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Awi Federgruen
Graduate School of Business 101 Uris Hall, mail code 9142 Columbia University New York, NY 10027 Telephone (212) 854-6084 e-mail: af7@columbia.edu |
PROFESSIONAL EXPERIENCE
October 1992-: Charles E. Exley Professor in Management at the Graduate School of Business, Columbia University
July 1986 -: Professor in Management Science and Operations Management, at the Graduate School of Business, Columbia University
October 1987 – February 1988: Lady Davis Foundation Visiting Professor at Graduate School of Business, Hebrew University, Jerusalem.
February- June 1988: Visiting Professor, Dept. of Statistics, Tel-Aviv University, Tel-Aviv.
July 1981 – July 1986: Associate Professor in Management Science and Operations Management at the Graduate School of Business, Columbia University
1979 – July 1981: Assistant Professor in Management Science and Operations Management, Columbia University
1978 – June 1979: Assistant Professor in Operations Management and Operations Research at the Graduate School of Management, University of Rochester, N.Y. (on leave of absence from the Mathematisch Centrum, Amsterdam, Netherlands)
1975 – October 1978: Research Fellow, Mathematisch Centrum, Operations Research Department
15 April -15 May 1977: Visiting Research Fellow in the Department of Industrial Engineering and Operations Research, University of California, Berkeley
February -March 1976: Visitor to I.B.M. Watson Research Center, Yorktown Heights, N.Y.
Fall 1974: Research Fellow and Instructor at the University of Amsterdam
1973 – Fall 1974: Teaching and Research Assistant of Prof. Dr. G. De Leve, Operations Research Department, University of Amsterdam.
EDUCATION
December 1972: B.Sc. in Econometrics and Operations Research at the Institute for Actuarial and Econometric Sciences, University of Amsterdam (cum laude)
November 1974: “doctoral examen” (equivalent to M.Sc.) in Operations Research at the Institute for Actuarial and Econometric Sciences, University of Amsterdam (cum laude)
May 1978: Doctoral degree in Operations Research from the Mathematics Department of the University of Amsterdam
RESEARCH INTERESTS
1. Modelling and evaluation of complex deterministic or stochastic systems.
2. Production/distribution planning problems.
3. Modelling of service systems.
4. Application of quantitative methods, and construction of efficient computational procedures for optimization or control of large scale systems.
5. Markov decision processes and other applied probabilistic models.
6. Design and modelling of financial instruments.
7. Econometric and mathematical economics models.
TEACHING ACTIVITIES
B6015: Operations Research
B7015: Operations Research (Masters Degree Program for Executives)
B9801 (1): Sequential Decision Making under uncertainty
B9801 (2): Distribution Planning
B9801 (3): Modelling
E8602: Markov Decision Processes
B8815: Inventory Management and Scheduling
B8834: Operations Research–Management Science
B9821: Probability Theory
Mgmt Sci/OR
6410W: Logistics and Distribution Management
6406W: Inventory Theory
AWARDS AND GRANTS
National Science Foundation Grant no. ECS – 8604409 (with P. Zipkin)
Grant from the Lady Davis Foundation (academic year 1987-1988)
National Science Foundation Grant no. DDM-8920660 (with P. Zipkin) (Inventory and Production Control
PROFESSIONAL ACTIVITIES
Department Editor for Management Science “Manufacturing, Distributions Service Operations” Area
Associate Editor for Operations Research
Associate Editor for Naval Research Logistics Quarterly
Reviewer for Operations Research, Mathematics of Operations Research Management Science, Journal of Applied Probability, Advances in Applied Probability, SIAM Journal on Control and Optimization, Stochastic Processes and its Applications, Networks, European Journal of Operations Research, Journal of Optimization Theory and its Applications, Mathematical Programming, Naval Research Logistics
Member of ORSA/TIMS
Member of ORSA Lanchester Prize Committee
PUBLICATIONS
Downloadable Papers
Progressive Interval Heuristics for the Multi-Item Capacitated Lot Sizing Problem, Submitted September 2002, Revised November 2003. (with Joern Meissner and Michal Tzur)
Competition in Service Industries, Submitted September 2003, Revised May 2004. (with Gad Allon)
Service Competition with General Queueing Facilities, Submitted April 2004. (with Gad Allon)
Price Competition under Time-Varying Demands and Dynamic Lot Sizing Costs, Submitted June 2004. (with Joern Meissner)
Probabilistic Analysis of Multi-Item Capacitated Lot Sizing Problems, Submitted November 2004.
