Recent Papers (since 1999)
1999
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Modeling Service-Time Distributions with Non-Exponential Tails: Beta Mixtures
of Exponentials.
Stochastic Models, vol. 15, No. 3, 1999, pp. 517-546. (with Joseph Abate)
[PostScript]
[PDF]
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Improving Service By Informing Customers About Anticipated Delays.
Management Science,
vol. 45, No. 2, February 1999, pp. 192-207.
[published PDF]
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Predicting Queueing Delays.
Management Science, vol. 45, No. 6, June 1999, pp. 870-888.
[published PDF]
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Dynamic Staffing in a Telephone Call Center Aiming
to Immediately Answer All Calls.
Operations Research Letters, vol. 24, June 1999, pp. 205-212.
[PDF]
[published PDF]
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Resource Sharing for Book-Ahead and Instantaneous-Request Calls.
IEEE/ACM Transactions on Networking, vol. 7, No. 1, February 1999, pp. 10-22 (with Albert G. Greenberg and Rayadurgam Srikant).
[published PDF]
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Modeling Service-Time Distributions with Non-Exponential Tails: Beta Mixtures
of Exponentials.
Stochastic Models, vol. 15, No. 3, 1999, pp. 517-546
(with Joseph Abate).
[PDF]
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Explicit M/G/1 Waiting-Time Distributions for a Class of
Long-Tail Service-Time Distributions.
Operations Research Letters, vol. 25, No. 1, August 1999, pp. 25-31
(with Joseph Abate).
[published PDF]
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An Introduction to Numerical Transform Inversion and its
Application to Probability Models, in
Computational Probability, W. Grassman (ed.),
Kluwer, Boston, 1999, pp. 257-323
(with Joseph Abate and Gagan L. Choudhury).
[PDF]
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Infinite-Series Representations of Laplace Transforms of Probability Density Functions for Numerical Inversion.
Journal of Operations Research Society of Japan, vol. 42, No. 3,
September 1999, pp. 268-285. (with Joseph Abate)
[published PDF]
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Computing Laplace Transforms for Numerical Inversion Via Continued Fractions.
INFORMS Journal on Computing, vol. 11, No. 4, Fall 1999, pp. 394-405. (with Joseph Abate)
[published PDF]
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Variance Reduction in Simulations of Loss Models.
Operations Research, vol. 47, No. 4, July-August 1999,
pp. 509-523 (with Rayadurgam Srikant).
[published PDF]
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Using Different Response-Time Requirements to Smooth
Time-Varying Demand for Service.
Operations Research Letters, vol. 24, Nos. 1-2,
February-March 1999, pp. 1-10.
[PDF]
[published PDF]
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Linear Stochastic Fluid Networks. Journal of
Applied Probability, vol. 36, No. 1, March 1999,
pp. 244-260 (with Offer Kella).
[PDF]
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Winning the Hand of the Princess Saralinda.
Chapter 16, pp. 231-246 in
Appied Probability and Stochastic Processes, Festschrift for
Julian Keilson, J. G. Shanthikumar and U. Sumita (eds.),
Kluwer, Boston, 1999 (with Peter W. Glynn).
[PDF]
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Decomposition Approximations for Time-Dependent Markovian Queueing Networks.
Operations Research Letters, vol. 24, April 1999, pp. 97-103.
[PDF]
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Partitioning Customers into Service Groups.
Management Science,
vol. 45, No. 11, November 1999, pp. 1579-1592.
[published PDF]
2000
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Network Design and Control Using On-Off and Multi-Level Source Traffic Models with Heavy-Tailed Distributions.
Chapter in Self-Similar Network Traffic and Performance Evaluation,
Kihong Park and Walter Willinger, eds., Wiley, New York,
2000, pp. 421-445. (with Nicholas G. Duffield).
[PDF]
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The Impact of a Heavy-Tailed Service-Time Distribution upon
the M/GI/s Waiting-Time Distribution,.
