Stochastic Modeling and Simulation Research

Faculty

Risk and uncertainty is inherent in all real-world systems, and understanding its impact is essential in performance analysis and optimization. Researchers in the IEOR Department at UC Berkeley are developing stochastic models and simulations for applications ranging from call centers to cloud computing, as well as expanding fundamental theory in areas such as stochastic control, semi-Martingale and filtration expansions, the economics of queueing systems, and design of simulation experiments.

Anil Aswani

Associate Professor
Head Undergraduate Advisor

Xin Guo

Professor

Rhonda Righter

Professor
Head Graduate Advisor

Zeyu Zheng

Associate Professor

Selected Publications

Performance degradation in parallel-server systems with shared resources and lack of coordination

E. Hyytiä and R. Righter, “Performance degradation in parallel-server systems with shared resources and lack of coordination,” Performance Evaluation, to appear, 2021. (Extended version of the Valuetools paper) https://doi.org/10.1016/j.peva.2021.102260

The cost of collaboration

K. Gardner and R. Righter, “The Cost of collaboration,” Queueing Systems, vol. 100, pp. 7-40, 2022, https://doi.org/10.1007/s11134-021-09721-y .

Scheduling under redundancy

E. Anton, R. Righter, and I.M. Verloop. 2022. Scheduling under redundancy. SIGMETRICS Perform. Eval. Rev. 50, 2 (September 2022), 30–32. https://doi.org/10.1145/3561074.3561085

Routing with too much information?

E. Hyytiä, P. Jacko, and R. Righter, “Routing with too much information?” Queueing Systems, vol. 100, pp. 441-443, 2022. https://doi.org/10.1007/s11134-022-09818-y

A Nonconvex and Nonsmooth Approach for Affine Chance Constrained Stochastic Programs.

Cui, Ying & Liu, Junyi & Pang, Jong-Shi. (2022). Nonconvex and Nonsmooth Approaches for Affine Chance-Constrained Stochastic Programs. Set-Valued and Variational Analysis. 30. 10.1007/s11228-022-00639-y.

Simulating Nonstationary Spatio-Temporal Poisson Processes using the Inversion Method

Zhang, Haoting and Zheng, Zeyu, Simulating Nonstationary Spatio-Temporal Poisson Processes using the Inversion Method (July 27, 2020). Available at SSRN: https://ssrn.com/abstract=3661101 or http://dx.doi.org/10.2139/ssrn.3661101

Estimation and Inference for Non-Stationary Arrival Models with a Linear Trend

P. W. Glynn and Z. Zheng, “Estimation and Inference for Non-Stationary Arrival Models with a Linear Trend,” 2019 Winter Simulation Conference (WSC), National Harbor, MD, USA, 2019, pp. 3764-3773, doi: 10.1109/WSC40007.2019.9004779.

Statistical Analysis of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization

Qi, Zhengling & Cui, Ying & Liu, Yufeng & Pang, Jong-Shi. (2019). Statistical Analysis of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization.

Accommodating New Flights into an Existing Airline Flight Schedule

Ozge Safak, Alper Atamturk and M. Selim Akturk. Accommodating New Flights into an Existing Airline Flight Schedule. Transportation Research Part C 104, 265-286, 2019. https://www.sciencedirect.com/science/article/abs/pii/S0968090X18315602?via%3Dihub.

Simulation and Real-World Evaluation of Attack Detection Schemes

M. Porter, A. Joshi, P. Hespanhol, A. Aswani, M. Johnson-Roberson, and R. Vasudevan (2019), Simulation and real-world evaluation of attack detection schemes, In Proceedings of the American Control Conference.