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Program for stream Stochastic Modelling
Sunday
Monday
Monday, 14:30-16:00
MD-39: Stochastic Models in Manufacturing
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s):
Tim Engels
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Solving General Assemble-to-Order systems via Component-Based and Product-Based Decomposition Methods
Mohsen Elhafsi, Jianxin Fang, essia Hamouda -
Cost-Effective Quality Assurance: Optimizing Inspection Station Placement in Queueing Network Production Systems
Boualem Rabta -
Achieving emergent symmetry in high tech supply chains
Mirjam Meijer, Dennis Schol, Willem van Jaarsveld, Maria Vlasiou, Bert Zwart -
A Mean Value Approach to Continuous Polling Models with Batch Arrivals
Tim Engels
Tuesday
Tuesday, 8:30-10:00
TA-39: Stochastic Models in Service Operations I
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s):
Benjamin Legros
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Quality-Speed Trade-Offs in Dynamic Service Systems: How to Anticipate Future Demand Changes
Raik Stolletz, Jannik Vogel, Tim Weber -
Modelling and Optimization for Service System with Ticket Queues
CHESOONG KIM -
Improving Congestion in an Efficient & Robust manner using time slotting at Airport Security
Joris Slootweg, Rob van der Mei -
Why rational queueing of delay risk-sensitive users undermines the benefits of added resources
Benjamin Legros, Johan van Leeuwaarden, Jan C. Fransoo
Tuesday, 10:30-12:00
TB-39: Stochastic Models in Logistics
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s):
Caroline Spieckermann
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Inventory Planning with Supply Yield Uncertainty: On the Optimality of Linear Inflation Rules
Jan Van Mieghem, Riccardo Mogre -
Analysis of a flexible order quantity contract in a newsvendor setting
Dimitrios Pandelis, George Kozanidis -
The bullwhip effect with correlated lead times and auto-correlated demand
Zbigniew Michna, Stephen Disney, Peter Nielsen -
Explorable Uncertainty in Routing
Caroline Spieckermann, Christoph Kerscher, Stefan Minner
Tuesday, 12:30-14:00
TC-39: Inventory Models
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s):
zhen chen
Tuesday, 14:30-16:00
TD-39: Analysis of Stochastic Models I
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s):
Cristian Pelizzari
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Interarrival Distribution of a Periodically-Observed Time-Homogeneous Poisson Process
Sheldon Jacobson, Zach Hornberger, Douglas King -
The Clustered-State Markovian Arrival Process: A Framework for Dependent Recurrence and Mortality Modeling
Álvaro Díaz Pérez, Rosa Elvira Lillo Rodríguez, Pepa Ramírez-Cobo -
Markov Chain Bootstrapping and Simulation for a Quadrivariate Stochastic Process in Energy Market Scenario Generation
Cristian Pelizzari, Enrico Angelelli, Paolo Falbo, Alessandra Ruffini
Wednesday
Wednesday, 8:30-10:00
WA-39: Stochastic Models in Service Operations II
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s):
Roshan Mahes, Roshan Mahes
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Performance analysis of a cluster-based service system
Sabine Wittevrongel, Osama Salameh -
Completion Times of Jobs on Two-State Service Processes and Their Asymptotic Behavior
Melike Baykal-Gursoy -
Appointment Scheduling with Updates: An Exact and Optimal Approach
Roshan Mahes, Alex Kuiper
Wednesday, 10:30-12:00
WB-39: Reliability Models
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s):
Bram de Jonge
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Modelling lifetimes of systems operating under load conditions
Juana-Maria Vivo-Molina, Manuel Franco -
Condition-based Maintenance for a Degrading System under Dynamic Working Conditions
GUO SHI, Bin Liu, Lesley Walls -
Data-Driven Condition-Based Maintenance Optimization Given Limited Data
Yue Cai, Bram de Jonge, Ruud Teunter -
Data-Driven Condition-Based Maintenance Optimization
Bram de Jonge
Wednesday, 12:30-14:00
WC-39: Financial Modelling
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s):
Antonio Luciano Martire
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Efficient Approximations for American Options in Markets with Daily Price Limits
Jia-Hau Guo, Yi-He Chang -
A new method to solve Volterra integral equations for variable annuities evaluation with stochastic volatility
Immacolata Oliva, Roberto De Marchis, Antonio Luciano Martire -
Stochastic Ito-Volterra integral equations arising in finance: a streamlined numerical approach
Antonio Luciano Martire, Immacolata Oliva
Wednesday, 14:30-16:00
WD-39: Analysis of Stochastic Models II
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s):
Bora Cekyay, Dominik Berbig
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Real-Time Temperature Control for Refrigerated Trucks: A Multistage Stochastic Programming Approach
Francesco Giliberto -
Dynamic Capacity Management in 5G Networks
Demet Batur, Jennifer Ryan, Mehmet C Vuran -
Optimal Replacement of Mission-Based Systems with Partially Observable Degradation Levels
Bora Cekyay, Suleyman Ozekici -
Standardized moments of waiting
Dominik Berbig