(with Joern Meissner)
PUBLICATIONS
Published in Refereed Journals and Proceedings
Dynamic Programming/Markov Decision Processes (D)
1) A general Markov decision method I: model and method, Adv. Appl. Prob. 9, 296-316 (1977) (with De Leve, G. and H.C. Tijms).
2) A general Markov decision method II: applications, Adv. Appl. Prob. 9, 316-336 (1977) (with De Leve, G. and H.C. Tijms).
3) The rate of convergence for backward products of a convergent sequence of finite Markov matrices, Stoch. Proc. and its Appl. 11, 187-192 (1981).
4) Discounted and undiscounted value-iteration in Markov decision processes: a survey, in “Dynamic Programming and its Applications,” (ed. by M. Puterman), Academic Press, New York, 23-53 (refereed proceedings) (1978) (with P.J. Schweitzer).
5) Nonstationary Markov decision problems with converging parameters, Journal of Optimization Theory and its Applications 34, 207- 241 (1980) (with P.J. Schweitzer).
6) A survey of asymptotic value-iteration in undiscounted Markov decision problems, in “Recent Developments in Markov Decision Processes,” (ed. by R. Hartley, L.C. Thomas and D.J. White), Academic Press, London, 73-109 (refereed proceeding) (1980) (with P.J. Schweitzer).
7) Successive approximation methods for solving nested functional equations in Markov decision theory, Mathematics of Operations Research 9, 319-345 (1984) (with P.J. Schweitzer).
8) A fixed point approach to undiscounted Markov renewal programs, SIAM Journal on Algebraic and Discrete Methods, 5, 539-551 (1984) (with P.J. Schweitzer).
9) The optimality equation in average cost denumerable state semi- Markov decision problems, recurrency conditions and algorithms, J. Appl. Prob. 15, 356-374 (1978) (with H.C. Tijms).
10) A new specification of the multi-chain Policy Iteration Algorithm in undiscounted Markov renewal programs, Management Science 26, 1211-1217 (1980) (with D. Spreen).
11) Recurrence conditions in denumerable state Markov decision processes, in “Dynamic Programming and its Applications,” (edited by M. Puterman), Academic Press, New York, 3-23 (referred proceedings) (1979) (with A. Hordijk and H.C. Tijms).
12) A note of simultaneous recurrence conditions on a set of denumerable stochastic matrices, J. Appl. Prob. 15, 842-847 (1978) (with A. Hordijk and H.C. Tijms).
13) Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion, Stochastic Processes and their Applications 9, 223-235 (1979) (with A. Hordijk and H.C. Tijms).
14) Contraction mappings, underlying undiscounted Markov decision problems, Journ. Math. Anal. Appl. 65, 711-730 (1978) (with P.J. Schweitzer and H.C. Tijms).
15) Denumerable undiscounted semi-Markov decision processes with unbounded rewards, Mathematics of Operations Research 8, 298-314 (1983) (with P.J. Schweitzer and H.C.
16) Functional equations of undiscounted Markov renewal programming, Math.of O.R. 3, 308-322 (1978) (with P.J. Schweitzer).
17) The asymptotic behavior of undiscounted value-iteration in Markov decision problems, Math. of Op. Res. 2, 360-382 (1976) (with P.J. Schweitzer).
18) Geometric convergence of value-iteration in multichain Markov decision problems, Adv. Appl. Prob. 11, 188-217 (1979) (with P.J. Schweitzer).
19) Foolproof convergence in multichain policy iteration, Journ. Math. Anal. Appl. 64, 360-368 (1978) (with P.J. Schweitzer).
20) Variational Characterizations in Markov decision problems, J. Math Anal. Appl. 117, 326-357 (1986) (with P.J. Schweitzer).
21) Ergodicity in parametric non-stationary Markov chains; an applica- tion to simulated annealing methods, Operations Research 35 867-874 (1987) (with S. Anily)
22) Fast solution and detection of minimal forecast horizons in dynamic programs with a single indicator of the future: applications to dynamic lotsizing models (with M. Tzur). (To appear in Management Science)
23) Detection of minimal forecast horizons in dynamic programs with multiple indicators of the future (with M. Tzur). (To appear in Naval Research Logistics).
Stochastic Games (G)
24) On N-person stochastic games with denumerable state space, Adv. in Appl. Prob. 10, 452-572 (1978).
25) On the functional equations in undiscounted and sensitive discounted stochastic games, Zschr. f. Operations Research 24, 243-262 (1980).
