................................ A PPPPP NN N A A P P N N N A A P P N N N AAAAAAA PPPPP N N N A A P N NN A A P N N ...................................... THE APPLIED PROBABILITY NEWSLETTER The Official Communication of the INFORMS Section on Applied Probability Volume 18 Number 2 January 22, 1998 CONTENTS OF THIS ISSUE: MESSAGE FROM THE CHAIR NEW URL FOR APPLIED PROBABILITY HOME PAGE MINUTES OF DALLAS BUSINESS MEETING TALKS FOR MONTREAL SPONSORED SESSIONS LIST OF SPONSORED SESSIONS FOR SEATTLE CALL FOR NOMINATIONS: ERLANG PRIZE ELECTRONIC ADDRESSES WANTED REPORT: EUROPEAN ROUND TABLE ON MAINTENANCE MANAGEMENT TO RETIRE OR NOT TO RETIRE EDITOR'S COORDINATES -------------------------------------------------------------------- MESSAGE FROM THE CHAIR -------------------------------------------------------------------- Dear friends and colleagues, This is my last newsletter message as Chair of the Applied Probability Section. While we did not start any substantial initiatives under my tenure, our Section appears to be stable, both from a financial and a meetings standpoint. Although the Dallas meeting last October was not well attended by applied probabilists, the next meeting in Montreal will have a whopping 15 probability sessions and 6 sessions on queues. Moreover, the 10th INFORMS Applied Probability Conference is set for the summer of 1999 in Ulm, Germany. Incidentally, if you want to organize a session for the Fall 1998 (Seattle) or Spring 1999 (Cincinnati) meeting, please contact Mark Oyen and Tava Lennon Olsen , respectively. I think the quality and stability of our Section's activities during the last three years (since Hong Chen became Chair) offer us the opportunity - if the Section's members so desire - to apply for Society status. Given the large turnout expected in Montreal, I will raise this issue at our Section meeting in May to see if there is a consensus among Section members. After the Montreal meeting, Rhonda Righter will take over as Chair. She has been very helpful as Vice-Chair/Chair-Elect - in particular, she recruited Bernard Lamond, who is doing a superb job, to become our newsletter editor and webmaster - and I know that we will be in highly capable hands during the next two years. However, we need to elect a new Vice-Chair/Chair-Elect at the Montreal meeting. Please send me nominations (self-nominations are welcome!) before the meeting. I look forward to seeing many of you in Montreal. Lawrence M. Wein MIT Sloan School of Management 30 Wadsworth Street, E53-343 Cambridge, MA 02142-1347 Email: lwein@mit.edu Telephone: 617-253-6697 Facsimile: 617-258-7579 -------------------------------------------------------------------- NEW URL FOR APPLIED PROBABILITY HOME PAGE -------------------------------------------------------------------- The web home page of the Section on Applied Probability has now moved to its new location in Quebec City, Canada. Please update your links and visit our home page regularly. New URL: . -------------------------------------------------------------------- MINUTES OF DALLAS BUSINESS MEETING -------------------------------------------------------------------- Minutes of the Applied Probability Section's Business Meeting Dallas, 27 October 1997 Submitted by: Robert D. Foley The agenda for the meeting chaired by Larry Wein was: 1. Status of applied probability at several INFORMS meetings. 2. 1998 Erlang Prize. 3. Missing e-mail addresses for section members. 4. Miscellaneous. 1. INFORMS meetings Our section held the 9th INFORMS Applied Probability Conference in July 1997 at Cambridge, Mass.. There were 237 attendees and a special section organized by Carl Harris honored four of our members who were instrumental in the early development of our section: Ralph Disney, Julian Keilson, Marcel Neuts, and Narahari Prabhu. The meeting was also a success financially since we more than broke even. We briefly discussed the current balance of our account. As of Aug. 31, 1997, we have a balance of $31,434.86. The 10th INFORMS Applied Probability Conference will be held in the summer of 1999 at the University of Ulm and organized by Ulrich Rieder and Volker Schmidt. Our section is anticipating a much larger turnout at the INFORMS meeting in Montreal during the Spring of 1998 than we had in Dallas. Bernard Lamond is organizing our sessions. There will be at least 15 applied probability and 6 queueing sessions. (Editor's note: The queueing stream is organized by David Stanford.) Mark Van Oyen is organizing the sessions for our section for the Fall 1998 INFORMS meeting