Phone: (732)445-5465
E-mail: gursoy@rci.rutgers.edu
Busch Campus, CORE Building, Rm 218

Dr. Melike Baykal-Gursoy is an Associate Professor in the Department of Industrial and Systems Engineering. She received her BS and MS in Electrical Engineering from Bogazici University and her Ph.D. in Systems Engineering from the University of Pennsylvania. She teaches courses in optimization, stochastic processes, queueing theory, inventory control, process modeling and control, and time series analysis.

Her research interests are in the areas of stochastic processes, Markov decision processes (MDPs), stochastic games, and their application to stochastic modeling and control of networks and production / inventory systems. She is a member of INFORMS.

2008-2009 Rutgers Engineering Governing Council Excellence in Teaching Award in I&SE

Memberships/Affiliations:

SYCON (Rutgers Center for Systems and Control)

RUTCOR (Rutgers Center for Operations Research)

CAIT: Rutgers Intelligent Transportation Systems (RITS)

Laboratory for Stochastic Systems

EDUCATION

Ph.D. Systems Engineering, University of Pennsylvania, Philadelphia, Pennsylvania

Dissertation: A Sample-Path Approach to Time-Average Markov Decision Processes

Advisor: Keith W. Ross

M.S. Electrical Engineering, Bogazici University, İstanbul, Turkey

Thesis: Optimal Instantaneous Output-Feedback Regulators

Advisor: Yorgo Istefanopulos

B.Sc. Electrical Engineering, Bogazici University, İstanbul, Turkey

ACADEMIC EMPLOYMENT

July 1995 – Present: Associate Professor, Department of Industrial and Systems Engineering, Rutgers University.

July 1988 – June 1995: Assistant Professor, Department of Industrial and Systems Engineering, Rutgers University

Member, SYCON, the Rutgers Center for Systems and Control (June 2006 – Present)

Member, RUTCOR, the Rutgers Center for Operations Research (May 2007 – Present)

June-August, 2000 - 2005: Visiting Professor, Department of Industrial Engineering, Bogazici University, İstanbul, Turkey.

February 1998 – August 1998: Visiting Professor, Department of Industrial Engineering, Bogazici University, İstanbul, Turkey.

July 1992: Visiting Professor, Department of Electrical Engineering, Bilkent University, Turkey; supported by United Nations, TOKTEN Programme.

RESEARCH ACTIVITIES

REFEREED JOURNAL/PROCEEDING PUBLICATIONS

K. M. A. Ozbay, W. Xiao*, G. Jaiswal*, B. Bartin*, P. Kachroo and M. Baykal-Gürsoy, “Evaluation of Incident Management Strategies and Technologies using an Integrated Traffic/Incident Management Simulation,” World Review of Intermodal Transportation Research, Volume 2, Numbers 2-3, pp. 155-186(32), 18 February 2009.

M. Baykal-Gürsoy, W. Xiao* and K. M. A. Ozbay, “Modeling Traffic Flow Interrupted by Incidents,” European Journal of Operational Research, 195, pp. 127-138, 2009.

M. Baykal-Gürsoy and K. Gürsoy. “Semi-Markov Decision Processes: Nonstandard Criteria”, Probability in the Engineering and Informational Sciences, Vol. 21:4, pp. 635-657, 2007.

K.Ozbay, W. Xiao , C. Iyigun and M. Baykal-Gursoy, (2004), “Probabilistic Programming Models for Response Vehicle Dispatching and Resource Allocation in Traffic Incident Management, ” I&SE-Working paper 04-014, Industrial and Systems Engineering Department, Rutgers University.

M. Baykal-Gursoy and Z. Duan, “M/M/C Queues with Markov Modulated Service Processes,” in proceedings of the First International Conference on Performance Evaluation Methodologies and Tools-Valuetools 2006, Pisa, IT.

M. Z. Avsar and M. Baykal-Gursoy, (2006), "A Note on Two-Person Zero-Sum Communicating Stochastic Games," OR Letters, Vol. 34, 412-420.

T. Nugent, M. Baykal-Gursoy, and K. Gursoy, (2005), "Monitoring k-Step-Ahead Controlled Processes," Quality and Reliability Engineering International, Vol. 21, 63-80.