26) Successive approximation methods in undiscounted stochastic games, Operations Research 28, 794-810 (1980).
Queueing Models (Q)
27) An M/G/c queue in which the number of servers required is random, J. Appl. Prob., 21, 583-602 (1984) (with L. Green).
28) The computation of the stationary distribution of the queue size in an M/G/1 queueing system with variable service rate, J. Appl. Prob. 17, 515-523 (1980) (with H.C. Tijms).
29) Approximations for the steady-state probabilities in the multi- server M/G/C queue, Adv. Appl. Prob. 13, 186-206 (1981) (with H.C. Tijms and M. van Hoorn).
30) Queueing systems with service interruptions (with L. Green) Operations Research 34, 752-769 (1986).
31) On the impact of the composition of the customer base in general queueing systems J. Appl. Prob. 24, 709-724 (1987) (with H. Groenevelt)
32) Characterization and Control of Achievable Performance in General Queueing Systems, Operations Research 36, 733-741 (1988) (with H. Groenevelt)
33) M/G/c queueing systems with multiple customer classes: character- ization and control of achievable performance, Management Science 34 (1988) with H. Groenevelt)
34) Optimal time to repair a broken server (with K. So) (1989) Advances of Applied Probability 21, 376-397.
35) Queueing systems with service interruptions II, Naval Research Logistics 35, 345-358 (1988) (with L. Green).
36) Optimal maintenance policies for single server queueing systems subject to breakdown (1990) (with K. So), Operations Research, 38, 330-344.
37) Optimality of threshold policies in single server queueing systems with server vacations (1991) (with K. So) Adv. Appl. Prob., 23, 388-405.
38) Approximating Queue Size and Workload Distributions in General Polling Systems. (1994) (with Z. Katalan). Queueing Systems, 48, 353-386.
39) The impact of set-up times on the performance of multi-class service and production systems (with Z. Katalan). (To appear in Operations Research).
Inventory Models (I)
40) Solution techniques for some allocation problems, Columbia University Graduate School of Business, Mathematical Programming 25, 13-24 (1983) (with P. Zipkin).
41) Approximation of dynamic, multi-location production and inventory problems, Management Science 30, 69-84 (1984) (with P. Zipkin).
42) Computational issues in an infinite-horizon, multi-echelon inventory model, Operations Research 32, 818-836 (1984) (with P. Zipkin).
43) An efficient algorithm for computing optimal (s,S) policies, Operations Research, 32, 1268-1286 (1984) (with P. Zipkin).
44) Allocation policies and cost approximation for multilocation inventory systems, Naval Research Logistics Quarterly 31, 97-131 (1984) (with P. Zipkin).
45) Coordinated replenishments in a multi-item inventory system with compound Poisson demands and constant lead times, Management Science 30, 344-357 (1984) (with H. Groenevelt and H.C. Tijms).
46) Cost formulae for continuous review inventory models with fixed delivery lags, Operations Research 31, 957-965 (1983) (with Z. Schechner).
47) Computing optimal (s,S) policies in inventory models with continuous demands, (with P. Zipkin) (1985) Advances of Applied Prob. 17, 424-443.
48) An inventory model with limited production capacity and uncertain demands I: the average cost criterion, (1986) (with P. Zipkin) Math. of Oper. Research 11, 193-207.
49) An inventory model with limited production capacity and uncertain demands II: the discounted cost criterion, (1986) (with P. Zipkin) Math. of Oper. Research 11, 208-215.
50) Methodologies for evaluation and control of large scale production/ distribution systems under uncertainty, in “Shell Conference on Logistics: Where ends have to meet,” Pergamon Press, (1989).
51) The joint replenishment problem with general joint cost structures: general solution methods and performance bounds (with Y.S. Zheng) Operations Research 40, 348-404.
52) Finding optimal (s,S) policies is about as simple as evaluating a single policy (with Y.S. Zheng) Operations Research 39, 654-666 (1991).
53) Capacitated two-stage multi-item production/inventory model with joint setup costs (1991) (with S. Anily) Operations Research 39, 443-456.
54) Simple power of two policies are close to optimal in a general class of production/distribution networks with general joint setup costs (with M. Queyranne and Y. S. Zheng) (to appear in Math. Operations Research).
55) The dynamic lot size model with quantity discount (1990) (with C. Lee), Naval Res. Logistics, 37, 707-713.
56) Centralized planning models for multi-echelon inventory systems under uncertainty (to appear as Chapter 4 in Handbook in Operations Research and Management Science, Vol. 4: Logistics of Production and Inventory, to be published by North Holland, eds., S. Graves, A. Rinnooy Kan and P. Zipkin) (1993).
