| Araman, Victor , Ph.D. | |||
| Assistant Professor | |||
| AUB Start Date: | February, 2008 | ||
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| Contact Information | |||
| AUB Email: | va03@aub.edu.lb | ||
| Other Email: | va03@aub.edu.lb | ||
| Office Location: | 311 | ||
| Office Extension: | 3737 | ||
| Research Interests |
My research interests lie in the general subject of stochastic modeling; including technical areas such as applied probability and queueing theory and more applied ones such as inventory and supply chain management. More recently, I have been focusing on revenue and risk management problems, with a particular interest on dynamic pricing and customer behavior issues.
| Teaching Interests |
My teaching interests are related to my reasearch work. I have been extensively teaching courses on analytical decision making and operations management (including quality, processes as well as supply chain management). I have also taught in the past Ph.D. courses on applied probability and stochastc simulation applied to financial engineering.
| Office Hours |
Wednesday : 5:00 PM - 7:00 PM
| Education |
2002
Stanford University
California,
United States.
Ph.D. in Management Science & Engineering
1997
Stanford University
California,
United States.
MS in Engineering Ecomics Systems
1996
Ecole Centrale
France.
MS in Telcommunications
Engineering degree
| Experience |
June
2000 -
September
2000
Mckinsey & Co.
Paris, France
Summer Associate
September
1999 -
June
2000
General Motors
Detroit, United States
Researcher
Exploratory project related to the General Motors Integrated Supply Chain Management system
September
1998 -
June
2001
Altera Corporation
San Jose, United States
Operations Consultant
September
1997 -
September
1998
Altera Corporation
San Jose, United States
Operations Strategist
| Recent Research/Intellectual Contributions |
Peer-Reviewed Journal Articles
Published Articles in Refereed Journals
1.
Araman, VF and Glynn, PW
(2006) 'Tail Asymptotics for the Maximum of Perturbed Random Walk', Annals of Applied Probability
, 16:3
2.
Araman, VF and Glynn, PW
(2005) 'Diffusion Approximations for the Maximum of Perturbed Random Walk', Advances in Applied Probability
, 37:3, 663–680
Other Intellectual Contributions
Published Books; Chapters in Books; Monographs1. Araman, VF, Kleinknecht, J and Akella, R (2002) Supply Chain Management- Applications and Algorithms, B2B Markets: Procurement and Supplier Risk Management, United States
Research in Progress
Submitted, Awaiting Approval1. Araman, VF and Caldentey, R (2007) 'Dynamic Pricing for Non-Perishable Products with Demand Learning', NA
2. Araman, VF and Popescu, I (2007) 'Stochastic Revenue Management for Media Broadcasting', NA
3. Araman, VF and Ozer, O (2006) 'Capacity Management in the Presence of Spot Markets', NA
Work in Progress
1. Araman, VF and Fridgeirsdottir, K (2008) 'Revenue Management for Online Advertisement',
2. Araman, VF and Krasik, K (2008) 'Dynamic Pricing with Customers Reluctance behavior',
3. Araman, VF and Glynn, PW (2005) 'Scheduled Traffic with Heavy Traffic Perturbations',