Research
Research focuses on Applied Probability and Stochastic Modelling. Specific areas of interest include Queueing Theory (and its applications to the performance analysis of computer and communication systems), Financial Mathematics, and Inventory Management in Supply
Chains.
Some Recent Publications
- Phase-Type Arrivals and Impatient Customers in Multiserver Queue with Multiple Working Vacations. Advances in Operations Research, 2016, 4024950:1-4024950:17, 2016 (with Cosmika Goswami).
- Benchmark approach for defaultable claims under partial information. International Journal of Financial Engineering and Risk Management, 1(2), 170-192, 2013 (with I. Venkat Appal Raju).
- A working vacation queue with priority customers and vacation interruptions. International Journal of Operational Research, 17(3), 311-332, 2013 (with Cosmika Goswami).
- Impatient customers in an M/M/1 queue with single and multiple working vacations. Computers and Industrial Engineering, 65, 207-215, 2013 (with Cosmika Goswami).
- Growth optimal portfolio for unobservable Markov-modulated markets. International Journal of Mathematics in Operational Research, 4(1), 31-40, 2012 (with I. Venkat Appal Raju).
- The discrete-time MAP/PH/1 queue with multiple working vacations. Applied Mathematical Modelling, 34(4), 931-946, 2010 (with Cosmika Goswami).