Soumyadip Ghosh  Soumyadip Ghosh photo       

contact information

Research Staff Member
Thomas J. Watson Research Center, Yorktown Heights, NY USA
  +1dash914dash945dash1956

links

Professional Associations

Professional Associations:  IEEE  |  INFORMS  |  Society for Industrial and Applied Mathematics

more information

More information:  BAMS Department


2016

Optimal resource capacity management for stochastic networks
AB Dieker, S Ghosh, MS Squillante
Operations Research, Dec 2016, INFORMS

Accelerating splitting algorithms for power grid reliability estimation
Wadman, Wander S and Squillante, Mark S and Ghosh, Soumyadip
Proceedings of the 2016 Winter Simulation Conference, pp. 1757--1768
Abstract

Bi-level stochastic approximation for joint optimization of hydroelectric dispatch and spot-market operations
Wollega, Ebisa D and Ghosh, Soumyadip and Squillante, Mark S
Winter Simulation Conference (WSC), 2016, pp. 1769--1780
Abstract


Efficient Estimation in the Tails of Gaussian Copulas
Kalyani Nagaraj, Jie Xu, Raghu Pasupathy, Soumyadip Ghosh
arXiv preprint arXiv:1607.01375, 2016

Managing uncertainty in electricity generation and demand forecasting
K Warren, R Ambrosio, B Chen, YH Fu, S Ghosh, D Phan, M Sinn, CH Tian, C Visweswariah
IBM Journal of Research and Development 60(1), 8--1, IBM, 2016


2015

Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees
Ghosh, Soumyadip and Lam, Henry
arXiv preprint arXiv:1507.05609, 2015
Abstract

Mirror descent stochastic approximation for computing worst-case stochastic input models
Soumyadip Ghosh, Henry Lam
2015 Winter Simulation Conference (WSC), pp. 425--436

Computing worst-case input models in stochastic simulation
Soumyadip Ghosh, Henry Lam
arXiv preprint arXiv:1507.05609, 2015


2014

On adaptive sampling rules for stochastic recursions
Fatemeh S Hashemi, Soumyadip Ghosh, Raghu Pasupathy
Proceedings of the Winter Simulation Conference 2014, pp. 3959--3970

A Simulation Optimization Approach to Input Model Uncertainty
H Lam and S Ghosh
In preparation, 2014

On Dynamic Adaptive Sampling for Stochastic Recursions
F Hashemi, R Pasupathy and S Ghosh
In Preparation, 2014

How much to sample in simulation-based stochastic recursions?
R Pasupathy, P Glynn, S Ghosh, F Hashemi
Under review at SIAM Journal of Optimization, 2014

Two-stage stochastic optimization for optimal power flow under renewable generation uncertainty
Dzung Phan, Soumyadip Ghosh
ACM Transactions on Modeling and Computer Simulation (TOMACS) 24(1), 2, ACM, 2014


2013

A framework for the analysis of probabilistic demand response schemes
Pavithra Harsha, Mayank Sharma, Ramesh Natarajan, Soumyadip Ghosh
IEEE Transactions on Smart Grid 4(4), 2274--2284, IEEE, 2013

A two-phase approach for stochastic optimization of complex business processes
Soumyadip Ghosh, Aliza R Heching, Mark S Squillante
Proceedings of the 2013 Winter Simulation Conference: Simulation: Making Decisions in a Complex World, pp. 1856--1868

Iterative methods for robust estimation under bivariate distributional uncertainty
Henry Lam, Soumyadip Ghosh
Proceedings of the 2013 Winter Simulation Conference: Simulation: Making Decisions in a Complex World, pp. 193--204

Simulation optimization: A concise overview and implementation guide
Raghu Pasupathy, Soumyadip Ghosh
TutORials in Operations Research, 122--150, 2013

Dynamic price optimization models for managing time-of-day electricity usage
Shivaram Subramanian, Soumyadip Ghosh, Jonathan RM Hosking, Ramesh Natarajan, Xiaoxuan Zhang
Smart Grid Communications (SmartGridComm), 2013 IEEE International Conference on, pp. 163--168

Low-storage online estimators for quantiles and densities
Soumyadip Ghosh, Raghu Pasupathy
2013 Winter Simulations Conference (WSC), pp. 778--789

