{"62009":{"#nid":"62009","#data":{"type":"event","title":"ISyE Seminar Series - NEOS: OPTIMIZATION SOLUTIONS FOR SCIENTIFIC COMPUTING","body":[{"value":"\u003Cp\u003EStarted in 1995 as a research project for developing a prototype problem-solving environment, the NEOS Server for Optimization has evolved into a collaborative research project by the optimization community.  Usuage of the NEOS Server has grown steadily as new algorithms and facilities are added, and now averages over 5,000 job submissions per month.  Research issues include performance, scheduling, interfaces, automatic differentiation, mathematical programming languages, and distributed computing.  In this talk we describe the current status of the NEOS Server and current research in developing interfaces and benchmarking guidelines.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE Seminar Series - NEOS: OPTIMIZATION SOLUTIONS FOR SCIENTIFIC COMPUTING","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE Seminar Series - NEOS: OPTIMIZATION SOLUTIONS FOR SCIENTIFIC COMPUTING"}],"uid":"27279","created_gmt":"2010-10-08 11:49:12","changed_gmt":"2016-10-08 01:53:12","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-01-17T10:00:00-05:00","event_time_end":"2002-01-16T23:00:00-05:00","event_time_end_last":"2002-01-16T23:00:00-05:00","gmt_time_start":"2002-01-17 15:00:00","gmt_time_end":"2002-01-17 04:00:00","gmt_time_end_last":"2002-01-17 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"62011":{"#nid":"62011","#data":{"type":"event","title":"Tennenbaum Lecture","body":[{"value":"\u003Cp\u003EIn May 1977, Michael Tennenbaum created an endowment to fund the Tennenbaum lecture series. By bringing to the Georgia Tech campus each year a prominent political economist, the lectures are intended to provide the Georgia Tech community a better appreciation of the relationship between political decisions and the economic consequences of these decisions for the U.S. economy. Michael Tennenbaum was a 1958 graduate of the School of Industrial and Systems Engineering.\n\u003C\/p\u003E\n\u003Cp\u003EThe 2001 Tennenbaum Lecture has been rescheduled and will be held Tuesday, May 14, at 11:00 A.M. in the Tennenbaum Auditorium. Lawrence B. Lindsey, assistant to the President for Economic Policy and director of the National Economic Council at the White House, will speak on \u0026#8220;The Roles of Fiscal and Monetary Policy.\u0026#8221; The lecture was originally scheduled for September 20, 2001, but was postponed due to the events of September 11. Lindsey says he will provide a better perspective on how the recent events and military actions are affecting economic policy. For more information about the Tennenbaum Lecture, call Ruth Gregory at 404.385.2627.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Tennenbaum Lecture","format":"limited_html"}],"field_summary_sentence":[{"value":"Tennenbaum Lecture"}],"uid":"27279","created_gmt":"2010-10-08 11:49:12","changed_gmt":"2016-10-08 01:53:12","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-05-14T12:00:00-04:00","event_time_end":"2002-05-14T01:00:00-04:00","event_time_end_last":"2002-05-14T01:00:00-04:00","gmt_time_start":"2002-05-14 16:00:00","gmt_time_end":"2002-05-14 05:00:00","gmt_time_end_last":"2002-05-14 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61956":{"#nid":"61956","#data":{"type":"event","title":"STOCHASTICS SEMINAR SERIES  -- Performance Measure Approximations for GI\/GI\/1 Queues with Reneging","body":[{"value":"\u003Cp\u003EModels in which jobs renege arise in queueing contexts where jobs arrive with deadlines. Once a job\u0027s time-in-system exceeds its deadline, the job leaves the queue (and thereby reneges). One practical context which gives rise to such models is wireless networking. In this environment, certain packets of data (for example, location data) lose their value unless transmitted or received within a given time interval. \n\u003C\/p\u003E\n\u003Cp\u003EOne model for the above situation is a GI\/GI\/1 queue in which jobs renege after an independent, generally distributed amount of time. For this model, neither steady-state nor transient performance measures can be computed analytically. When the arrival rate is close to the processing rate and reneging times are large, we develop performance measure approximations via both a reflected Ornstein-Uhlenbeck diffusion process and a reflected affine diffusion process. (An affine diffusion is one which has affine infinitesimal mean and variance.) We discuss the advantages and disadvantages of both approximations and perform simulations to evaluate their performance. \n\u003C\/p\u003E\n\u003Cp\u003EThe approximations we suggest are rigorously justified by functional limit theorems for the workload process. Because such limit theorems do not automatically imply convergence of the corresponding steady-state distributions, we provide new methodology for establishing this convergence that leverages off existing functional limit theorems.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"STOCHASTICS SEMINAR SERIES  -- Performance Measure Approximations for GI\/GI\/1 Queues with Reneging","format":"limited_html"}],"field_summary_sentence":[{"value":"STOCHASTICS SEMINAR SERIES  -- Performance Measure Approximations for GI\/GI\/1 Queues with Reneging"}],"uid":"27279","created_gmt":"2010-10-08 11:43:10","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-04-12T16:00:00-04:00","event_time_end":"2002-04-12T01:00:00-04:00","event_time_end_last":"2002-04-12T01:00:00-04:00","gmt_time_start":"2002-04-12 20:00:00","gmt_time_end":"2002-04-12 05:00:00","gmt_time_end_last":"2002-04-12 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61960":{"#nid":"61960","#data":{"type":"event","title":"Sixth Annual Southeastern Probability Days Conference","body":[{"value":"\u003Cp\u003EThe Sixth Annual Southeastern Probability Days Conference will be held in the Southeast. The keynote speakers this year will be\n\u003C\/p\u003E\n\u003Cp\u003E\n\u003Cblockquote\u003E\nTED COX (Syracuse University) -- Interacting Particle Systems and Super Processes\u003Cbr \/\u003E\u003Cbr \/\u003E\nRUTH WILLIAMS (UCLA) -- From Stochastic Networks to Reflecting Diffusions\u003C\/blockquote\u003E\u003C\/p\u003E\n\u003Cp\u003EThe rest of the program will consist of 30 talks given (in series) by others in the SE or by other visitors. \n\u003C\/p\u003E\n\u003Cp\u003EAs in previous years, the conference will be loosely structured, with opportunities for contributed talks. The main objective is to make\/renew contacts and exchange ideas. \n\u003C\/p\u003E\n\u003Cp\u003EFor more information relating to the conference, please visit the \u003Ca href=\u0022http:\/\/www.math.gatech.edu\/news\/conferences\/sepd\/sepd6\/index.html\u0022\u003EGeorgia Tech School of Mathematics\u003C\/a\u003E website\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Sixth Annual Southeastern Probability Days Conference","format":"limited_html"}],"field_summary_sentence":[{"value":"Sixth Annual Southeastern Probability Days Conference"}],"uid":"27279","created_gmt":"2010-10-08 11:43:11","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-04-19T03:00:00-04:00","event_time_end":"2002-04-19T01:00:00-04:00","event_time_end_last":"2002-04-19T01:00:00-04:00","gmt_time_start":"2002-04-19 07:00:00","gmt_time_end":"2002-04-19 05:00:00","gmt_time_end_last":"2002-04-19 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61973":{"#nid":"61973","#data":{"type":"event","title":"Stochastics Seminar Series - Critical thresholds for dynamic routing in queueing networks","body":[{"value":"\u003Cp\u003EWe study dynamic routing in a parallel server queueing network with a\u003Cbr \/\u003E\nsingle Poisson arrival process and two servers with exponential processing\u003Cbr \/\u003E\ntimes of different rates.  Each customer must be routed at the time of\u003Cbr \/\u003E\narrival to one of the two queues in the network.  We establish that this\u003Cbr \/\u003E\nsystem operating under a threshold routing policy exhibits complete\u003Cbr \/\u003E\nresource pooling; i.e., it can be well approximated by a one-dimensional\u003Cbr \/\u003E\nreflected Brownian motion when the arrival rate to the network is close to\u003Cbr \/\u003E\nthe processing capacity of the two servers.  For complete resource pooling\u003Cbr \/\u003E\nto occur, the threshold should grow at a logarithmic rate as the heavy\u003Cbr \/\u003E\ntraffic limit is approached.  Second order growth terms then determine the\u003Cbr \/\u003E\nbehavior of the limiting Brownian diffusion.  We provide necessary and\u003Cbr \/\u003E\nsufficient conditions for (i) complete resource pooling (ii) positive\u003Cbr \/\u003E\nrecurrence of the limiting Brownian diffusion and (iii) asymptotic\u003Cbr \/\u003E\noptimality of the threshold policy.\n\u003C\/p\u003E\n\u003Cp\u003EThis is joint work with Yih-Choung Teh.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Stochastics Seminar Series - Critical thresholds for dynamic routing in queueing networks","format":"limited_html"}],"field_summary_sentence":[{"value":"Stochastics Seminar Series - Critical thresholds for dynamic routing in queueing networks"}],"uid":"27279","created_gmt":"2010-10-08 11:43:12","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-01-18T14:00:00-05:00","event_time_end":"2002-01-17T23:00:00-05:00","event_time_end_last":"2002-01-17T23:00:00-05:00","gmt_time_start":"2002-01-18 19:00:00","gmt_time_end":"2002-01-18 04:00:00","gmt_time_end_last":"2002-01-18 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61972":{"#nid":"61972","#data":{"type":"event","title":"Elements of Risk Mitigation for Catastrophe Bond Derivatives","body":[{"value":"\u003Cp\u003EThe re-insurance industry is undergoing a remarkable transformation, as increasing numbers of \u0022catastrophe bonds\u0022 are structured to help monetize and distribute a diverse set of risks to a capital markets environment hungry for uncorrelated risk dimensions.  In order to accommodate institutional investors\u0027 balance-sheet composition constraints, dealers have also begun offering derivatives based on portfolios of cat bonds.  After delineating the risk components that these novel instruments introduce, we focus on understanding the diversification effects they can afford.\n\u003C\/p\u003E\n\u003Cp\u003EIn order to investigate the dependence of the diversification benefit to the composition of the cat bond derivative, we construct a portfolio optimization problem, based on a series of bilateral bounds for the constituent tail events.  We then proceed to examine the sensitivity of our risk diversification analysis to changes in the conditional tail correlation patterns.  We close the talk with a brief discussion of the lessons we can draw from our modeling exercise in designing an effective risk management infrastructure around the underwriting and trading of these fashionable and versatile financial instruments. \n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Elements of Risk Mitigation for Catastrophe Bond Derivatives","format":"limited_html"}],"field_summary_sentence":[{"value":"Elements of Risk Mitigation for Catastrophe Bond Derivatives"}],"uid":"27279","created_gmt":"2010-10-08 11:43:12","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-01-22T10:00:00-05:00","event_time_end":"2002-01-21T23:00:00-05:00","event_time_end_last":"2002-01-21T23:00:00-05:00","gmt_time_start":"2002-01-22 15:00:00","gmt_time_end":"2002-01-22 04:00:00","gmt_time_end_last":"2002-01-22 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61970":{"#nid":"61970","#data":{"type":"event","title":"Stochastics Seminar Series - Stochastic Ordering and Stochastic Process Control","body":[{"value":"\u003Cp\u003EStochastic Process Control (SPC) is used  to detect changes in the performance parameters of interest from their target values, namely in industrial systems. Conversely, Stochastic Ordering (SO) is used to establish dominance relations between random variables and stochastic processes in stronger senses than a mere inequality between means. As the most important performance quantity in SPC is the time for a signal (TS) to be  given and, the use of SO in SPC (namely, establishing stochastic order relations between TSs of different control procedures) is of great interest. \n\u003C\/p\u003E\n\u003Cp\u003EIn this talk I will highlight joint work with M. Cabral Morais on the use of SO in two non-classical issues of SPC:  run lengths to misleading signals in joint schemes for the mean and the variance, and the effect of autocorrelation in the performance of quality control schemes.The approach used relies heavily on the Markovian nature of the summary\u003Cbr \/\u003E\nstatistics used to run the control procedure.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Stochastics Seminar Series - Stochastic Ordering and Stochastic Process Control","format":"limited_html"}],"field_summary_sentence":[{"value":"Stochastics Seminar Series - Stochastic Ordering and Stochastic Process Control"}],"uid":"27279","created_gmt":"2010-10-08 11:43:12","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-01-25T14:00:00-05:00","event_time_end":"2002-01-24T23:00:00-05:00","event_time_end_last":"2002-01-24T23:00:00-05:00","gmt_time_start":"2002-01-25 19:00:00","gmt_time_end":"2002-01-25 04:00:00","gmt_time_end_last":"2002-01-25 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61955":{"#nid":"61955","#data":{"type":"event","title":"STOCHASTICS SEMINAR SERIES  -- Asymptotic analysis of the loss probability in GI\/M\/1 type queue with finite capacity K (with Jeongsim Kim)","body":[{"value":"\u003Cp\u003EWe consider the GI\/M\/1\/ type queue with finite capacity K, and investigate the asymptotic behavior of the loss probability as K tends to infinity. We show that the loss probability tends to 0 at a geometric rate by finding the decay rate and the coefficient.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"STOCHASTICS SEMINAR SERIES  -- Asymptotic analysis of the loss probability in GI\/M\/1 type queue with finite capacity K (with Jeongsim Kim)","format":"limited_html"}],"field_summary_sentence":[{"value":"STOCHASTICS SEMINAR SERIES  -- Asymptotic analysis of the loss probability in GI\/M\/1 type queue with finite capacity K (with Jeongsim Kim)"}],"uid":"27279","created_gmt":"2010-10-08 11:43:10","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-04-26T16:00:00-04:00","event_time_end":"2002-04-26T01:00:00-04:00","event_time_end_last":"2002-04-26T01:00:00-04:00","gmt_time_start":"2002-04-26 20:00:00","gmt_time_end":"2002-04-26 05:00:00","gmt_time_end_last":"2002-04-26 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61969":{"#nid":"61969","#data":{"type":"event","title":"Semiparametric Estmation of Value-at-Risk","body":[{"value":"\u003Cp\u003EValue at Risk is a fundamental tool for managing market risks. It measures the worst loss to be expected of a portfolio over a given time horizon under normal market conditions at a given confidence level.  Calculation\u003Cbr \/\u003E\nof VaR frequently involves estimating the volatility of return processes and quantiles of standardized returns.  In this talk, several semiparametric techniques are introduced to estimate the volatilities of the market prices of a portfolio. In addition, both parametric and nonparametric techniques are proposed to estimate the quantiles of standardized return processes. The newly proposed techniques also have the\u003Cbr \/\u003E\nflexibility to adapt automatically to the changes in the dynamics of market prices over time.  Their statistical efficiencies are studied both theoretically and empirically. The combination of newly proposed techniques for estimating volatility and standardized quantiles yields\u003Cbr \/\u003E\nseveral new techniques for evaluating multiple period VaR.  The performance of the newly proposed VaR estimators is evaluated and compared with some of existing methods. Our simulation results and empirical studies endorse convincingly the advantage of the newly proposed time-dependent semiparametric approach for estimating VaR.