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Papers by Spyridoula Kanta

Penalized methods and criteria for model selection

Η ανάγκη της επιλογής των στατιστικά σημαντικών μεταβλητών που θα εισαχθούν τελικά σε ένα μοντέλο... more Η ανάγκη της επιλογής των στατιστικά σημαντικών μεταβλητών που θα εισαχθούν τελικά σε ένα μοντέλο, ώστε να περιγράψουν με όσο το δυνατό μεγαλύτερη ακρίβεια το υπό εξέταση χαρακτηριστικό, οδήγησε στη δημιουργία μεθόδων ικανών να ανταποκριθούν στην απαίτηση αυτή. Σε συνδυασμό με την ανάγκη το προκύπτων μοντέλο να χαρακτηρίζεται και από καλή ικανότητα πρόβλεψης για μελλοντικές παρατηρήσεις, αναπτύχθηκαν κατάλληλες μέθοδοι και κριτήρια. Το κοινό χαρακτηριστικό αυτών των μεθόδων είναι ότι επιβάλλουν ένα είδος ποινής στη συνάρτηση πιθανοφάνειας με αποτέλεσμα οι συντελεστές των μεταβλητών στο μοντέλο να συρρικνώνονται. Το κοινό χαρακτηριστικό των κριτηρίων είναι οτι επιβάλλουν ποινή προκειμένου να μην εισαχθούν ανεξέλγκτα πολλές επεξηγηματικές μεταβλητές. Μέθοδοι όπως η LASSO, η παλινδρόμηση κορυφογραμμής, η SCAD, και κριτήρια όπως AIC, BIC αναπτύσσονται στα πλαίσια της εργασίας τα οποία βρίσκουν εφαρμογή τόσο σε γενικευνμένα γραμμικά μοντέλα όσο και σε δεδομένα επιβίωσης κάνοντας χρήση το...

Μέθοδοι και κριτήρια επιλογής μοντέλου με ποινή

Operations Research Letters, 2015

In a two node tandem network, customers decide to join or balk by maximizing a given profit funct... more In a two node tandem network, customers decide to join or balk by maximizing a given profit function whose costs are proportional to the sojourn time they spend at each queue. Assuming that their choices are taken without knowing the complete state of the system, we show that a pure threshold equilibrium policy exists. In particular we analyze the case when the partial information consists in informing the arrival customers of the total number of users in the network.

Queueing Systems, 2008

We consider the single server Markovian queue and we assume that arriving customers decide whethe... more We consider the single server Markovian queue and we assume that arriving customers decide whether to enter the system or balk based on a natural rewardcost structure, which incorporates their desire for service as well as their unwillingness to wait. We suppose that the waiting space of the system is partitioned in compartments of fixed capacity for a customers. Before making his decision, a customer may or may not know the compartment in which he will enter and/or the position within the compartment in which he will enter. Thus, denoting by n the number of customers found by an arriving customer, he may or may not know n/a + 1 and/or (n mod a) + 1. We examine customers' behavior under the various levels of information regarding the system state and we identify equilibrium threshold strategies. We also study the corresponding social and profit maximization problems.

Performance Evaluation, 2011

In many service systems arising in OR/MS applications, the servers may be temporarily unavailable... more In many service systems arising in OR/MS applications, the servers may be temporarily unavailable, a fact that affects the sojourn time of a customer and his willingness to join. Several studies that explore the balking behavior of customers in Markovian models with vacations have recently appeared in the literature. In the present paper, we study the balking behavior of customers in the single-server queue with generally distributed service and vacation times. Arriving customers decide whether to enter the system or balk, based on a linear reward-cost structure that incorporates their desire for service, as well as their unwillingness to wait. We identify equilibrium strategies and socially optimal strategies under two distinct information assumptions. Specifically, in a first case, the customers make individual decisions without knowing the system state. In a second case, they are informed about the server's current status. We examine the influence of the information level on the customers' strategic response and we compare the resulting equilibrium and socially optimal strategies.

Operations Research Letters, 2008

We consider the Markovian single-server queue that alternates between on and off periods. Upon ar... more We consider the Markovian single-server queue that alternates between on and off periods. Upon arriving, the customers observe the queue length and decide whether to join or balk. We derive equilibrium threshold balking strategies in two cases, according to the information for the server's state.

Naval Research Logistics (NRL), 2011

We consider the single server constant retrial queue with a Poisson arrival process and exponenti... more We consider the single server constant retrial queue with a Poisson arrival process and exponential service and retrial times. This system has not waiting space, so the customers that find the server busy are forced to abandon the system, but they can leave their contact details. Hence, after a service completion, the server seeks for a customer among those that have unsuccessfully applied for service but left their contact details, at a constant retrial rate. We assume that the arriving customers that find the server busy decide whether to leave their contact details or to balk based on a natural reward-cost structure, which incorporates their desire for service as well as their unwillingness to wait. We examine the customers' behavior and we identify the Nash equilibrium joining strategies. We also study the corresponding social and profit maximization problems. We consider separately the observable case where the customers get informed about the number of customers waiting for service and the unobservable case where they do not receive this information. Several extensions of the model are also discussed.

