Chair: Blanchet / Mikosch

1. Towards Efficient Simulation of Long Delays for Heavy-tailed Multiserver Queues
   Blanchet, Jose; Glynn, P.W.
2. Large deviations for point processes based on stationary sequences with heavy tails
   Hult, H.; Samorodnitsky, G.
3. Rare event simulation methodology for perpetuities
   Blanchet, Jose; Zwart, Bert
4. Boundary behavior and stability for multidimensional reflected diffusions with state-dependent jumps in the positive orthant
   Mazumdar, R.R.; Guillemin, F.; Piera, F.

Session TD04 - Large Deviations 1, Chair: Majewski

1. Large deviations of multitype queues
   Dabrowski, A.; Lee, J.; McDonald, D.R.
2. Limiting distribution of the phase when level passes a threshold
   Khanchi, Aziz; McDonald, D.R.
3. Large Deviations of Generalized Jackson Networks
   Meiner, Silke
4. Functional asymptotics of a simple queueing network with short- and long-range dependent input
   Majewski, Kurt

Session TD05 - Computer-communications, Chair: Hwang

1. Asymptotic results in some random infinite urn models
   Robert, Ph.; Simatos, F.
2. Connectivity probability of one-dimensional ad hoc wireless networks with minimum hop path
   Antunes, N.; Jacinto, Goncalo; Pacheco, A.
3. Design and Analysis of a Packet Scheduler Exploiting the Multiuser Diversity for Performance Enhancement
   Hwang, Gang Uk; Ishizaki, Fumio

Session TD06 - Applied Probability, Chair: Hagwood

1. Stochastic modeling of a dark matter experiment
   Coakley, Kevin
2. Stochastic Modeling in Gene Expression Measurements: Accounting for Both Background Error and Instrument Saturation
   Lu, Z.Q. John
3. Stochastic Modeling of a Carbon Nanotube in an Electrical Field
   Hagwood, Charles
4. Allocation Models and heuristics for the outsourcing of repairs for a dynamic warranty population
   Ding, L.; Glazebrook, K.D.; Kirkbride, C.

Session TD07 - Optimal Stopping 1, Chair: Gnedin

1. Maximizing the expected duration time related to Poisson arrival
   Kurushima, A.; Ano, K.
2. A linear programming analysis of finite horizon optimal stopping problems
   Helmes, K.
3. Optimal stopping with a rank-dependent loss
   Gnedin, A.V.
4. Optimal Stopping of ''Seasonal'' Observations
   Presman, E.L.; Sonin, Isaac

Session TD08 - Queueing in Telecom, Chair: Tijms

1. A spectral method for a BMAP/D/c queue with synchronous servers
   Nishimura, S.; Yatomi, N.
2. Differential Traffic Theory
   Garcia, J.M.; Brun, O.
3. Moments of the duration of busy periods in oscillating queueing systems
   Pacheco, A.; Ribeiro, H.
4. A quick approximation for the state probabilities and waiting-time probabilities in the M/D/1 queue
   Tijms, H.C.

Session TD09 - Engineering, Chair: Günalay

1. Analysis of a Probabilistic Key Management Scheme for Vehicular Communications
   Van den Berg, E.
2. Comparison of the effect of various forecasting methods on bullwhip effect in supply chain
   Farahani, R.Z.; Najafi, M.; Asgari, N.
3. Using Conditional Probabilities for Automatic New Topic Identification of Search Engine Transaction Logs
   Ozmutlu, Seda; Ozmutlu, Huseyin C.; Buyuk, Buket
4. A queueing analysis of a hybrid manufacturing system with new and refurbished items
   Günalay, Y.; Gupta, D.

Wednesday 8:30am - 10:00am

Session WA01 - Queues and Lévy Processes, Chair: Kella

1. The M/G/1 queue with quasi-restricted accessibility
   Perry, David
2. Lévy correlation cascades
   Eliazar, Iddo
3. Superposition of renewal processes and an application to multi-server queues
   Stadje, Wolfgang
4. Lévy driven fluid queues with negatively correlated service interruptions and busy periods
   Kella, Offer

Session WA02 - Random Graphs, Chair: Norros

1. Two diameter results in the configuration model
   Hooghiemstra, Gerard
2. A local limit theorem for the critical random graph
   Müller, T.; Van der Hofstad, R.; Kager, W.
3. Percolation on the 2D Hamming graph: The supercritical phase
   Luczak, M.J.; Van der Hofstad, R.
4. Robustness against core losses in a power-law random graph
   Norros, I.; Reittu, H.

