Venue of SIGMETRICS 2018


Irvine, California, USA
June 18-22, 2018

2018 SIGMETRICS Achievement Award Lecture

Jim Dai

Jim Dai

Institute for Data and Decision Analytics
The Chinese University of Hong Kong, Shenzhen

School of Operations Research and Information Engineering
Cornell University

Steady-state Approximations

Tuesday, June 19th, 2018, 9:00-10:00

Diffusion models and mean-field models have been used to approximate many stochastic dynamical systems. A functional strong law of large numbers or a functional central limit theorem justifies such an approximation. Such a result, however, does not justify the convergence of the equilibria of pre-limit systems to the equilibrium of a limit system. In this talk, I will touch on three recently developed methods for justifying equilibrium convergence in the setting of bandwidth sharing networks and multiclass queueing networks, with a focus on moment generating function method and the state-space-collapse. Based on joint works with Anton Braverman, Chang Cao, Masakiyo Miyazawa, and Xiangyu Zhang.

Jim Dai holds a Presidential Chair at The Chinese University of Hong Kong, Shenzhen, co-directing the Institute for Data and Decision Analytics (iDDA). He is currently on leave from Cornell University, where he is the Leon C. Welch Professor of Engineering in the School of Operations Research and Information Engineering (ORIE). 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.
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 received his BA and MA in mathematics from Nanjing University and his PhD in mathematics from Stanford. He 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 the Erlang Prize in 1998 from the Applied Probability Society (APS) of INFORMS. He also received two Best Publication Awards from APS, one in 1997 and one in 2017. Dai has been the Editor-In-Chief of Mathematics of Operations Research since 2013.