M. Baykal-Gursoy and W. Xiao, (2004), "Stochastic Decomposition in M/M/Infinity Queues with Markov-Modulated Service Rates," Queueing Systems, Vol. 48, 75-88.

M. Z. Avsar and M. Baykal-Gursoy, (2002), " Inventory Control under Substitutable Demand: A Stochastic Game Application," Naval Research Logistics, Vol. 49, 359 - 375.

M. Z. Avsar and M. Baykal-Gursoy, (1999), "A Decomposition Approach for Undiscounted Two-Person Zero-Sum Stochastic Games," Mathematical Methods in Operations Research-ZOR, Vol. 49, 483-500.

M. Baykal-Gursoy and M. Z. Avsar, (1999), “Two-Person Zero-Sum Undiscounted Stochastic Games,” Proceeding IEEE Conference on Decision and Control, Phoenix, Arizona.

T. Altiok, V-Duy, and M. Baykal-Gursoy, (1998), "Two Load-Sharing Processes with Failures," Computers and Operations Research, vol. 25, no. 3, 183-189.

B. Gaujal, M. Jafari, M. Baykal-Gursoy, and G. Alpan, (1995), "Allocation Sequences of Two-Processes Sharing a Resource," IEEE Transactions on Robotics and Automation, vol. 11, 748-753.

M. Baykal-Gursoy, T. Altiok, and H. Danhong, (1994), "Look-Back Policies for Two-Stage, Pull-Type Production/Inventory Systems," Annals of Operations Research, Special Issue on Queueing Networks, vol. 48, 381-400.

M. Baykal-Gursoy, T. Altiok, and H. Danhong, (1994), "Control Policies for Two-Stage Production/Inventory Systems with Constrained Average Cost Criterion," International Journal of Production Research, vol. 32, 2005-2014.

M. Baykal-Gursoy and K. W. Ross, (1992), "Variability-Sensitive Markov Decision Processes," Mathematics of Operations Research, vol. 17, 558-571.

M. Baykal-Gursoy, H. Danhong and T. Altiok, (1992), “Optimal Policies for Two-Stage, Pull-Type, Production/Inventory Systems,” Proceedings IEEE Conference on Decision and Control, Tucson, 1682-1683.

J. Hui, M. Baykal-Gursoy, N. Moayeri and R. Yates, (1991), “A Layer Broadband Switching Architecture with Physical and Virtual Paths,” IEEE Selected Areas in Communications, Vol. 9, 1416-1426.

M. Baykal-Gursoy, (1991), “Two-Person Zero-Sum Stochastic Games,” Annals of Operations Research, Vol. 28, 135-152.

P. E. Caines and M. Baykal-Gursoy, (1989), “On the L¥ Consistency of L2 Estimators,” Systems & Control Letters, Vol. 12, 71-76.

M. Baykal-Gursoy and K. W. Ross, (1989), “Variance Penalized Markov Decision Processes,” Proceedings IEEE Conference on Decision and Control, Tampa, 1261-1262.

M. Baykal-Gursoy, (1989), “A Sample-Path Approach to Stochastic Games,” Proceedings IEEE Conference on Decision and Control, Tampa, 180-185.

Technical Reports

[1] M. Baykal-Gürsoy and Z. Duan*, “Stochastic Decomposition in Markov Modulated Arrival and Service, and Retrial Queues”, ISE Working Paper 07-022, 2007.

[2] M. Baykal-Gürsoy and K. Gürsoy. “Semi-Markov Decision Processes: Nonstandard Criteria”, ISE Working Paper 07-013, 2006.

[3] M. Baykal-Gürsoy and Z. Duan*, "M/M/C Queues with Markov Modulated Service Processes",
ISE Working Paper 06-021, 2006.

[4] M. Baykal-Gürsoy, Z. Duan and K. Ozbay, "Delay Estimation for Traffic Flow Interrupted by Incidents", ISE Working Paper 06-022, 2006.

[5] Z.M. Avsar and M. Baykal-Gürsoy, "A Note on Two-Person Zero-Sum Communicating Stochastic Games", ISE Working Paper 05-016, 2005.

[6] M. Baykal-Gürsoy, W. Xiao*, K. Ozbay, “Modeling Traffic Flow Interrupted by Incidents,” ISE Working Paper 04-005, 2004, revised in 2005 and 2006.