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Semiparametric Estmation of Value-at-Risk","format":"limited_html"}],"field_summary_sentence":[{"value":"Semiparametric Estmation of Value-at-Risk"}],"uid":"27279","created_gmt":"2010-10-08 11:43:12","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-01-29T10:00:00-05:00","event_time_end":"2002-01-28T23:00:00-05:00","event_time_end_last":"2002-01-28T23:00:00-05:00","gmt_time_start":"2002-01-29 15:00:00","gmt_time_end":"2002-01-29 04:00:00","gmt_time_end_last":"2002-01-29 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61971":{"#nid":"61971","#data":{"type":"event","title":"Stochastics Seminar Series - Markov Limits of Fast and Slow Queueing Networks","body":[{"value":"\u003Cp\u003EHeavy-traffic limit theorems for queueing networks justify that a network in heavy traffic can be approximated by a reflected Brownian motion. We present other types of Markovian approximations for networks with fast (or slow) inputs and services.\n\u003C\/p\u003E\n\u003Cp\u003EThe underlying idea is related to the central-limit phenomenon that limit theorems with normal or BM limits typically have analogues with Poisson or infinitely divisible limits. For instance, if $S_n$ is a binomial random variable with parameters $n$ and $p$, then $S_n$ is approximately normal when $n$ is large and $p$ is fixed. Analogously, $S_n$ is approximately Poisson when $n$ is large and $p$ is very small.\n\u003C\/p\u003E\n\u003Cp\u003EAnother example is Donsker\u0027s functional central limit theorem for sums of random variables. There are analogous functional central limit theorems for sums of sparse point processes that converge to Poisson or infinitely divisible point processes.\n\u003C\/p\u003E\n\u003Cp\u003EI will review a few of these results, and then describe general non-Markovian jump processes that converge to Markov processes. Applications are approximations for fast (or slow) spatial queueing systems and queueing networks.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Stochastics Seminar Series - Markov Limits of Fast and Slow Queueing Networks","format":"limited_html"}],"field_summary_sentence":[{"value":"Stochastics Seminar Series - Markov Limits of Fast and Slow Queueing Networks"}],"uid":"27279","created_gmt":"2010-10-08 11:43:12","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-02-01T14:00:00-05:00","event_time_end":"2002-01-31T23:00:00-05:00","event_time_end_last":"2002-01-31T23:00:00-05:00","gmt_time_start":"2002-02-01 19:00:00","gmt_time_end":"2002-02-01 04:00:00","gmt_time_end_last":"2002-02-01 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61967":{"#nid":"61967","#data":{"type":"event","title":"Faculty Candidate Seminar: Title: Scheduling and Dispatching in High-Tech Manufacturing Environments","body":[{"value":"\u003Cp\u003EUnrelated parallel machine scheduling problems have been well studied for several single objective cases under deterministic processing conditions.  While these problems are adequate for some manufacturing environments there are situations where multiple objectives need to be considered.  We report on a case for a Japanese printed wiring board manufacturer\u0027s drilling operation, which is measured on five key performance objectives and which is subject to processing time variability and random equipment breakdowns (usually in the form of jams).  This research presents and evaluates an optimization approach against three dispatching heuristics to determine how these different scheduling approaches are impacted by processing time variability and equipment breakdowns and to determine which perform best under various levels of uncertainty.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Faculty Candidate Seminar: Title: Scheduling and Dispatching in High-Tech Manufacturing Environments","format":"limited_html"}],"field_summary_sentence":[{"value":"Faculty Candidate Seminar: Title: Scheduling and Dispatching in High-Tech Manufacturing Environments"}],"uid":"27279","created_gmt":"2010-10-08 11:43:12","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-02-04T10:00:00-05:00","event_time_end":"2002-02-03T23:00:00-05:00","event_time_end_last":"2002-02-03T23:00:00-05:00","gmt_time_start":"2002-02-04 15:00:00","gmt_time_end":"2002-02-04 04:00:00","gmt_time_end_last":"2002-02-04 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61966":{"#nid":"61966","#data":{"type":"event","title":"Faculty Candidate Seminar: Title: The Linear Programming Approach to Approximate Dynamic Programming","body":[{"value":"\u003Cp\u003EDynamic programming offers an elegant, unified treatment of a wide range of stochastic control problems. However, the curse of dimensionality gives rise to prohibitive computational requirements that render infeasible the exact solution of large--scale problems.  We study an efficient method based on linear programming for approximating solutions to such problems.  The approach \u0022fits\u0027\u0022 a linear combination of pre--selected basis functions to the dynamic programming cost--to--go function. We develop error bounds that offer performance guarantees and also guide the selection of both basis functions and \u0022state--relevance weights\u0027\u0027 that influence quality of the approximation.  Experimental results in queueing problems and an application to web server farms provide empirical support for the methodology.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Faculty Candidate Seminar: Title: The Linear Programming Approach to Approximate Dynamic Programming","format":"limited_html"}],"field_summary_sentence":[{"value":"Faculty Candidate Seminar: Title: The Linear Programming Approach to Approximate Dynamic Programming"}],"uid":"27279","created_gmt":"2010-10-08 11:43:11","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-02-07T10:00:00-05:00","event_time_end":"2002-02-06T23:00:00-05:00","event_time_end_last":"2002-02-06T23:00:00-05:00","gmt_time_start":"2002-02-07 15:00:00","gmt_time_end":"2002-02-07 04:00:00","gmt_time_end_last":"2002-02-07 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61963":{"#nid":"61963","#data":{"type":"event","title":"STOCHASTICS SEMINAR SERIES  --  A Fluid Problem for Dynamic Pricing","body":[{"value":"\u003Cp\u003EA fluid model for dynamic pricing is presented. The model was developed to overcome some of the shortcomings of the revenue management models that are popular in industry. The talk describes the model, contrasts it with other models, and explains how the fluid control problem is solved. Disclaimer:  There is no stochastics in the talk.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"STOCHASTICS SEMINAR SERIES  --  A Fluid Problem for Dynamic Pricing","format":"limited_html"}],"field_summary_sentence":[{"value":"STOCHASTICS SEMINAR SERIES  --  A Fluid Problem for Dynamic Pricing"}],"uid":"27279","created_gmt":"2010-10-08 11:43:11","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-02-08T14:00:00-05:00","event_time_end":"2002-02-07T23:00:00-05:00","event_time_end_last":"2002-02-07T23:00:00-05:00","gmt_time_start":"2002-02-08 19:00:00","gmt_time_end":"2002-02-08 04:00:00","gmt_time_end_last":"2002-02-08 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61965":{"#nid":"61965","#data":{"type":"event","title":"STOCHASTICS SEMINAR SERIES  -- Asymptotics of Closed Queueing Networks with Subexponential Service Times","body":[{"value":"\u003Cp\u003EFor a $K$-stage cyclic queueing model with $N$ customers and general service times we give an explicit expression for the $n^{rm th}$ departure time from each queue. Starting from this expression we analyze the asymptotic tail behavior of cycle times and waiting times given that at least one service time distribution is subexponential. Further, we show that the tail of the residual of a subexponential service time seen by an arriving customer is of the same order as the service time itself, where the asymptotic constant depends on the queue length on arrival. \u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"STOCHASTICS SEMINAR SERIES  -- Asymptotics of Closed Queueing Networks with Subexponential Service Times","format":"limited_html"}],"field_summary_sentence":[{"value":"STOCHASTICS SEMINAR SERIES  -- Asymptotics of Closed Queueing Networks with Subexponential Service Times"}],"uid":"27279","created_gmt":"2010-10-08 11:43:11","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-02-15T14:00:00-05:00","event_time_end":"2002-02-14T23:00:00-05:00","event_time_end_last":"2002-02-14T23:00:00-05:00","gmt_time_start":"2002-02-15 19:00:00","gmt_time_end":"2002-02-15 04:00:00","gmt_time_end_last":"2002-02-15 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61979":{"#nid":"61979","#data":{"type":"event","title":"Faculty Candidate Seminar- A Modern System of Experimental Design","body":[{"value":"\u003Cp\u003EThe theory and practice of experimental design have seen an explosive growth in the last two decades. The main impetus was the need of modern and efficient tools for manufacturing and technologies.  Existing tools as described in standard texts (like the influential one by Box, Hunter and Hunter) cannot meet these needs.  This talk will present modern ideas and tools in the planning, analysis and optimization of experiments. Four areas will be reviewed. (i) Robust parameter design: The main\u003Cbr \/\u003E\nissues include choice of performance measures, planning techniques, and modeling and analysis strategies.\u003Cbr \/\u003E\n(ii) Nonregular designs with mixed levels and complex aliasing:\u003Cbr \/\u003E\nThe original motivation was run size economy. Contrary to the \u0022traditional wisdom\u0022, recent advances suggest that they can also be used for estimating interactions.\u003Cbr \/\u003E\n(iii) Minimum aberration criterion for fractional factorial designs:\u003Cbr \/\u003E\nIt has emerged as the main criterion for selecting optimal fractions.\u003Cbr \/\u003E\nSome results and practical implications on the use of this criterion\u003Cbr \/\u003E\nwill be presented.\u003Cbr \/\u003E\n(iv) Analysis of nonnormal data from designed experiments:\u003Cbr \/\u003E\nCoverage of this topic in standard design texts is minimal.\u003Cbr \/\u003E\nBoth likelihood and Bayesian (using Gibbs sampler) strategies will\u003Cbr \/\u003E\nbe discussed. Many of these new methods\/techniques are covered in the book  \u0022Experiments: Planning, Analysis, and Parameter Design Optimization\u0022 by Wu and Hamada (Wiley, 2000).                                 \n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Faculty Candidate Seminar- A Modern System of Experimental Design","format":"limited_html"}],"field_summary_sentence":[{"value":"Faculty Candidate Seminar- A Modern System of Experimental Design"}],"uid":"27279","created_gmt":"2010-10-08 11:43:13","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-02-19T10:00:00-05:00","event_time_end":"2002-02-18T23:00:00-05:00","event_time_end_last":"2002-02-18T23:00:00-05:00","gmt_time_start":"2002-02-19 15:00:00","gmt_time_end":"2002-02-19 04:00:00","gmt_time_end_last":"2002-02-19 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61964":{"#nid":"61964","#data":{"type":"event","title":"STOCHASTICS SEMINAR SERIES  -- Replicated Batch Means for Steady-State Simulations","body":[{"value":"\u003Cp\u003EBatch means and multiple independent replications are two of the most popular output analysis methods for steady-state simulations. In this study, we consider a new, hybrid output analysis method called replicated batch means, in which a small number of independent replications are conducted and the observations that are collected from these replications are further grouped into batches. We show that the confidence intervals constructed by the replicated batch means method are valid for large batch sizes. Moreover, we derive expressions for the expected values and variances of the steady-state mean and variance estimators for stationary processes and large sample sizes. Using these asymptotic expressions, we compare the replicated batch means method with the standard batch means and multiple independent replications methods. We also study the behavior of our replicated batch means method for non-stationary processes and finite sample sizes using numerical experiments. We use several different initialization methods, some of which are first addressed in this study, to select the initial states of each replication. Our numerical results show that for some of the initialization methods under consideration, the replicated batch means method appears to consistently provide better coverages of confidence intervals than the standard batch means and independent replications methods, sometimes even by a large margin.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"STOCHASTICS SEMINAR SERIES  -- Replicated Batch Means for Steady-State Simulations","format":"limited_html"}],"field_summary_sentence":[{"value":"STOCHASTICS SEMINAR SERIES  -- Replicated Batch Means for Steady-State Simulations"}],"uid":"27279","created_gmt":"2010-10-08 11:43:11","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-02-22T14:00:00-05:00","event_time_end":"2002-02-21T23:00:00-05:00","event_time_end_last":"2002-02-21T23:00:00-05:00","gmt_time_start":"2002-02-22 19:00:00","gmt_time_end":"2002-02-22 04:00:00","gmt_time_end_last":"2002-02-22 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61962":{"#nid":"61962","#data":{"type":"event","title":"Faculty Candidate Seminar: Title: Control Problems with Constrained Dynamics and Tail Probabilities of Reflected Brownian Motion","body":[{"value":"\u003Cp\u003EBrownian motions reflected in the orthant\u003Cbr \/\u003E\noften arise as diffusion approximations\u003Cbr \/\u003E\nto queueing networks, and their tail probabilities\u003Cbr \/\u003E\noften serve as estimates for stationary buffer\u003Cbr \/\u003E\noverflow probabilities in the corresponding networks.\u003Cbr \/\u003E\nUnder certain conditions, the tail probabilities of\u003Cbr \/\u003E\nstationary reflected Brownian motion in the\u003Cbr \/\u003E\northant are known to have certain variational representations.\u003Cbr \/\u003E\nWe will discuss why these representations\u003Cbr \/\u003E\nare hard to analyze, and derive new methods for\u003Cbr \/\u003E\nstudying these variational problems.\u003Cbr \/\u003E\nIn particular we will relate this variational problem\u003Cbr \/\u003E\nto another class of variational problems with constrained dynamics,\u003Cbr \/\u003E\nwhich arise in the analyis of optimal stability of\u003Cbr \/\u003E\nqueueing networks.\u003Cbr \/\u003E\nWe show how explicit solutions can be derived for these\u003Cbr \/\u003E\nproblems in certain cases.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Faculty Candidate Seminar: Title: Control Problems with Constrained Dynamics and Tail Probabilities of Reflected Brownian Motion","format":"limited_html"}],"field_summary_sentence":[{"value":"Faculty Candidate Seminar: Title: Control Problems with Constrained Dynamics and Tail Probabilities of Reflected Brownian Motion"}],"uid":"27279","created_gmt":"2010-10-08 11:43:11","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-02-26T10:00:00-05:00","event_time_end":"2002-02-25T23:00:00-05:00","event_time_end_last":"2002-02-25T23:00:00-05:00","gmt_time_start":"2002-02-26 15:00:00","gmt_time_end":"2002-02-26 04:00:00","gmt_time_end_last":"2002-02-26 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61954":{"#nid":"61954","#data":{"type":"event","title":"Faculty Candidate Seminar: Title: Operating Window Experiments: A Novel Approach to Quality and Reliability Improvement","body":[{"value":"\u003Cp\u003EThe operating window method is a novel tool in quality engineering. It has been successfully practiced in some industrial sectors but has received scant attention in academic research. If a critical factor for competing\u003Cbr \/\u003E\nfailure modes can be identified, the probability of failures can be reduced by widening the operating window of this factor, thus improving the system\u0027s quality and reliability. In this research a comprehensive and rigorous foundation is given for the operating window method. A general performance measure is derived which include the operating window SN ratio as a special case. New strategies for the design and analysis of experiments are proposed, which improves over the existing practice. Extending the ideas of operating window we develop a more general\u003Cbr \/\u003E\nframework called \u0022Failure Amplification Method\u0022 for categorical response optimization. Illustration is given with the analysis of a paper feeder experiment at Fuji Xerox.