Penalized methods and criteria for model selection

Η ανάγκη της επιλογής των στατιστικά σημαντικών μεταβλητών που θα εισαχθούν τελικά σε ένα μοντέλο... more Η ανάγκη της επιλογής των στατιστικά σημαντικών μεταβλητών που θα εισαχθούν τελικά σε ένα μοντέλο, ώστε να περιγράψουν με όσο το δυνατό μεγαλύτερη ακρίβεια το υπό εξέταση χαρακτηριστικό, οδήγησε στη δημιουργία μεθόδων ικανών να ανταποκριθούν στην απαίτηση αυτή. Σε συνδυασμό με την ανάγκη το προκύπτων μοντέλο να χαρακτηρίζεται και από καλή ικανότητα πρόβλεψης για μελλοντικές παρατηρήσεις, αναπτύχθηκαν κατάλληλες μέθοδοι και κριτήρια. Το κοινό χαρακτηριστικό αυτών των μεθόδων είναι ότι επιβάλλουν ένα είδος ποινής στη συνάρτηση πιθανοφάνειας με αποτέλεσμα οι συντελεστές των μεταβλητών στο μοντέλο να συρρικνώνονται. Το κοινό χαρακτηριστικό των κριτηρίων είναι οτι επιβάλλουν ποινή προκειμένου να μην εισαχθούν ανεξέλγκτα πολλές επεξηγηματικές μεταβλητές. Μέθοδοι όπως η LASSO, η παλινδρόμηση κορυφογραμμής, η SCAD, και κριτήρια όπως AIC, BIC αναπτύσσονται στα πλαίσια της εργασίας τα οποία βρίσκουν εφαρμογή τόσο σε γενικευνμένα γραμμικά μοντέλα όσο και σε δεδομένα επιβίωσης κάνοντας χρήση το...

Μέθοδοι και κριτήρια επιλογής μοντέλου με ποινή

Operations Research Letters, 2015

In a two node tandem network, customers decide to join or balk by maximizing a given profit funct... more In a two node tandem network, customers decide to join or balk by maximizing a given profit function whose costs are proportional to the sojourn time they spend at each queue. Assuming that their choices are taken without knowing the complete state of the system, we show that a pure threshold equilibrium policy exists. In particular we analyze the case when the partial information consists in informing the arrival customers of the total number of users in the network.

Queueing Systems, 2008

We consider the single server Markovian queue and we assume that arriving customers decide whethe... more We consider the single server Markovian queue and we assume that arriving customers decide whether to enter the system or balk based on a natural rewardcost structure, which incorporates their desire for service as well as their unwillingness to wait. We suppose that the waiting space of the system is partitioned in compartments of fixed capacity for a customers. Before making his decision, a customer may or may not know the compartment in which he will enter and/or the position within the compartment in which he will enter. Thus, denoting by n the number of customers found by an arriving customer, he may or may not know n/a + 1 and/or (n mod a) + 1. We examine customers' behavior under the various levels of information regarding the system state and we identify equilibrium threshold strategies. We also study the corresponding social and profit maximization problems.

Performance Evaluation, 2011

In many service systems arising in OR/MS applications, the servers may be temporarily unavailable... more In many service systems arising in OR/MS applications, the servers may be temporarily unavailable, a fact that affects the sojourn time of a customer and his willingness to join. Several studies that explore the balking behavior of customers in Markovian models with vacations have recently appeared in the literature. In the present paper, we study the balking behavior of customers in the single-server queue with generally distributed service and vacation times. Arriving customers decide whether to enter the system or balk, based on a linear reward-cost structure that incorporates their desire for service, as well as their unwillingness to wait. We identify equilibrium strategies and socially optimal strategies under two distinct information assumptions. Specifically, in a first case, the customers make individual decisions without knowing the system state. In a second case, they are informed about the server's current status. We examine the influence of the information level on the customers' strategic response and we compare the resulting equilibrium and socially optimal strategies.

Operations Research Letters, 2008

We consider the Markovian single-server queue that alternates between on and off periods. Upon ar... more We consider the Markovian single-server queue that alternates between on and off periods. Upon arriving, the customers observe the queue length and decide whether to join or balk. We derive equilibrium threshold balking strategies in two cases, according to the information for the server's state.

Naval Research Logistics (NRL), 2011

We consider the single server constant retrial queue with a Poisson arrival process and exponenti... more We consider the single server constant retrial queue with a Poisson arrival process and exponential service and retrial times. This system has not waiting space, so the customers that find the server busy are forced to abandon the system, but they can leave their contact details. Hence, after a service completion, the server seeks for a customer among those that have unsuccessfully applied for service but left their contact details, at a constant retrial rate. We assume that the arriving customers that find the server busy decide whether to leave their contact details or to balk based on a natural reward-cost structure, which incorporates their desire for service as well as their unwillingness to wait. We examine the customers' behavior and we identify the Nash equilibrium joining strategies. We also study the corresponding social and profit maximization problems. We consider separately the observable case where the customers get informed about the number of customers waiting for service and the unobservable case where they do not receive this information. Several extensions of the model are also discussed.