Program for stream Stochastic modelling

TB-54: Stochastic Models and Simulation
Stream: Stochastic modelling
Room: Liberty 1.08
Chair(s): Lidia Malizia

• Simulation-based evaluation of well-being practices in Public Administration
  Lidia Malizia, Pasquale Legato, Rina Mary Mazza
• Using GANs for the hourly shapping of renewables in Monte-Carlo simulations
  Geoffroy Chaussonnet, Andreas Eppler
• An Accelerated Static Hedging Method for the Analytic Valuation of American Options
  Lung-fu Chang, Jia-Hau Guo, Mao-Wei Hung

TC-54: Methods & stochastic modelling
Stream: Stochastic modelling
Room: Liberty 1.08
Chair(s): Fikri Karaesmen

• An MDP Design approach to redundancy allocation with dynamic maintenance
  Luke Fairley, Rob Shone, Peter Jacko, Jefferson Huang
• Dynamic Resource Allocation for a Multi-Class System with Returns
  Fikri Karaesmen, Arash GandomkarGhalhar, Oktay Karabağ
• Stability of Polling Systems: A Linear Class of Two-Phase Switching Policies Near Fluid Limit
  Kousik Das, Vartika Singh, Konstantin Avrachenkov, Veeraruna Kavitha

TD-54: Stochastic models in service operations
Stream: Stochastic modelling
Room: Liberty 1.08
Chair(s): Raik Stolletz

• Setting period wise staffing levels simultaneously when demand is dynamic
  Tim Weber, Raik Stolletz
• Performance Analysis and Optimization of a Hybrid Finite Markovian Queue with Retrial and Balking
  Shobha Rani, Raghu Sengupta
• Reliability Modeling of k-out-of-n: G Systems with Repair Delays Under N-policy
  Akhil Vijayan R, Manikandan Rangaswamy
• Optimizing a human-centric order picking system via simulation
  Rina Mary Mazza, Francesca Guerriero, Pasquale Legato

WA-54: Applications in Queueing Theory
Stream: Stochastic modelling
Room: Liberty 1.08
Chair(s): Gabi Hanukov

• Optimal and approximate solutions to the backup server selection problem
  Vasco Alves, Refael Hassin, Jiesen Wang
• Transient Analysis of a Single-Server Queueing System with Expired Customers and Discouraged Arrivals: Applications in Healthcare Management
  SURANGA SAMPATH MIYANAWATHURA IHALA GAMAGE
• Efficient Q-Learning for Constrained Decision-Making
  Khushboo Agarwal, Konstantin Avrachenkov

WB-54: Stochastic Models and Optimization I
Stream: Stochastic modelling
Room: Liberty 1.08
Chair(s): CHESOONG KIM

• M/G/1/K machine repair system with general vacation under N-policy
  Sudeep Singh Sanga
• Analysis and Optimization of a Hybrid Queueing System with Dynamic Pricing Strategies Based on Customer Ratings and Queue Length
  CHESOONG KIM
• Does Adding a Novel Policy Replication Loop Enhance Approximate Policy Iteration Performance?
  Amirreza Pashapour, Dilek Gunnec, Sibel Salman, Eda Yücel
• A Realistic MAP/PH/c Queuing Model for Electric Vehicle Charging Stations: Theoretical Development and Real-World Case Study
  Eman Almehdawe

WC-54: Stochastic models in Supply Chain Management
Stream: Stochastic modelling
Room: Liberty 1.08
Chair(s): Nicola Comincioli

• Collaborative Shipment Consolidation for Perishable Supply Chains: A Stochastic Multi-Echelon Optimization Model
  Gizem Celik, Bulent Cekic, Hande Cansın Kazanc, Mehmet Soysal
• Network Flexibility Design Under Endogenous Supply and Demand Uncertainty
  Soroush Fatemi-Anaraki, Martin Grunow, Stefan Weltge
• Brownian price and green firms: An ETS price floor for a clean transition?
  Nicola Comincioli, Simone Borghesi, Jacco Thijssen, Peter Kort, Sergio Vergalli

WD-54: Stochastic Models and Optimal Control
Stream: Stochastic modelling
Room: Liberty 1.08
Chair(s): Epaminondas Kyriakidis

• Interactive Robo-Advising through Scoring Mechanism
  Yuwei Wang, Hoi Ying Wong
• Optimal control of a damaging population through total catastrophes
  Epaminondas Kyriakidis
• Dynamic Control of Multiclass Omnichannel Production Systems: Applications to Dynamic Pricing in Restaurants
  Nasser Barjesteh, Amir Alwan
• Stochastic Income and Optimal Policies: A New Analysis
  Seyoung Park, Alain Bensoussan, Adannah Duruoha, Viswanath Ramakrishna