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Faculty Candidate Seminar: Title: Operating Window Experiments: A Novel Approach to Quality and Reliability Improvement","format":"limited_html"}],"field_summary_sentence":[{"value":"Faculty Candidate Seminar: Title: Operating Window Experiments: A Novel Approach to Quality and Reliability Improvement"}],"uid":"27279","created_gmt":"2010-10-08 11:43:10","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-03-01T10:00:00-05:00","event_time_end":"2002-02-28T23:00:00-05:00","event_time_end_last":"2002-02-28T23:00:00-05:00","gmt_time_start":"2002-03-01 15:00:00","gmt_time_end":"2002-03-01 04:00:00","gmt_time_end_last":"2002-03-01 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61961":{"#nid":"61961","#data":{"type":"event","title":"Faculty candidate seminar: Title: Dirichlet process mixture modeling for nonparametric Bayesian regression, survival analysis \u0026 spatial data analysis","body":[{"value":"\u003Cp\u003EUpon Request\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Faculty candidate seminar: Title: Dirichlet process mixture modeling for nonparametric Bayesian regression, survival analysis \u0026amp; spatial data analysis","format":"limited_html"}],"field_summary_sentence":[{"value":"Faculty candidate seminar: Title: Dirichlet process mixture modeling for nonparametric Bayesian regression, survival analysis \u0026 spatial data analysis"}],"uid":"27279","created_gmt":"2010-10-08 11:43:11","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-03-14T10:00:00-05:00","event_time_end":"2002-03-13T23:00:00-05:00","event_time_end_last":"2002-03-13T23:00:00-05:00","gmt_time_start":"2002-03-14 15:00:00","gmt_time_end":"2002-03-14 04:00:00","gmt_time_end_last":"2002-03-14 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61959":{"#nid":"61959","#data":{"type":"event","title":"STOCHASTICS SEMINAR SERIES -- Rare Events and Amy\u0027s Threshold Network","body":[{"value":"\u003Cp\u003EIn the first of this series of seminars and in a paper [1], Amy analyzed heavy traffic limits and pooling in a two server network with a finite threshold at one server and the overflowing customers going to a second server with an infinite capacity waiting area.  I will use Amy\u0027s system to illustrate the methodology in [2] for obtaining exact asymptotics for the stationary distribution ( i, j ) for this system and discuss pooling in the rare event context.  My hope is that the audience will realize that they can use the methodology in [2] to analyze rare events in systems of their own choosing.\n\u003C\/p\u003E\n\u003Cp\u003E[1]  Yih-Choung Teh and Amy R. Ward, \u0022Critical Thresholds for Dynamic Routing in Queueing Networks\u0022, under review.  Downloadable from \u003Ca href=\u0022http:\/\/www.isye.gatech.edu\/~amy\/pub_list.html\u0022\u003Ewww.isye.gatech.edu\/~amy\/pub_list.html\u003C\/a\u003E.\n\u003C\/p\u003E\n\u003Cp\u003E[2]  R. D. Foley and D. R. McDonald, \u0022Join the Shortest Queue: Stability and Exact Asymptotics\u0022 The Annals of Applied Probability,} Vol. 11, No. 3, 569--607, 2001.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"STOCHASTICS SEMINAR SERIES -- Rare Events and Amy\u0027s Threshold Network","format":"limited_html"}],"field_summary_sentence":[{"value":"STOCHASTICS SEMINAR SERIES -- Rare Events and Amy\u0027s Threshold Network"}],"uid":"27279","created_gmt":"2010-10-08 11:43:11","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-03-22T14:00:00-05:00","event_time_end":"2002-03-21T23:00:00-05:00","event_time_end_last":"2002-03-21T23:00:00-05:00","gmt_time_start":"2002-03-22 19:00:00","gmt_time_end":"2002-03-22 04:00:00","gmt_time_end_last":"2002-03-22 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61958":{"#nid":"61958","#data":{"type":"event","title":"STOCHASTICS SEMINAR SERIES  -- A new stochastic modeling approach for next-generation wireless","body":[{"value":"\u003Cp\u003EThe rapid growth of wireless communications either from the perspective of the number of subscribers or multimedia services is driving the evolution from the second generation towards next-generation wireless networks. The major issue in such networks is to accommodate demanding heterogeneous services with a desired quality of service while keeping the best possible\u003Cbr \/\u003E\nmobility performance.\n\u003C\/p\u003E\n\u003Cp\u003EThis work aims to extend the performance analysis of third and fourth generation networks through  a new modeling approach that describes the combined effect of the mobility of subscribers and the teletraffic they generate.\n\u003C\/p\u003E\n\u003Cp\u003EThe transient and limit analysis of the number of mobiles per call state in a cell as well as the handoff processes from the cell are investigated. The new and handoff call blocking probability for network planning are derived, and the distribution of the required capacity in a short time interval for network control is obtained.  Simulations are carried out to validate the analytical results.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"STOCHASTICS SEMINAR SERIES  -- A new stochastic modeling approach for next-generation wireless","format":"limited_html"}],"field_summary_sentence":[{"value":"STOCHASTICS SEMINAR SERIES  -- A new stochastic modeling approach for next-generation wireless"}],"uid":"27279","created_gmt":"2010-10-08 11:43:11","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-03-29T14:00:00-05:00","event_time_end":"2002-03-28T23:00:00-05:00","event_time_end_last":"2002-03-28T23:00:00-05:00","gmt_time_start":"2002-03-29 19:00:00","gmt_time_end":"2002-03-29 04:00:00","gmt_time_end_last":"2002-03-29 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61968":{"#nid":"61968","#data":{"type":"event","title":"ISyE SEMINAR SERIES - CUTTING PLANE APPROACHES IN STOCHASTIC LINEAR PROGRAMMING","body":[{"value":"\u003Cp\u003EOver the past decade, there has been phenomenal growth in\u003Cbr \/\u003E\nour ability to address real-world stochastic linear programs.\u003Cbr \/\u003E\nMuch of this progress is the result of two basic ingredients:\u003Cbr \/\u003E\nsampling and decomposition.  In this presentation, we will start with a sample mean optimization method for two stage problems, and proceed to refinements including stochastic cutting planes, and stochastic decomposition.  We will also discuss how these methods can be extended to multi-stage problems.  Finally, some computational results will be presented.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE SEMINAR SERIES - CUTTING PLANE APPROACHES IN STOCHASTIC LINEAR PROGRAMMING","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE SEMINAR SERIES - CUTTING PLANE APPROACHES IN STOCHASTIC LINEAR PROGRAMMING"}],"uid":"27279","created_gmt":"2010-10-08 11:43:12","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-04-02T10:00:00-05:00","event_time_end":"2002-04-01T23:00:00-05:00","event_time_end_last":"2002-04-01T23:00:00-05:00","gmt_time_start":"2002-04-02 15:00:00","gmt_time_end":"2002-04-02 04:00:00","gmt_time_end_last":"2002-04-02 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61974":{"#nid":"61974","#data":{"type":"event","title":"ISyE SEMINAR SERIES - Convex Optimization in Digital Communication and Signal Processing","body":[{"value":"\u003Cp\u003EIn this talk, we will briefly review the theory of convex optimization and semidefinite programming, and then show how they can be used to solve some important digital communication problems efficiently. Examples will be given to show that certain nonconvex and semi-infinite spectral mask constraints can be reformulated\u003Cbr \/\u003E\nas linear matrix inequalities. This facilitates the formulation of a\u003Cbr \/\u003E\ndiverse class of filter and beamformer design problems as semidefinite programmes. Our results extend the well-known Positive-Real and Bounded-Real Lemmas from the systems and control literature.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE SEMINAR SERIES - Convex Optimization in Digital Communication and Signal Processing","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE SEMINAR SERIES - Convex Optimization in Digital Communication and Signal Processing"}],"uid":"27279","created_gmt":"2010-10-08 11:43:12","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-04-04T10:00:00-05:00","event_time_end":"2002-04-03T23:00:00-05:00","event_time_end_last":"2002-04-03T23:00:00-05:00","gmt_time_start":"2002-04-04 15:00:00","gmt_time_end":"2002-04-04 04:00:00","gmt_time_end_last":"2002-04-04 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61957":{"#nid":"61957","#data":{"type":"event","title":"STOCHASTICS SEMINAR SERIES  --  Uniform and Precision Pricing for a Single Server Service Facility","body":[{"value":"\u003Cp\u003EJoint work with: Hayriye Ayhan and Robert D. Foley.\n\u003C\/p\u003E\n\u003Cp\u003EWe consider a service facility which can be modeled as a G\/GI\/1\/m system. Arriving customers are accepted if they are willing to pay the price charged by the service provider and there is room in the waiting area. We consider two different models for two different classes of pricing policies: uniform pricing and precision pricing. In the\u003Cbr \/\u003E\nprecision pricing model, it is assumed that service provider has the ability to classify customers into different customer groups which are characterized by their willingness-to-pay distribution functions and charge them accordingly. In the uniform pricing model, all customers are charged the same price. Under some assumptions, we derive optimal price expressions that maximize service provider\u0027s long run average rate of profit. We also provide some structural results on the relationships between the optimal prices, customers\u0027 willingness-to-pay and system parameters (e.g. waiting space capacity, service rate).\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"STOCHASTICS SEMINAR SERIES  --  Uniform and Precision Pricing for a Single Server Service Facility","format":"limited_html"}],"field_summary_sentence":[{"value":"STOCHASTICS SEMINAR SERIES  --  Uniform and Precision Pricing for a Single Server Service Facility"}],"uid":"27279","created_gmt":"2010-10-08 11:43:10","changed_gmt":"2016-10-08 01:53:08","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-04-05T14:00:00-05:00","event_time_end":"2002-04-04T23:00:00-05:00","event_time_end_last":"2002-04-04T23:00:00-05:00","gmt_time_start":"2002-04-05 19:00:00","gmt_time_end":"2002-04-05 04:00:00","gmt_time_end_last":"2002-04-05 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61910":{"#nid":"61910","#data":{"type":"event","title":"Optimal Control of Assemble-to-Order Systems with Delay Guarantees","body":[{"value":"\u003Cp\u003EWe consider an assemble-to-order (ATO) system with multiple products and components having guaranteed maximum delivery leadtimes. For such a system, the first-order operational challenge is to balance the demand and supply of components through pricing and supply contracts (or capacity planning). However, due to stochastic fluctuations in supply and demand, component shortages occur. Then, the manufacturer must dynamically allocate scarce components to customer orders for various products, and\/ or pay to expedite component production. In practice, many firms adopt simple static rules to sequence customer orders for assembly, such as FIFO, and expedite components on an ad hoc basis. Recently, Dell has begun to prioritize customer orders dynamically, based on component availability. However, dynamic control of an ATO system is difficult, and theory is needed to guide business practice.\n\u003C\/p\u003E\n\u003Cp\u003EWe undertake a holistic analysis of a high-volume ATO system. Our objective is to maximize expected infinite horizon discounted profit subject to assembling orders within a guaranteed maximum delivery leadtime. Our key assumption is that the inter-arrival time between customers is small compared to guaranteed delivery leadtimes, meaning the ATO system is high-volume. (This is certainly true for Dell; its new OptiPlex assembly plant assembles more than 20,000 computers per day whereas a customer\u0027s order is guaranteed to ship within 10 days.) We first establish that any revenue-maximizing strategy requires optimal prices and component production rates to be close. In such a regime, diffusion approximations are extremely accurate. Furthermore, in this regime, the system exhibits a reduction in problem dimensionality. This simplifies the dynamic control problem and allows us to provide easily implementable policies for sequencing customer orders and expediting components that are asymptotically optimal in the heavy traffic limit. We finish by characterizing the structure of near-optimal inventory policies. By taking account of important component dependencies, the near-optimal inventory policy will outperform any base stock policy.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Optimal Control of Assemble-to-Order Systems with Delay Guarantees","format":"limited_html"}],"field_summary_sentence":[{"value":"Optimal Control of Assemble-to-Order Systems with Delay Guarantees"}],"uid":"27279","created_gmt":"2010-10-08 11:42:24","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-11-04T15:30:00-05:00","event_time_end":"2002-11-03T23:00:00-05:00","event_time_end_last":"2002-11-03T23:00:00-05:00","gmt_time_start":"2002-11-04 20:30:00","gmt_time_end":"2002-11-04 04:00:00","gmt_time_end_last":"2002-11-04 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61914":{"#nid":"61914","#data":{"type":"event","title":"ISYE SEMINAR SERIES - Optimization Models for the Financial Valuation of Supply Chain Risks","body":[{"value":"\u003Cp\u003EThe valuation of financial options, as is well known, is based on the  recognition that an option\u0027s payouts can be replicated by a trading program that \u0022manufactures\u0022 an equivalent payout distribution from an initial infusion of cash equal to the value of the option.  One may in fact develop a quite satisfactory and practical theory of options pricing based on an optimization formulation of this replication model as a multiperiod stochastic production-inventory problem. This talk will explore how this optimization-based valuation approach may be extended to\u003Cbr \/\u003E\nthe valuation and management of risky supply chain contracts.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISYE SEMINAR SERIES - Optimization Models for the Financial Valuation of Supply Chain Risks","format":"limited_html"}],"field_summary_sentence":[{"value":"ISYE SEMINAR SERIES - Optimization Models for the Financial Valuation of Supply Chain Risks"}],"uid":"27279","created_gmt":"2010-10-08 11:42:24","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-11-05T10:00:00-05:00","event_time_end":"2002-11-04T23:00:00-05:00","event_time_end_last":"2002-11-04T23:00:00-05:00","gmt_time_start":"2002-11-05 15:00:00","gmt_time_end":"2002-11-05 04:00:00","gmt_time_end_last":"2002-11-05 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61940":{"#nid":"61940","#data":{"type":"event","title":"Group Decisions","body":[{"value":"\u003Cp\u003EWe consider a decision problem where a group of individuals or a committee collectively shares the responsibility for choosing among alternative proposals for action. Individuals or committee members may have different views on the relative merit of each proposal. The problem therefore boils down to how one should aggregate the views\/preferences of the committee members to arrive at a preferred decision. Our theory builds on bilateral agreement on a chosen parameter from the two individuals comprising a pair. We explore the minimal required agreements that are sufficient to specify the group utility. Potential applications are discussed.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Group Decisions","format":"limited_html"}],"field_summary_sentence":[{"value":"Group Decisions"}],"uid":"27279","created_gmt":"2010-10-08 11:43:07","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-04-17T12:00:00-04:00","event_time_end":"2002-04-17T01:00:00-04:00","event_time_end_last":"2002-04-17T01:00:00-04:00","gmt_time_start":"2002-04-17 16:00:00","gmt_time_end":"2002-04-17 05:00:00","gmt_time_end_last":"2002-04-17 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61908":{"#nid":"61908","#data":{"type":"event","title":"The Collective Intelligence of Honey Bees","body":[{"value":"\u003Cp\u003EComputational Perception and Robotics Seminar\n\u003C\/p\u003E\n\u003Cp\u003EThomas D. Seeley [Cornell], a well-known biologist and perhaps the leading expert on honey bee behavior will be speaking.