Fully decentralized ac optimal power flow algorithms
Andy X Sun, Dzung T Phan, Soumyadip Ghosh
Power and Energy Society General Meeting (PES), pp. 1--5, 2013

Short-term forecasting of the daily load curve for residential electricity usage in the Smart Grid
JRM Hosking, R Natarajan, S Ghosh, S Subramanian, X Zhang
Applied Stochastic Models in Business and Industry 29(6), 604--620, 2013

Rejoinder to the discussion of ‘Short-term forecasting of the daily load curve for residential electricity usage in the smart grid’
JRM Hosking, Ramesh Natarajan, Soumyadip Ghosh, Shivaram Subramanian, Xiaoxuan Zhang
Applied Stochastic Models in Business and Industry 29(6), 626--628, 2013


2012

Optimal resource capacity management for stochastic networks
AB Dieker, S Ghosh, MS Squillante
preprint, 2012

A strong law for the rate of growth of long latency periods in a cloud computing service
Souvik Ghosh, Soumyadip Ghosh
Advances in Applied Probability 44(04), 995--1017, Cambridge University Press, 2012

Optimal scenario tree reductions for the stochastic unit commitment problem
Ali Koc, Soumyadip Ghosh
Proceedings of the 2012 Winter Simulation Conference (WSC), pp. 1--12

Simulation models for evaluation of network design and hierarchical transactive control mechanisms in smart grids
Dong Jin, Xiaoxuan Zhang, Soumyadip Ghosh
2012 IEEE PES Innovative Smart Grid Technologies (ISGT), pp. 1--8

A distributed scheme for fair EV charging under transmission constraints
Dzung T Phan, Jinjun Xiong, Soumyadip Ghosh
2012 American Control Conference (ACC), pp. 1053--1058

Consumer profiling for demand response programs in smart grids
Soumyadip Ghosh, Xu Andy Sun, Xiaoxuan Zhang
IEEE PES Innovative Smart Grid Technologies, pp. 1--6, 2012

C-NORTA: A Rejection Procedure for Sampling from the Tail of Bivariate NORTA Distributions
Soumyadip Ghosh, Raghu Pasupathy
INFORMS Journal on Computing 24(2), 295--310, INFORMS, 2012


2011

Identify and manage procurement savings using advanced compliance analytics
Pawan Chowdhary, Markus Ettl, Amit Dhurandhar, Soumyadip Ghosh, Gopikrishna Maniachari, Bruce Graves, Bill Schaefer, Yu Tang
Proceedings of the IEEE International Conference on e-Business Engineering, 2011

Managing Procurement Spend using Advanced Compliance Analytics
Pawan Chowdhary, Markus Ettl, Amit Dhurandhar, Soumyadip Ghosh, Gopikrishna Maniachari, Bruce Graves, Bill Schaefer, Yu Tang
e-Business Engineering (ICEBE), 2011 IEEE 8th International Conference on, pp. 139--144

On interior-point based retrospective approximation methods for solving two-stage stochastic linear programs
Soumyadip Ghosh, Raghu Pasupathy
Proceedings of the Winter Simulation Conference, pp. 4163--4171, 2011

A two-stage non-linear program for optimal electrical grid power balance under uncertainty
Dzung Phan, Soumyadip Ghosh
Proceedings of the Winter Simulation Conference, pp. 4227--4238, 2011

Power generation management under time-varying power and demand conditions
Soumyadip Ghosh, Dan A Iancu, Dmitriy Katz-Rogozhnikov, Dzung T Phan, Mark S Squillante
2011 IEEE Power and Energy Society General Meeting, pp. 1--7


2010

C-NORTA: A Rejection Procedure for Sampling from the Tail of Bivariate Distributions
Soumyadip Ghosh, Raghu Pasupathy
INFORMS Journal on Computing, 2010

Incentive design for lowest cost aggregate energy demand reduction
Soumyadip Ghosh, Jayant Kalagnanam, Dmitriy Katz, Mark Squillante, Xiaoxuan Zhang, Eugene Feinberg
Smart Grid Communications (SmartGridComm), 2010 first IEEE international conference on, pp. 519--524


2009

Simulating distribution of emergency relief supplies for disaster response operations
Young M Lee, Soumyadip Ghosh, Markus Ettl
Winter Simulation Conference, pp. 2797--2808, 2009