[7] K. Ozbay, W. Xiao*, C. Iyigün* and M. Baykal-Gürsoy, “Probabilistic Programming Models for Response Vehicle Dispatching and Resource Allocation in Traffic Incident Management,” ISE Working Paper 04-014, 2004, revised in 2005 and 2006.

[8] M. Baykal-Gürsoy and W. Xiao*, “Stochastic Decomposition in M/M/ Queues under Batch Service Interruptions,” ISE Working Paper 03-119, 2003.

[9] M. Z. Avsar* and M. Baykal-Gürsoy, “Inventory Control under Substitutable Demand: A Stochastic Game Application,” IE Working Paper 01-102, 2001.

[10] T. Nugent*, M. Baykal-Gürsoy and K. Gürsoy, “Residuals for K-Step Ahead Controlled Processes and Related Monitoring Problems,” IE Working Paper 01-103, 2001.

[11] J. Liu, M. Baykal-Gürsoy and A. Buzcak, “Target Path Model Identification and Forecasting by Time Series Analysis”, IE Working Paper 01-105, 2001.

[12] T. Altiok, C. Vu Duy, M. Baykal-Gürsoy, “Load Sharing Processors with Failures,” IE Working Paper 94-105, 1994.

[13] M. Baykal-Gürsoy, “Semi-Markov Decision Processes: Nonstandard Criteria,” IE Working Paper 93-125, 1993.

[14] S. Ruan, M. Baykal-Gürsoy and M. Jafari, “Control of Material Handling System Serving a Number of Workcells,” IE Working Paper 93-124, 1993.

[15] M. Baykal-Gürsoy, T. Altiok and H. Danhong*, “Control Policies for Two-Stage Pull-Type Production/Inventory Systems with Constrained Average Cost Criterion,” Working Paper 92-122, 1992.

[16] M. Baykal-Gürsoy, M. Jafari and E. Elsayed, “Desirable Characteristics and Selection Attributes for Data Acquisition, Monitoring and Control Software and Hardware,” IE Working Paper 92-121, 1992.

[17] M. Baykal-Gürsoy, T. Altiok and H. Danhong*, “Look-Back Policies for Two-Stage, Pull-Type Production/Inventory Systems,” IE Working Paper 92-118, 1992.

[18] M. Jafari and M. Baykal-Gürsoy, “Computation of Transition Firing Frequency in Timed Petri Nets: Preliminary Results,” IE Working Paper 90-103, 1990.

[19] M. Baykal-Gürsoy, “A Sample-Path Approach to Stochastic Games,” IE Working Paper 89-122, 1989.

[20] J. V. Bukowski, J. H. Goodman and M. Baykal-Gürsoy, “An Investigation of Issues Impacting Software Reliability,” University of Pennsylvania, Department of Systems Engineering, 122 page final report prepared for IBM, 1985.

INVITED LECTURES, PRESENTATIONS AND SEMINARS

[1]   “Modeling Nonrecurrent Congestion,” presented at the INFORMS Conference in Washington D.C., October 2008.

[2]   “Multiserver queues in random environment”, presented at the INFORMS Conference in Washington D.C., October 2008.

[3]   “Traffic Flow Models and Incident Management,” presented at the INFORMS Conference in Pittsburgh, November 2006.

[4]   “M/M/C Queues with Markov Modulated Service Processes,” (with Z. Duan*) Valuetools-First International Conference on Performance Evaluation Methodologies and Tools, Pisa, October, 2006.

[5]    “Queues with Markov Modulated Service,” presented in the Dept of Applied Mathematics and Statistics at SUNY-Stony Brook, March 2006.

[6]     “Queues with Markov-Modulated Service Rates,” presented at the INFORMS Conference in San Francisco, November 2005.

[7]     “Probabilistic Programming Models for Dispatching and Resource Allocation in TIM,” (with W. Xiao*, C. Iyigün* and K. Ozbay) presented at the INFORMS Conference in San Francisco, November 2005.

[8]    “Queues with Markov-Modulated Service Rates,” presented in the IE Dept. at Lehigh University, Sept. 2004.

[9]     “Stochastic Decomposition in M/M/Infinity Queues with Markov-Modulated Service Rates,” (with W. Xiao*) presented at RUTCOR, April 2004.