Queueing Systems, vol. 36, 2000, pp. 71-87.
[published PDF]
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Predicting Response Times in Processor-Sharing Queues.
In Proceedings of the Fields Institute Conference on
Communication Networks, P. W. Glynn, D. J. MacDonald
and S. J. Turner, (eds.), Fields Institute Communications 28, American Mathematical Society, 2000, pp. 1--29. (with Amy R. Ward).
[PDF]
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Workload Bounds in Fluid Models with Priorities.
Performance Evaluation, vol. 41, 2000, pp. 249-267
(with Arthur W. Berger).
[PDF]
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An Overview of Brownian and Non-Brownian FCLTs for Single-Server Queues.
Queueing Systems, vol. 36, 2000, pp. 39-70.
[published PDF]
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Limits for Cumulative Input Processes to Queues.
Probability in the Engineering and Information Sciences,
vol. 14, 2000, pp. 123-150.
[PDF]
[published PDF]
2001
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Resource Sharing for Book-Ahead and Instantaneous-Request Calls
Using a CLT Approximation.
Telecommunication Systems,
vol. 16, March-April 2001, pp. 233-253
(with Riyadurgam Srikant).
[PDF]
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A Nonstationary Offered-Load Model for Packet Networks.
Telecommunication Systems, vol. 13, Nos. 3,4,
March-April 2001, pp. 271-296.
(with Nicholas G. Duffield and William A. Massey).
[PDF]
[published PDF]
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The Reflection Map with Discontinuities.
Mathematics of Operations Research, vol. 26, No. 3, 2001,
pp. 447-484.
[PDF]
2002
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BOOK: Stochastic-Process Limits, published by Springer in 2002 (602 pages).
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Internet Supplement to the Book
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A Time-Dependent Queueing-Network Model
to Describe Life-Cycle Dynamics of
Private-Line Telecommunication Services,.
Telecommunication Systems, vol. 17, 2002, pp. 9-38
(with Clement McCalla).
[PDF]
[published PDF]
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Necessary Conditions in Limit Theorems for Cumulative Processes.
Stochastic Processes and Their Applications,
vol. 98, 2002, pp. 199-209 (with Peter W. Glynn).
[PDF]
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Stochastic Models for the Design and Management of Customer Contact Centers:
Some Research Directions..
working paper, March 2002.
[PDF]
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The Erlang B and C Formulas:
Problems and Solutions..
class notes, 2002.
[PDF]
2003
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How Multiserver Queues Scale with Growing Congestion-Dependent Demand.
Operations Research, vol. 51, No. 4, 2003, pp. 531-542.
[publishedPDF]
2004
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Heavy-Traffic Limits for Loss Proportions
in Single-Server Queues.
Queueing Systems, vol. 46, No. 3-4, March-April 2004, pp. 507-536.
[publishedPDF]
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A Diffusion Approximation for the G/GI/n/m Queue.
Operations Research, vol. 52, No. 6, November-December 2004, pp. 922-941.
[publishedPDF]
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Efficiency-Driven Heavy-Traffic Approximations
for Many-Server Queues with Abandonments.
Management Science, vol. 50, No. 10, October 2004, pp. 1449-1461.
[published PDF]
2005
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Engineering Solution of a Basic Call-Center Model.
Management Science, vol. 51, No. 2, February 2005, pp. 221-235.
[published PDF]
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Engineering Solution of a Basic Call-Center Model:
Supplementary Material.
[PDF]
(Extra material related to previous paper.)
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Heavy-Traffic Limits for the G/H2*/n/m Queue.
Mathematics of Operations Research, vol. 30, No. 1, February 2005, pp. 1-27.
[published PDF]
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Two Fluid Approximations for Multi-Server Queues with Abandonments.
Operations Research Letters, vol. 33, 2005, pp. 363-372.
[published PDF]
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A Staffing Algorithm for Call Centers with Skill-Based Routing.