Patchwork distributions
Soumyadip Ghosh, Shane G Henderson
Advancing the Frontiers of Simulation, pp. 65--86, Springer US, 2009


2008

A rate result for simulation optimization with conditional value-at-risk constraints
Soumyadip Ghosh
2008 Winter Simulation Conference, pp. 615--620

Capacity optimization in feedforward Brownian networks
AB Dieker, Soumyadip Ghosh, Mark S Squillante
ACM SIGMETRICS Performance Evaluation Review 36(2), 137--139, ACM, 2008


2006

Computing Worst-Case Tail Probabilities Incredit Risk
Ghosh, Soumyadip and Juneja, Sandeep
Simulation Conference, 2006. WSC 06. Proceedings of the Winter, pp. 246--254
Abstract

Computing worst-case tail probabilities in credit risk
Soumyadip Ghosh, Sandeep Juneja
Proceedings of the 38th conference on Winter simulation, pp. 246--254, 2006

Corrigendum: Behavior of the NORTA Method for Correlated Random Vector Generation as the Dimension Increases
SG Henderson, S Ghosh
ACM transactions on modeling and computer simulation pp. 1, 93--94, Association for Computing Machinery, ACM, 2006

Multivariate input processes
Bahar Biller, Soumyadip Ghosh
Handbooks in Operations Research and Management Science13, 123--153, Elsevier, 2006


2005

Bid evaluation in procurement auctions with piecewise linear supply curves
Marta Eso, Soumyadip Ghosh, Jayant Kalagnanam, Laszlo Ladanyi
Journal of Heuristics 11(2), 147--173, Springer, 2005

Performance analysis of a configured to order business with a variable product configuration recipe
Soumyadip Ghosh, Tom Ervolina, Young M Lee, Barun Gupta
Proceedings of the Winter Simulation Conference, 2005., pp. 8--pp


2004

Dependence in stochastic simulation models
Soumyadip Ghosh
Ph.D. Thesis, 2004

Dependence modeling for stochastic simulation
Bahar Biller, Soumyadip Ghosh
Proceedings of the 36th conference on Winter simulation, pp. 153--161, 2004


2003

Analysis and control of correlated web server queues [5244-26]
S Ghosh, MS Squillante
PROCEEDINGS-SPIE THE INTERNATIONAL SOCIETY FOR OPTICAL ENGINEERING, pp. 222--233, 2003

Analysis and control of correlated Web server queues
Soumyadip Ghosh, Mark S Squillante
ITCom 2003, pp. 222--233

Revisiting correlations and scheduling in Web servers
Soumyadip Ghosh, Mark S Squillante
ACM SIGMETRICS Performance Evaluation Review 31(2), 40--42, ACM, 2003

Behavior of the NORTA method for correlated random vector generation as the dimension increases
Soumyadip Ghosh, Shane G Henderson
ACM Transactions on Modeling and Computer Simulation (TOMACS) 13(3), 276--294, ACM, 2003

An analytical-iterative clustering algorithm for cell formation in cellular manufacturing systems with ordinal-level and ratio-level data
Abraham P George, Chandrasekharan Rajendran, Soumyadip Ghosh
The International Journal of Advanced Manufacturing Technology 22(1-2), 125--133, Springer, 2003

Polyhedral sampling for multiattribute preference elicitation
Soumyadip Ghosh, Jayant Kalagnanam
Proceedings of the 4th ACM conference on Electronic Commerce, pp. 256--257, 2003


2002

Advanced input modeling: properties of the NORTA method in higher dimensions
Soumyadip Ghosh, Shane G Henderson
Proceedings of the 34th conference on Winter simulation: exploring new frontiers, pp. 263--269, 2002

Chessboard distributions and random vectors with specified marginals and covariance matrix
Soumyadip Ghosh, Shane G Henderson
Operations Research 50(5), 820--834, INFORMS, 2002

Analysis of correlated queues based on Web server data
S Ghosh, MS Squillante
Technical Report, 2002


2001

Bid evaluation in procurement auctions with piece-wise linear supply curves
Marta Eso, Soumyadip Ghosh, Jayant Kalagnanam, Laszlo Ladanyi
IBM Research, Yorktown Heights, NJ, USA, Research Report RC22219, 2001

Chessboard distributions
Soumyadip Ghosh, Shane G Henderson
Proceedings of the 33nd conference on Winter simulation, pp. 385--393, 2001