Session WA03 - Simulation 2, Chair: Grassmann

1. Zero-Variance Importance Sampling Estimators for Markov Process Expectations
   Awad, H.P.; Glynn, P.W.; Rubinstein, R.Y.
2. Fluid Limit for Hybrid MCMC samplers
   Fort, G.; Moulines, E.; Priouret, P.
3. Applied Probability Contribution to the Burn-in Phase in Equilibrium Simulation
   Grassmann, W.K.; Sethi, S.
4. Ordering of time correlations in stationary Markov processes and queueing networks
   Szekli, R.; Daduna, H.

Session WA04 - Networks, Chair: Zazanis

1. Functional diffusion approximation of the queue with an infinity of servers
   Decreusefond, L.; Moyal, P.
2. Diffusion approximations for reinsurance problems
   Zazanis, Michael; Yannacopoulos, A.N.; Papanicolaou, V.; Frangos, E.N.
3. Active-Idleness and the Multiclass Queueing Networks Optimization using Infinitesimal Perturbation Analysis
   Orfao, N.M.; Bispo, C.F.
4. On Stochastic Network Calculus
   Jiang, X.

Session WA05 - Internet, Chair: Fricker

1. Transient analysis and asymptotic of the mean of the first hitting time for a TCP window size process
   Löpker, Andreas H.; Van Leeuwaarden, Johan S.H.
2. Multiclass G/M/1 queueing system with self-similar input and non-preemptive priority
   Caglar, M.; Iftikhar, M.; Landfeldt, B.; Singh, T.
3. Sampling Internet traffic
   Antunes, N.; Chabchoub, Y.; Fricker, C.; Guillemin, F.; Robert, Ph.

Session WA06 - Infinite Multidimensional Markov Chains, Chair: Squillante / Taylor

1. Geometric decay in a QBD process with countable background states with applications to a join-the-shortest-queue model
   Li, H.; Miyazawa, M.; Zhao, Y.Q.
2. Stability Analysis of a General Class of Markov Chains
   Gamarnik, D.; Squillante, M.S.
3. Some interesting decay rate behaviour in quasi-birth-and-death processes with infinite phase spaces
   Motyer, Allan; Taylor, Peter
4. Explicit solutions and decay rates for a general class of Markov chains
   Van Leeuwaarden, Johan S.H.; Squillante, M.S.; Winands, E.M.M.

Session WA07 - Optimal Stopping 2, Chair: Sonin

1. Fiducial approach in the invariant problem of optimal choice
   Belenky, Vitali Z.
2. Bandwagon Random Walks
   Quinn, J.
3. A Generalized Gittins Index for Markov Chain and its Recursive Calculation
   Sonin, Isaac

Session WA08 - Flexible Servers, Chair: Down

1. Tandem Lines with Synergistic Servers
   Andradóttir, Sigrún; Ayhan, Hayriye; Down, Douglas G.
2. A call center model with upgrades
   Lewis, Mark E.; Down, Douglas G.
3. Resource allocation in grid computing
   Koole, G.; Righter, R.
4. Linear Programming Based Affinity Scheduling for Heterogeneous Computing Systems
   Down, Douglas G.; Al-Azzoni, Issam

Session WA09 - Inventory 3, Chair: Van Houtum

1. Approximate evaluation of order fill rates for an inventory system of service tools
   Vliegen, I.M.H.; Van Houtum, G.J.
2. Exact and Approximate Results for the Kit Management Problem
   Gullu, R.; Koksalan, M.
3. Valuation of downstream liquefied natural gas storage
   Scheller-Wolf, A.; Wang, Xiaofeng (Mulan); Kekre, Sunder; Secomandi, Nicola
4. Analysis of an inventory model with lateral transshipment
   Kranenburg, A.A.; Van Houtum, G.J.

