Program for stream Stochastic modeling and simulation in engineering, management and science

ME-05: Stochastic model 1
Stream: Stochastic modeling and simulation in engineering, management and science
Room: 203
Chair(s): Hiroshi Toyoizumi

• An equilibrium arrival-time distribution for a discrete-time single-server queue with acceptance period and general service time distribution
  Yutaka Sakuma, Hiroyuki Masuyama, Emiko Fukuda
• Error bound for the QBD approximation of a two dimensional reflecting random walk
  Masahiro Kobayashi, Hiroyuki Masuyama, Yutaka Sakuma, Atsushi Inoie
• Numerical computation of the stationary queue length in the M/G/1+PH queue
  Yoshiaki Inoue
• Priority queue and limit order book
  Hiroshi Toyoizumi

TA-05: Stochastic model 2
Stream: Stochastic modeling and simulation in engineering, management and science
Room: 203
Chair(s): Yasushi Masuda

• Sustainable agricultural supply chain management considering weather derivative and contract farming
  Takashi Hasuike
• Applied real option valuation method using simulation and exercise boundary fitting
  Yuri Lawryshyn, Matt Davison
• Simulation-based assortment optimization
  Tien Mai
• Routing control for a system with parallel stations and homogeneous customers by priority pass
  Yasushi Masuda, Akira Tsuji

TB-05: Stochastic modeling and simulation in engineering, management and science 1
Stream: Stochastic modeling and simulation in engineering, management and science
Room: 203
Chair(s): Erik Kropat, Zeev (Vladimir) Volkovich, Gerhard-Wilhelm Weber, Ronald Akerman Ortiz Garcia

• "Dice"-sion making under uncertainty: When can a random decision reduce risk?
  Erick Delage, Daniel Kuhn, Wolfram Wiesemann
• Demand management for distribution centers: Does stochastic variability matter?
  Raik Stolletz, Axel Franz
• Representation of the Uncertainty Scenarios in the Brazilian Hydrothermal Dispatch: Replacement of Inflow Tree by Lattice
  Fernanda Nakano Kazama, Laura Silva Granada, Paulo Correia
• A rumor spreading based evacuation simulation model in call center environments: A case study in Medellín, Colombia
  Ronald Akerman Ortiz Garcia, Yony Fernando Ceballos, Elena Valentina Gutiérrez

TD-05: Stochastic modeling and simulation in engineering, management and science 2
Stream: Stochastic modeling and simulation in engineering, management and science
Room: 203
Chair(s): Raik Stolletz, Gerhard-Wilhelm Weber, Parker Servello

• Joint optimization of jobs sequence and inspection policy for a system with a two-stage failure process
  Sharareh Taghipour
• Dynamic policies for equipment replacement in response to technological innovation
  Christopher Kirkbride, Diego Ruiz-Hernandez
• A Markov chain Monte Carlo simulation to predict property destination changes in Medellín, Colombia
  Julian Andres Castillo Grisales, Yony Fernando Ceballos, Elena Valentina Gutierrez Gutierrez
• An algorithmic approach to optimal evacuation
  Parker Servello, Melvin Quick, Esteban Ramirez, Erik Vonkaenel

TE-05: Stochastic modeling and simulation in engineering, management and science 3
Stream: Stochastic modeling and simulation in engineering, management and science
Room: 203
Chair(s): Gerhard-Wilhelm Weber, Derya Dinler, Alan Wan

• Computing probabilities of Boolean functions of sets in the n-space, with application of the multivariate quantiles: p-level efficient points
  Jinwook Lee, Andras Prekopa
• Numerical methods to deal with GI/G/1 queues when inter-arrival times and/or service times have geometric tails
  Javad Tavakoli, Winfried Grassmann
• Network consolidation through a modified assignment algorithm
  Alexander Barclay, John Yannotty, Quentin Donofrio
• Reducing simulation input-model risk via input model averaging
  Alan Wan, Barry L. Nelson, Xinyu Zhang

WA-05: Stochastic modeling and simulation in engineering, management and science 4
Stream: Stochastic modeling and simulation in engineering, management and science
Room: 203
Chair(s): Ceylan Yozgatligil, Gerhard-Wilhelm Weber, Shangwei Xie

• Sequencing with stochastic release dates
  Claus Gwiggner
• Forecasting short-term electric energy demand in Australia, Brazil and G7 countries through Bagging exponential smoothing methods
  Erick Meira, Fernando Luiz Cyrino Oliveira
• Methods to compare expensive stochastic optimization algorithms
  Shangwei Xie