Manufacturing and Service Operations Management (M&SOM), vol. 7, 2005, pp. 276-294
(with Rodney B. Wallace).
[published PDF]
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A Staffing Algorithm for Call Centers with Skill-Based Routing:
Supplementary Material.
(Extra material related to previous paper), 2004.
(with Rodney B. Wallace).
[PDF]
2006
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Fluid Models for Multiserver Queues with Abandonments.
Operations Research, vol. 54, No. 1, 2006, pp. 37-54
[published PDF].
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A Multi-Class Fluid Model for a Contact Center with Skill-Based Routing.
International Journal of Electronics and Communications (AEU),
Vol. 60, No. 2, 2006, pp. 95-102,
[published PDF].
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Sensitivity of Performance in the Erlang A Model
to Changes in the Model Parameters.
Operations Research, vol. 54, No. 2, 2006, pp. 247-260
[published PDF].
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Staffing a Call Center with Uncertain Arrival Rate and Absenteeism.
Production and Operations Management, vol. 15, No. 1, 2006, pp. 88-102.
[published PDF].
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The Impact of Increased Employee Retention Upon Performance
in a Customer Contact Center.
Manufacturing and Service Operations Management (M&SOM), vol. 8, No. 3,
Summer 2006, pp. 221-234.
[PDF]
[published PDF].
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Analysis for the Design of Simulation Experiments.
Chapter 13 in Simulation Volume 13 in the
Elsevier series of Handbooks in Operations Research and Management Science,
edited by Shane Henderson and Barry Nelson, pp. 381-413.
[PDF]
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A Unified Framework for Numerically Inverting Laplace Transforms.
INFORMS Journal of Computing, vol. 18, No. 4, Fall 2006, pp. 408-421. (with Joseph Abate).
[PDF]
2007
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Coping with Time-Varying Demand when Setting Staffing Requirements for a Service
System.
Production and Operations Management (POMS), vol. 16, No. 1, January-February 2007, pp. 13-39.
(with Linda V. Green and Peter J. Kolesar).
[PDF]
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Exploiting Regenerative Structure to Estimate Finite Time Averages via Simulation.
ACM Transactions on Modeling and Computer Simulation (TOMACS), Special Issue Honoring Perwez Shahabuddin,
vol. 17, No. 2, April 2007, Article 8, pp. 1-38.
(with Wanmo Kang and Perwez Shahabuddin).
[PDF]
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Exploiting Regenerative Structure to Estimate Finite Time Averages via Simulation:
Supplementary Material.
working paper, 2005.
Supporting material for paper with same title.
(with Wanmo Kang and Perwez Shahabuddin).
[PDF]
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Two-Moment Approximations for Maxima.
Operations Research, vol. 55, No. 3, May-June 2007, pp. 532-548.
(with Chuck Crow and David Goldberg).
[PDF]
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Two-Moment Approximations for Maxima: supplement.
working paper, 2005. Supporting material for paper with same title.
(with Chuck Crow and David Goldberg).
[PDF]
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Value-Based Routing and Preference-Based Routing
in Customer Contact Centers.
Production and Operations Management, vol. 16, No. 3, May-June 2007, pp. 277-291.
(with Michael E. Sisselman)
[PDF].
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A Preference-Based-Routing Example
Solved by Linear Programming with Excel Solver.
Supporting material for the paper above, 2005.
[PDF].
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Empowering Customer-Contact Agents Via
Preference-Based Routing.
SeatLink White Paper paper, 2005.
(with Michael E. Sisselman)
[PDF].
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What You Should Know About Queueing Models
to Set Staffing Requirements in Service Systems.
Naval Research Logistics vol. 54, No. 5, August 2007, pp. 476-484.
[PDF].
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Power Algorithms for Inverting Laplace Transforms.
Informs Journal on Computing, vol. 19, No. 3, Summer 2007, pp. 341-355.
(with Efstathios Avdis)
[PDF]
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Supplement to "Power Algorithms for Inverting Laplace Transforms."
working paper, 2006.