Wednesday 10:30am - 12:00pm

Session WB01 - Last Minute Talks, Chair: Boxma

1. New Algorithms for Laplace Transform Inversion
   Den Iseger, Peter

Session WB02 - Self-interacting Stochastic Processes, Chair: Van der Hofstad

1. An expansion for self-interacting random walks
   Holmes, M.
2. Parabolic Anderson model: Localisation of mass in random media
   König, W.; Mörters, P.; Sidorova, N.
3. Excited to the center
   Kozma, G.
4. Sampling for the maximum of Brownian motion
   Van Leeuwaarden, Johan S.H.

Session WB03 - Stochastic Programming and Optimization 2, Chair: Veatch

1. Efficient Allocation Under Incomplete Information
   Burnetas, Apostolos N.
2. A problem of optimal sequential pricing
   Hodge, D.J.
3. Cutting speed adjustment and tool magazine capacity allocation using stochastic dynamic programming
   Lamond, B.F.
4. Approximation, structure and performance for average cost queueing network control
   Veatch, Michael

Session WB04 - Fluid Limits and Mean Fields, Chair: D'Auria

1. Mean field analysis of discrete-time closed queueing networks with geometric service times.
   Adan, I.J.B.F.; Beekhuizen, P.; D'Auria, B.
2. Spontaneous resonances and the onset of collective behavior in queuing networks
   Vladimirov, A.A.; Rybko, A.N.; Shlosman, S.B.
3. Conic Instability of fluid limit models
   Kim, Bara

Session WB05 - TCP, Chair: Baccelli

1. Iterated function systems and ergodicity of AIMD networks
   King, C.; Shorten, R.; Wirth, F.; Leith, D.
2. Queueing Theory for TCP
   Wischik, D.
3. A stochastic model of Split TCP
   Baccelli, F.; Carofiglio, G.; Foss, S.
4. The Equations of TCP
   Baccelli, F.; Kim, Ki Baek; McDonald, D.R.

Session WB06 - Call Centers 3, Chair: Koole

1. Modeling arrivals
   Chevalier, Philippe; Van den Schrieck, Jean-Christophe
2. An approximation method for evaluating the performances of a skill-based routing call center model
   Jouinni, Oualid; Salah Aguir, Mohamed; Dallery, Yves
3. Design and Capacity Planning in Multi-Skill Call Centers
   Ormeci, E.L.; Cakan, N.; Aksin, Z.; Karaesmen, F.
4. Dynamic call blending in the presence of time-varying arrivals
   Balint, A.; Bhulai, S.

Session WB07 - Dynamic Control for Service Management, Chair: Hampshire

1. A Modified Fluid Model for the Optimal Design of a Dynamic Call Center
   Massey, Bill
2. Inventory rationing for a system with a lost-sales and a backordering customer class
   Enders, P.; Adan, I.J.B.F.; Van Houtum, G.J.
3. Dynamic Pricing and Capacity Planning of e-Services under Demand Uncertainty
   Xiu, Cathy
4. Efficient Frontier Dynamic Pricing for On-Demand Music and Movie Services
   Hampshire, Robert C.

Session WB08 - Queueing Models 3, Chair: Brandt

1. Necessary and Sufficient Conditions for Finite First Moment of the Workload Components in FIFO Multiserver Queues
   Scheller-Wolf, A.; Vesilo, R.A.
2. Comparison on Queueing Systems with Generalized Processor Sharing Scheduling
   Kim, Sunggon; Lee, Ju Yong; Park, Wonyoung
3. Approximations for the M/GI/N+GI Type Call Center
   Balcioglu, Baris; Iravani, Foad
4. Waiting times for M/M systems under generalized processor sharing
   Brandt, M.; Brandt, A.

Session WB09 - Combinatorial Structures, Chair: Gamarnik / Ramanan

1. Probabilistic analysis of game tree evaluation
   Neininger, R.
2. On Temperate Regions in Random Groves
   Baryshnikov, Y.
3. The mixing advantage is less than 2
   Hamza, Kais; Jagers, P.; Sudbury, A.; Tokarev, D.
4. Iterative Algorithm for Maximum Weight Independent Set
   Sanghavi, S.; Shah, D.; Willsky, A.