in Seattle. He is actively seeking sessions. Please contact him at . Tava Lennon is organizing the sessions for our section for the Spring 1999 INFORMS meeting which will be held in Cincinnati, Ohio. Please contact Tava at if you are interested in organizing a session or giving a talk. 2. Erlang prize The 1998 Erlang Prize Committee will be chaired by Peter Glynn and will be awarded at the Montreal meeting. To be eligible, the person must be 35 or younger on Jan. 31, 1998. Please submit nominees to by January 31, 1997. (Editor's note: The other committee members are George Shanthikumar and Marty Puterman. Shanthikumar was initially designated as chair but a change was made in December. See "CALL FOR NOMINATIONS" below.) 3. Email addresses We are missing the e-mail addresses for a substantial number of Applied Probability Section members. If you know the correct address for one of these people, could you send it to . (Editor's note: See the section "ELECTRONIC ADDRESSES WANTED" below.) 4. Miscellaneous. The question of upgrading from a section to a society was raised. Larry mentioned that Bruce Schmeiser, who is on the Subdivisions Committee, had investigated this issue and suggested that we wait. It was suggested that Rhonda Righter might be interested in looking at this issue while she is president. The last of our business meetings that Larry will chair will be the meeting at the INFORMS conference in Seattle. Marty Puterman mentioned that Kluwer had approached him about writing a section on Markov Decision Processes for a handbook. Marty was wondering if someone else might be interested in such a project. Don Gaver announced that he was working with SIAM in developing a series of monographs devoted to Probability and Statistics. Interested authors should contact him. The refreshments for the meeting seemed to be missing, but our resourceful president disappeared twice: the first time to return with cheese, fruit, and wine, and the second time to return with a corkscrew. Next, the meeting was adjourned. -------------------------------------------------------------------- TALKS FOR MONTREAL SPONSORED SESSIONS -------------------------------------------------------------------- Conference: INFORMS Montreal Spring 1998 (Editor's note: see also the organizers worksheets on our Web page at .) Sponsored Sessions for Applied Probability Section, Organizer: Bernard Lamond 1. Telecommunication and Applied Probability Chair: Les D. Servi Speakers: Harry Groenevelt & Rob Shumsky, Julian Keilson & Pavan Gundepudi, L. D. Servi & S. Humair, Yingdong Lu & David D. Yao 2. Multidimensional Queueing Systems Chair: Winfried K. Grassmann Speakers: Yiqiang Q. Zhao & Wei Li, Thomas Lee, W.A. Massey & Raj Srinivasan, Winfried K. Grassmann 3. Stochastic Models: Analysis and Approximation Chair: Hong Chen Speakers: Tava Lennon Olsen, M.K. Girish & J.Q. Hu, Shaler Stidham, Jr., Hong Chen & J.Q. Hu & M.K. Girish 4. Spatial Stochastics Chair: Erhan Cinlar Speakers: Dimitri Bertsimas, John S. Kao, Michael J. Phelan, Richard Serfozo 5. Rare Events in a Network Chair: David McDonald Speakers: Paul Glasserman & Philip Heidelberger & Perwez Shahabuddin, Robert Foley & David McDonald, David McDonald & Benoit Beck & Andre Dabrowski 6. Heavy Traffic Analysis of Processing Networks Chairs: John Vande Vate & Jim Dai Speakers: J. Michael Harrison, Ward Whitt & Gisli Hjalmtysson, Jim Dai & John Vande Vate 7. Control of Queueing Systems I Chair: Rhonda Righter Speakers: Nah-Oak Song & Demosthenis Teneketzis, Gideon Weiss, Eugene Feinberg, Rhonda Righter & Zhen Liu 8. Control of Queueing Systems II Chair: Rhonda Righter Speakers: Sem Borst & Debasis Mitra, Ulrich Rieder, Haijun Li & Susan H. Xu, Kevin Glazebrook, Neil Stiber & Paul Fischbeck, Robin Dillon & Detlof von Winterfeldt 9. Using Probability to Model Risks Chair: Robin Dillon Speakers: Ali Mosleh, Elisabeth Pate-Cornell, 10. Stochastic Modeling in Water Resources Chair: Bernard Lamond Speakers: Andre Turgeon & Maarouf Saad & Joseph Ribeiro & Laura Fagherazzi, Louis Lafond, Bernard F. Lamond 11. Stochastic Optimization in Queues and Manufacturing Chair: Matthew Sobel Speakers: Donald Gaver & Patricia Jacobs, Dimitris Bertsimas & Ioannis Ch. Paschalidis, Linn Sennott, Matthew J. Sobel 12. Stochastic Models in Manufacturing Chair: Martin Puterman Speakers: Hayriye Ayhan, James C. Bean & Christopher Morse, A. Haurie & J.A. Filar, Bernard F. Lamond & Manbir S. Sodhi & Martin Noel 13. Statistical and Warranty Models for Reliability Analysis Chair: Sudha Jain Speakers: Nozer