ORIE hosts meeting of the Applied Probability Society

ORIE professors Shane Henderson and Mark Lewis co-chaired the fifteenth conference of the INFORMS Applied Probability Society in Ithaca this summer.  More than 300 researchers in applied probability and related fields attended the four day conference, which was held in the new Statler conference facilities near ORIE's offices in Rhodes Hall.   Several attendees had connections to the Cornell ORIE community as alumni, current and former faculty, and current students.  According to Lewis, "it was an honor to host the conference here at Cornell.  This conference is held in North America only once every four years, so to be asked to host it speaks highly of the rich research environment Cornell continues to foster."

The field of applied probability, which has been a mainstay in ORIE at least since the arrival at Cornell of Professor (now Emeritus) Narahari Umanath (Uma) Prabhu in 1965, deals with the application of probability theory to other scientific and engineering domains, and entails problems of great mathematical interest.  This was evidenced by the more than 75 conference sessions on topics ranging from staffing in service systems, financial engineering, inventory and revenue management, systems reliability, communications networks, transportation systems, epidemics and health care to stochastic control, transient analysis, Monte Carlo simulation, and Markov decision processes.  "The breadth, depth and variety of the talks are indicators of how the subject of applied probability has matured since the pioneering days of the 1960's," said Cornell's Lee Teng Hui Professor in Engineering Sidney Resnick.

At the conference, plenary talks by Cornell Professor of Mathematics Rick Durrett, former Cornell Andrew Dickson White Professor Persi Diaconis and Georgia Tech's James C. Edenfield Professor J. G. (Jim) Dai were well-received, according to Henderson.  He noted that Dai's talk was a particular highlight since it followed the Georgia Tech professor's protracted but successful battle with stomach cancer. 

In addition to the technical sessions, a highlight of the conference was an excursion,  arranged by  Resnick, to noteworthy Ithaca attractions.  These included the Enfield gorge in Robert Treman State Park, the falls in Taughannock State Park, and a visit to one of several Finger Lakes wineries. Conferees also enjoyed a get-together on the terrace and adjacent Memorial Room of Willard Straight Hall on an exceptionally lovely Ithaca day.  "The excursion is something new that we added this year, partly because we wanted to expose conferees to the natural beauty of the Ithaca area," said Henderson.

Among the conference attendees were two former Ph.D. students of Professor Prabhu,  Haya Kaspi and Vidyadhar Kulkarni. 

Kaspi, who received her Ph.D. from Cornell in 1979, is  a Milford Bohm Professor on the Faculty of Industrial Engineering and Management at the Technion - Israel Institute of Technology in Haifa, Israel.  She has spent most of her sabbaticals at Cornell, which she considers "second only to home." 

Kulkarni received his Ph.D. from Cornell in 1980 and recently stepped down as chairman of the department of Statistics and Operations Research at the University of North Carolina.   He noted that the conference was "well run, well attended, and offered everyone several interesting sessions to attend."   He also observed that ORIE "has adjusted to the changed environment... with more coverage of computational finance."   Radhika Kulkarni, his wife, received her Ph.D. from ORIE in 1982 as a student of the late Professor Robert Bechhofer (she did not attend the conference).   She is Vice President for Advanced Analytics at the SAS Institute, Inc. in Cary, North Carolina.  The Kulkarnis' children also attended Cornell, and one is a current Cornell student.

Both Kaspi and Kulkarni took time out from the conference to visit Professor Prabhu and his wife Sumi.

Sujin Kim, who received her Ph.D. from ORIE in 2006, travelled to the conference from Singapore, where she is Assistant Professor of Industrial and Systems Engineering at  the  National University of Singapore.

Another professor at the conference who has an ORIE connection is Erol Peköz.  He received his BS from the School in 1987 and went on for a Ph.D. in Operations Research at the University of California, Berkeley.  Peköz is Associate Professor of Operations Management at the Boston University School of Management.  He studies probability and its applications to problems relating to congestion in operations, risk management, and the profiling of quality of health care service.   Having grown up in Ithaca, as a student he "wanted to get out of Ithaca as fast as I could" but on returning for the conference he "realized that Ithaca really is quite a nice place."

Two recent undergraduates, Siu Tang (Tim) Leung and Ilya Ryzhov, also attended the conference.  Leung, who received his B.S. from ORIE in 2003, went on to Princeton for a Ph.D.   He is currently Assistant Professor of Applied Mathematics and Statistics at Johns Hopkins University in Baltimore.  At the conference, he was "particularly happy to meet with my undergraduate mentors, Professor Robert Bland and Professor Jeremy Staum (now at Northwestern University), who encouraged me to follow my passion and pursue an academic career in financial mathematics."

Ryzhov was a Cornell undergraduate in computer science and went on to complete a Master of Engineering degree in ORIE in 2005.  He is currently a fourth-year Ph.D. student at Princeton.  "I don't think that I had ever imagined, during my undergraduate years, that I would one day be coming back to Cornell to give a talk at a conference."  He was pleased to meet with some of his earlier professors, especially "now that I have a sense of the kind of research that they do."

Conference sponsors included the Cornell College of Engineering, the Johnson School at Cornell, the National Science Foundation, IBM and ORIE.   The conference was held under the auspices of the Applied Probability Society, which dates from 1971, when an applied probability group was first initiated within the Operations Research Society of America (ORSA) and The Institute for the Management Sciences (TIMS), predecessor organizations to INFORMS, the Institute for Operations Research and the Management Sciences.  It is now one of ten separate Societies within INFORMS, with others focusing on computing, decision analysis, information systems, manufacturing and service operations management, marketing, military applications, optimization, simulation, and transportation science and logistics.   INFORMS also has 21 Sections devoted to applications in areas ranging from data mining and health to revenue management and sports.