Wednesday 1:30pm - 3:00pm

Session WC01 - Risk and Insurance, Chair: Kolbe

1. Optimal Insurance Demand and Investment in a Dynamic Mean-variance Framework
   Biffis, E.
2. Long-term survivor mixture models for credit scoring
   Mo, S.F.; Yau, K.K.W.
3. Stability and equilibria in incomplete markets
   Zitkovic, Gordan
4. Valuation and pricing of reverse mortgages
   Kolbe, Andreas; Zagst, Rudi

Session WC02 - Spatial Models 2, Chair: Foss / Stolyar

1. Dynamics of pattern formation in multi-hop wireless networks using backoff-based MAC protocols
   Durvy, Mathilde; Thiran, Patrick
2. Optimal throughput allocation and stability in a spatial random-access model
   Stolyar, A.L.
3. A Random Multiple Access Protocol with Spatial Interactions
   Bordenave, C.; Foss, S.; Shneer, V.
4. Routing in Sensor Networks by Using Spatial Dynamics
   Ephremides, Anthony

Session WC03 - Perturbation and Discrete Events, Chair: Heidergott

1. Law of Large Numbers for products of random matrices in the max-plus semiring
   Merlet, G.
2. Optimal short-term utilization bounds on multiclass networks
   Orfao, N.M.; Bispo, C.F.
3. Some new results on the performance optimization of queueing systems
   Xia, Li; Yin, Wenjun; Dong, Jin
4. Sensitivity analysis for Gaussian systems, a mathematical ``urban legend'' busted
   Heidergott, B.; Vázquez-Abad, F.; Volk-Makarewicz, W.

Session WC04 - Large Deviations 2, Chair: Ignatiouk-Robert

1. Large Deviation and Fluctuation of Diffusion Processes with discontinuous drift
   Chiang, T.S.; Sheu, S.J.
2. Large deviations asymptotics of exit time and exit location for a class of Lagrangian systems
   Kovaleva, Agnessa
3. Martin boundary with large deviation technique for a random reflected random walks on a half-space
   Ignatiouk-Robert, Irina
4. Application of Tauberian theorem to the exponential decay of the tail probability of a random variable
   Nakagawa, K.

Session WC05 - Bandwidth Sharing Networks, Chair: Borst

1. Bandwidth-Sharing Networks in Overload
   Egorova, R.; Borst, S.C.; Zwart, Bert
2. Stability of bandwidth sharing networks with monotone service rates
   Jonckheere, Matthieu
3. Importance sampling in rate-sharing networks
   Lieshout, P.; Mandjes, M.R.H.
4. Flow-level Stability of Data Networks with Non-convex and Time-varying Rate Regions
   Liu, J.; Proutière, A.; Yi, Y.; Chiang, M.; Poor, H.V.

Session WC06 - Biology, Chair: Spencer

1. Determining Hidden Markov Models Efficacy in gene finding problem
   Kazemnejad, A.; Hajizadeh, E.; Mirjafari, K.
2. Count or control? Optimal monitoring for invasive species management
   McCarthy, M.A.; Moore, A.; Taylor, Peter
3. Using stochastic epidemic models to determine if emerging avian influenza can escape containment
   Spencer, S.E.F.; O'Neill, P.D.

Session WC07 - Games 2, Chair: Weber

1. Symmetric Rendezvous Games
   Fan, J.
2. On two-stopping and stopping game problems
   Szajowski, K.
3. Symmetric rendezvous search
   Weber, R.R.

Session WC08 - Queueing Models 4, Chair: Vlasiou

1. Analysis of a queueing system with synchronized services and setup times.
   Economou, A.; Kapodistria, S.
2. A Geo/G/1/\infty queueing system with a generalized N-policy and setup-closedown times
   Moreno, P.
3. Production inventory with service time and vacation to the server
   Krishnamoorthy, A.; Narayanan, Viswanath C.
4. A multi-station queue with dependent interarrival and service times
   Vlasiou, Maria

Session WC09 - Health Care, Chair: Ziya

1. Optimal outpatient appointment scheduling
   Kaandorp, G.C.; Koole, G.
2. Nurse Staffing and Bed Capacity within Hospitals Units
   Jennings, O.
3. Managing New Patient Admissions in Multi-site Healthcare Facilities
   Tekin, E.
4. Identifying the Critical Patient: Finding the Balance between Undertriage and Overtriage
   Ziya, S.; Argon, N.T.