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Stein’s Method for Steady-State Approximations of Queueing Systems
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Seminar
Department of Systems Engineering and Engineering Management
The Chinese University of Hong Kong
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Date: Thursday, March 14, 2019, 11:00am-12:00pm
Title: Stein’s Method for Steady-State Approximations of Queueing Systems
Speaker: Prof. Jim Dai,
Institute for Data and Decision Analytics (iDDA), The Chinese University of Hong Kong, Shenzhen
and
School of Operations Research and Information Engineering, Cornell University
Venue: Room 121 Ho Sin-Hang Engineering Building, the Chinese University of Hong Kong.
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Abstract: Through queueing systems modeling customer call centers and hospital patient flows, I will give an introduction on how to use Stein's method both as an engineering tool for generating good steady-state diffusion approximations and as a mathematical too for establishing error bounds of these approximations. These approximations are often universally accurate in multiple parameter regions, from underloaded, to critically loaded, to overloaded (when customers abandon).
Biography: Jim Dai holds a Presidential Chair at The Chinese University of Hong Kong, Shenzhen, co-directing the Institute for Data and Decision Analytics (iDDA). He is currently on leave from Cornell University, where he is the Leon C. Welch Professor of Engineering in the School of Operations Research and Information Engineering (ORIE). Prior
joining Cornell in 2012, he held the Chandler Family Chair of Industrial and Systems Engineering at Georgia Institute of Technology, where he was a faculty member from 1990 to 2012.
Dai studies applied probability models for efficient resource allocations in processing networks that model service systems such as customer contact centers, data centers, hospital patient flow management, airline yield management, and ridesharing networks.
Dai received his BA and MA in mathematics from Nanjing University and his PhD in mathematics from Stanford. He is an elected fellow of Institute of Mathematical Statistics and an elected fellow of Institute for Operations Research and the Management Sciences (INFORMS). He received the Erlang Prize in 1998 from the Applied Probability Society (APS) of INFORMS and the ACM SIGMETRICS Achievement Award in 2018. He received the Best Publication Award twice from APS, one in 1997 and one in 2017. Dai served as the Editor-In-Chief of Mathematics of Operations Research from 2013 to 2018.
-------------------------Everyone is welcome to attend the talk!-----------------------------------------------
The talk will be hosted by: Prof. Nan Chen,
Department of Systems Engineering and Engineering Management,
The Chinese University of Hong Kong
E-mail: nchen@se.cuhk.edu.hk
Homepage: http://www1.se.cuhk.edu.hk/~nchenweb/
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SEEM-5202 Website: http://seminar.se.cuhk.edu.hk
Email: seem5202@se.cuhk.edu.hk
Date:
Thursday, March 14, 2019 - 11:00 to 12:00