Supporting material for paper above.
(with Efstathios Avdis)
[PDF].
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Analysis of Join-the-Shortest-Queue Routing for Web Server Farms.
Performance Evaluation, vol. 64, October 2007, pp. 1062-1081.
IFIP 7.3 International Symposium on Computer Performance, Modeling, Measurements and
Evaluation (Performance 2007), Cologne, Germany, October 2007.
(with Varun Gupta, Mor Harchol-Balter and Karl Sigman)
[PDF].
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Simulation Results for JSQ Server Farms with Processor Sharing Servers.
Supporting material for the paper above.
(with Varun Gupta, Mor Harchol-Balter and Karl Sigman)
[PDF].
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Martingale Proofs of Many-Server Heavy-Traffic Limits for
Markovian Queues.
Probability Surveys, vol. 4, 2007, pp. 193-267. (with Guodong Pang and Rishi Talreja)
[PDF]. Alternative sources: DOI link.
arXiv link.
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Proofs of the Martingale FCLT.
Probability Surveys, vol. 4, 2007, pp. 268-302.
[PDF].
Alternative sources: DOI link.
arXiv link.
2008
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Staffing of Time-Varying Queues to Achieve
Time-Stable Performance.
Management Science, vol. 54, No.2, February 2008, pp. 324-338.
(with Zohar Feldman, Avishai Mandelbaum and William A. Massey)
[published PDF]
[e-companion]
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Staffing of Time-Varying Queues to Achieve
Time-Stable Performance, Unabridged Version:
Internet Supplement.
working paper, 2005.
(with Zohar Feldman, Avishai Mandelbaum and Bill Massey)
[PDF].
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The Last Departure Time from an Mt/G/infinity Queue
with a Terminating Arrival Process.
Queueing Systems, vol. 58, 2008, pp. 77-104.
(with David Goldberg)
journal site
[PDF]
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Fluid Models for Overloaded Multi-Class Many-Server Queueing Systems
with FCFS Routing.
Management Science, vol. 54, No. 8, 2008, pp. 1513-1527.
(with Rishi Talreja)
[PDF].
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Fluid Models for Overloaded Multi-Class Many-Server Queueing Systems
with FCFS Routing: Internet supplement.
Supporting material for paper with same title.
(with Rishi Talreja)
[PDF].
2009
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The Impact of Delay Announcements in Many-Server Queues with
Abandonment.
Operations Research, vol. 57, No. 1, January-February 2009, pp. 66-81.
(with Mor Armony and Nahum Shimkin).
[PDF]
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e-companion.
Operations Research.
(with Mor Armony and Nahum Shimkin).
[PDF]
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The Impact of Delay Announcements in Many-Server Queues with
Abandonment: Supplementary Material.
working paper, 2005. Supporting material for paper with same title.
(with Mor Armony and Nahum Shimkin).
[PDF]
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Heavy-Traffic Limits for Many-Server Queues with Service Interruptions.
Queueing Systems, vol. 61, pp. 167-202. (with Guodong Pang)
[PDF].
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Real-Time Delay Estimation in Call Centers.
Proceedings of the 2008 Winter Simulation Conference, S. J. Mason, R. R. Hill, L. Moench,
O. Rose (editors). (with Rouba Ibrahim)
[PDF].
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Scheduling Flexible Servers with Convex Delay Costs in Many-Server
Service Systems.
Manufacturing and Service Operations Management), vol. 11, No. 2, Spring 2009, pp. 237-253.
(with Itay Gurvich)
published PDF.
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Real-Time Delay Estimation Based on Delay History.
Manufacturing and Service Operations Management, vol. 11, No. 3, Summer 2009, pp. 397-415.
(with Rouba Ibrahim)
[PDF].
Articles in Advance from MSOM
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Journal Online Appendix to "Real-Time Delay Estimation Based on Delay History."
Supporting material for paper above maintained on journal web page.
(with Rouba Ibrahim)
[PDF].