[10] “Inventory Control under Substitutable Demand”, (with M. Avsar*), presented at the Industrial Engineering Research Conference (IERC), May 10, 2004.

[11] “Integrating PID Controllers into SPC Applications,” (with T. Nugent*) presented at the INFORMS Conference in Philadelphia, November 1999.

[12] “Undiscounted Two-Person Zero-Sum Stochastic Games,” (with Z. M. Avsar*) presented at the INFORMS Conference in Philadelphia, November 1999.

[13] “Two-Person Zero-Sum Stochastic Games,” presented in the Industrial Engineering Department at Bogazici University, Turkey, July 1998.

[14] “Look-Back Policies for Production/Inventory Systems,” (with Tayfur Altiok) presented at INFORMS Israel, June-July, 1998.

[15] “Semi-Markov Decision Processes: Nonstandard Criteria,” presented at the IEEE Regional NY/NJ Control Conference, August 1994.

[16] “Load Sharing Processors with Failures,” (with T. Altiok, C. Vu Duy) presented at the IEEE Regional NY/NJ Control Conference, August 1994.

[17] “Control of Manufacturing Processes,” Advanced Queueing Seminar, at RUTCOR, May, 1994.

[18] “Control of a Batch Server Serving a Number of Closed Queues,” (with S. Ruan and M. Jafari) IIE 3^rd Research Conference, Atlanta, May 1994.

[19] “The Correspondence between the Stochastic Game and the Deterministic Generalized Game,” ORSA-TIMS Joint National Meeting, Phoenix, October 1993.

[20] “Applications of Markov Decision Processes to Production Systems,” ORSA-TIMS Joint National Meeting, Phoenix, October 1993.

[21] “Semi-Markov Decision Processes: Nonstandard Criteria,” ORSA-TIMS Joint National Meeting, Phoenix, October 1993.

[22] “Markov Decision Processes,” Rutgers University, WINLAB Seminar Series, 1990.

[23] “A Sample-Path Approach to Time-Average Markov Decision Processes,” Bell Communications Research Seminar Series, Morristown, New Jersey, December 1989.

CONFERENCE PRESENTATIONS

[1] “Modeling Interrupted Traffic Flow,” presented at the MEETING OF THE EURO WORKING GROUP ON STOCHASTIC MODELING 2008, June 23-25, Istanbul, Turkey.

[2] “Queues with Markov Modulated Service Rates,” presented at the INFORMS Applied Probability Conference, Ottawa, July 2005.

[3] “Integrating PID Controllers into SPC Applications,” (with T. Nugent* and K. Gursoy) presented at the INFORMS Conference, Istanbul, July 2003.

[4] “M/M/C Queues under Batch Service Interruptions,” (with W. Xiao *, and K. Ozbay) presented at the INFORMS Conference in Istanbul, July 2003.

[5] “Undiscounted Two-Person Zero-Sum Communicating Stochastic Games,” (with Z. M. Avsar*) presented at the IEEE Conference on Decision and Control, Phoenix , Arizona, December 1999.

[6] “Two-Person Zero-Sum Communicating Stochastic Games,” (with Z. M. Avsar*) presented at the National Conference on Operations Research, Turkey, June, 1998.

[7] “A Decomposition Approach for Undiscounted Two-Person Zero-Sum Stochastic Games,” (with Z. M. Avsar*) presented at the National Conference on Operations Research, Turkey, June, 1998.

[8] “Inventory Control under Substitutable Demand: A Stochastic Game Application,” (with Z. M. Avsar*) presented at the National Conference on Operations Research, Turkey, June, 1998.

[9] “Control Policies for Two-Stage, Pull-Type Production/Inventory Systems with Constrained Average Cost Criterion,” (with H. Danhong*) IIE 2^nd Research Conference, Los Angeles, April 1993.

[10] “Look-Back Policies for Two-Stage, Pull-Type Production/Inventory Systems,” (with T. Altiok and H. Danhong*) ORSA-TIMS Joint National Conference, San Francisco, November 1992.

[11] “Performance Analysis Using Minimax Algebra,” (with M. Jafari) ORSA-TIMS Joint National Conference, New York, October 1989.

[12] “A Decomposition Algorithm for Multichain Stochastic Games,” (with K. W. Ross) ORSA-TIMS Joint National Conference, Washington D.C., April 1988.

