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ISyE Seminar Series


Stein's Method for Steady-State Approximations:
Error Bounds and Engineering Solutions


Wednesday, September 27th
3:15pm - Refreshments, 3:30pm - Graduate Seminar
Lind Hall Room 305



Professor Jim Dai

School of Operations Research
and Information Engineering

Cornell University

 


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). The talk is based on joint works with Anton Braverman, Jiekun Feng, and Pengyi Shi.


BIO:
Jim Dai is the Leon C. Welch Professor of Engineering in the School of Operations Research and Information Engineering (ORIE) at Cornell University. 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. He has been a Special Term Professor at Tsinghua University since 2002.

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 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 his BA and MA from Nanjing University and his PhD from Stanford, all in mathematics.


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