Nineteenth INFORMS
Applied Probability
Society Conference
July 10-12, 2017
Evanston, IL
Hosted by:
Kellogg School of Management
and
McCormick School of Engineering
DAY 1 - JULY 10, 2017
9:00-10:00
Plenary Talk: Asu Ozdaglar - Learning from Reviews - White Auditorium
Coffee Break
10:00-10:30
Statistical Learning
Room
10:30-12:00
L-130
Supply Chain
Large Deviations
L-120
FE
2110
2120
Sayan
Mukherjee Statistical
Learning
Marty Reiman and
Qiong Wang Applied Probability
in Inventory and
Service Systems
Bert Zwart - Large
Deviations #1
Sandeep Juneja Financial Risk
Session
Mikhail Belki
James Johndrow
Kevin McGoff
Mike Ludkovski
Leela
Nageswaran
Will Ma
Xiaoshan Peng
Haohua Wan
Chang-Han Rhee
Mihail Bazhba
Henry Lam
Karthyek Murthy
Paul Glasserman
Sandeep Juneja
Dacheng Xiu
Justin Sirignano
Lunch / APS Business Meeting (12:15-1:15pm)
12:00-1:00
Justin Sirignano Financial
Engineering
1:30-3:00
Tutorial: Jose Blanchet, Optimal Transport Methods in
Stochastic Operations Research and Statistics, in L-130
Justin Sirignan
Jose E.
Figueroa-Lopez
Agostino Capponi
Coffee Break
3:00-3:30
3:30-5:00
5:00-6:30
Zongming Ma Applied
Probability and
Statistical
Inference.
Yonit Baron Inventory Models
Bert Zwart Large Deviations
#2
Lingfei Li Approximation
Methods in
Financial
Engineering
Gourab Mukherjee
Xin Lu Tan
Bhaswar B.
Bhattachary
Yash Deshpande
Yonit Barron
Sapna Isotupa
Tito Homem-de-Mello
Raik Stolletz
Yash Deshpande
Zhipeng Liu
Bohan Chen
Guido Lagos
Phyllis Wan
Zhenyu Cui
Gongqiu Zhang
Lingfei Li
Welcome Reception
DAY 1 - JULY 10, 2017
Plenary Talk: Asu Ozdaglar - Learning from Reviews - White Auditorium
Coffee Break
Queueing
2130
Stochastic Optimization
and Simulation
Healthcare
2410
2420
Sequential Decisions
2430
Ivo Adan State-Dependent
Queueing Models
Yuan Zhong Healthcare
Operations and
Applied Probability
Enlu Zhou Simulation for
Statistical and
Optimization
Problems
Naveed Chehrazi Decision Making in
Healthcare
Vidyadhar Kulkarn
Jori Selen
Binyamin Oz
David Perry
Kuang Xu
Chaithanya Band
Ohad Perry
Shane G. Henderson
Zhiyuan Huang
Peter Frazier
Raghu Bollapragada
Petra Robinson
Naveed Chehraz
Reza Skandari
Lunch / APS Business Meeting (12:15-1:15pm)
Yoav Kerner Queueing
Baris Ata and Cem
Randa - Health Care
Applications
Ruiwei Jiang Risk-Aware
Stochastic
Optimization
Dan Russo Sequential
Learning and
Exploration
Guilherme Thompson
Peter van de Ve
Yoav Kerner
Zhen Xu
Pengyi Shi
A.Cem Randa
Chaithanya Bandi
Xinshang Wang
Ruiwei Jiang
Di Wu
Linwei Xi
Feng Qiu
Vijay Kamble
Kuang Xu
Vashist
Avadhanula
Kevin Jamieson
Jamol Pender New Directions in
Queueing Theory
Pengyi Shi Applications in
Healthcare and
Service Operations
Jing Dong - New
Developments on the
Efficiency and
Accuracy of
Stochastic Simulation
and Optimization
Mohsen Bayati Dynamic Learning
and
Decision-Making
Jamol Pender
William A Massey
Mark Lewis
Robert C Hampshire
Pengyi Shi
Xiaopei Zhan
Kraig Delana
Olga Bountal
Chaithanya Bandi
Huajie Qian
Yanan Pei
Zeyu Zheng
Arnoud Den Boer
Khashayar
Khosravi
Daniel Russoon
Coffee Break
Welcome Reception
DAY 1 - JULY 10, 2017
9:00-10:00
Plenary Talk: Yuliy Sannikov - Dynamic Contracts - White Auditorium
Coffee Break
10:00-10:30
Room
10:30-12:00
12:00-1:00
1:30-3:00
Stochastic
Models and
Applications
Stochastic
Processes
FE
Queueing
2110
2120
2130
2410
Rahul Jain Appointment
Scheduling
Guodong Pang Stochastic
Systems
Agostino Capponi Advances in Financial
Engineering
Murtuza Ali Abidini Applications of
Queuing Theory:
Communication
System, Road Traffic
Alex Kuiper
Madelon de Kemp
Michel Mandjes
Rahul Jain
Guodong Pang
Kavita Ramanan
Alexander Stolyar
Eric Friedlander
Agostino Capponi
Matt Stern
Liao Wang
John Birge
Lunch / Marcel Neuts Lecture (12:15-1:15): Colm O'Cinneide
Peter Taylor Stochastic
Modelling of
the Bitcoin
Blockchain
Baris Ata and
Nasser Barjestesh Applications of
Mean Field Games
Alexandra Chronopoulou Applications of Hawkes
Processes, Fractional
Brownian Motion, and
Levy Processes in
Financial Engineering
Alex Goldenshlunger Statistics and Queues
Peter Taylor
Maria Frolkova
Rhys Bowden
Anthony Krzesinski
Philipp Afche
Ramesh Johari
Nasser Barjesteh
Krishnamurthy Iyer
Xuefeng Gao
Ruoting Gong
Cheng Ouyan
Alexandra Chronopoulou
Asaf Cohen
Alexander Goldenshluger
Arnoud den Boer
Assaf Zeevi
Coffee Break
3:00-3:30
3:30-5:00
5:00-6:30
Abhishek
Mayank
Murtuza Ali Abidini
Yao Yu Control of
Service
Systems
Michel Mandjes Scaling Limits for
Multi-Server Queues.