CURRENT STUDENTS

· Zhe Duan (Ph.D. candidate)

· Hao Xu (M. Sc.)

· Sara Ghorbani (Ph.D.)

FORMER STUDENTS

· Weihua Xiao, Ph. D. 2005, Capital One Services

· Muge Z. Avsar, Ph. D. 1998, A. Prof. Industrial Engineering Dept., Middle East Technical University

· Ted Nugent, M. Sc. 1998.

· Huang Danhong, M. Sc. 1993.

CURRENT GRANTS

"Emergency Shelter Location and Resource Allocation," University Center for Disaster Preparedness and Emergency Response (UCDPER), Co-Principal Investigator, with N. Fefferman and E. Boros, (3/2009-3/2010): $106,066.

“Assessing the Status of Women in Engineering at Rutgers University ,” The Office of Promotion of Women in Science, Math and Engineering, Principal Investigator, with Joan Bennett, Helen M. Buettner, Lisa Klein, Uta Krogmann, Mina Pelegri, Lisa Rodenburg, Patricia A. Roos, (9/2008-8/2009).

“Climate and Health Research Initiative,” Rutgers Academic Excellence Fund award, Principal Investigator with E. Boros, N. Fefferman, D. Dina Fonseca, Randy Gaugler, Rick Lathrop and Mark Robson, (3/2008-8/2009).

“Managing Incidents and Emergencies in Transportation” Rutgers TCC/FTA (Transportation Coordinating Council/ Federal Transit Administration) Grant, Principal Investigator, (9/2007-8/2008).

Past Grants

“Multi-Shipper Transportation Collaboration”, Johnson&Johnson, Principal Investigator, (11/2004-6/2005).

“ Transportation Information Technology Center (TITC): Human Factors and On-Line Traffic Control Solutions for Intelligent Transportation Systems” (with K. Ozbay, E. Micheli-Tzanakou, A. Maher, A. Safari, and H. Nassif), SROA, Co-Principal Investigator, (2000-2001).

“Automatic Process Control for Quality Improvement,” Department of Defense-AASERT, Principal Investigator, (1993-1996).

“Routing in Integrated Broadband Networks,” National Science Foundation, Principal Investigator, (1991-1993).

“Adaptive-Control of Semi-Markov Decision Processes,” Rutgers Research Council, Principal Investigator, (1990).

“Adaptive-Control of Variability Sensitive Markov Decision Processes,” Rutgers Research Council, Principal Investigator, (1989).

TEACHING

Courses Taught

Undergraduate Courses:

540:311 Deterministic Models in OR

540:338 Prob. Models in OR

540:333 Statistical Quality Control

Graduate Courses:

540:510 Deterministic Models in IE

540:515 Stochastic Models in IE

540:525 Applied Queueing

540:530 Forecasting and Time Series Analysis

960:540 Statistical Quality Control

540:660 Inventory Control

540:682 Process Modeling and Control

540:694 Advanced Topics in IE

Special Honors Courses

James J. Slade Scholar

Joel Sokol, “Routing Problems in Broadband Networks,” Fall 1992 and Spring 1993.

Douglass College – Project Super: Introduction to Scientific Research

M. Close, S. McCarthy and C. Gamolo, “Economic Optimization through Linear Programming”, 2002.

Curriculum Development

New Courses and Major Revisions

540:530 Forecasting and Time Series Analysis: Major Revision. Prepared course material and taught from this new course material in the Department of I&SE since 2005.

540:682 Process Modeling and Control: Introduced and taught this advanced level graduate course on time series analysis, forecasting and process control for quality since 1994.

540:660 Inventory Control: Introduced and taught this advanced level graduate course on supply chain related issues under uncertainty since 1991.

540:564 Supply Chain and Logistic Engineering II: Introduced this intermediate level graduate course on the joint supply chain and logistic issues under uncertainty in 2006.

540: 615 Advanced Stochastic Modeling in ISE: Introduced this high level graduate course on continuous state continuous time stochastic modeling and control course in 2007.