Singpurwalla, Izzet Sahin & Hakan Polatoglu, Mainak Mazumdar & Jayant Rajgopal, Sudha Jain & R. K. JAIN 14. Linear and Nonlinear Approaches to Reliability Analysis Chair: Sudha Jain Speakers: Dinesh S. Shah, Xue-Ming YUAN& Liming LIU, David W. Jacobson, Jayant Rajgopal & Subba Rao V. Majety 15. Applied Probability in Finance Chair: Sid Browne Speakers: Larry Shepp, Steve Kou, Sid Browne Invited Sessions for INFORMS Cluster on Queues, Organizer: David Stanford 1. STATISTICAL INFERENCE IN QUEUES: A TUTORIAL Chair: Les Servi Speakers: U. Narayan Bhat, Daryl J. Daley & Les Servi 2. INPUT MODELING FOR STOCHASTIC ANALYSIS (I) Chairs: Donald Gross & Sudha Jain Speakers: William G. Marchal & Carl Harris, Michael R. Taaffe & Mary A. Johnson, James R. Wilson, Donald Gross & Nicole Bussolati & James A. Mosora & Man Juttijudata 3. INPUT MODELING FOR STOCHASTIC ANALYSIS (II) Chairs: Sudha Jain & Donald Gross Speakers: Barry L. Nelson, Mary Ann Flanigan Wagner & James R. Wilson, D. Gross & W. Marchal & M. Taaffe & M. A. F. Wagner & J. Wilson & B. Nelson & Sudha Jain 4. STOCHASTIC MODELS IN MANUFACTURING SYSTEMS Chair: Beth Jewkes Speakers: Xiaoyi Xu & Attahiru Sule Alfa, Qi-Ming HE & Eldon Gunn, Tim Nye, David A. Stanford & Beth Jewkes 5. COMPUTATIONAL METHODS IN QUEUES AND APPLIED PROBABILITY Chair: Yiqiang Q. Zhao Speakers: Ivo J.B.F. Adan, Gagan L. Choudhury, Daniel P. Heyman, Yiqiang Q. Zhao & Wei Li & W. John Braun 6. PRIORITY QUEUES Chair: David A. Stanford Speakers: Attahiru Sule Alfa, Srinivas Chakravarthy & Karuna Ramachandran & David A. Stanford, Steve Drekic & David A. Stanford -------------------------------------------------------------------- LIST OF SPONSORED SESSIONS FOR SEATTLE -------------------------------------------------------------------- Conference: INFORMS Seattle Fall 1998 Sponsored Sessions for Applied Probability Section, Organizer: Mark VanOyen The following announcement was posted in November 1997. > INFORMS Seattle Conference: October 25-28, 1998 > > Dear Colleagues in Applied Probability: > > I would like to invite you to serve as a Session Chair in the Applied > Probability Cluster for the INFORMS Meeting to be held in Seattle, > Washington on October 25-28, 1998. The theme of the meeting is > "Partnering for Global Technology Management." If you are interested > in organizing a session, please send me a note as soon as possible > ( is preferred). > > By * 12/10/97 * I will need your list of (usually 4) speakers and > titles, so we need to take action prompty. I will send additional > information and a Planning Form to everyone who expresses interest. I > will need the completed forms with speakers, titles and abstracts by > ** 2/01/98 ** (email in plain text format is greatly appreciated). > > I will maintain a list of all who commit to organizing a session on > a web page you can reach from . > > I greatly appreciate your efforts to make Seattle an excellent > conference for all of us. > > Sincerely, > Mark > > Mark P. Van Oyen, Asst. Prof. | vanoyen@iems.nwu.edu > Industrial Engr. and Management Sci. | Phone: 847-491-7008 > Northwestern University | Fax: 847-491-8005 > Evanston, IL 60208-3119 List of people who have indicated that they are organizing a session: Hayriye Ayhan, Dimitris Bertsimas, Hong Chen, Eugene Feinberg, Phil Fleming, Donald Gross and Carl Harris, Bernard Lamond, Liming Liu, Martin Puterman, Les Servi, David Stanford, Susan Xu. Editor's note: Please contact Mark ** ASAP ** if you would like to organize a session for the Seattle Conference. -------------------------------------------------------------------- CALL FOR NOMINATIONS: ERLANG PRIZE -------------------------------------------------------------------- THE ERLANG PRIZE FOR YOUNG APPLIED PROBABILISTS 1998 CALL FOR NOMINATIONS Sponsored by The Section on Applied Probability of the Institute For Operations Research and the Management Sciences The Applied Probability Section of INFORMS (AP) announces a Call for Nominations for the bi-annual Erlang Prize for young Applied Probabilists. AP will be awarding the Erlang Prize to one young applied probabilist who has made outstanding contributions to applied probability. The Erlang Prize is a most prestigious award for young applied probabilists and provides recognition for these researchers in the early stages of their careers. Previous winners include Dimitris Bertsimas, Paul Glasserman, and Larry Wein. This year's Erlang Prize Committee consists of Peter Glynn ( chair ), Marty Puterman, and George Shanthikumar. Eligibility: Anyone who is 35 or younger on January 