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"The Collective Intelligence of Honey Bees","format":"limited_html"}],"field_summary_sentence":[{"value":"The Collective Intelligence of Honey Bees"}],"uid":"27279","created_gmt":"2010-10-08 11:42:24","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-11-11T13:00:00-05:00","event_time_end":"2002-11-10T23:00:00-05:00","event_time_end_last":"2002-11-10T23:00:00-05:00","gmt_time_start":"2002-11-11 18:00:00","gmt_time_end":"2002-11-11 04:00:00","gmt_time_end_last":"2002-11-11 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61953":{"#nid":"61953","#data":{"type":"event","title":"ISyE SEMINAR SERIES - ON THE STABILITY OF SUPPLY CHAINS","body":[{"value":"\u003Cp\u003EThis lecture will discuss the stability supply chains, focusing on (autonomous) control policies that use only customer information from downstream neighbors. An important property of autonomous policies\/algorithms is the\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE SEMINAR SERIES - ON THE STABILITY OF SUPPLY CHAINS","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE SEMINAR SERIES - ON THE STABILITY OF SUPPLY CHAINS"}],"uid":"27279","created_gmt":"2010-10-08 11:43:10","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-04-18T12:00:00-04:00","event_time_end":"2002-04-18T01:00:00-04:00","event_time_end_last":"2002-04-18T01:00:00-04:00","gmt_time_start":"2002-04-18 16:00:00","gmt_time_end":"2002-04-18 05:00:00","gmt_time_end_last":"2002-04-18 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61913":{"#nid":"61913","#data":{"type":"event","title":"Collective decision making in a distributed system:  how a honeybee swarm chooses a home","body":[{"value":"\u003Cp\u003EThis is the inaugural talk in a planned Seminar Series in Natural Systems. The idea is to create a seminar series by top-notch researchers and practitioners whose work has very broad applicability and which has already, or will likely, stimulate an interdisciplinary flow of ideas to or from natural systems.\u003Cbr \/\u003E\n  Such speakers would likely include, but not be restricted to, biologists whose work may hold valuable lessons and new insights for IE, and business\/industry more generally; consultants and researchers involved in the cutting edge field of swarm intelligence who actively may take inspiration from nature for (NP-)hard problem solving; and industry practitioners, keen to transform operations more to a closed-loop organic organization.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Collective decision making in a distributed system:  how a honeybee swarm chooses a home","format":"limited_html"}],"field_summary_sentence":[{"value":"Collective decision making in a distributed system:  how a honeybee swarm chooses a home"}],"uid":"27279","created_gmt":"2010-10-08 11:42:24","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-11-12T10:00:00-05:00","event_time_end":"2002-11-11T23:00:00-05:00","event_time_end_last":"2002-11-11T23:00:00-05:00","gmt_time_start":"2002-11-12 15:00:00","gmt_time_end":"2002-11-12 04:00:00","gmt_time_end_last":"2002-11-12 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61943":{"#nid":"61943","#data":{"type":"event","title":"IIE and Kimberly-Clark Dinner","body":[{"value":"\u003Cp\u003EThis event is sponsored by IIE and Kimberly-Clark for IIE members and ISyE faculty.\n\u003C\/p\u003E\n\u003Cp\u003EThe dinner will be held on Friday, April 19 at 7:00 at the Steak \u0026amp; Ale Restaurant on International Boulevard.  Please come to enjoy a complementary dinner and listen to a Kimberly-Clark speaker!  \n\u003C\/p\u003E\n\u003Cp\u003EPlease RSVP to \u003Ca href=\u0022mailto:gte903n@prism.gatech.edu\u0022\u003Egte903n@prism.gatech.edu\u003C\/a\u003E by Thursday, April 11, to reserve your spot!\n\u003C\/p\u003E\n\u003Cp\u003EWHAT:   IIE - Kimberly-Clark Dinner\u003Cbr \/\u003E\nWHEN:   Friday, April 19, 7:00 P.M.\u003Cbr \/\u003E\nWHERE:  Steak \u0026amp; Ale Restaurant\n\u003C\/p\u003E\n\u003Cp\u003EI look forward to hearing from you!\n\u003C\/p\u003E\n\u003Cp\u003EThank you, \n\u003C\/p\u003E\n\u003Cp\u003EJessica Kirk\u003Cbr \/\u003E\nIIE, Vice President\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"IIE and Kimberly-Clark Dinner","format":"limited_html"}],"field_summary_sentence":[{"value":"IIE and Kimberly-Clark Dinner"}],"uid":"27279","created_gmt":"2010-10-08 11:43:08","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-04-19T20:00:00-04:00","event_time_end":"2002-04-19T01:00:00-04:00","event_time_end_last":"2002-04-19T01:00:00-04:00","gmt_time_start":"2002-04-20 00:00:00","gmt_time_end":"2002-04-19 05:00:00","gmt_time_end_last":"2002-04-19 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61919":{"#nid":"61919","#data":{"type":"event","title":"ISYE SEMINAR SERIES - A Periodic Review Inventory Model with Three Delivery Modes and Forecast Updates","body":[{"value":"\u003Cp\u003EThis paper is concerned with a periodic review inventory system with three delivery modes (fast, medium and slow) and demand forecast updates. At the beginning of each period, the inventory level and demand information are updated, and decisions on how much to order using each of the three delivery modes are made. Both finite and infinite horizon problems are treated. Objectives considered are those of discounted and average cost minimization. It is shown that in all cases, an optimal ordering policy is a modified state-dependent base-stock policy.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISYE SEMINAR SERIES - A Periodic Review Inventory Model with Three Delivery Modes and Forecast Updates","format":"limited_html"}],"field_summary_sentence":[{"value":"ISYE SEMINAR SERIES - A Periodic Review Inventory Model with Three Delivery Modes and Forecast Updates"}],"uid":"27279","created_gmt":"2010-10-08 11:42:25","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-11-12T10:00:00-05:00","event_time_end":"2002-11-11T23:00:00-05:00","event_time_end_last":"2002-11-11T23:00:00-05:00","gmt_time_start":"2002-11-12 15:00:00","gmt_time_end":"2002-11-12 04:00:00","gmt_time_end_last":"2002-11-12 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61952":{"#nid":"61952","#data":{"type":"event","title":"ISyE SEMINAR SERIES - TRADING AGENTS","body":[{"value":"\u003Cp\u003EThe proliferation of electronic marketplaces opens new opportunities for deploying automated trading strategies.  Much of the existent literature on trading agents concerns isolated markets employing continuous double auction mechanisms.  Alternative market mechanisms (including combinatorial), as well as complexes of interrelated markets, present distinct strategic issues.  Lessons for trading agents can be gleaned\u003Cbr \/\u003E\nfrom studies of a variety of market games, including studies of\u003Cbr \/\u003E\nscenarios in scheduling, supply chain formation, and travel shopping.  The latter has served as the basis for an international Trading Agent Competition (\u003Ca href=\u0022http:\/\/tac.eecs.umich.edu\u0022 title=\u0022http:\/\/tac.eecs.umich.edu\u0022\u003Ehttp:\/\/tac.eecs.umich.edu\u003C\/a\u003E), providing a forum to compare\u003Cbr \/\u003E\napproaches from a diverse collection of agent developers.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE SEMINAR SERIES - TRADING AGENTS","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE SEMINAR SERIES - TRADING AGENTS"}],"uid":"27279","created_gmt":"2010-10-08 11:43:10","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-04-23T12:00:00-04:00","event_time_end":"2002-04-23T01:00:00-04:00","event_time_end_last":"2002-04-23T01:00:00-04:00","gmt_time_start":"2002-04-23 16:00:00","gmt_time_end":"2002-04-23 05:00:00","gmt_time_end_last":"2002-04-23 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61911":{"#nid":"61911","#data":{"type":"event","title":"ISYE SEMINAR SERIES-Numerical computation of multivariate t and normal probabilities: Theory \u0026","body":[{"value":"\u003Cp\u003EThe numerical availability of distribution functions is of fundamental importance for statistical computations. Due to the evaluation of multidimensional integrals, the numerical computation of multivariate distribution functions is much more complex than that of univariate distributions. This is particularly true for the indispensable multivariate t and normal distributions. They occur frequently in such different\u003Cbr \/\u003E\napplication areas as Bayesian computations, multiple comparisons procedures, econometrics, integrated log-likelihood problems, and asymptotic theory in general.\n\u003C\/p\u003E\n\u003Cp\u003EMethods for the numerical computation of multivariate normal and multivariate t probabilities will be reviewed. The focus of the talk will be a description of several effective methods for problems that arise in important practical applications, along with some analysis of the computational complexity of these methods.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISYE SEMINAR SERIES-Numerical computation of multivariate t and normal probabilities: Theory \u0026amp;","format":"limited_html"}],"field_summary_sentence":[{"value":"ISYE SEMINAR SERIES-Numerical computation of multivariate t and normal probabilities: Theory \u0026"}],"uid":"27279","created_gmt":"2010-10-08 11:42:24","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-11-14T10:00:00-05:00","event_time_end":"2002-11-13T23:00:00-05:00","event_time_end_last":"2002-11-13T23:00:00-05:00","gmt_time_start":"2002-11-14 15:00:00","gmt_time_end":"2002-11-14 04:00:00","gmt_time_end_last":"2002-11-14 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61939":{"#nid":"61939","#data":{"type":"event","title":"Woojin Chang - Dissertation Defense","body":[{"value":"\u003Cp\u003ETitle: \u0022Polling networks with limited Service policies and  Wavelet-based information fusion and dimension reduction\u0022\u003Cbr \/\u003E\nAdvisor: Dr. Brani Vidakovic\u003Cbr \/\u003E\nCo-advisor: Dr. Douglas G. Down\n\u003C\/p\u003E\n\u003Cp\u003ESummary\u003Cbr \/\u003E\nThe thesis is comprised of two research topics.\u003Cbr \/\u003E\nPolling models with limited service policies is featured in the first part, while some theoretical and applied\u003Cbr \/\u003E\naspects of wavelets are highlighted in the second part of the dissertation.\n\u003C\/p\u003E\n\u003Cp\u003EIn the first topic, we find sharp asymptotic expressions for the event that the total queue length is large for a $k_i$-limited\u003Cbr \/\u003E\nexponential polling model with equal service rates and $N$ classes of customer. It is found that this behavior can be classified into\u003Cbr \/\u003E\n$N$ very different regimes, depending on the arrival rates to the system. Based on these analytical results we provide heuristics\u003Cbr \/\u003E\nfor optimally choosing $k_i$ values to provide a given level of quality of service to $n$ classes while giving best effort to the\u003Cbr \/\u003E\nremaining $N-n$ classes.\n\u003C\/p\u003E\n\u003Cp\u003EIn the second part, a novel type of wavelet shrinkage and wavelet-based binary linear classifiers are proposed and\u003Cbr \/\u003E\ninvestigated.\n\u003C\/p\u003E\n\u003Cp\u003EFor the wavelet shrinkage, we propose a wavelet-based shrinkage estimation of a single data component of interest or base-line\u003Cbr \/\u003E\nsignal, combining the information from the rest of multivariate components. This incorporation of information is done via\u003Cbr \/\u003E\nStein-type shrinkage rule resulting from an Empirical Bayes argument. The proposed shrinkage estimators maximize the\u003Cbr \/\u003E\npredictive density under appropriate model assumptions on the wavelet coefficients.\n\u003C\/p\u003E\n\u003Cp\u003EFor the wavelet-based binary linear classifier, we consider wavelet-based binary linear classifiers. Both consistency results\u003Cbr \/\u003E\nand implementation issues are addressed. We show that under mild assumptions on the design density wavelet discrimination rules are\u003Cbr \/\u003E\n$L_2$-consistent. \u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Woojin Chang - Dissertation Defense","format":"limited_html"}],"field_summary_sentence":[{"value":"Woojin Chang - Dissertation Defense"}],"uid":"27279","created_gmt":"2010-10-08 11:43:07","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-04-24T11:00:00-04:00","event_time_end":"2002-04-24T01:00:00-04:00","event_time_end_last":"2002-04-24T01:00:00-04:00","gmt_time_start":"2002-04-24 15:00:00","gmt_time_end":"2002-04-24 05:00:00","gmt_time_end_last":"2002-04-24 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61906":{"#nid":"61906","#data":{"type":"event","title":"Maritime Logistics Workshop","body":[{"value":"\u003Cp\u003EISyE is proud to sponsor the Maritime Logistics Workshop. Numerous speakers will talk about current issues relating to the Maritime industry. Download the schedule, below.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Maritime Logistics Workshop","format":"limited_html"}],"field_summary_sentence":[{"value":"Maritime Logistics Workshop"}],"uid":"27279","created_gmt":"2010-10-08 11:42:23","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-11-21T08:00:00-05:00","event_time_end":"2002-11-20T23:00:00-05:00","event_time_end_last":"2002-11-20T23:00:00-05:00","gmt_time_start":"2002-11-21 13:00:00","gmt_time_end":"2002-11-21 04:00:00","gmt_time_end_last":"2002-11-21 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61944":{"#nid":"61944","#data":{"type":"event","title":"ISyE SEMINAR SERIES - THE STOCHASTIC UNIT COMMITMENT PROBLEM","body":[{"value":"\u003Cp\u003EThe deregulation of the electric power industry has transformed electricity into a commodity the price of which follows supply and demand imbalances. We consider a stochastic extension to the problem of scheduling the generation units of a power company, also known as the unit\u003Cbr \/\u003E\ncommitment problem. The suggested model captures uncertainty in electric load, electricity price, fuel price, and fuel constraints. Uncertainty is modeled using a set of scenarios that reflect varying market demand and\u003Cbr \/\u003E\nprices. We solve the resulting stochastic program using Lagrangian relaxation. Extensions, such as auctioning excess short-term capacity, will be discussed.\n\u003C\/p\u003E\n\u003Cp\u003ESpeaker Bio:\n\u003C\/p\u003E\n\u003Cp\u003ESamer Takriti manages the Stochastic Optimization group within the Mathematical Sciences Department at IBM TJ Watson Research Center in Yorktown Heights, NY. He holds a PhD degree in Industrial and Operations Engineering from the University of Michigan. Prior to joining IBM, he was a Director of Research at Enron Corporation where he headed the\u003Cbr \/\u003E\nquantitative support for Enron Broadband Services. His research focuses on stochastic programming with applications to the modeling of energy and natural resources. He is the president of INFORMS Section on Energy, Natural Resources, and the Environment.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE SEMINAR SERIES - THE STOCHASTIC UNIT COMMITMENT PROBLEM","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE SEMINAR SERIES - THE STOCHASTIC UNIT COMMITMENT PROBLEM"}],"uid":"27279","created_gmt":"2010-10-08 11:43:08","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-04-25T12:00:00-04:00","event_time_end":"2002-04-25T01:00:00-04:00","event_time_end_last":"2002-04-25T01:00:00-04:00","gmt_time_start":"2002-04-25 16:00:00","gmt_time_end":"2002-04-25 05:00:00","gmt_time_end_last":"2002-04-25 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61905":{"#nid":"61905","#data":{"type":"event","title":"Dynamic Scheduling of a Multi-Class Fluid Model with Transient Overload under QoS Contracts","body":[{"value":"\u003Cp\u003EWe study the scheduling of a multi class single server system in a non-stationary setting, where the server is overloaded for a period of time due to the increase in customer arrival rates. As a result of the quality of service  contracts, this overload situation incurs a penalty cost. The QoS level depends on the customer type and the customer arrival rates vary in a cyclic pattern. In each cycle, there is a high period, when the server is overloaded,\u003Cbr \/\u003E\ni.e. the total traffic intensity is bigger than 1, and a low period when the total traffic intensity is less than 1. We study the fluid model of this system under a special type of QoS contract and  provide thes cheduling policy that minimizes the total cost in a cycle.