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Sample Research - Benjamin Melamed
- Books
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R. Rubinstein and B. Melamed,
Modern Modeling and Simulation,
John Wiley and Sons, 1998
(350 pages), ISBN 0-471-17077-1.
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T. Altiok and B. Melamed,
Simulation Modeling and Analysis with Arena,
Academic Press, 2007
(456 pages), ISBN 978-0-12-370523-5.
- Supply Chain Management (SCM) and Supply Chain Financial Management (SCFM)
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J. Shi, M.N. Katehakis, B. Melamed and Y. Xia,
"Production-Inventory Systems with Lost-sales and Compound Poisson Demands",
Operations Research ,
forthcoming.
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J. Shi, M.N. Katehakis and B. Melamed,
"Martingale Methods for Pricing Inventory Penalties under Continuous Replenishment and Compound Renewal Demands",
Annals of Operations research,
Vol. 208, 593-612, 2013.
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D.S. Rogers, B. Melamed and R.S. Lembke,
"Modeling and Analysis of Reverse Logistics",
Journal of Business Logistics,
Vol. 33, No. 2, 107–117, 2012.
- Stochastic Fluid Models (SFM): IPA and Simulation
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B. Melamed, Y. Fan, Y. Zhao and Y. Wardi,
"IPA Derivatives for a Discrete Model of Make-To-Stock Production-Inventory Systems With Backorders",
Annals of Operations Research,
Vol. 181, No. 1, 1-19, 2010.
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Y. Fan, B. Melamed, Y. Zhao and Y. Wardi,
"IPA Derivatives for Make-to-Stock Production-Inventory Systems With Backorders Under the (R,r) Policy",
Methodology and Computing in Applied Probability,
Vol. 11, No. 2, 159 – 179, 2009.
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B. Melamed, S. Pan and Y. Wardi,
“Simulation of IPA Gradients in Hybrid Network Systems”,
Computers and Mathematics with Applications,
Vol. 54, 161 – 182, 2007.
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Y. Zhao and B. Melamed,
“IPA Derivatives for Make-to-Stock Production-Inventory Systems with Lost Sales”,
IEEE Trans. on Automatic Control,
Vol. 52, No. 8, 1491 – 1495, 2007.
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Y. Zhao and B. Melamed,
“IPA Derivatives for Make-to-Stock Production-Inventory Systems with Backorders”,
Methodology and Computing in Applied Probability (MCAP),
Vol. 8, No. 2, 191 – 222, 2006.
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B. Melamed, S. Pan and Y. Wardi,
“HNS: A Streamlined Hybrid Network Simulator”,
ACM Transactions on Modeling and Computer Simulation (TOMACS),
Vol. 14, No. 3, 1--27, 2004.
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Y. Wardi, B. Melamed, C.G. Cassandras and C.G. Panayiotou,
"On-Line IPA Gradient Estimators in Stochastic Continuous Fluid Models",
J. of Optimization Theory and Applications ,
Vol. 115, No. 2, 369--405, 2002.
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B. Melamed, S. Pan and Y. Wardi,
"Hybrid discrete-continuous fluid-flow simulation",
Proceedings of ITCOM 2001, Scalability and Traffic Control in IP Networks,
Denver, Colorado, August 22-24, 2001.
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Y. Wardi and B. Melamed,
“Variational Bounds and Sensitivity Analysis of Traffic Processes
in Continuous Flow Models",
J. of Discrete Event Dynamic Systems,
Vol. 11, No. 3, 249-282, 2001.
- ARM/TES/QTES Processes Theory and Modeling Methodology
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B. Melamed and X. Zhao,
"MARM Processes Part I: General Theory",
Methodology and Computing in Applied Probability,
2012, forthcoming.
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B. Melamed and X. Zhao,
"MARM Processes Part II: The Empirically-Based Subclass",
Methodology and Computing in Applied Probability,
2012, forthcoming.
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B. Melamed, "ARM Processes and Their Modeling and Forecasting Methodology",
in Handbook of Quantitative Finance and Risk Management,
(Cheng-Few Lee, Alice C. Lee, John Lee, Eds.), Chapter 73, 1135-1149, Springer, 2010.
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B. Melamed,
"ARM Processes and Modeling Methodology",
Stochastic Models,
Vol. 15, No. 5, 903 - 929, 1999.
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B. Melamed,
"The Empirical TES Methodology: Modeling Empirical Time Series",
J. of Applied Mathematics and Stochastic Analysis,
Vol. 10, No. 4, 333--353, 1997.
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B. Melamed, Q. Ren and B. Sengupta,
"The QTES/PH/1 Queue",
Performance Evaluation, Vol. 26, 1--20, 1996.
A short version appeared as
"Modeling and Analysis of a Single Server Queue
with Autocorrelated Traffic",
Proceedings of IEEE INFOCOM '95,
Boston, Massachusetts, 634 - 642, April 1995.
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D.L. Jagerman and B. Melamed,
"Bidirectional Estimation and Confidence Regions
for TES Processes",
Proceedings of MASCOTS '95,
Durham, North Carolina, 94--98, January 1995.
