Welcome to Yunan Liu's Homepage

 

Yunan Liu (刘雨楠)

Department of Industrial Engineering and Operations Research, Columbia University,

323 Mudd Building, 500 West 120th Street, New York, NY 10027

tel: (212) -854-2831, email: yl2342 [at] columbia [dot] edu

[Resume]

 

EDUCATION

Columbia University, Graduate School of Arts and Science, New York, NY

Ph. D. candidate in Operations Research, expected 2011

Advisor: Prof. Ward Whitt

 

Columbia University, School of Engineering and Applied Science, New York, NY

M. S. in Operations Research, Feb 2008

GPA: 4.0/4.0

 

Tsinghua University, School of Information Science and Technology, Beijing, China

B. E. in Electronic Science and Technology, Jul 2002

 

RESEARCH INTERESTS

Stochastic Modeling, Queueing Theory, Call Centers, Health Care, Fluid Models

 

RESEARCH

·  A Network of Time-Varying Many-Server Fluid Queues with Customer Abandonment. Forthcoming in Operations Research. (With Ward Whitt) [PDF]

·  Large-Time Asymptotics for the Gt/Mt/st+GIt Many-Server Fluid Queues with Abandonment. Invited for revision in Queueing Systems. (With Ward Whitt) [PDF]

·  The Heavily Loaded Many-Server Queue with Abandonment and Deterministic Service Times. Invited for revision in Stochastic Systems. (With Ward Whitt)

·  A Fluid Approximation for A Large-Scale Service System Experiencing Periods of Overloading. Submitted to Management Science. (With Ward Whitt) [PDF]

·  Stabilizing Customer Abandonment in Many-Server Queues with Time-Varying Arrivals. Submitted to Operations Research. (With Ward Whitt) [PDF]

·  A Fluid Approximation for Many-Server Gt/GI/st+GI Queues. Submitted to Probability in Engineering and Informational Sciences. (With Ward Whitt) [PDF]

·  A Fluid Approximation for Large-Scale Service Systems. Performance Evaluation Review, Special issue on 2010 MAMA. (With Ward Whitt)

·  Gaussian Approximations for Multi-Server Queues with Time-Varying Arrivals. In preparation. (With Ward Whitt)

·  Staffing Service Systems with Customer Abandonment and Feedbacks. In preparation. (With Ward Whitt)

  

TEACHING

Columbia University, New York, NY

Instructor [evaluation]

·  SIEO 3600 - Intro to Probability and Statistics (Undergraduate), Spring 2010

Teaching Assistant [evaluation]

·  IEOR 6711 - Stochastic Models I (Ph.D.), Fall 2007, 2009

·  IEOR 4106 - Intro to OR: Stochastic Models (Master), Spring 2007, 2008, 2009

·  IEOR 4701 - Stochastic Models for Financial Engineering (Master), Summer 2007, 2008, 2009

·  IEOR 4703 - Monte Carlo Simulation (Master), Fall 2008, Spring, Summer, Fall 2009

·  IEOR 4404 - Intro to OR: Deterministic Models (Master), Fall 2006

·  IEOR 3106 - Intro to OR: Stochastic Models (Undergraduate), Fall 2008

 

PRESENTATIONS

·  Stabilizing Customer Delay in Many-Server Queues with Time-Varying Arrivals. Invited talk at INFORMS Annul Meeting, Oct 11, 2009. [PDF]

·  A Fluid Approximation for Large-Scale Service Systems. Sigmetrics MAMA, Jun 18, 2010. [PDF]

·  A Fluid Approximation for Many-Server Gt/GI/st+GI Queues. Invited talk at INFORMS Annul Meeting, Nov 7, 2010. [PDF]

·  A Network of Time-Varying Many-Server Fluid Queues with Customer Abandonment. Invited talk at INFORMS Annul Meeting, Nov 8, 2010. [PDF]

·  Multi-Server Queues with Time-Varying Arrival Rates. Markov Lecture at INFORMS Annul Meeting, Nov 8, 2010. (by Prof. Ward Whitt) [PDF]

 

HONOR

Class of 1988 Doctoral Fellowship, Department of IEOR, Columbia University. 2010-2011.

 

MY LIFE AS A RUNNER    [A 26.2-Mile Journey of Pain and Joy (On What It Takes to Run A Marathon)]

·  Orlando Disney Marathon (Jan. 10, 2010) [photos]

The pretty lady hand in hand with me is my lovely wife Sherry.

·  Long Island Marathon (May 2, 2010) [photos]

·  NYC Queens Half Marathon (July 24, 2010) [photos]

·  NYC Bronx Half Marathon (August 15, 2010) [photos]

·  Philadelphia Marathon (Nov. 21, 2010) [photos]

·  NYC Manhattan Half Marathon (January 23, 2011) [photos]

·  NYC Half Marathon (March 20, 2011) [photos]

·  Long Island Marathon (May 1, 2011) [photos]

·  NYC Brooklyn Half Marathon (May 21, 2011) [photos]