Program for stream Stochastic Modelling

MD-39: Stochastic Models in Manufacturing
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s): Tim Engels

• 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

TA-39: Stochastic Models in Service Operations I
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s): Benjamin Legros

• 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

TB-39: Stochastic Models in Logistics
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s): Caroline Spieckermann

• 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

TC-39: Inventory Models
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s): zhen chen

• Competition and Cost in a Dual Sourcing Supply Chain
  Jizhou Lu
• Multi-product stochastic inventory problem with business overdraft
  zhen chen

TD-39: Analysis of Stochastic Models I
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s): Cristian Pelizzari

• 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

WA-39: Stochastic Models in Service Operations II
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s): Roshan Mahes, Roshan Mahes

• 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

WB-39: Reliability Models
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s): Bram de Jonge

• 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

WC-39: Financial Modelling
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s): Antonio Luciano Martire

• 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

WD-39: Analysis of Stochastic Models II
Stream: Stochastic Modelling
Room: 35 (building: 306)
Chair(s): Bora Cekyay, Dominik Berbig

• 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