3rd meeting of the EURO Working Group on Stochastic Modelling

June 7-9, 2010
Nafplio, Greece

General information


Important dates

Registration and
abstract submission

Hotel and Travel Information

Scientific program

Social program

Conference venue



Monday June 7       
9:00 - 9:15               Welcome    

9:15 - 10:15             Session M1: Plenary Talk

Onno Boxma  

10:15 - 10:45          Coffee Break          

10:45 - 12:35          Session M2:  Call Centers
Chair: Ger Koole

  1. Call Centers with Delay Information: Models and Insights
    Oualid Jouini, Zeynep Aksin, Yves Dallery
  2. Staffing a Contract Center with Uncertain Non-Stationary Arrival Rates, Agents Flexibility and Global Service Level Constraint  
    Shuangqing Liao, Christian Van Delft, Ger Koole, Oualid Jouini
  3. Approximate Dynamic Programming techniques for the control of time-varying queueing systems applied to call centers with abandonments and retrials
    Sandjai Bhulai, Dennis Roubos
  4. Modeling Customer Reactions to Sales Attempts: If Cross-Selling Backfires
    Evrim Gunes, Zeynep Aksin, Lerzan Ormeci, Hazal Ozden
  5. Practice and theory of skill-based routing in call centers
    Ger Koole

12:35 - 13:50          Lunch

13:50 - 15:30          Session M3:  Inventory and Capacity Management
Chair: Fikri Karaesmen

  1. Inventory Rationing Policy for Spare Parts
    Baris Balcioglu, Pedram Sahba,  Dragan Banjevic
  2. Optimal Decision Rules for Product Recalls
    Ali Devin Sezer,  Cagri Haksoz
  3. Equilibria characterization in a two-player auction with maximum and minimum capacity constraints
    Panagiotis Andrianesis, George Liberopoulos
  4. A multi-objective stochastic programming model for designing robust supply chain networks
    Amir Azaron
  5. Dynamic  Pricing of Inventories with Non-Uniform Quality Levels
    Fikri Karaesmen , Seray Aydin, Yalcin Akcay

15:30 - 16:00          Coffee Break          

16:00 - 17:50          Session M4:  Queueing - Optimization
Chair: Mark Lewis

  1. Optimal Strategies in the observable constant retrial queue
    Spyridoula Kanta, Antonis Economou
  2. Customer Equilibria in an Observable $M|M|1$ Queue with Dynamic Service Control
    Ioannis Dimitrakopoulos, Apostolos Burnetas
  3. Equilibrium balking behavior in an unreliable queue with complete removals at failure epochs
    Olga Boudali, Antonis Economou
  4. Full-Service Policy Optimality with Heterogeneous Servers
    William Millhiser, Charu Sinha, Matthew Sobel
  5. Flexible Server Allocation and Customer Routing Policies for Two Parallel Queues when Service Rates are not Additive
    Mark Lewis, Hyun-soo Ahn

Tuesday June 8     

8:30 - 10:20             Session T1:  Queueing - Performance Evaluation
Chair:  Michael Zazanis

  1. Queueing Systems with Appointment-Driven Arrivals, Non-Punctual Customers, and No-Shows
    Oualid Jouini, Saif Benjaafar
  2. Approximation of transient performance measures of service systems with retrials
    Raik Stolletz
  3. On priority queues with gradual preemption
    Tom Maertens, Joris Walraevens, Marc Moeneclaey, Herwig Bruneel
  4. Analytical study of a queueing system with non-geometric tail behavior
    Mark Van Lokeren, Bart Steyaert and Herwig Bruneel
  5. Residual service times in the M/G/1 queue conditioned on the queue length: revisiting an old problem
    Michael Zazanis

10:20 - 10:45          Coffee Break          

10:45 - 12:15          Session T2:  Markov Decision Processes and Applications
Chair:  Lerzan Ormeci

  1. Optimal stopping of Markov chain, Gittins Index and Related Optimization Problems
    Isaac Sonin
  2. Stochastic Inventory Models with an Option in Delivery Time Upgrade
    Houmin Yan, Xiaoying Liang
  3. Structured Optimal Policies in Robust Dynamic Programming
    Zeynep Turgay, Fikri Karaesmen, Lerzan Ormeci
  4. A Modeling Framework for Control of Preventive Services
    Lerzan Ormeci, Derya Kunduzcu, Evrim Didem Gunes

12:30 - 14:00          Session T3:  Stochastic Models and Statistics
Chair: Katsunori Ano

  1. Application of the new OPLS-DA statistical modeling  technique to manage large number of variables in a burn injury case control study
    Homayoun Sadeghi-Bazargani, Shrikant Bangdiwala, Reza Mohammadi,  Kazem Mohammad
  2. Adaptive Sampling Under Incomplete Information and a Sample-Path Cost Constraint
    Odisseas Kanavetas, Apostolos Burnetas
  3. Diffusion processes over products of simplices
    Panayotis Mertikopoulos and Aris Moustakas
  4. Bayesian real swing option on the geometric random walk
    Katsunori Ano

 14:00 - 15:00          Lunch

16:00 Excursion to Epidaurus

21:00 Conference Dinner

Wednesday June 9          

8:30 - 10:00             Session W1:  Applied Probability
Chair: Stella Kapodistria

  1. Results on convolutions of compound geometric distributions
    Georgios Psarrakos
  2. Flow Time Analysis of a Continuous Sampling Plan Policy
    George Mytalas, Michael Zazanis
  3. GI/M/1 Markov chains with a level-phase independent stationary distribution
    Safieh Mahmoodi, Guy Latouche
  4. Continuous-time Markov Chains with Binomial Transitions: Modeling, Analysis and Applications to Queueing Systems with Synchronized Events Stella Kapodistria and Antonis Economou

10:00 - 10:20          Coffee Break          

10:20 - 11:50          Session W2:            Inventory Management
Chair: Dimitrios Pandelis

  1. An (s-1, s) Inventory System with General Product Lifetimes and Customer Impatience
    Stratos Ioannidis, Oualid Jouini, Angelos Economopoulos, Vassilis Kouikoglou
  2. Optimal (r, nQ,T) Inventory Control under Stationary Demand
    Athanasios Lagodimos, Ioannis Christou, Konstantina Skouri
  3. Periodic review (R,T) inventory control policy for stochastic demand and yield
    Konstantina Skouri, Athanasios Lagodimos and Ioannis Konstantaras
  4. A Stochastic Delivery-Pickup Problem
    Dimitrios Pandelis, Constantinos Karamatsoukis, Epaminondas Kyriakidis

 12:00 - 13:00          Session W3: Plenary Talk          

Markov Decision Processes with Applications
Ulrich Rieder

13:00 End of Conference

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Last revision: June 12, 2010