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D.L. Jagerman and B. Melamed,
"The Spectral Structure of TES Processes",
Stochastic Models,
Vol. 10, No. 3, 599 - 618, 1994.
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P. Jelenkovic and B. Melamed,
"Algorithmic Modeling of TES Processes",
IEEE Trans. on Automatic Control,
Vol. 40, No. 7, 1305 - 1312, 1995.
A short version appeared as
"Automated TES Modeling of Compressed Video",
Proceedings of IEEE INFOCOM '95},
Boston, Massachusetts, 746--752, April 1995.
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D.L. Jagerman and B. Melamed,
"The Run Probabilities of TES Processes",
Stochastic Models,
Vol. 10, No. 4, 831 - 851, 1994.
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D.L. Jagerman and B. Melamed,
"On Markovian Traffic with Applications to TES Processes",
J. of Applied Mathematics and Stochastic Analysis,
Vol. 7, No. 3, 373 - 396, 1994.
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B. Melamed,
"An Overview of TES Processes and Modeling Methodology",
in
Performance Evaluation of Computer and Communications Systems,
(L. Donatiello and R. Nelson, Eds.), 359--393,
Lecture Notes in Computer Science,
Springer-Verlag, 1993.
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D.L. Jagerman and B. Melamed,
"The Transition and Autocorrelation Structure of TES Processes
Part I: General Theory",
Stochastic Models,
Vol. 8, No. 2, 193 - 219, 1992.
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D.L. Jagerman and B. Melamed,
"The Transition and Autocorrelation Structure of TES Processes
Part I: Special Cases",
Stochastic Models,
Vol. 8, No. 3, 499 - 527, 1992.
- TES Modeling Software and Applications
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B. Melamed and D. Pendarakis,
"Modeling Full-Length VBR Video
Using Markov-Renewal-Modulated TES Models",
IEEE JSAC,
Vol. 16, No. 5, 600--611, 1998.
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J.R. Hill and B. Melamed,
"TEStool: A Visual Interactive Environment
for Modeling Autocorrelated Time Series",
Performance Evaluation,
Vol. 24, No. 1\&2, 3 - 22, 1995.
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J.R. Hill and B. Melamed,
"A Survey of TES Modeling Applications",
SIMULATION,
Vol. 64, No. 6, 353 - 370, 1995.
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B. Melamed and D. Pendarakis,
"A TES-Based Model for Compressed ``Star Wars'' Video",
Proceedings of IEEE GLOBECOM Communications Mini Conference,
San Francisco, California, 120 - 126, November, 1994.
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D. Reininger, B. Melamed and D. Raychaudhuri,
"Variable Bit Rate MPEG Video:
Characterization, Modeling and Multiplexing",
Proceedings of the 14-th International Teletraffic Congress,
Antibes Juan-les-Pins, France, Vol. 1a, 295 - 306, June 1994.
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B. Melamed, D. Raychaudhuri, B. Sengupta and J. Zdepski,
"TES-Based Video Source Modeling For Performance
Evaluation of Integrated Networks",
IEEE Transactions on Communications,
Vol. 42, No. 10, 2773 - 2777, 1994.
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B. Melamed and B. Sengupta,
"TES Modeling of Video Traffic",
IEICE Transactions on Communications,
Vol. E75-B, No. 12, 1292 - 1300, 1992.
- Other
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V. Ungureanu, B. Melamed, M. Katehakis,
"Effective Load Balancing for Cluster-Based Servers Employing Job Preemption",
Performance Evaluation ,
Vol. 65, 606 – 622, 2008.
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V. Ungureanu, B. Melamed, M. Katehakis and P. G. Bradford,
“Deferred Assignment Scheduling in Cluster-based Servers”,
Cluster Computing ,
Vol. 9, No. 1, 57--65, 2006.
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C. Chien, D. Goldsman and B. Melamed,
"Large-Sample Results For Batch Means",
Management Science,
Vol. 43, No. 9, 1228--1295, 1997.
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B. Melamed, A. Merchant and B. Sengupta,
"A Model of a Temperature-Controlled
Variable-Speed Processor",
IEEE Transactions on Computers,
Vol. 45, No. 7, 793--801, 1996.
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D.L. Jagerman, B. Melamed and W. Willinger,
"Stochastic Modeling of Traffic Processes",
invited chapter in
Frontiers in Queueing: Models, Methods and Problems
(J.H. Dshalalow, Ed.), CRC Press, 1996.
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D.L. Jagerman and B. Melamed,
"Burstiness Descriptors of Traffic Streams:
Indices of Dispersion and Peakedness",
Proceedings of the 1994 Conference
on Information Sciences and Systems,
Princeton, New Jersey, Vol. 1, pp. 24 - 28, March, 1994.
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B. Melamed and D. Yao,
"The ASTA Property in Queueing",
invited chapter in
Advances in Queueing: Theory, Methods and Open Problems
(J.H. Dshalalow, Ed.), 195 - 224,
CRC Press, 1995.
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M. Livny, B. Melamed and A.K. Tsiolis,
"The Impact of Autocorrelation on Queueing Systems",
Management Science,
Vol. 39, No. 3, 322 - 339, 1993.
melamed@business.rutgers.edu