Thomas A. Weber Recursive Estimation
& Control of
Stochastic Processes
Wei You Queues in Random
Environment
Galit Yom-Tov
Ling Zhang
Marko Boon
Yao Yu
Justin Dean
H. M. Jansen
Guodong Pang
Peter Taylor
Ad Ridder
Francois Watie
Anindya Goswami
Thomas A. Weber
Brian Fralix
David Koops
Mariska Heemskerk
Wei You
DAY 1 - JULY 10, 2017
Plenary Talk: Yuliy Sannikov - Dynamic Contracts - White Auditorium
Coffee Break
Marketplace
Design
Optimal Control
Statistical Learning
Sequential Decisions
2420
2430
L - 130
L - 120
Rene Caldentey Matching Models
Amy Ward Queueing Control
Models and
Applications
Christian B. Hansen Theoretical Advances
for Estimation in
High-Dimensional Data
Hamed Valizadeh Haghi Application of Sequential
Decisions
Rene Caldentey
Ozan Candogan
Kristen Gardner
Irene Lo
Kuang Xu
Ruth Williams
Amber Puha
Chenguang Allen Wu
Yuan Liao
Stefan Wager
Elena Manresa
Stephane Bonhomme
Beryl Chen
Yaakov Malinovsky
Yanzhe Lei
Hamed Valizadeh Haghi
- Phase-Type Distributions and Invariant Polytopes
Rouba Ibrahim Queues In the
Sharing Economy
Harsha Honnappa Optimization and
Applied Probability
Wenguang Sun Recent Advances in
High-Dimensional
Statistics
Michael Katehakis and
Flora Spieksma Learning in Markov
Decision Processes
Rouba Ibrahim
Sid Banerjee
Erhun Ozkan
Anton Braverman
David Goldberg
Saumya Sinha
Harsha Honnappa
Alessandro Arlotto
Wei Biao Wu
Wenguang Sun
Timothy I Cannings
Anru Zhang
Oguzhan Alago
Aditya Mahajan
Michael N. Katehaki
Mengdi Wang
Coffee Break
Yash Kanoria Efficient Marketplace
Design
Hayriye Ayhan and
Doug Down Control of Queues
Philippe Rigollet Learning With
Algebraic and
Combinatorial
Structures
Yash Kanoria
Vahideh Manshad
Sid Banerjee
Fricker Christine
Michael Veatch
Douglas Down
Daniel F. Silva
Jin Xu
Jonathan Weed
Quentin Berthet
Chao Gao
Guy Bresler
Alessandro Arlotto Sequential Decisions
and Optimal Stopping
Yehua We
Jing Dong
Assaf Zeevi
Alessandro Arlotto
DAY 3 - JULY 12, 2017
Stochastic Models
and applications
Room
8:30-10:00
2110
2120
L - 130
Sandeep Juneja Strategic
Interactions
in Queues
John Hasenbein Queueing Systems
and Approximations
Jing-Sheng Song
David Goldberg
Jan Van Mieghem
Martin Zubeldia
Lei Ying
Johan van Leeuwaarden
Harsha Honnappa
Yash Kanoria
Philipp Afeche
Sandeep Juneja
Ivo Adan
John Hasenbein
Chengcheng
Rob Wang
Coffee Break
Frank Chen
Zhenyu Hu
Shining Wu
Zhang Hailun
Yanting Chen Stationarity in
Stochastic Processes
Yoni Nazarathy Statistics of Queues
Anirban Das
Donald Lee
Sophie Hautphenne Seyed Emadi
Xinwei Bai
Yoni Nazarathy
Yanting Chen
Lunch / Plenary Talk (12:15-1:15pm): Rayadurgam (R.) Srikant
Zeynep Aksin Karaesmen Stochastic Models for
Service Management
and Control
Kavita Ramanan Heavy-traffic
analysis and control
Rouba Ibrahim
Zeynep Aksin Karaesmen
Odysseas Kanavetas
Athanasia Manou
Maria Vlasiou
Pooja Agarwal
Amber L. Puha
3:00-3:30
3:30-5:00
2130
Queueing
Jim Dai Asymptotic
Analysis of Load
Balancing Service
Systems
Jiheng Zhang Stochastic Models
in Inventory
10:30-12:00 Management
1:30-3:00
Economics
of Queues
Jan Van MieghemStochastic
Dual-Sourcing
Inventory Control
with Leadtimes