Instructional development

Participated in the NSF supported seminar series to improve the retention of women and minorities in the sciences and engineering, TISE (Teaching Inclusive Science and Engineering). 2001-2002. (received $2,000 grant)

PROFESSIONAL ACTIVITIES

CONFERENCE COMMITTEE MEMBER AND SESSION ORGANIZER

Technical Program Committee Member for the 3^nd Workshop on Network Control and Optimization (NetCOOP), Eindhoven, Netherlands, 23-25 November, 2009.
Member of the Editorial Board of the International Journal of Operations Research and Information Systems (IJORIS), Nov. 2008.
Technical Program Committee Member for the 3^rd. International Conf. On Performance Evaluation Methodologies and Tools (VALUETOOLS), Athens, Greece, October 2008.
Sponsored Session Organizer and Chair: “Modeling and Control of Recurrent and Nonrecurrent Congestion,” INFORMS Conference, Washington D.C., October 2008.
Sponsored Session Organizer and Chair: “Queues in Random Environment,” INFORMS Conference, Washington D.C., October 2008.
Technical Program Committee Member for the 2^nd Workshop on Network Control and Optimization (NetCOOP), Paris, France, 6-8 September, 2008.
Technical Program Committee Member for the 2^nd International Conf. On Performance Evaluation Methodologies and Tools (VALUETOOLS), Nantes, France, October 2007.
Session Chair for Queueing Systems I, at the 1^st International Conf. On Performance Evaluation Methodologies and Tools (VALUETOOLS), Pisa, Italy, October 2006.
Session Chair for Petri Nets: Theory and Application, at the 1^st International Conf. On Performance Evaluation Methodologies and Tool (VALUETOOLS), Pisa, Italy, October 2006.
Technical Program Committee Member for the 1^st International Conf. On Performance Evaluation Methodologies and Tools (VALUETOOLS), Pisa, Italy, October 2006.
Member of the Rutgers-SAP Alliance since 2002.
Visiting Professor: Participated in research and taught a course in Queueing Theory at Bogazici University, Istanbul, Turkey, Spring 1998.
Session Organizer and Chair: “Stochastic Modeling and Control,” INFORMS, Washington DC, 1995.
Conference Program Committee and Session Chair: “Telecommunications,” IEEE Regional NY/NJ Control Conference, August 1994.
Session Organizer and Chair: “Queueing,” IIE 3^rd Research Conference, Atlanta, May 1994.
Session Chair: “Statistical Process Control,” Conference on Computer Integrated Manufacturing in the Process Industries, New Brunswick, April 1994.
Session Organizer and Chair: “Queueing Control Problems,” ORSA-TIMS National Meeting, Phoenix, October 1993.
Session Organizer and Chair: “Broadband ISDN-Congestion Control,” ORSA-TIMS National Meeting, Chicago, November 1992.

PROPOSAL REVIEWER / PANEL MEMBER

NSF Panel Member, 2008.
Reviewer for the Department of Defense Experimental Program to Stimulate Competitive Research (DEPSCoR) Program, 2008.
NSF Panel Member, 2006.
NSF Panel Member, 2005.
NSF Panel Member, 2004.
Reviewer for U.S. Civilian Research and Development Foundation, 2005.
NSF Panel Member, 1998.
NSF Panel Member, 1997.

VISITING PROFESSOR

Visiting Professor: Participated in research and taught a course in Queueing Theory at Bogazici University, Istanbul, Turkey, Spring 1998.

Visiting Professor: Participated in research and taught a short course on Control Problems in Broadband Networks at Bilkent University, Ankara, Turkey, June 1992.

JOURNAL AND CONFERENCE REFEREE

IFAC Automatica, IEEE Transactions on Automatic Control, SIAM Journal on Control and Optimization, IEEE Proceedings Conference on Decision and Control, IEEE Intelligent Transportation Systems Society, IEE Proc. On Control Theory and Applications, Information Processing Letter, INS-Information Science, Naval Research Logistics, Institute of Industrial Engineering Transactions, International Journal of Flexible Automation and Integrated Manufacturing, Computers & Industrial Engineering, Annals of Operations Research, European Journal of Operational Research, Asian-Pacific Journal of Operational Research, Operations Research, Operations Research Letters, Mathematical Methods in Operations Research, Mathematics of Operations Research, Management Science, Queueing Systems, Probability in the Engineering and Informational Sciences, The Journal of the Association for Computing Machinery (JACM), Simulation Modelling Practice and Theory .