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Dynamic Scheduling of a Multi-Class Fluid Model with Transient Overload under QoS Contracts","format":"limited_html"}],"field_summary_sentence":[{"value":"Dynamic Scheduling of a Multi-Class Fluid Model with Transient Overload under QoS Contracts"}],"uid":"27279","created_gmt":"2010-10-08 11:42:23","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-11-25T15:30:00-05:00","event_time_end":"2002-11-24T23:00:00-05:00","event_time_end_last":"2002-11-24T23:00:00-05:00","gmt_time_start":"2002-11-25 20:30:00","gmt_time_end":"2002-11-25 04:00:00","gmt_time_end_last":"2002-11-25 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61916":{"#nid":"61916","#data":{"type":"event","title":"ISYE SEMINAR SERIES - Convergence Behavior of Greedy Algorithms for Some Convex Optimization Problems","body":[{"value":"\u003Cp\u003EConsider the problem of minimizing a convex objective function defined on a possibly infinite dimensional linear vector space spanned by a possibly infinite set of library vectors.\n\u003C\/p\u003E\n\u003Cp\u003EIn many engineering applications, we are interested in seeking a vector with near optimal objective value such that it can be sparsely represented as a linear combination of the library vectors. In the literature, greedy algorithm is frequently used to obtain such a sparse representation, where at each step we add an additional library vector to approximately minimize\u003Cbr \/\u003E\nthe objective function.\n\u003C\/p\u003E\n\u003Cp\u003EThis problem is typically ill-posed if we regard it as a sparse parameter estimation problem. Consequently simple applications of techniques from traditional numerical convergence analysis lead to unreasonable assumptions that cannot be satisfied in practice. In this talk, I present a new convergence analysis for these methods which is applicable in much greater generality, but predicts a slower worst case convergence rate than the typical (linear or faster) rate in optimization.\n\u003C\/p\u003E\n\u003Cp\u003EIn particular, I will focus on the following variants of the problem, each with a slightly different greedy algorithm:\n\u003C\/p\u003E\n\u003Cp\u003E1. Convergence rate when the optimization is constrained in the convex hull of the library vectors.\n\u003C\/p\u003E\n\u003Cp\u003E2. Convergence analysis when the optimization is performed on the whole linear vector space.\n\u003C\/p\u003E\n\u003Cp\u003E3. The near optimal sparse approximation property of a greedy algorithm: conditions and approximation rate.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISYE SEMINAR SERIES - Convergence Behavior of Greedy Algorithms for Some Convex Optimization Problems","format":"limited_html"}],"field_summary_sentence":[{"value":"ISYE SEMINAR SERIES - Convergence Behavior of Greedy Algorithms for Some Convex Optimization Problems"}],"uid":"27279","created_gmt":"2010-10-08 11:42:24","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-11-26T10:00:00-05:00","event_time_end":"2002-11-25T23:00:00-05:00","event_time_end_last":"2002-11-25T23:00:00-05:00","gmt_time_start":"2002-11-26 15:00:00","gmt_time_end":"2002-11-26 04:00:00","gmt_time_end_last":"2002-11-26 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61938":{"#nid":"61938","#data":{"type":"event","title":"ISYE SEMINAR SERIES - Collecting n Items Randomly Located on a Circle","body":[{"value":"\u003Cp\u003EConsider n items located randomly on a circle of length 1. The locations of the items are assumed to be independent and uniformly distributed on [0,1).  A picker starts at point 0, and he has to collect all the n items moving along the circle at unit speed in either direction. We study the travel time of the picker. The problem is motivated by performance analysis of carousel systems which are widely used automated warehousing systems.  The travel time highly depends on the pick strategy. For example, the picker may use the \u0027greedy\u0027 strategy: always travel to the nearest item to be picked. This simple algorithm is often used in practice. One can also\u003Cbr \/\u003E\nconsider so-called m-step strategies: the picker chooses the shortest route among the ones that change direction at most once after collecting at most m items. Already for small values of m, the travel time under the m-step strategies is very close to the optimal (minimal) one.  It is a non-trivial problem to find the travel time distribution under the strategies mentioned above. We develop an approach based on the well-known\u003Cbr \/\u003E\nrelations between exponential random variables and uniform spacings. We first prove two distributional identities which are of pure mathematical interest as new peculiar properties of exponentials. Using these results, we derive the travel time distribution under the \u0027greedy\u0027 and the m-step strategy provided 2m\ncounterintuitive) results on collecting n items on a circle.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISYE SEMINAR SERIES - Collecting n Items Randomly Located on a Circle","format":"limited_html"}],"field_summary_sentence":[{"value":"ISYE SEMINAR SERIES - Collecting n Items Randomly Located on a Circle"}],"uid":"27279","created_gmt":"2010-10-08 11:43:07","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-05-08T12:00:00-04:00","event_time_end":"2002-05-08T01:00:00-04:00","event_time_end_last":"2002-05-08T01:00:00-04:00","gmt_time_start":"2002-05-08 16:00:00","gmt_time_end":"2002-05-08 05:00:00","gmt_time_end_last":"2002-05-08 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61909":{"#nid":"61909","#data":{"type":"event","title":"Quantitative and Computational Finance Seminar - Real option approach to generation assets valuation and risk assessment","body":[{"value":"\u003Cp\u003EWe start with Tractebel North America (TNA) generation assets portfolio and stress the need for a unified methodology for both base load and peaking power plants. The real option approach incorporates the flexibility and rigidity in power plant operation, provides us a realistic valuation framework to mark-to-market the TNA merchant power plants. The mark-to-market value of a gas-fired merchant power plant depends on the\u003Cbr \/\u003E\nco-movement of power and gas prices. The covariance of the power and gas forward curves can be decomposed into factors. The Heather-Jarrow-Morton curve movement methodology is based on the most important \u0022principal\u0022\u003Cbr \/\u003E\nfactors. We employed Monte-Carlo simulation to generate statistical plausible scenarios of power and gas curves to re-evaluate the asset. From the value distribution we derive the asset Value at Risk. Back testing results validate our approach.\n\u003C\/p\u003E\n\u003Cp\u003EDr. Lu will also be meeting with QCF students from 1:30pm to 2:30pm in the QCF Lab in the French Building.  Interested students are welcome to attend.\n\u003C\/p\u003E\n\u003Cp\u003ESpeaker Bio:\n\u003C\/p\u003E\n\u003Cp\u003EDr. Lu joined the Risk Management organization in Tractebel North America, Inc. (TNA) in January 2002 as Vice President, Research and Analysis.  In this leadership position, Lu has the responsibility for value maximization of TNA merchant power and gas assets through leading edge quantitative modeling and decision support in market and project analysis; support of\u003Cbr \/\u003E\ntrading \/ origination around assets through accurate pricing and innovative structures; creation of the state-of-the-art financial models to quantify both value and risk.\n\u003C\/p\u003E\n\u003Cp\u003EDr. Lu joins TNA from Enron Research, where he led the Valuation and Trading Analytics group as Director. Dr. Lu\u0027s primary responsibilities included options pricing, real assets valuation, and potential credit exposure and risk management strategy.  He also led in the development of Real Options approaches to energy assets and the development of trading\u003Cbr \/\u003E\nvaluation system.  Prior to Enron, he was the lead quantitative analyst for TXU Energy Services as Options Specialist.\n\u003C\/p\u003E\n\u003Cp\u003EDr. Lu earned a Ph.D. degree in physics from Drexel University. He conducted his postdoctoral research in Princeton University and University of Oregon and published papers in physics and derivatives pricing.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Quantitative and Computational Finance Seminar - Real option approach to generation assets valuation and risk assessment","format":"limited_html"}],"field_summary_sentence":[{"value":"Quantitative and Computational Finance Seminar - Real option approach to generation assets valuation and risk assessment"}],"uid":"27279","created_gmt":"2010-10-08 11:42:24","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-12-03T10:00:00-05:00","event_time_end":"2002-12-02T23:00:00-05:00","event_time_end_last":"2002-12-02T23:00:00-05:00","gmt_time_start":"2002-12-03 15:00:00","gmt_time_end":"2002-12-03 04:00:00","gmt_time_end_last":"2002-12-03 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61922":{"#nid":"61922","#data":{"type":"event","title":"ISYE SEMINAR SERIES - cancelled","body":[{"value":"\u003Cp\u003EMotivated by the practice of transportation contracts in the modern era, we study periodic-review inventory control models with ordering cost c(x)=cx +K 1[x\u0026gt;R], i.e. the ordering is cx if the ordering quantity is below its quota R, and K+cx if the ordering quantity is over its quota, where K is a setup cost for working out additional contract terms such as additional truck and processing fees, etc. This ordering cost function is neither convex nor concave, and the classical periodic-review inventory model with setup cost is a special case with R=0.  We show that the optimal policy is a refined (s,S) policy.  We apply this result to a production control problem under energy crisis where the supplier provides an incentive for the manufacturer to not exceed a certain quota.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISYE SEMINAR SERIES - cancelled","format":"limited_html"}],"field_summary_sentence":[{"value":"ISYE SEMINAR SERIES - cancelled"}],"uid":"27279","created_gmt":"2010-10-08 11:42:25","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-12-05T10:00:00-05:00","event_time_end":"2002-12-04T23:00:00-05:00","event_time_end_last":"2002-12-04T23:00:00-05:00","gmt_time_start":"2002-12-05 15:00:00","gmt_time_end":"2002-12-05 04:00:00","gmt_time_end_last":"2002-12-05 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61941":{"#nid":"61941","#data":{"type":"event","title":"ISYE SEMINAR SERIES - GENERATING SPARSE FACTORIZATION CODE FOR DYNAMIC STOCHASTIC PROGRAMS","body":[{"value":"\u003Cp\u003EDynamic stochastic programs in scenario tree formulation induce hierarchical sparse structures in the KKT systems of interior methods.  Special factorization algorithms can exploit both the tree-dependent block sparsity and the model-specific sub-block sparsity.  We propose an approach using automatically generated source code that implements sparse data structures and linear algebra operations for such factorizations. First experience with financial and other\u003Cbr \/\u003E\napplications will be presented.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISYE SEMINAR SERIES - GENERATING SPARSE FACTORIZATION CODE FOR DYNAMIC STOCHASTIC PROGRAMS","format":"limited_html"}],"field_summary_sentence":[{"value":"ISYE SEMINAR SERIES - GENERATING SPARSE FACTORIZATION CODE FOR DYNAMIC STOCHASTIC PROGRAMS"}],"uid":"27279","created_gmt":"2010-10-08 11:43:08","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-05-16T12:00:00-04:00","event_time_end":"2002-05-16T01:00:00-04:00","event_time_end_last":"2002-05-16T01:00:00-04:00","gmt_time_start":"2002-05-16 16:00:00","gmt_time_end":"2002-05-16 05:00:00","gmt_time_end_last":"2002-05-16 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61904":{"#nid":"61904","#data":{"type":"event","title":"Scheduling Problems and the Set Partitioning Model","body":[{"value":"\u003Cp\u003EScheduling and rostering problems involving valuable resources such as vehicles, machines or personnel occur in many organizations.  Efficient utilization of these resources is obviously an important management consideration.  The Set Partitioning model provides a natural representation for many scheduling and rostering problems.  From a mathematical point of view, these applications give rise to many challenging problems in combinatorial and computational optimization.  In this talk, we will outline some practical airline applications of the set partitioning model and then discuss various mathematical properties of the model which explain why some set partitioning problems are relatively easy to solve and others are particularly difficult to solve.  We will also outline some computational techniques based on these mathematical properties, which have been developed specifically to provide solutions to practical scheduling problems.  Finally we will describe the planning and rostering systems based on set partitioning models which are used by Air New Zealand.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Scheduling Problems and the Set Partitioning Model","format":"limited_html"}],"field_summary_sentence":[{"value":"Scheduling Problems and the Set Partitioning Model"}],"uid":"27279","created_gmt":"2010-10-08 11:42:23","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-12-06T13:00:00-05:00","event_time_end":"2002-12-05T23:00:00-05:00","event_time_end_last":"2002-12-05T23:00:00-05:00","gmt_time_start":"2002-12-06 18:00:00","gmt_time_end":"2002-12-06 04:00:00","gmt_time_end_last":"2002-12-06 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61936":{"#nid":"61936","#data":{"type":"event","title":"The Sorry State of Software Quality","body":[{"value":"\u003Cp\u003EAn interactive look into the arena of software quality and some of the factors that influence it.  We will also look at the pitfalls to achieving software quality and provide techniques to deal with software as an art form.\n\u003C\/p\u003E\n\u003Cp\u003EMr. Jones is the Quality Manager at UPS and has more than 21 years of experience in the computer industry. His education includes an associate in Electrical Engineering Technology, A Bachelors in Computer Science, A Masters in Quality Assurance, and he is currently pursuing a Doctorate in Business Administration.  Jay has specific expertise in management, process engineering, software engineering, software quality assurance, quality systems, software services, software development, software testing, project management and ISO 9000 registration.  Professional Certifications include: QAI Certified Software Test Engineer, ASQ Certified Quality Auditor, ASQ Certified Software Quality Engineer, SEI Certified Personal Software Process Instructor, and Certified Lead ISO Auditor.\n\u003C\/p\u003E\n\u003Cp\u003EMr. Jones is also the current Chair-Elect of the Atlanta Section of the American Society for Quality\n\u003C\/p\u003E\n\u003Cp\u003EYou are cordially invited to attend...\n\u003C\/p\u003E\n\u003Cp\u003EFor Additional information: Phone Robert Crow 770-396-2280 or \u003Ca href=\u0022mailto:jr1crow@mindspring.com\u0022\u003Ejr1crow@mindspring.com\u003C\/a\u003E\n\u003C\/p\u003E\n\u003Cp\u003ELearn more about W. Edwards Deming\u0027s \u0022System of Profound Knowledge\u0022 from: \u003Ca href=\u0022http:\/\/caes.mit.edu\/deming\/dspk.html\u0022 title=\u0022http:\/\/caes.mit.edu\/deming\/dspk.html\u0022\u003Ehttp:\/\/caes.mit.edu\/deming\/dspk.html\u003C\/a\u003E\n\u003C\/p\u003E\n\u003Cp\u003EJoin us for an evening of valuable discussion, and listening as we review the Deming basics in preparation for laying out our series of programs for the next year.\n\u003C\/p\u003E\n\u003Cp\u003EHOW TO GET INVOLVED WITH AADSG\u003Cbr \/\u003E\n==============================\u003Cbr \/\u003E\nThe Atlanta Area Deming Study Group is quality-minded volunteers who meet the\u003Cbr \/\u003E\nsecond Monday evening of each month, 6:30 P.M. to 9:00 P.M., on the Georgia\u003Cbr \/\u003E\nTech campus in the Instructional Center, Room 205, downtown Atlanta.  Regular\u003Cbr \/\u003E\nmeetings are open to the public, generally without fee.  Annual individual\u003Cbr \/\u003E\nmemberships are available for $25.00.  