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Supplement to "Real-Time Delay Estimation Based on Delay History."
Supporting material for paper above.
(with Rouba Ibrahim)
[PDF].
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Queue-and-Idleness-Ratio Controls in Many-Server Service Systems.
Mathematics of Operations Research, vol. 34, No. 2, May 2009, pp. 363-396.
(with Itay Gurvich)
[PDF]
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Heavy-Traffic Extreme-Value Limits for Erlang Models.
Queueing Systems, 2009, articles online in advance, DOI 10.1007/s11134-009-9132-y (with Guodong Pang)
[PDF].
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Responding to Unexpected Overloads in Large-Scale Service Systems.
Management Science, vol. 55, No. 8, August 2009, pp. 1353-1367.
(with Ohad Perry)
[PDF].
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Service Interruptions in Large-Scale Service Systems.
Management Science, vol. 55, No. 9, September 2009, pp. 1499-1512. (with Guodong Pang)
[PDF].
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Real-Time Delay Estimation in Overloaded Multiserver Queues with Abandonment.
Management Science, vol. 55, No. 10, October 2009, pp. 1729-1742.
(with Rouba Ibrahim)
[PDF].
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e-Companion to Real-Time Delay Estimation in Overloaded Multiserver Queues with Abandonment.
Management Science, 15 pages.
(with Rouba Ibrahim)
[PDF].
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Supplement to "Real-Time Delay Estimation in Overloaded Multiserver Queues with Abandonment"
Supporting material for paper above.
(with Rouba Ibrahim)
[PDF].
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Markov Chain Models to Estimate the Premium for Extended Hedge Fund Lockups.
Wilmott Journal, vol. 1, No. 5-6, October-December 2009, pp. 263-293 (with Emanuel Derman and Kunsoo Park).
[PDF].
Unpublished
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Service-Level Differentiation in Many-Server Service Systems
Via Queue-Ratio Routing.
Operations Research, forthcoming
(with Itay Gurvich)
[PDF].
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Markov Chain Models to Estimate the Premium for Extended Hedge Fund Lockups.
The Wilmott Journal, forthcoming (with Emanuel Derman and Kunsoo Park)
[PDF].
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Heavy-Traffic Limits for Waiting Times in Many-Server Queues with Abandonments.
Annals of Applied Probability, forthcoming. (with Rishi Talreja)
[PDF].
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A Stochastic-Difference-Equation Model for Hedge-Fund Relative Returns.
Quantitative Finance, forthcoming.
(with Emanuel Derman and Kunsoo Park)
[PDF].
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Continuity of a Queueing Integral Representation in the M1 Topology.
Annals of Applied Probability, forthcoming. (with Guodong Pang)
[PDF].
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A Fluid Approximation for Service Systems Responding to Unexpected Overloads.
Operations Research, forthcoming.
(with Ohad Perry)
[PDF].
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Supplement to "A Fluid Approximation for Service Systems Responding to Unexpected Overloads"
Supporting material for paper above.
(with Ohad Perry)
[PDF].
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Two-Parameter Heavy-Traffic Limits for Infinite-Server Queues.
Submitted to Queueing Systems (with Guodong Pang)
[PDF].
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Two-Parameter Heavy-Traffic Limits for Infinite-Server Queues: Longer Version.
Supporting material for paper above. (with Guodong Pang)
[PDF].
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Real-Time Delay Estimation Based on Delay History in Many-Server Queues with Time-Varying Arrivals.
Submitted to Production and Operations Management (with Rouba Ibrahim).
[PDF].
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Stabilizing Customer Abandonment in Many-Server Queues with Time-Varying Arrivals.
Submitted to Operations Research (with Yunan Liu).
[PDF].
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Transient and Stability Analysis of the Many-Server Heavy-Traffic Fluid Limit for the Overloaded X Call-Center Model.
Submitted to Mathematics of Operations Research (with Ohad Perry).
[PDF].
Other Displays of Research Papers: