Teaching and Research Interests:
- Design and analysis of stochastic system simulations with applications in Operations Management.
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Published Papers:
- Stochastic Input Model Selection
Encyclopedia of Operations Research and Management Science, Forthcoming. (with: Alp Akcay)
- Copula-Based Multivariate Input Modeling
Surveys in Operations Research and Management Science 17(2), 2012; 69-84. (with: Canan Corlu)
- Improved Inventory Targets in the Presence of Limited Historical Demand Data
Manufacturing and Service Operations Management 13(3), 2011; 297-309. (with: Alp Akcay, Sridhar Tayur)
- Accounting for Parameter Uncertainty in Large-Scale Stochastic Simulations with Correlated Inputs
Operations Research 59(3), 2011; 661-673. (with: Canan Corlu)
- Multivariate Input Modeling
Wiley Encyclopedia of Operations Research and Management Science, 2010.
- Copula-Based Multivariate Input Models for Stochastic Simulation
Operations Research 57(4), 2009; 878-892.
- Evaluation of the ARTAFIT Method for Fitting Time-Series Input Processes for Simulation
Informs Journal of Computing 20(3), 2008; 485-498. (with: Barry Nelson)
- Multivariate Input Processes
Handbooks in Operations Research and Management Science: Simulation, 2006; 123-153. (with: Soumdayip Ghosh)
- Fitting Time-Series Input Processes for Simulation
Operations Research 53(3), 2005; 549-559. (with: Barry Nelson)
- Modeling and Generating Multivariate Time-Series Input Processes Using a Vector Autoregressive Technique
ACM Transactions on Modeling and Computer Simulation 13(3), 2003; 1-27. (with: Barry Nelson)
- On the Distribution of Throughput of Transfer Lines
Journal of the Operations Research Society 51(10), 2000; 1170-1178.
Working Papers:
- An Inventory Theoretic Approach to Rental Systems
February, 2013. (with: Vince Slaugh, Sridhar Tayur)
- Designing Subset-Selection Procedures for Simulation under Input Parameter Uncertainty
February, 2013. (with: Canan Corlu)
- Data-Driven Newsvendor: Probabilistic Error Bounds When Demand is Temporally Dependent
February, 2013. (with: Alp Akcay, Sridhar Tayur)
- Maximizing Demand Fulfillment Probability Under Parameter Uncertainty
February, 2013. (with: Canan Corlu, Sridhar Tayur)
- Equal-Fractile Heuristic: New Results and Insights
August, 2012. (with: Sridhar Tayur, Alp Akcay)
- Chance Constrained Optimization with Multivariate Johnson Translation System: A Copula Approach
July, 2012. (with: Alp Akcay, Sridhar Tayur)
- How Much Data Are Needed: Estimation of Service Levels in Inventory Simulations
March, 2012. (with: Canan Corlu)
- Managing Inventory with Limited History of Intermittent Demand
January, 2012. (with: Alp Akcay, Sridhar Tayur)
- Capturing Time-Varying Joint Distributional Properties of Financial Time Series in Capital Market Simulations
September, 2011. (with: Jim Foster, Alp Akcay)
- A Simulation-Based Approach to Capturing Autocorrelated Demand Parameter Uncertainty in Inventory Management
September, 2011. (with: Alp Akcay, Sridhar Tayur)
- β-Guaranteed Joint Service Levels
September, 2011. (with: Sridhar Tayur)
- Least-Squares and Bayesian Inferences for Johnson’s SL and SB Distributions
June, 2010. (with: Canan Corlu)
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Awards:
- Presidential Early Career Award for Scientists and Engineers, National Science Foundation - 2007
- Anna Loomis McCandles Professorship - 2007-2010
- Faculty Early Career Development Program Award, National Science Foundation - 2006-2010
- Faculty Giving Chair, Tepper School of Business, Carnegie Mellon University - 2006
- Faculty Development Grant, Carnegie Bosch Institute - 2003
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Other Professional Activities:
- President, INFORMS Simulation Society 2012-Present
- Vice President/President-Elect, INFORMS Simulation Society 2010-2012
- Treasurer, INFORMS Simulation Society 2008-2010
- Co-Editor, Winter Simulation Conference Proceedings, Washington, D.C. 2007
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Courses Taught:
- Risk Models for Production Management (45832)
(Masters Program)
- Simulation Modeling for Production Systems (45833)
(Masters Program)
- Risk Management (45863)
(Masters Program)
- Simulation of Production and Service Systems (45962)
(Masters Program)
- Simulation Theory (47764)
(Ph.D. Program)
- Stochasting Modeling and Simulation (70462)
(BSBA Program)
- Supply Chain Management (70471)
(BSBA Program)
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