Make checks payable to Atlanta Area\u003Cbr \/\u003E\nDeming Study Group, or AADSG.\n\u003C\/p\u003E\n\u003Cp\u003EDirections to Georgia Tech Instructional Center\u003Cbr \/\u003E\n===============================================\n\u003C\/p\u003E\n\u003Cp\u003EMap:\u003Cbr \/\u003E\nThe Georgia Tech Instructional Center is Building # 55 on the on-line\u003Cbr \/\u003E\nGT Campus Map found at: \u003Ca href=\u0022http:\/\/gtalumni.org\/campusmap\/\u0022 title=\u0022http:\/\/gtalumni.org\/campusmap\/\u0022\u003Ehttp:\/\/gtalumni.org\/campusmap\/\u003C\/a\u003E\u003Cbr \/\u003E\nYou must \u0022drill down\u0022 one level by clicking on the center of the map\u003Cbr \/\u003E\nand then you can click on # 55 for a photo of the building. You can click\u003Cbr \/\u003E\non \u0022Printable Map\u0022 before the \u0022drill down\u0022 if you wish to print a copy\u003Cbr \/\u003E\nof the entire campus map. \n\u003C\/p\u003E\n\u003Cp\u003EDriving Directions:\u003Cbr \/\u003E\nFrom I-20 East or West to downtown Atlanta:\u003Cbr \/\u003E\nTake I-75\/85 North.\n\u003C\/p\u003E\n\u003Cp\u003EFrom I-75\/85 North or South to downtown Atlanta:\u003Cbr \/\u003E\nTake the exit to 10th Street.\u003Cbr \/\u003E\nGo west on 10th Street, passing through several traffic lights.\u003Cbr \/\u003E\nCome to a traffic light at Hemphill Avenue, a 4- lane intersecting street.\u003Cbr \/\u003E\nTurn left onto Hemphill and travel south until Hemphill ends at Ferst Drive.\u003Cbr \/\u003E\nTurn right onto Ferst Drive.\u003Cbr \/\u003E\nImmediately after turning right, locate on your left...\u003Cbr \/\u003E\nLandmark #1: Manufacturing Research Center (MaRC), then\u003Cbr \/\u003E\nLandmark #2: The new Erskine Love (Mechanical Engineering) building, then\u003Cbr \/\u003E\nLandmark #3: a red brick 3- building complex directly across the street from\u003Cbr \/\u003E\nthe Natatorium and Student Athletic Complex (SAC).\u003Cbr \/\u003E\nThe Instructional Center is the rear building in this 3- building complex.\u003Cbr \/\u003E\nEnter either the north or south end of the Instructional Center building.\u003Cbr \/\u003E\nTake the stairs to the second floor to locate Room 205.\n\u003C\/p\u003E\n\u003Cp\u003EParking:\n\u003C\/p\u003E\n\u003Cp\u003EPark on the street in the area of your sighting the 3- building complex.  Please\u003Cbr \/\u003E\nnote that the parking meters along the street require no money after 5 PM -- it\u003Cbr \/\u003E\nis recommended that you park at a meter if you can find an open space.\n\u003C\/p\u003E\n\u003Cp\u003EATLANTA AREA DEMING STUDY GROUP\u003Cbr \/\u003E\nPOST OFFICE BOX 48858\u003Cbr \/\u003E\nATLANTA, GEORGIA 30362\u003Cbr \/\u003E\n770-333-7075\u003Cbr \/\u003E\n----------------------------\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"The Sorry State of Software Quality","format":"limited_html"}],"field_summary_sentence":[{"value":"The Sorry State of Software Quality"}],"uid":"27279","created_gmt":"2010-10-08 11:43:07","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-06-10T19:30:00-04:00","event_time_end":"2002-06-10T01:00:00-04:00","event_time_end_last":"2002-06-10T01:00:00-04:00","gmt_time_start":"2002-06-10 23:30:00","gmt_time_end":"2002-06-10 05:00:00","gmt_time_end_last":"2002-06-10 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61907":{"#nid":"61907","#data":{"type":"event","title":"ISyE SEMINAR SERIES - Solving Stochastic Optimization Problems on Computational Grids","body":[{"value":"\u003Cp\u003EWe discuss a bundle\/trust-region algorithm for solving two-stage linear stochastic programming problems with recourse and its implementation on a computational grid. Grids are parallel computing platforms assembled from workstations, PCs, PC clusters, and conventional parallel computers. We discuss results obtained by using our code in conjunction with sampling techniques to solve many instances of sampled approximations with large sample sizes. We are able to obtain high-quality solutions to several benchmark problems in the literature, and to explore various properties of these problems and their solution sets.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE SEMINAR SERIES - Solving Stochastic Optimization Problems on Computational Grids","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE SEMINAR SERIES - Solving Stochastic Optimization Problems on Computational Grids"}],"uid":"27279","created_gmt":"2010-10-08 11:42:23","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-12-12T10:00:00-05:00","event_time_end":"2002-12-11T23:00:00-05:00","event_time_end_last":"2002-12-11T23:00:00-05:00","gmt_time_start":"2002-12-12 15:00:00","gmt_time_end":"2002-12-12 04:00:00","gmt_time_end_last":"2002-12-12 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61935":{"#nid":"61935","#data":{"type":"event","title":"THESIS DEFENSE: Statistical Modeling of the Value Function in High-Dimensional, Continuous-State SDP","body":[{"value":"\u003Cp\u003EA decision-making framework (DMF) for a multi-level wastewater treatment system (WTS) is developed to evaluate current and emerging technologies. Stochastic dynamic programming (SDP) is employed to model the WTS, where each level of the WTS is represented as a period in the SDP.  In order to achieve a computationally tractable numerical solution for this continuous-state SDP, a statistical modeling process, which involves construction of an experimental design over the SDP state space followed by approximation of the SDP future value function with a statistical model, is applied.  In this research, the statistical modeling method is Multivariate Adaptive Regression Splines (MARS), and the experimental designs are based on orthogonal array (OAs) and OA-based Latin hypercube designs (OA-LHDs).\n\u003C\/p\u003E\n\u003Cp\u003EA parallelized version of MARS is developed to improve computational efficiency in solving this twenty-dimensional SDP problem.  Moreover, three alternate MARS algorithms (Mmax relaxation, MARS using Automatic Stopping Rules, Robust MARS) are presented to facilitate flexibility and robustness as well as efficiency and model accuracy.\n\u003C\/p\u003E\n\u003Cp\u003EModel discrimination techniques are used to evaluate the quality of fit for a statistical model.  Four evaluation measures for the DMF are defined and exercised to quantify performance of the technologies in each period. Overall, the results on this DMF demonstrate the potential of this forum for identifying promising technology units for wastewater treatment.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"THESIS DEFENSE: Statistical Modeling of the Value Function in High-Dimensional, Continuous-State SDP","format":"limited_html"}],"field_summary_sentence":[{"value":"THESIS DEFENSE: Statistical Modeling of the Value Function in High-Dimensional, Continuous-State SDP"}],"uid":"27279","created_gmt":"2010-10-08 11:43:06","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-06-14T17:00:00-04:00","event_time_end":"2002-06-14T01:00:00-04:00","event_time_end_last":"2002-06-14T01:00:00-04:00","gmt_time_start":"2002-06-14 21:00:00","gmt_time_end":"2002-06-14 05:00:00","gmt_time_end_last":"2002-06-14 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61934":{"#nid":"61934","#data":{"type":"event","title":"A simplex algorithm for the solution of separated continuous linear programs","body":[{"value":"\u003Cp\u003EAbstract:\u003Cbr \/\u003E\nI shall present an algorithm for the exact solution of a separated continuous linear program in a finite number of simplex pivot steps, a problem which has been unsolved for ~50 years. I will also discuss application of this to scheduling and control of manufacturing systems, e.g. semiconductor wafer fabrication, via fluid approximation.\n\u003C\/p\u003E\n\u003Cp\u003EBio-sketch:\u003Cbr \/\u003E\nGideon Weiss is professor of Statistics and Operations Research at the University of Haifa, Israel, and is currently visiting Stanford University. He received his PhD from Imperial College, London, and has been on the faculty at Tel Aviv University, and at the School of ISyE at Georgia Tech. His research interests are Stochastic Models, Optimization, and Manufacturing.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"A simplex algorithm for the solution of separated continuous linear programs","format":"limited_html"}],"field_summary_sentence":[{"value":"A simplex algorithm for the solution of separated continuous linear programs"}],"uid":"27279","created_gmt":"2010-10-08 11:43:06","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-07-10T12:00:00-04:00","event_time_end":"2002-07-10T01:00:00-04:00","event_time_end_last":"2002-07-10T01:00:00-04:00","gmt_time_start":"2002-07-10 16:00:00","gmt_time_end":"2002-07-10 05:00:00","gmt_time_end_last":"2002-07-10 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61933":{"#nid":"61933","#data":{"type":"event","title":"ISyE SEMINAR SERIES - NUMERICAL SOLUTION OF A WORSE-CASE SCENARIO","body":[{"value":"\u003Cp\u003EIn this talk we analyse the optimization model, due to Black (1976) , to identify worse-case scenarios for portafolios containing European futures and options.  The model has box contraints but the objective function is nonlinear and likely not to be convex. However, in some cases the optimization model is convex and methods based in local minimum can be used.\n\u003C\/p\u003E\n\u003Cp\u003EWe present a SQP method for medium-size portafolios to solve the model.  Extensive numerical results for solving the instances arising from Mexican business corporations will be discussed.\n\u003C\/p\u003E\n\u003Cp\u003EBIOSKETCH\n\u003C\/p\u003E\n\u003Cp\u003EZeferino Parada\n\u003C\/p\u003E\n\u003Cp\u003EBachelor degree: Mathematics\/ Universidad Nacional Autonoma de Mexico\u003Cbr \/\u003E\nMaster degree: Mathematics \/ Universidad Nacional Autonoma de Mexico\u003Cbr \/\u003E\nPh.D.  : Rice University (Advisor: Richard Tapia)\n\u003C\/p\u003E\n\u003Cp\u003ECurrent: Associate Professor\u003Cbr \/\u003E\n          Department of Mathematics\u003Cbr \/\u003E\n          Instituto Tecnologico Autonomo de Mexico\u003Cbr \/\u003E\n          Mexico City, Mexico\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE SEMINAR SERIES - NUMERICAL SOLUTION OF A WORSE-CASE SCENARIO","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE SEMINAR SERIES - NUMERICAL SOLUTION OF A WORSE-CASE SCENARIO"}],"uid":"27279","created_gmt":"2010-10-08 11:43:06","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-08-01T12:00:00-04:00","event_time_end":"2002-08-01T01:00:00-04:00","event_time_end_last":"2002-08-01T01:00:00-04:00","gmt_time_start":"2002-08-01 16:00:00","gmt_time_end":"2002-08-01 05:00:00","gmt_time_end_last":"2002-08-01 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61937":{"#nid":"61937","#data":{"type":"event","title":"Workshop on Operations Research for Global Logistics","body":[{"value":"\u003Cp\u003EThe Workshop on Operations Research for Global Logistics emphasizes operations research models and techniques for global logistics involving Africa. Interaction between Africa and the rest of the world, whether in the form of trade or tourism, requires efficient logistics just as much as interaction between other parts of the world. In addition, logistics is a particularly important requirement for development in Africa.\n\u003C\/p\u003E\n\u003Cp\u003EThe workshop is a joint effort involving the Georgia Institute of Technology, the Council for Scientific and Industrial Research (CSIR) in South Africa, and the National Science Foundation. \n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Workshop on Operations Research for Global Logistics","format":"limited_html"}],"field_summary_sentence":[{"value":"Workshop on Operations Research for Global Logistics"}],"uid":"27279","created_gmt":"2010-10-08 11:43:07","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-08-05T09:00:00-04:00","event_time_end":"2002-08-05T01:00:00-04:00","event_time_end_last":"2002-08-05T01:00:00-04:00","gmt_time_start":"2002-08-05 13:00:00","gmt_time_end":"2002-08-05 05:00:00","gmt_time_end_last":"2002-08-05 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61930":{"#nid":"61930","#data":{"type":"event","title":"ISyE Welcome Back Party","body":[{"value":"\u003Cp\u003EThursday, September 5th from 11:00 am - 1:00 pm, the School is hosting a cook-out event in the courtyard between Groseclose and the IC.  I hope that you all will have an opportunity to join us for lunch, and get to know the ISyE students over hot dogs, hamburgers, and veggie burgers.  Music will be provided by a student Jazz band called \u0022The Discrete Notoriety Saxophone Quartet\u0022.\n\u003C\/p\u003E\n\u003Cp\u003EMembers of Alpha Pi Mu and IIE are helping to organize this event.  The students are very excited to have this opportunity to interact with their professors.  If your schedules permit, I encourage all of you to participate.  This will be a great opportunity to meet ISyE students outside of the classroom setting, interact with other faculty and staff members, and meet our young alumni who have organized the Georgia Tech Business Network. GTBN has their first event on 9\/24 at GCATT, and these board members are looking forward to talking with you further about this organization.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE Welcome Back Party","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE Welcome Back Party"}],"uid":"27279","created_gmt":"2010-10-08 11:43:05","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-09-04T12:00:00-04:00","event_time_end":"2002-09-04T01:00:00-04:00","event_time_end_last":"2002-09-04T01:00:00-04:00","gmt_time_start":"2002-09-04 16:00:00","gmt_time_end":"2002-09-04 05:00:00","gmt_time_end_last":"2002-09-04 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61931":{"#nid":"61931","#data":{"type":"event","title":"\u0022Complexity and work organization in insect societies\u0022","body":[{"value":"\u003Cp\u003EBiology Departmental\/Faculty Interview Seminar\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u0022Complexity and work organization in insect societies\u0022","format":"limited_html"}],"field_summary_sentence":[{"value":"\u0022Complexity and work organization in insect societies\u0022"}],"uid":"27279","created_gmt":"2010-10-08 11:43:06","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-09-06T13:15:00-04:00","event_time_end":"2002-09-06T01:00:00-04:00","event_time_end_last":"2002-09-06T01:00:00-04:00","gmt_time_start":"2002-09-06 17:15:00","gmt_time_end":"2002-09-06 05:00:00","gmt_time_end_last":"2002-09-06 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61926":{"#nid":"61926","#data":{"type":"event","title":"Fall Nonlinear Programming (NLP) Seminar Series - Proximal Interior Point Methods","body":[{"value":"\u003Cp\u003EWe are pleased to announce our Fall Nonlinear Programming (NLP) Seminar Series. We will meet periodically to discuss research areas related to NLP and other Optimization topics. Our first seminar will be this Monday, 9 September, from 3-4:30 pm in ISyE room 403. Our speaker, Prof. Renato Monteiro, will be discussing Proximal Interior Point Methods. We hope to see you all there.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Fall Nonlinear Programming (NLP) Seminar Series - Proximal Interior Point Methods","format":"limited_html"}],"field_summary_sentence":[{"value":"Fall Nonlinear Programming (NLP) Seminar Series - Proximal Interior Point Methods"}],"uid":"27279","created_gmt":"2010-10-08 11:43:05","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-09-09T16:00:00-04:00","event_time_end":"2002-09-09T01:00:00-04:00","event_time_end_last":"2002-09-09T01:00:00-04:00","gmt_time_start":"2002-09-09 20:00:00","gmt_time_end":"2002-09-09 05:00:00","gmt_time_end_last":"2002-09-09 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61951":{"#nid":"61951","#data":{"type":"event","title":"ISyE SEMINAR SERIES - Swap Valuation under Stochastic Load and Price","body":[{"value":"\u003Cp\u003EDeregulation of the energy industry has brought about uncertainty of gas and power prices. The uncertainty of price movement along with uncertain future energy consumption creates an enormous risk to energy end users. To better manage their risk exposures, energy customers enter into fixed\u003Cbr \/\u003E\nprice deals with energy marketing and trading firms. Uncertain and correlated price and load movements, combined with data integrity, moral hazard make pricing such a deal of challenge.  \n\u003C\/p\u003E\n\u003Cp\u003ESpeaker bio:\u003Cbr \/\u003E\nKenneth Deng is Director of Quantitative Analysis at Shell Trading Gas and Power. Kenneth recently joined Shell from Enron, where he was a Manager of Quantitative Research of the Enron Quantitative Research Group. Prior to Enron, Kenneth worked at Williams, Chicago Mercantile Exchange and Chicago\u003Cbr \/\u003E\nBoard Options Exchange. At Shell, Kenneth is responsible for developing valuation models to price structured derivatives products and for developing risk management methodologies and tools. \n\u003C\/p\u003E\n\u003Cp\u003EKenneth holds a bachelor\u0027s degree in mathematical economics and a Juris Doctor degree from China. Kenneth did his M.A. and Ph.D. study at the University of Chicago with concentrations in econometrics and statistics.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE SEMINAR SERIES - Swap Valuation under Stochastic Load and Price","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE SEMINAR SERIES - Swap Valuation under Stochastic Load and Price"}],"uid":"27279","created_gmt":"2010-10-08 11:43:09","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-03-19T12:30:00-05:00","event_time_end":"2002-03-18T23:00:00-05:00","event_time_end_last":"2002-03-18T23:00:00-05:00","gmt_time_start":"2002-03-19 17:30:00","gmt_time_end":"2002-03-19 04:00:00","gmt_time_end_last":"2002-03-19 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61925":{"#nid":"61925","#data":{"type":"event","title":"Stochastics Seminar Series - A Survey of Stochastic Integer Programming Algorithms","body":"","field_subtitle":"","field_summary":[{"value":"Stochastics Seminar Series - A Survey of Stochastic Integer Programming Algorithms","format":"limited_html"}],"field_summary_sentence":[{"value":"Stochastics Seminar Series - A Survey of Stochastic Integer Programming Algorithms"}],"uid":"27279","created_gmt":"2010-10-08 11:42:26","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-09-11T17:00:00-04:00","event_time_end":"2002-09-11T01:00:00-04:00","event_time_end_last":"2002-09-11T01:00:00-04:00","gmt_time_start":"2002-09-11 21:00:00","gmt_time_end":"2002-09-11 05:00:00","gmt_time_end_last":"2002-09-11 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61950":{"#nid":"61950","#data":{"type":"event","title":"Entrepreneurship Research Conference at Tech","body":[{"value":"\u003Cp\u003EPlease pass along to your interested faculty.  Georgia Tech faculty may attend the conference at no charge as space permits. Pre-registration is required.\n\u003C\/p\u003E\n\u003Cp\u003EThe DuPree College of Management and the College of Engineering at Georgia Tech announce the Second Annual Roundtable on Engineering Entrepreneurship Research Wardlaw Poole Board Room -- March 21-23, 2002.\n\u003C\/p\u003E\n\u003Cp\u003EThe Roundtable brings together leading scholars from a variety of disciplines to exchange perspectives on technology entrepreneurship.  Among the issues of interest are:  the\u003Cbr \/\u003E\ncommercialization of university technologies and company R\u0026amp;D, the company\/university interface, and the role of other organizations (incubators, venture firms, banks, associations, industry groups) that play a part in technology entrepreneurship.\n\u003C\/p\u003E\n\u003Cp\u003ECosponsored by the National Collegiate Inventors and Innovators Alliance (NCIIA).\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Entrepreneurship Research Conference at Tech","format":"limited_html"}],"field_summary_sentence":[{"value":"Entrepreneurship Research Conference at Tech"}],"uid":"27279","created_gmt":"2010-10-08 11:43:09","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-03-21T17:00:00-05:00","event_time_end":"2002-03-20T23:00:00-05:00","event_time_end_last":"2002-03-20T23:00:00-05:00","gmt_time_start":"2002-03-21 22:00:00","gmt_time_end":"2002-03-21 04:00:00","gmt_time_end_last":"2002-03-21 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61924":{"#nid":"61924","#data":{"type":"event","title":"Stochastics Seminar Series - An Overview of General and Multi-Stage Stochastics Programming","body":"","field_subtitle":"","field_summary":[{"value":"Stochastics Seminar Series - An Overview of General and Multi-Stage Stochastics Programming","format":"limited_html"}],"field_summary_sentence":[{"value":"Stochastics Seminar Series - An Overview of General and Multi-Stage Stochastics Programming"}],"uid":"27279","created_gmt":"2010-10-08 11:42:25","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-09-18T17:00:00-04:00","event_time_end":"2002-09-18T01:00:00-04:00","event_time_end_last":"2002-09-18T01:00:00-04:00","gmt_time_start":"2002-09-18 21:00:00","gmt_time_end":"2002-09-18 05:00:00","gmt_time_end_last":"2002-09-18 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61929":{"#nid":"61929","#data":{"type":"event","title":"Reception for the ISyE-sponsored Georgia Tech Business Network at GCATT","body":[{"value":"\u003Cp\u003EThere is no doubt that the services and resources of the top-ranked School of Industrial and Systems Engineering are of great benefit to students while they are enrolled. However, this relationship should not end at graduation. The School is committed to the lifelong support of its graduates through the sharing of best practices, faculty interaction, and relationships with alumni who have experiences to share. The best place to start this effort is with our young alumni, those who have recently graduated (\u0026lt; 10 years). In order to cultivate this group, ISyE has established the Georgia Tech Young Alumni Business Network.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Reception for the ISyE-sponsored Georgia Tech Business Network at GCATT","format":"limited_html"}],"field_summary_sentence":[{"value":"Reception for the ISyE-sponsored Georgia Tech Business Network at GCATT"}],"uid":"27279","created_gmt":"2010-10-08 11:43:05","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-09-24T19:00:00-04:00","event_time_end":"2002-09-24T01:00:00-04:00","event_time_end_last":"2002-09-24T01:00:00-04:00","gmt_time_start":"2002-09-24 23:00:00","gmt_time_end":"2002-09-24 05:00:00","gmt_time_end_last":"2002-09-24 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61949":{"#nid":"61949","#data":{"type":"event","title":"Participation in The Logistics Institute","body":[{"value":"\u003Cp\u003EYou are invited to come learn about activities at TLI and how you can participate. Please join us: \n\u003C\/p\u003E\n\u003Cp\u003ETuesday, March 26\u003Cbr \/\u003E\nNoon-1PM\u003Cbr \/\u003E\nRoom 303\n\u003C\/p\u003E\n\u003Cp\u003ETopics include the professional education program, the Leaders in Logistics program, and The Logistics Institute Asia Pacific (Singapore).\n\u003C\/p\u003E\n\u003Cp\u003ESandwiches provided for those who confirm attendance in advance!\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Participation in The Logistics Institute","format":"limited_html"}],"field_summary_sentence":[{"value":"Participation in The Logistics Institute"}],"uid":"27279","created_gmt":"2010-10-08 11:43:09","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-03-26T11:00:00-05:00","event_time_end":"2002-03-25T23:00:00-05:00","event_time_end_last":"2002-03-25T23:00:00-05:00","gmt_time_start":"2002-03-26 16:00:00","gmt_time_end":"2002-03-26 04:00:00","gmt_time_end_last":"2002-03-26 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61928":{"#nid":"61928","#data":{"type":"event","title":"2002 Engineering Faculty Gala","body":[{"value":"\u003Cp\u003EDon Giddens\u003Cbr \/\u003E\nDean, College of Engineering\u003Cbr \/\u003E\nGeorgia Institute of Technology \n\u003C\/p\u003E\n\u003Cp\u003Erequests the honor of your presence at the \n\u003C\/p\u003E\n\u003Cp\u003E2002 Engineering Faculty Gala \n\u003C\/p\u003E\n\u003Cp\u003ESaturday, September 28, 2002 \n\u003C\/p\u003E\n\u003Cp\u003ERailroad Depot \n\u003C\/p\u003E\n\u003Cp\u003E1 Martin Luther King, Jr. Drive\u003Cbr \/\u003E\nReception 5:30 PM\u003Cbr \/\u003E\nDinner 7:00 PM\u003Cbr \/\u003E\nMusic and Dancing 9:00 PM to Midnight \n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"2002 Engineering Faculty Gala","format":"limited_html"}],"field_summary_sentence":[{"value":"2002 Engineering Faculty Gala"}],"uid":"27279","created_gmt":"2010-10-08 11:43:05","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-09-28T18:30:00-04:00","event_time_end":"2002-09-28T01:00:00-04:00","event_time_end_last":"2002-09-28T01:00:00-04:00","gmt_time_start":"2002-09-28 22:30:00","gmt_time_end":"2002-09-28 05:00:00","gmt_time_end_last":"2002-09-28 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61947":{"#nid":"61947","#data":{"type":"event","title":"GT INFORMS Student Chapter - Integrating research ethics into graduate education","body":[{"value":"\u003Cp\u003EIn this talk we give an overview of the Research Ethics Initiative of the Graduate School of NC State University, which was strongly supported by the University\u0027s Graduate Student Association. As an example of the instructional modules developed for this program, we survey the material in the module titled \u0022Responsible Authorship and Peer Review.\u0022\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"GT INFORMS Student Chapter - Integrating research ethics into graduate education","format":"limited_html"}],"field_summary_sentence":[{"value":"GT INFORMS Student Chapter - Integrating research ethics into graduate education"}],"uid":"27279","created_gmt":"2010-10-08 11:43:09","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-03-28T10:00:00-05:00","event_time_end":"2002-03-27T23:00:00-05:00","event_time_end_last":"2002-03-27T23:00:00-05:00","gmt_time_start":"2002-03-28 15:00:00","gmt_time_end":"2002-03-28 04:00:00","gmt_time_end_last":"2002-03-28 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61920":{"#nid":"61920","#data":{"type":"event","title":"Experiences in Electronics Recycling","body":[{"value":"\u003Cp\u003EDr. Edward Aqua of Tufts University will speak on his experiences in electronics recycling.  For the past 6 years, Dr. Aqua, his research associate and graduate students, made significant contributions in the field of electronics recycling, first with the US EPA Common Sense Initiative, then with the IEEE in several venues, and most recently with the International Association of Electronics Recyclers, the IAER.  For three years, he supervised a Recycling Market Development Program for Engineering Thermoplastics from Used Electronic Equipment.  Emphasizing Stakeholders Dialogues, this Program was repeated funded and sponsored the Commonwealth of Massachusetts, as a resource to the Chelsea Center and then by the US EPA and the US DOE.  This ongoing work on engineering thermoplastics is a model for many reverse logistics business systems.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Experiences in Electronics Recycling","format":"limited_html"}],"field_summary_sentence":[{"value":"Experiences in Electronics Recycling"}],"uid":"27279","created_gmt":"2010-10-08 11:42:25","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-10-03T12:00:00-04:00","event_time_end":"2002-10-03T01:00:00-04:00","event_time_end_last":"2002-10-03T01:00:00-04:00","gmt_time_start":"2002-10-03 16:00:00","gmt_time_end":"2002-10-03 05:00:00","gmt_time_end_last":"2002-10-03 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61946":{"#nid":"61946","#data":{"type":"event","title":"GT INFORMS Student Chapter -- ASAP2: An improved batch means procedure for steady-state","body":[{"value":"\u003Cp\u003EWe introduce ASAP2, a variant of the batch-means algorithm ASAP for steady-state simulation output analysis. ASAP2 operates as follows: the batch size is progressively increased until the batch means pass the Shapiro-Wilk test for multivariate normality; and then ASAP delivers an adjusted confidence interval. The latter adjustment is based on an inverted Cornish-Fisher expansion for the classical NOBM t-ratio, where the terms of the expansion are estimated via an order-one autoregressive time series model of the batch means. In comparison to the widely used ABATCH and LBATCH algorithms, we found ASAP2 to deliver confidence intervals that not only satisfy a user-specified absolute or relative precision requirement but also outperform ABATCH and LBATCH with respect to confidence-interval coverage probability.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"GT INFORMS Student Chapter -- ASAP2: An improved batch means procedure for steady-state","format":"limited_html"}],"field_summary_sentence":[{"value":"GT INFORMS Student Chapter -- ASAP2: An improved batch means procedure for steady-state"}],"uid":"27279","created_gmt":"2010-10-08 11:43:08","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-03-28T13:00:00-05:00","event_time_end":"2002-03-27T23:00:00-05:00","event_time_end_last":"2002-03-27T23:00:00-05:00","gmt_time_start":"2002-03-28 18:00:00","gmt_time_end":"2002-03-28 04:00:00","gmt_time_end_last":"2002-03-28 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61921":{"#nid":"61921","#data":{"type":"event","title":"Family Weekend Reception","body":[{"value":"\u003Cp\u003EPlease mark 3:30-5:00 p.m. on your calendars for this coming Friday, 10\/04\/02. We will host a Family Weekend Reception in the faculty\u003Cbr \/\u003E\nlounge. We are expecting about 75 parents. The parents LOVE talking to faculty - the reception will, as usual, be very casual.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Family Weekend Reception","format":"limited_html"}],"field_summary_sentence":[{"value":"Family Weekend Reception"}],"uid":"27279","created_gmt":"2010-10-08 11:42:25","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-10-04T16:30:00-04:00","event_time_end":"2002-10-04T01:00:00-04:00","event_time_end_last":"2002-10-04T01:00:00-04:00","gmt_time_start":"2002-10-04 20:30:00","gmt_time_end":"2002-10-04 05:00:00","gmt_time_end_last":"2002-10-04 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61918":{"#nid":"61918","#data":{"type":"event","title":"Dynamic Resource Allocation in Stochastic Processing Networks","body":[{"value":"\u003Cp\u003EComplex systems like semiconductor wafer fabrication facilities (fabs), networks of data switches, and large scale call centers all demand efficient resource allocation. Deterministic models like linear programs (LP) have been used for capacity planning at both the design and expansion stages of such a system. LP-based planning is critical in setting a medium range or long term goal for many systems. But it does not translate into a day-to-day operational policy that must deal with discreteness of jobs and the randomness of the processing environment.\n\u003C\/p\u003E\n\u003Cp\u003EA processing network, advanced by J. Michael Harrison, is a system that takes inputs of materials of various kinds and uses various processing resources to produce outputs of materials of various kinds. Such a network provides a powerful abstraction of a wide range of real world systems. It contains features rich enough to capture many important elements encountered in practice. It can model machine-operator interaction, material handling equipment, machine breakdown, and fork-and-join operations, all in a manufacturing system. It can model call centers with cross trained operators, input-queued data switches, and congestion based road traffic routing.\n\u003C\/p\u003E\n\u003Cp\u003EIn this talk, we will present a family of dynamic, operational policies, called maximum pressure policies, that can achieve maximum throughput predicted by LPs for a wide class of stochastic processing networks.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Dynamic Resource Allocation in Stochastic Processing Networks","format":"limited_html"}],"field_summary_sentence":[{"value":"Dynamic Resource Allocation in Stochastic Processing Networks"}],"uid":"27279","created_gmt":"2010-10-08 11:42:25","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-10-10T12:00:00-04:00","event_time_end":"2002-10-10T01:00:00-04:00","event_time_end_last":"2002-10-10T01:00:00-04:00","gmt_time_start":"2002-10-10 16:00:00","gmt_time_end":"2002-10-10 05:00:00","gmt_time_end_last":"2002-10-10 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61915":{"#nid":"61915","#data":{"type":"event","title":"When chickens paint trucks: lessons in distributed intelligence","body":[{"value":"\u003Cp\u003EI will talk, in part, about Morley and Eckberg\u0027s work on a self-organised scheme to assign trucks to paint booths, and more generally aout swarm intelligence and agents collectively solving dynamic problems.