Interests
Probability Theory, Stochastic Processes and Applications: Approximations and Control of Large Scale Service Systems, Queueing Networks, Financial Engineering.
Selected Publications
- Sensor Allocation Problems on the Real Line (2016). (with E. Kranakis). Forthcoming in Journal of (Advances in) Applied Probability download
- Necessary condition for null controllability in many-server heavy traffic (2015). Ann. Appl. Prob., Vol. 25, No. 1, 406 - 428 download
- Optimal Execution in a General One-Sided Limit-Order Book. (with Steven Shreve and Silviu Predoiu). SIAM Journal on Financial Mathematics, 2011. Vol. 2, pp. 183-212. download
- Simplified control problems for multi-class many-server queueing systems (2009). (with Rami Atar and Avishai Mandelbaum). Math. Oper. Res. Vol. 34, No. 4, November 2009, pp. 795-812. download
- Critically loaded queueing models that are throughput sub-optimal (with Rami Atar). Ann. Appl. Prob., 2009, Vol. 19, No. 2, 521–555. download
- Queueing Systems with Many Servers: Null Controllability in Heavy Traffic (with Rami Atar and Avishai Mandelbaum). Ann. Appl. Prob., 2007, Vol. 16, No. 4, 1764-1804. download
Selected conference proceedings
- Optimal Charging Strategies for Electrical Vehicles under Real Time Pricing (with M. Karbasioun, E. Kranakis and I. Lambadaris). In proceedings of IEEE Smart Grid Comm., Nov 3-6, 2014, Venice, Italy. download
- Displacing Random Sensors to Avoid Interference (with E. Kranakis). COCOON 2014 - The 20th International Computing and Combinatorics Conference. August 4-6, Atlanta.
- Asymptotic Convex Optimization for Packing Random Malleable Demands in Smart Grid. (with M. Karbasioun, E. Kranakis and I. Lambadaris). IEEE ICC 2013 - Selected Areas in Communications Symposium download
- Power Strip Packing of Malleable Demands in Smart Grid. (with M. Karbasioun, E. Kranakis and I. Lambadaris). IEEE ICC 2013 - Selected Areas in Communications Symposium download
Theses:
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Control of many-server queueing systems in heavy traffic. PhD Thesis. Advisors: Rami Atar and Avishai Mandelbaum)
Abstract download Hebrew download
Thesis download
Presentation download
- Optimal Investment Strategies Under Transaction Costs (2003). MSc. Thesis, Technion. (with Gady Zohar)
Thesis download
Presentation download