31, 1998 is eligible. Nominations: Anyone can nominate any young applied probabilist. Nominations consist of a description of the significance of the nominee's work and supporting documents. Send nominations to the address listed below. Nominations will be held in confidence. Decisions of the Erlang Prize Committee are final. Prizes: The prize consists of a plaque and a $1000 check. The Prize will be awarded at the INFORMS National Meeting in Montreal, Canada, April 26-29, 1998. The winner will be notified approximately one month prior to the Montreal INFORMS National Meeting. Presentation of the Prize will be made by a member of the Erlang Prize Committee at the AP business meeting at the Montreal INFORMS National Meeting. Date: Complete nominations must be received by March 1, 1998. Address: Send four copies of the nominations to: Professor Peter W. Glynn EESOR Department Terman Engineering Center Room 429 A Stanford University Stanford, CA 94305-4023 e-mail: glynn@leland.stanford.edu -------------------------------------------------------------------- ELECTRONIC ADDRESSES WANTED -------------------------------------------------------------------- We are missing the e-mail addresses for a substantial number of Applied Probability Section members. If you know the correct address for one of these people, please send it to . Adams, Joseph B # Angle, Amanda # Bansal, Angela Barber, Chad A # Bell, Steven # Bernstein, Fernando Bielecki, Margaret # Biemer, Albert # Bower, Gordon Braxton, Peter # Castano-Pardo, Alberto # Chayet, Sergio Choi, Bong Dae # Christ, Duane # Cleveland, Max J Connelly, John W # Craig, Ryan A # Cuffe, Barry P Davis, Charles E # Eiss, Joseph J # England, David A Flynn, James # Fry, Michael # Garraway, Ossian L Geoffrey, Joel R # Gross, Carson H # Hackbarth, Lowell E Haerer, Walt # Hale, William W # Hamada, Toshio Hrijac, Paul M # Hunter, William C # Hutchins, Jennifer A Inder, John # Israelit, Sam # Jeong, Ji-Ahn Johnson, Mary A # Kabanuk, Steven J # Katehakis, Michael N Katsigiannakis, G # Khaleel, Tariq A # Khandwalla, Arifa Kharoufeh, Jeffrey P # Kim, Nam-Young # Kwerel, Seymour M Laurent, Gilles # Leikin, Howard L # Lin, Kengyi K Locks, Mitchell O # Lota, Lisa L # Martino, Thomas J Matulis, John J J # Mendelsohn, James D # Mohebbi, Esmail Moore, David W # Nam, Ick-Hyun # Newnam, William B Ortega, Antonio # Puranmalka, Krishna G # Reid, Thomas F Rieders, Maria T # Rode, David C # Sanford, Roy L Sclove, Stanley L # Senturk, Esma G # Sim, Soon Hock Stauffer, Kimberly # Stein, William Mark # Sunkara, Hima Bindu Swelfer, Michael C # Tanikawa, Akio # Ture, Nihal Wagner, Thomas J # Wiggins, Rocky B # Wolman, Eric Wuerfel, James R # Yu, Tom Teng-Pin # Zoghby, Jeriad M -------------------------------------------------------------------- REPORT: EUROPEAN ROUND TABLE ON MAINTENANCE MANAGEMENT -------------------------------------------------------------------- Submitted by Maria F. Ramalhoto EUROPEAN WORKSHOP & ROUND TABLE ON MAINTENANCE MANAGEMENT Instituto Superior Tecnico, Technical University of Lisbon, June 15-17, 1997 This meeting was chaired by Maria Ramalhoto. 1. At the Opening Session we dedicated three minutes of silence to the memory of Laurence Baxter, who died November 8, 1996 at the age of 42. Laurence was one of our invited speakers. 2. Workshop objectives - to stimulate European cooperation in the development and use of quantitative managerial tools in maintenance management and quality control. Round Table objectives - To confront the state of the art in maintenance managagement systems (based on modeling techniques) with the views of industrial experts. Also attention will be given to curriculum development, at all levels, for maintenance management. 3. The topics of the Workshop were: mathematical modeling of maintenance activities, service part inventory control, statistical process related to maintenance, maintenance and field service, production-maintenance interface, queueing issues in maintenance management and maintenance manpower management. 