Current Doctoral Students

• Itay Gurvich

  Itay started in the doctoral program in the Division of Decision, Risk and Operations in the Graduate School of Business at Columbia University in 2004. Itay is scheduled to receive his PhD degree from Columbia University this spring (2008) and join the Kellogg School of Management at Northwestern University in the fall.

  In his doctoral work, Itay was also co-advised, and wrote papers with, Mor Armony of NYU and Costis Maglaras and Assaf Zeevi in the Division of Decision, Risk and Operations in the Graduate School of Business at Columbia University. Before coming to Columbia, Itay completed a masters degree at the Technion in Haifa, Israel, writing a thesis with Avishai Mandelbaum. In November 2006 Itay won the Manufacturing and Services Operations Management (MSOM) student paper competition for his work with Mor Armony on cross selling and its effect on call center performance.

  Here are our completed papers:

  • Queue-and-Idleness-Ratio Controls in Many-Server Service Systems.. Submitted to Mathematics of Operations Research. (with Itay Gurvich) [PDF].

  • Service-Level Differentiation in Many-Server Service Systems: A Solution Based on Fixed-Queue-Ratio Routing. Operations Research, forthcoming. (with Itay Gurvich) [PDF].

  • Scheduling Flexible Servers with Convex Delay Costs in Many-Server Service Systems. Manufacturing and Service Operations Management), forthcoming. (with Itay Gurvich) [PDF].

• Rishi Talreja

  Rishi started in the IEOR doctoral program in 2004. He was one of four IEOR doctoral students to win the fall 2006 SEAS Extraordinary Teaching Assistant Award.

  Here are our first three completed papers and a supplement to one:

  • Fluid Models for Overloaded Multi-Class Many-Server Queueing Systems with FCFS Routing. Management Science, forthcoming. (with Rishi Talreja) [PDF].
    • 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].

  • 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.

  • Heavy-Traffic Limits for Waiting Times in Many-Server Queues with Abandonments. Submitted to Annals of Applied Probability (with Rishi Talreja) [PDF].

• Rouba Ibrahim

  Rouba started in the IEOR doctoral program in 2004. She was one of four IEOR doctoral students to win the fall 2006 SEAS Extraordinary Teaching Assistant Award.

  Here are our first two completed papers (and supplements):

  • Real-Time Delay Estimation Based on Delay History. Manufacturing and Service Operations Management, forthcoming (with Rouba Ibrahim) [PDF].

    • Supplement to "Real-Time Delay Estimation Based on Delay History." Supporting material for paper above. (with Rouba Ibrahim) [PDF].

  • Real-Time Delay Estimation in Overloaded Multiserver Queues with Abandonment. Submitted to Management Science (with Rouba Ibrahim) [PDF].

    • Supplement to "Real-Time Delay Estimation in Overloaded Multiserver Queues with Abandonment" Supporting material for paper above. (with Rouba Ibrahim) [PDF].

• Ohad Perry

  Ohad started in the IEOR doctoral program in 2004. Ohad is working on a stochastic network problem involving state-space collapse and the heavy-traffic averaging principle.

  Here is our first completed paper:

  • A Routing Policy for the X Call-Center Model Designed to Respond to Unexpected Overloads. Submitted to Manufacturing and Service Operations Management. (with Ohad Perry) [PDF].

• Kunsoo Park

  Kunsoo started in the IEOR doctoral program in 2005 after completing his MS in OR here in the IEOR Department.

  We have been conducting research jointly with Professor Emanuel Derman. He has also been doing research with Professor Tim Huh. Here are our first two completed papers with appendices:

  • Markov Chain Models to Estimate the Premium for Extended Hedge Fund Lockups. Submitted to Operations Research. (with Emanuel Derman and Kunsoo Park) [PDF].
    • Appendix to Markov Chain Models to Estimate the Premium for Extended Hedge Fund Lockups. Supporting material for paper with same title. (with Emanuel Derman and Kunsoo Park) [PDF].

  • A Stochastic Model for Hedge Fund Relative Returns. Submitted to Quantitative Finance. (with Emanuel Derman and Kunsoo Park) [PDF].
    • Appendix to A Stochastic Model for Hedge Fund Relative Returns. Supporting material for paper with same title. (with Emanuel Derman and Kunsoo Park) [PDF].

• Guodong Pang

  Guodong started in the IEOR doctoral program in 2006. Guodong is working on stochastic-process limits in a variety of complex queueing models.
  Here are our completed papers:
  • 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.

  • Service Interruptions in Large-Scale Service Systems. Submitted to Management Science (with Guodong Pang) [PDF].

  • Continuity of a Queueing Integral Representation in the M1 Topology. Submitted to Annals of Applied Probability (with Guodong Pang) [PDF].

  • Heavy-Traffic Limits for Many-Server Queues with Service Interruptions. Submitted to Queueing Systems (with Guodong Pang) [PDF].

    Here is a previous paper by Guodong with Martin Day:

  • Fluid Limits for Optimally Controlled Queueing Networks. Journal of Applied Mathematics and Stochastic Analysis, vol. 2007, paper ID 68958, 19 pages, doi:10.1155/2007/68958 (by Guodong Pang and Martin Day) [PDF].

Papers with Former Students

• Wanmo Kang

  Wanmo received his PhD from the IEOR doctoral program in 2005. Professor Perwez Shahabuddin was his principal advisor.

  • 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]
    • 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]

• David Goldberg

  David received his BS from the CS at Columbia in 2006, and is in the Operations Research doctoral program at MIT.
  • Two-Moment Approximations for Maxima. Operations Research, vol. 55, No. 3, May-June 2007, pp. 532-548. (with Chuck Crow and David Goldberg). [PDF]
    • Two-Moment Approximations for Maxima: supplement. working paper, 2005. Supporting material for paper with same title. (with Chuck Crow and David Goldberg). [PDF]

  • 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]

• Charles Crow, IV

  Chuck received his MS from IEOR in 2005.
  • Chuck is co-author on the first paper above with David Goldberg.

• Efstathios Avdis

  Efstathios (Stathi) received his MS in IEOR at Columbia in 2006. He is in the doctoral program in Finance at Wharton.
  • Power Algorithms for Inverting Laplace Transforms. Informs Journal on Computing, vol. 19, No. 3, Summer 2007, pp. 341-355. (with Efstathios Avdis) [PDF]
    • Supplement to "Power Algorithms for Inverting Laplace Transforms." Supporting material for paper above. (with Efstathios Avdis) [PDF].

Papers with Other Students

• Varun Gupta

  Varun is a doctoral student in CS at CMU working with Professor Mor Harchol-Balter.
  • 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].
    • 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].

• Zohar Feldman

  Zohar is a graduate student at the Technion working with Professor Avishai Mandelbaum.

  • 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]
    • 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].