57) A simple and efficient algorithm for computing optimal (r,Q) policies in continuous-review stochastic inventory systems (with Y.S. Zheng) Operations Research 40, 808-813.
58) A simple forward algorithm to solve general dynamic lot sizing models with n periods in O(n log n) or O(n) time (with M. Tzur) Management Science 37, 909-925 (1991).
59) The dynamic lot sizing model with backlogging: a simple 0(n log n) algorithm and minimal forecast horizon procedure (with M. Tzur) Naval Research Logistics, 40 (1993), pp. 459-479.
60) Minimal forecast horizons and a new planning procedure for the general dynamic lotsizing model: nervousness revisited (with M. Tzur) (1994) Operations Research. 42, 456-469.
61) Optimal power-of-two replenishment strategies in capacitated general production/distribution networks (with Y.S. Zheng). Management Science. (1993). 39, pp. 710-728.
62) Characterization and efficient computation of optimal policies for general inventory systems endogenously supplied by a single server production facility (with Y. Zheng). (1993). Probability in the Engineering and Informational Sciences, 7, pp. 257-272.
63) The Joint Replenishment Problem with time-varying parameters: efficient, asymptotic and n-optimal solutions (with M. Tzur) (1994). Operations Research). 42, 1067-1087.
64) Multilocation Inventory Systems with Transshipments in Response to Stockouts (with R. Klein) (conditionally accepted for Management Science).
65) Efficient algorithms for finding optimal power-of-two policies for production/distribution systems with general joint setup costs (with Y.S. Zheng). (To appear in Operations Research).
66) The stochastic economic lot scheduling problem cyclical base- stock policies with Idle Times (with Z. Katalan) (to appear in Management Science.
67) Customer waiting time distributions under base-stock policies in single facility multi-item production systems. (with Ziv Katalan). (To appear in Naval Research Logistics).
Combined Vehicle Routing/Inventory Control Models (RI)
68) A combined vehicle routing and inventory allocation problem, Operations Research, 32, 1019-1038 (1984) (with P. Zipkin).
69) An allocation and distribution model for perishable products, (1986) (with G. Prastacos and P. Zipkin), Operations Research 34, 75-83.
70) A class of Euclidean routing problems with general route cost functions (1990) (with S. Anily), Mathematics of Operations Research, 15, 268-285.
71) One warehouse multiple retailer systems with vehicle routing costs, (1990) (with S. Anily) Management Science, 36, 92-115.
72) Rejoinder to “Comments on `One warehouse multiple retailer systems with vehicle routing costs” (1991) (with S. Anily), Management Science, 37, 1497-1499.
73) Two-echelon Distribution Systems with Vehicle routing Costs and Central Inventories (with S. Anily). Operations Research, 41, pp. 37-48.
74) Analytical analysis of vehicle routing and inventory routing problems (with D. Simchi-Levi), to appear in “Handbooks on Operations Research and Management Science” (eds. M. Ball, T. Magnanti, C. Monma and G. Nemhauser).
75) Probabilistic analysis of a generalized bin packing problem and applications to the capacitated vehicle routing problem with time windows (with G. van Ryzin) (to appear in Operations Research).
Resource Allocation Models (RA)
76) The Greedy Procedure of Resource Allocation Problems: Necessary and Sufficient Conditions for Optimality, (with H. Groenevelt) Operations Research, 34, 909-919 (1986).
77) Optimal flows in networks with multiple sources and sinks; applications to oil and gas lease investment programs (1986) (with H. Groenevelt) Operations Research, 34, 218-226.
78) Polymatroidal flow network models with multiple sinks (with H. Groenevelt) Networks, 18, 285-302 (1988).
Production Scheduling (PS)
79) Preemptive scheduling of uniform machines with release times and due dates, (1986) (with H. Groenevelt) Management Science, 32, 341-349.
80) Simultaneous Optimization of Efficiency and Performance Balance Measures in Single Machine Scheduling Problems (with G. Mosheiov). (1993). Naval Research Logistics, 40, pp. 951-971.
81) Greedy heuristics for single machine scheduling problems with general earliness and tardiness costs. (1994). (with G. Mosheiov), Operations Research Letters 16, 199-209.
82) Scheduling problems with general breakdowns, earliness and tardiness costs (with G. Mosheiov), (to appear in Operations Research).
83) Multi-machine scheduling problems with earliness and tardiness cost structures (with G. Mosheiov), (to appear in Management Science).
Other (O)
84) Simulated annealing methods with general acceptance probabilities J. of Appl. Prob., 24, 657-667 (1988).
85) Structured partitioning problems (1991) (with S. Anily) Operations Research, 39, 130-150.
Publications in Nonrefereed Proceedings
86-88) (D) Value-iteration in undiscounted Markov decision problems; part I: Asymptotic behavior, part II: Geometric Con- vergence, part III: Algorithms, in Tijms, H.C. and Wessels, J. (eds.), Markov decision theory, Proceedings of the advanced seminar on Markov decision theory held in Amsterdam, September 13-17, 1976, Mathematical Center Tract no. 93, 119-140, 141-151, 153-159. (1977) (with P.J. Schweitzer and H.C. Tijms).
89) (O) Relationship between Ink Coverage and Mean Ink Residence Time in the Roller Train of a Printing Press (with P. Kolesar and J. MacPhee), IARIGI Conference Proceedings, June 1985.
90) (D) Some approximation approaches in large-scale Markov decision problems: Applications to one warehouse multiple retailer systems, in “Twenty five years of operations research in the Netherlands: Papers dedicated to Gys DeLeve” (eds. J. K. Lenstra, H. C. Tijms, T. Volgenant) (1990).
91) (I) Recent Advances in Production and Distribution Management in Perspectives in Operations Management in Honor of Elwood S. Buffa, (ed. R. Sarin), Kluwer, Netherlands (1992).
Books Published
Markovian Control Problems: Functional equations and algorithms, Mathematical Center Tract, Mathematisch Centrum, Amsterdam (1983).
Generalized Markovian decision processes, Revisited, Mathematical Center Tract, Mathematisch Centrum, Amsterdam (in preparation) (with H.C. Tijms).
Submitted for Publication
S1 (I) The economic lot scheduling problems with multiple machines (with S. Anily).
S2 (I) Evaluation and control of general pull-strategies in two- echelon inventory systems.
S3 (RI) Hierarchical distribution modeling with routing costs (with B.J. Lageweg).
S4 (Q) Integrating inventory control and production scheduling (with H. Groenevelt).
S5 (PS) Scheduling with job-dependent due-dates and general earliness/ tardiness costs (with G. Mosheiov).
S6 (Q) Probabilistic Analysis and Practical Algorithms for inventory routing problems (with A. Chan and Simchi-Levi).
S7 (I) Capacitated Dynamic Lot-Sizing Models (with M. Tzur). S8 (RI) Probabilistic Analysis of a Combined Partitioning and Math Programming Heuristic for a General Class of Vehicle Routing and Scheduling Problems (with Garrett Van Ryzin).
S9 (PS)Heuristics for Multi-Machine Minmax Scheduling Problems With General Earliness and Tardiness Costs (with Gur Mosheiov).
S10 (PS)Scheduling with general job-dependent earliness and tardiness costs. (with Gur Mosheiov).
S11 (I) Make-to-Stock or Make-to-Order that is the question: novel answers to an ancient debate. (with Ziv Katalan).
Work in Progress
(I) The Economic Lot Scheduling Problem with Multiple Machines and Setup Times (with S. Anily).
(I) Replenishment strategies for production/distribution networks with general joint setup cost structures (with S. Zheng).
(RI) Strategic Fleet-sizing models (with R. Dembo and P. Zipkin).
(D) Approximately optimal policies of simple structure for large scale sequential decision problems applications to production and distribution problems.
(Q) Access strategies for resource constrained stochastic systems (with R. Waitman).
(I) Approximations and Replenishment strategies for stochastic two- echelon distribution systems (with P. Zipkin)
(RA) A linear time algorithm for continuous allocation problems with homoform objectives (with H. Groenevelt).
(D) Data-transformations for Markov renewal programming (with P.J. Schweitzer).
(D) A Lyapunov function for Markov renewal programming (with P.J. Schweitzer).
(RI) Sequencing deliveries under uncertainty about inventories and demands (with P. Zipkin).
(I) Computational procedures for inventory models with limited production capacity (with P. Zipkin).
(D) Convergence of value-iteration and optimality of policies with special structure in undiscounted Markov decision problems with countable state space.
(C) On interrupted Markov processes (with H. Groenevelt).
(RA) A network flow model for audit scheduling (with H. Groenevelt).
(I) A stochastic model for evaluation and design of multi-item multi- stage batch production systems (with P. Zipkin).
