Stochastic Systems

Stochastic Systems

Faculty Research Interests

applied probability, queueing systems, stochastic networks, stochastic-process limits, performance approximations and numerical transform inversion with applications to communications, computer, production and service systems

queueing theory, stochastic networks, point processes, insurance risk, economics, stochastic simulation, modeling of USA Presidential Elections

applied probability, stochastic systems, and heavy-tailed phenomena, including applications to the analysis of ranking algorithms, random graphs and queueing theory

stochastic systems and applied probability, resource control in stochastic networks, financial systemic risk, risk hedging in production systems, healthcare operations, hospital resource planning, supply chain optimization

modeling and analysis of large-scale stochastic systems, with business and engineering applications in areas such as Communication Networks, Data Centers, Cloud Computing and Health Care

stochastic models and computer simulation techniques

stochastic control, mathematical finance/financial engineering, stochastic analysis