4. The Round Table addressed the following topics and questions: (a) bridging the gap between industry and science, (b) undergraduate and postgraduate curriculum development, including master degrees and advanced continuing education and training, (c) synergies between education, training and research, (d) European comparative studies in maintenance, reliability and safety, (e) development of research oriented international networks, (f) how does one make allowances for the "negative safety" (on doing maintenance we might introduce errors in the system which lead to consequent failure) effect of maintenance when one calculates their optimal maintenance schedule? (g) quite large numbers of people get injured carrying out maintenance (for instance, in the chemistry industry); how to go about this serious problem? (h) how to bridge the gap between modern mathematical maintenance models and the management rules applied in industry?, (i) it is reasonably well established that the analytical methods that have been developed for prevention maintenance planning can be very effective in reducing equipment maintenance costs. It has also been found that the analytical models must be supported with machine specific failure and repair data. For small manufacturing companies - those having fewer than 200 employees - data accumulation and analysis is not available or is too time consuming or else the data is too sparse. How can these small companies obtain the advantages provided by existing mathematical results?, (j) it seems that the next large gains in industry competitiveness will come from more effective "asset utilization" that will result from scientifically based maintenance planning. How can we communicate this opportunity broadly and exploit its evolution to maximum advantage? 5. A short report on this Round Table is currently being prepared. We plan to publish its main results in the next issue of this Newsletter. 6. Thirty-three participants (USA-4, Japan-l, UK-9, Holland-7, Portugal-4, France-2, Germany-1, Spain-1, Sweden-1, Norway-1, Finland-1 and Greece-1), Erhan Cinlar, Priceton University, USA and Nozer Singpurwalla, George Washington University, USA were the main speakers. 7. This event occured just before the ESREL'97, European Safety and Reliability Conference (under the auspices of the European Satety and Reliability Association) which occured in Lisbon, June 17-20, 1997, in order to encourage participation in both events. 8. This was the last event of the 48 months European project - Maintenance & Quality - Contract number: CHRX-CT93-0294 (DG 12 COMA). Coordinator: Frank Van der Duyn Schouten, Tilburg University, NL, other participants: Charles Tapiero, ESSEC, FR, Maria Ramalhoto, Instituto Superior Tecnico, PT, Luk Van Wassenhove, INSEAD, FR, Rommert Dekker, Erasmus University, NL, Tony Christer, Salford University, UK. -------------------------------------------------------------------- TO RETIRE OR NOT TO RETIRE -------------------------------------------------------------------- Editor's note: Sincere thanks to Professor Julian Keilson for his response to the publication of an article about the early retirement of four esteemed colleagues (see APN 18(1), A Boston Conference Highlight). Dear Professor Lamond: I was very pleased to be honored by the Applied Probability group but was somewhat startled to hear that I have "retired". Reports of my professional retreat are greatly exaggerated. Early Retirement is often a financial convenience. I took Early Retirement from the University of Rochester in July '87 and spent the next five years as Adjoint Professor at the Sloan School at MIT and Senior Scientist at GTE Laboratories. I returned to Rochester in January '93 and resumed teaching and research there. I currently teach two quarter courses on stochastic processes as Senior Research Associate and Professor Emeritus at the Wm. E. Simon School at Rochester and am in hot pursuit of my research interests. The doctoral thesis of Abhijit Roy was just completed under my supervision last June and two other graduate students are doing research with me. I have many research irons heating. I am indeed almost 73 years old but the fires still burn. Marcel Neuts, also "retired" and honored, appears to be as active and intellectually vigorous as ever. And I am sure that Ralph Disney and Uma Prabhu, also honored with us, have not given their last hurrah. I would be pleased if you could counteract any false impression that may have been created. Julian Keilson -------------------------------------------------------------------- EDITOR'S COORDINATES -------------------------------------------------------------------- I look forward to receiving your input for the Applied Probability Newsletter and the Web page. Bernard F. Lamond, Ph.D. Department of Operations and Decision Systems School of Business Administration Laval University Quebec, PQ CANADA G1K 7P4 Email: URL: Telephone: 418-656-2131x5472 Facsimile: 418-656-2624 Applied Probability Home Page: ====================================================================