\n\u003C\/p\u003E\n\u003Cp\u003EContact \u003Ca href=\u0022mailto:pj.newcomb@marc.gatech.edu\u0022\u003Epj.newcomb@marc.gatech.edu\u003C\/a\u003E for further details. [The room is relatively small, so if you plan to come it might be worth contacting PJ to check if there is space available].\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"When chickens paint trucks: lessons in distributed intelligence","format":"limited_html"}],"field_summary_sentence":[{"value":"When chickens paint trucks: lessons in distributed intelligence"}],"uid":"27279","created_gmt":"2010-10-08 11:42:24","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-10-17T12:00:00-04:00","event_time_end":"2002-10-17T01:00:00-04:00","event_time_end_last":"2002-10-17T01:00:00-04:00","gmt_time_start":"2002-10-17 16:00:00","gmt_time_end":"2002-10-17 05:00:00","gmt_time_end_last":"2002-10-17 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61945":{"#nid":"61945","#data":{"type":"event","title":"CANCELLED!!! - QCF Finance Seminar","body":[{"value":"\u003Cp\u003ESorry about the last minute notice, but the QCF seminar and meeting with students on 4\/4 will be cancelled due to an unexpected\u003Cbr \/\u003E\nevent. We will try to re-schedule. We apologize for the inconvenience.\n\u003C\/p\u003E\n\u003Cp\u003EWe will host a seminar in the area of Quantitative and Computational\u003Cbr \/\u003E\nFinance by two visitors (speakers\u0027 bio attached) from Bank of America\u003Cbr \/\u003E\nat 11am on April 4, 2002 (Thurs) in IC 217.  They will also meet with interested students from 1:30pm to 2:30pm in IC 107 for discussion and questions.\u003Cbr \/\u003E\u003Cbr \/\u003E\n\u003C\/p\u003E\n\u003Cp\u003ESPEAKER BIOS:\u003Cbr \/\u003E\u003Cbr \/\u003E \n\u003C\/p\u003E\n\u003Cp\u003EDavid Mooney Managing Director, Global Head of Commodity Derivatives Bank of America, New York, NY Mr. Mooney joined the firm in 1997. He overseas a worldwide team of over 50 associates with sales and trading operations in six locations-New York, London, Singapore, Chicago, Charlotte and Houston. David has worked in the energy markets since 1989, initially as a trader for Citibank, later as a broker of natural gas, before rejoining Citibank and then Bank of America in 1997. \u003Cbr \/\u003E\u003Cbr \/\u003E\n\u003C\/p\u003E\n\u003Cp\u003EMartin Jermakyan Principal, Strategy group at Bank of America Commodity Trading Dr. Jermakyan has received his doctorate in mathematics from Moscow University. Since then, he has been on various teaching and research capacities of UCLA and University of Michigan mathematics departments, and the Business School and the Department of Industrial and Operations Engineering of the University of Michigan. Dr. Jermakyan has extensive consulting experience working closely with financial and power trading firms. In the past, he has held VP of Research position at Altra Risk Management Services. Currently he holds Principal, heading the Strategies Group at Bank of Americas Commodity Trading Desk, reporting to David Mooney.\u003Cbr \/\u003E\u003Cbr \/\u003E\n\u003C\/p\u003E\n\u003Cp\u003EABSTRACT:\u003Cbr \/\u003E\u003Cbr \/\u003E\n\u003C\/p\u003E\n\u003Cp\u003EThe complexities and challenges associated with the energy and power market are spectacular both from the points of views of their comprehension and their quantitative modeling. Contrary to financial markets, frequently, the risks associated with energy and power products can not be hedged. This suggests assumption of the relevant risks by the counterparties, and therefore requires the incorporation of adequate risk-premiums in the derivative products associated with energy and power. This phenomenon gives rise to questions on the adequacy of risk-neutral pricing methodology  more so in power markets then in oil and gas. Additionally, lately we have seen the breaking down of the risk-neutral methodologies even in energy markets, especially in gas market. How should the quantitative models be adjusted to these observations? Additionally, some of the classic challenges associated with financial derivatives pricing, in general, are present in energy and power markets on a magnified scale.  Addressing the needs of energy and power markets requires the marriage of strong quantitative and derivatives background with strong understanding of the relevant physical processes.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"CANCELLED!!! - QCF Finance Seminar","format":"limited_html"}],"field_summary_sentence":[{"value":"CANCELLED!!! - QCF Finance Seminar"}],"uid":"27279","created_gmt":"2010-10-08 11:43:08","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-04-04T10:00:00-05:00","event_time_end":"2002-04-03T23:00:00-05:00","event_time_end_last":"2002-04-03T23:00:00-05:00","gmt_time_start":"2002-04-04 15:00:00","gmt_time_end":"2002-04-04 04:00:00","gmt_time_end_last":"2002-04-04 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61932":{"#nid":"61932","#data":{"type":"event","title":"ISYE SEMINAR SERIES - COMPUTING GENERALIZED NASH EQUILIBRIA","body":[{"value":"\u003Cp\u003EThe generalized Nash equilibrium problem (GNEP)\u003Cbr \/\u003E\nis an extension of the standard Nash equilibrium problem,\u003Cbr \/\u003E\nin which each player\u0027s strategy set is dependent on the rival\u003Cbr \/\u003E\nplayers\u0027 strategies.  Departing from the traditional\u003Cbr \/\u003E\nconsideration of the GNEP as a quasi-variational inequality,\u003Cbr \/\u003E\nwe adopt a fresh view of the GNEP as a partitioned variational\u003Cbr \/\u003E\ninequality defined on a Cartesian product of lower-dimensional sets. This perspective allows us to fruitfully investigate (a) the local convergence of the Josephy-Newton method for solving the GNEP, and (b) the applicability of Lemke\u0027s classic method for solving the resulting linearized subproblems.  Some recent applications of the GNEP to electricity modeling and multi-leader-follower games are also discussed.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISYE SEMINAR SERIES - COMPUTING GENERALIZED NASH EQUILIBRIA","format":"limited_html"}],"field_summary_sentence":[{"value":"ISYE SEMINAR SERIES - COMPUTING GENERALIZED NASH EQUILIBRIA"}],"uid":"27279","created_gmt":"2010-10-08 11:43:06","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-10-17T12:00:00-04:00","event_time_end":"2002-10-17T01:00:00-04:00","event_time_end_last":"2002-10-17T01:00:00-04:00","gmt_time_start":"2002-10-17 16:00:00","gmt_time_end":"2002-10-17 05:00:00","gmt_time_end_last":"2002-10-17 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61927":{"#nid":"61927","#data":{"type":"event","title":"Senior Indian Congress Party economist to Visit Tech","body":[{"value":"\u003Cp\u003EAll interested Georgia Tech faculty are invited to a discussion with Mr. Jairam Ramesh,\u003Cbr \/\u003E\nin the Sam Nunn Conference Room, room number 123 of the Habersham Building, at 2:30 p.m., Monday, 21 October 2002.  Interested Tech faculty should RSVP with Professor John Garver in the Sam Nunn School of International Affairs at 404-894-6846 by 14 October.\n\u003C\/p\u003E\n\u003Cp\u003E        Mr. Ramesh is currently Secretary of the Economic Affairs Department of the Congress Party, deputy chairman of Karnataka State Planning Board, and member of the Economic Development Council of Rajasthan.   He is spending two weeks in Atlanta as a Distinguished Visiting Fellow of the Halle Institute for International Affairs of Emory University.   A full resume for Mr. Ramesh is given below.\n\u003C\/p\u003E\n\u003Cp\u003EJohn W. Garver\u003Cbr \/\u003E\nProfessor, Sam Nunn School of International Affairs\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Senior Indian Congress Party economist to Visit Tech","format":"limited_html"}],"field_summary_sentence":[{"value":"Senior Indian Congress Party economist to Visit Tech"}],"uid":"27279","created_gmt":"2010-10-08 11:43:05","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-10-21T15:30:00-04:00","event_time_end":"2002-10-21T01:00:00-04:00","event_time_end_last":"2002-10-21T01:00:00-04:00","gmt_time_start":"2002-10-21 19:30:00","gmt_time_end":"2002-10-21 05:00:00","gmt_time_end_last":"2002-10-21 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61912":{"#nid":"61912","#data":{"type":"event","title":"On Measuring Supplier Performance under Vendor-Managed-Inventory Programs","body":[{"value":"\u003Cp\u003EAs a widely accepted performance measure in supply chain management practice, service level is often considered in supplier contracts under Vendor-Managed-Inventory (VMI) programs. Using a two-stage capacitated supply chain model consisting of one manufacturer and one supplier in a VMI environment, we demonstrate that supplier\u0027s service level is in general insufficient for the manufacturer to warrant the desired service level at the customer end. The method by which the supplier achieves its service level to the manufacturer also affects customer service level. Alternative measures should be explored which allow the manufacturer to control customer service regardless of how the supplier manages the inventory. We identify plausible supplier performance measures with this kind of property by developing bounds on the customer service level. We also derive an estimate of the customer service level in terms of the new measures.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"On Measuring Supplier Performance under Vendor-Managed-Inventory Programs","format":"limited_html"}],"field_summary_sentence":[{"value":"On Measuring Supplier Performance under Vendor-Managed-Inventory Programs"}],"uid":"27279","created_gmt":"2010-10-08 11:42:24","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-10-21T17:30:00-04:00","event_time_end":"2002-10-21T01:00:00-04:00","event_time_end_last":"2002-10-21T01:00:00-04:00","gmt_time_start":"2002-10-21 21:30:00","gmt_time_end":"2002-10-21 05:00:00","gmt_time_end_last":"2002-10-21 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61948":{"#nid":"61948","#data":{"type":"event","title":"CANCELED!!! (FINANCIAL STRATEGIES BASED ON QUANTITATIVE TECHNIQUES)","body":[{"value":"\u003Cp\u003EStarting with the Black-Scholes formula in the 70s and aided by\u003Cbr \/\u003E\ndevelopments in computing in the 80s, Wall Street firms realized that quantitative techniques can be invaluable in asset management. The migration of \u0022quants\u0022 into the financial industry resulted not only in the improvement of existing strategies but also in the development of new ones that could\u003Cbr \/\u003E\nnot have been possible otherwise. Such strategies include convertible arbitrage, volatility arbitrage, fixed income arbitrage, mortgage backed arbitrage, statistical arbitrage, risk (merger) arbitrage, trend following methods, and momentum based methods. The success of these strategies has resulted in recently making hedge funds the hottest thing on Wall Street.  However, quantitative methods are not a panacea; the hedge fund industry also bears the greatest ever failure of quantitative methods: the demise of Long Term Capital Management, which in the Fall of \u002798 almost single-handedly brought down the Western capitalist system.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"CANCELED!!! (FINANCIAL STRATEGIES BASED ON QUANTITATIVE TECHNIQUES)","format":"limited_html"}],"field_summary_sentence":[{"value":"CANCELED!!! (FINANCIAL STRATEGIES BASED ON QUANTITATIVE TECHNIQUES)"}],"uid":"27279","created_gmt":"2010-10-08 11:43:09","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-04-09T12:00:00-04:00","event_time_end":"2002-04-09T01:00:00-04:00","event_time_end_last":"2002-04-09T01:00:00-04:00","gmt_time_start":"2002-04-09 16:00:00","gmt_time_end":"2002-04-09 05:00:00","gmt_time_end_last":"2002-04-09 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61923":{"#nid":"61923","#data":{"type":"event","title":"ISYE SEMINAR SERIES - STOCHASTIC DOMINANCE AND MEAN-RISK MODELS","body":[{"value":"\u003Cp\u003EDecision problems involving random outcomes require the application of a decision principle to make the corresponding optimization problems well defined. One of the established principles is the relation of stochastic dominance. It establishes a partial order among random outcomes, but it is very difficult to use practice.\n\u003C\/p\u003E\n\u003Cp\u003EThe practice frequently resorts to mean--risk models, which use two measures of quality: the expected outcome and some measure of the uncertainty of the outcome, called the risk.\n\u003C\/p\u003E\n\u003Cp\u003EIn this talk we shall discuss relations between stochastic dominance and mean--risk models. We shall show that central semi-deviations used as risk measures are in harmony with the stochastic dominance orders of the corresponding degrees.\n\u003C\/p\u003E\n\u003Cp\u003ENext, by exploiting duality relations of convex analysis we show that several models using quantiles and tail characteristics of the distribution are in harmony with the stochastic dominance relation of the second degree.\n\u003C\/p\u003E\n\u003Cp\u003EWe provide stochastic linear programming formulations of these models and we illustrate our results on a portfolio problem involving 719 securities and return data from the last 12 years.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISYE SEMINAR SERIES - STOCHASTIC DOMINANCE AND MEAN-RISK MODELS","format":"limited_html"}],"field_summary_sentence":[{"value":"ISYE SEMINAR SERIES - STOCHASTIC DOMINANCE AND MEAN-RISK MODELS"}],"uid":"27279","created_gmt":"2010-10-08 11:42:25","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-10-29T10:00:00-05:00","event_time_end":"2002-10-28T23:00:00-05:00","event_time_end_last":"2002-10-28T23:00:00-05:00","gmt_time_start":"2002-10-29 15:00:00","gmt_time_end":"2002-10-29 04:00:00","gmt_time_end_last":"2002-10-29 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"61942":{"#nid":"61942","#data":{"type":"event","title":"Ph.D. Defense -- Silke Kroeckel","body":[{"value":"\u003Cp\u003EI will defend my dissertation\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cem\u003EStochastic Inventory Systems with Significant Setup Times\u003C\/em\u003E\n\u003C\/p\u003E\n\u003Cp\u003Eon Friday April 12th 2002 at 10a.m. (sharp) in room 303.  It would be an honor to me to have you in my audience.\u003Cbr \/\u003E\u003Cbr \/\u003E\n\u003C\/p\u003E\n\u003Cp\u003EAbstract\u003Cbr \/\u003E\n\u003C\/p\u003E\n\u003Cp\u003EWe consider a portion of the supply chain that involves stochastic production and inventory decisions.  The production system is shared by several products and demands significant changeover times. For implementation purposes, we develop simple closed-form solutions (approximations) that can be installed in an existing ERP system.  The first part of the dissertation focuses on minimizing work-in-progress (WIP) by minimizing cycle time.  We construct efficient heuristics to set a near-optimal target utilization as well as to determine lot-sizes. Subsequently, we use a (Q,r) policy to manage system inventory consisting of finished goods and WIP.  We study models for production-inventory systems before we develop heuristics to minimize system inventory cost subject to various constraints on service.  The research is motivated by several real-world applications ranging from metal stamping to pharmaceuticals.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Ph.D. Defense -- Silke Kroeckel","format":"limited_html"}],"field_summary_sentence":[{"value":"Ph.D. Defense -- Silke Kroeckel"}],"uid":"27279","created_gmt":"2010-10-08 11:43:08","changed_gmt":"2016-10-08 01:53:04","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2002-04-12T11:00:00-04:00","event_time_end":"2002-04-12T01:00:00-04:00","event_time_end_last":"2002-04-12T01:00:00-04:00","gmt_time_start":"2002-04-12 15:00:00","gmt_time_end":"2002-04-12 05:00:00","gmt_time_end_last":"2002-04-12 05:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EBarbara Christopher\u003C\/strong\u003E\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=bt3\u0022\u003EContact Barbara Christopher\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404.385.3102\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}}}