10:00-10:30
12:00-1:30
Stochastic Processes
and Asymptotic Analysis
Yehua Wei Strategic Customers
in Service Operations
Yiwei Chen
Santiago Balseiro
Philipp Afeche
Will Ma
Yunan Liu Design and
Optimal Control
of Queues
Shuangchi He
Dongyuan Zhan
Xin Liu
David Goldberg
Coffee Break
Justus Arne Schwarz - Vianney Boeuf Blocking Servers in
Production Scheduling
Loss Networks
Cheng-Hung Wu
Chiel van Oosterom
Justus Arne Schwarz
Bart Kamphorst
Katelynn Kochalski
Masakiyo Miyazawa
Vianney Boeuf
Philipp Afeche and
Bora Keskin Managing Queueing
Systems: Abandonment,
Learning, and Priorities
Martin Lariviere
Costis Maglaras
Chenguang Allen Wu
Bora Keskin
Siva Theja Maguluri Optimal Scheduling
Ziv Scully
Yin Sun
Siva Theja Maguluri
Weina Wang
DAY 3 - JULY 12, 2017
Energy
L - 120
Stochastic
Optimization
and Simulation
Optimal Control
Statistical Learning
and Sequential
Decisions
2430
Networks
2410
2420
Adam Wierman Energy &
Uncertainty
Henry Lam Advances in
Simulation and
Stochastic
Optimization
Nur Sunar Brownian Models
and Stochastic
Control Applications
Bora Keskin Learning and
Applications
Pascal Moyal Matching
Models
Adam Wierman
Baosen Zhang
Eilyan Bita
Subhonmesh Bose
Chaithanya Bandi
Peter Frazier
Matthew Plumlee
Rui Gao
Melda Ormeci Matoglu
Youngsoo Kim
Nur Sunar
Junfei Huang
He Wang
Vashist Avadhanula
Bora Keskin
Ciamac Moallemi
Pascal Moyal
Hanqin Zhang
Alexander Stolyar
Ivo Adan
L - 070
Coffee Break
Tutorial: Bert Zwart Selected topics on the
interface of power systems a
nd applied probability
L -130
Eugene Feinberg Yonatan Gur Computational
New Directions
methods for
in Learning
Markov Decision
Processes
Rami Atar and
Asaf Cohen Mean Field
Limits and Their
Applications
Matthew J. Sobel
Jefferson Huang
Isaac M Sonin
Juri Hinz
Philippe Robert
Tomoyuki Ichib
Vijay Subramanian
Asaf Cohen
Yonatan Gur
Jonathan Weed
Daniel Russo
Quan Zhou
- Approximate Graph Matching on Random Graphs
Maria Vlasiou Performance and
Optimization of
Power Systems
Susan Hunter Mark Squillante Stochastic
Optimal Control of
Optimization and Stochastic Systems
Simulation
Karthyek Murthy Statistical Learning
and Sequential
Decisions
Wen Sun Asymptotic Analysis
on Large Networks
Kyle Cooper
Giang Nguyen
Angelos Aveklouris Wenyu Wang
Yanglei Song
Navid Azizan-Ruh
Fiona Sloothaak
Bart Kamphors
Linwei Xin
Mark S. Squillante
Yuan Zhong
Stella Kapodistria
Damian Kozbur
Deepak Singh
Karthyek Murthy
Jan-Pieter Dorsman
Jiaming Xu
Jussi Keppo
Wen Sun
Stella Kapodistria Performance and
Optimization of
Power Systems
Krysztof Biswekski Stochastic
Optimization and
Simulation
Flora Spieksma and
Umit Deniz Tursun Michael Katehakis Recent Developments Statistical Learning
in Markov Decision
and Optimization
Processes
Pascal Moyal Asymptotics of
Large Random
Graphs and
Matrices
Alessandro Zocca
Arnab Bhattacharya
John Moriarty
Sandor Kolumban
Anne Buijsrogge
Manasa Mandava
Rahul Jain
Jake Clarkson
Soumyadip Ghosh Eugene A Feinber
Krzysztof Bisewski
Coffee Break
Flora Spieksma
Philip Ernst
Sara Shashaani
Thomas G. Yeung
Umit Deniz Tursun
Mariana Olvera-Cravioto
Jaron Sanders
Ilias Zadik
Lasse Leskela