2008-2009 Decision, Risk, and Operations Seminars

Date/Time Speaker Location
Friday
September 26
12:30-1:30
Guodong Pang, IEOR
Title: "Service Interruptions in Large-Scale Service Systems"
Masoud Talebian, IEOR
Title: "On the Strategic Effects of Requiring Minimum Purchase to Trigger Commissions"
 
Uris 327
Friday
October 3
12:30-1:30
Rishi Talreja, IEOR
Title: "Heavy-traffic Limits for Waiting Times in Many-server Queues with Abandonment"

Roger Lederman, DRO
Title: "Pricing with Markups under Horizontal and Vertical Competition"Deniz Cicek, DRO
Title: "Finite Time Bounds for Stochastic Approximation Algorithms"Yunan Liu, IEOR
Title: "Stabilizing delays in many-server queues with customer abandoment and time-varying arrivals"
 
Uris 327
Friday
October 10 12:30-1:30
Margaret Pierson, DRO
Title: "Competition in the Fast Food Drive-Through Industry: An empirical industrial organization study based on structural estimation methods"

Xianhua Peng, IEOR
Title: "Connecting the top-down to the bottom-up: pricing CDO under a conditional survival (CS) model"

Rouba Ibrahim, IEOR
Title: "Delay Estimation for Delay Announcements in Call Centers with Customer Abandonment"

Ohad Perry, IEOR
Title: "Responding to Unexpected Overloads in Large-Scale Service Systems"
Uris 327
Friday
October 31
12:30-1:30
Marcelo Olivares, DRO
Title: "Structural Estimation of the Effect of Out-of-Stocks"
Uris 327
Friday
November 14
12:30-1:30
Henry Lam, Havard
Title: "Heavy Traffic Approach to Insurance Portfolio Modeling"
Uris 327
Friday
November 21
12:30-1:30
Sebastien Bossu, Center for Financial Engineering
Title: "Equity Correlation Swap Modeling"
Uris 327
Friday
February 6
12:30-1:30
Kunsoo Park, IEOR
Title: "Joint Pricing and Quantity Decisions of a Multinational Firm: Impact of Transfer Pricing Methods for Tax Purposes"
Uris 327
Friday
February 13
12:30-1:30
Mehmet Altug, DRO
Title: "Supply Chain Efficiency and Contracting in the Presence of Gray Market"
Uris 327
Friday
February 20
12:30-1:30
Xianhua Peng, IEOR
Title: "Two Financial Engineering Problems Related to the Current Financial Crisis"
Uris 327
Friday
April 3
12:30-1:30
Ciamac Moallemi, DRO
Title: "Approximate Dynamic Programming via a Smoothed Linear Program"
Uris 327
Friday
April 17
12:30-1:30
Yu Hang Kan, IEOR
Title: "A closed-form formula for the local intensity and its application to calibration"
Uris 327
Friday
May 1
12:30-1:30
Gabriel Weintraub, DRO
Title: "The linear programming approach to solving large scale dynamic stochastic games"
Calder Lounge