Prof. Moshe Haviv

Professor
Department of Statistics
The Hebrew University of Jerusalem

Mount Scopus Campus

Har Hatsofim
Jerusalem, 91905
Israel

 

Email: haviv@mscc.huji.ac.il
url: http://pluto.huji.ac.il/~haviv

Rm. 4411

phone: +972 2 588-3308
fax:      +972 2 588-3549

             

                PhD Graduates

1.      Yoav Kerner

             

 

               LIST OF PUBLICATIONS:
             Ph.D. Thesis: Approximations in Markov chains and Markov Decision Models
             Advisors: Uriel G. Rothblum and Ludo Van der Heyden
             Date: December, 1983


               Refereed papers in professional journals:


             1. M. Haviv and L. Van der Heyden, ''Perturbation bounds for the stationary probabilities of a finite Markov

chain,'' Advances in Applied Probability, vol. 16, pp. 804--818, 1984.


             2. M. Haviv and U.G. Rothblum, ''Bounds on the distances between eigen-values,'' Linear Algebra and its

                Applications, vol. 63, pp. 101--118, 1984.


             3. R.S. Dembo and M. Haviv, ''Truncated policy iteration methods,'' Operations Research Letters, vol. 3, pp. 243--246, 1984.


             4. M. Haviv, ''Block successive approximation for a discounted Markov decision model,'' Stochastic

                 Processes and their Applications, vol. 19, pp. 151--160, 1985.

                              
             5. M. Haviv and Y. Ritov, ''An approximation to the stationary distribution of a nearly completely

                 decomposable Markov chain and its error bounds,'' SIAM Journal on Algebraic and Discrete Methods,

                 vol. 7, pp. 583--588, 1986.


             6. M. Haviv, ''An approximation to the stationary distribution of a nearly completely decomposable Markov

                 chain and its error analysis,'' SIAM Journal on Algebraic and Discrete Methods, vol. 7, pp. 589--594, 1986.


             7. M. Haviv, ''Aggregation/disaggregation methods for computing the stationary distribution of a Markov

                 chain,'' SIAM Journal on Numerical Analysis, vol. 24, pp. 952--966, 1987.

             8. M. Haviv, Y, Ritov and U.G. Rothblum, ''Iterative methods for approximating the subdominant modulus of

                 an eigenvalue of a non-negative matrix,''Linear Algebra and its Applications, vol. 87, pp. 61--76, 1987.


             9. M. Haviv and Y. Ritov, ''The variance of the waiting time in a queueing system with jockeying,''

                Communications in Statistics --Stochastic Models, vol. 4, pp. 161--182, 1988.


          10. M. Haviv, ''Error bounds on an approximation to the dominant eigen­vector of a nonnegative matrix,''

                Linear and Multilinear Algebra,   vol. 23, pp. 159--164, 1988.


          11. Y. Hassin and M. Haviv, ``Patterns of crime based on a Markov chain model,'' (in Hebrew) Crime and                

                Social Deviances, vol. 17, pp. 83--103, 1989.


         12. M. Haviv, ''More on a Rayleigh--Ritz refinement technique for nearly uncoupled stochastic matrices,''

               SIAM Journal on Matrix Analysis and Applications, vol. 10, pp. 287--293, 1989.


         13. D. Assaf and M. Haviv, ''Reneging from time sharing and random queues,'' Mathematics of Operations

               Research, vol. 15, pp. 129--138, 1990.


        14. H. Haviv, ''Stable strategies for processor sharing systems,'' European Journal of Operational Research,

vol. 52, no.1, pp. 103--106, 1991.


        15. M. Haviv and M.L. Puterman, ''An improved algorithm for solving communicating average reward Markov

decision  processes,'' Annals  of Operations Research, vol. 28, pp. 229--242, 1991.


        16. M. Haviv, ''Two sufficient properties for the insensitivity of a class of queueing models,'' Journal of Applied

Probability, vol. 28, pp. 664--672, 1991.


        17. M. Haviv, Y. Ritov and U. Rothblum, ''Taylor expansions of eigenvalues of perturbed matrices with

              applications to spectral radii of  nonnegative matrices,'' Linear Algebra and its Applications, vol. 168, pp.   

             159--188, 1992.

       18. R. Hassin and M. Haviv, ''Mean passage times and nearly uncoupled Markov chains,'' SIAM Journal on

Discrete Mathematics, vol. 5,  pp. 386--397, 1992.


       19. M. Haviv and M.L. Puterman, ''An unbiased estimator for the value of a discounted reward process,''

             Operations Research Letters, vol. 11, pp. 267--272, 1992.

 
       20. M. Haviv, ''An aggregation/disaggregation algorithm for computing the stationary distribution of a large

             Markov chain,''Communication is Statistics -- Stochastic Models, vol. 8, pp. 565--575, 1992.


       21. M. Haviv and Y. Ritov, ''On series expansions and stochastic matrices,'' SIAM Journal on Matrix Analysis      

             and Applications, vol. 14, pp. 670­ 677, 1993.


       22. R. Hassin and M. Haviv, ''Equilibrium strategies and the value of information in a two line queueing system

with threshold jockeying,'' Communications in Statistics -- Stochastic Models, vol. 10, pp.415--436, 1994.


       23. M. Haviv and Y. Ritov, ''Bounds on the angle between an invariant subspace and an approximation to it for

non--self--adjoint matrices,'' Numerisch Mathematik, vol. 67, pp. 491--500, 1994.


       24. R. Hassin and M. Haviv, ''Equilibrium strategies for queues with impatient customers,'' Operations

Research Letters, vol. 17, pp. 41--45, 1995.


       25. M. Haviv, ''Consecutive amalgamations and an axiomatization of the Shapley value,'' Economics Letters,

vol. 49, pp. 7--11, 1995.


       26. M. Haviv, ''On constrained Markov decision processes,'' Operations Research Letters, vol. 19, pp. 25--28,

1996.


       27. R. Hassin and M. Haviv, ``Optimal and equilibrium retrial rates in a queueing system,'' Probability in the

             Engineering and  Informational Sciences, vol. 10, pp. 223--227, 1996.

       28. M. Haviv and T.H. Chung, ''An iterative procedure for multichain closed networks of queues.'' Asia--Pacific

Journal of Operations Research, vol. 13, pp. 133--147, 1996.
 

       29. R. Hassin and M. Haviv, ''Equilibrium threshold strategies: The case of queues with priorities,'' Operations

Research, vol. 45, pp. 966--973, 1997.


       30. M. Haviv and J. van der Wal, ''Equilibrium strategies for processor sharing and queues with relative

             priorities,'' Probability in the Engineering and Informational Sciences, vol. 11, pp. 403--412, 1997.


       31. M. Haviv and M.L. Puterman, ''Bias optimality in controlled queueing systems,'' Journal of Applied

Probability, vol. 35, pp. 136--150, 1998.
 

       32. M. Haviv and Y. Ritov, ''Externalities, tangible externalities and queueing disciplines,'' Management

Science, vol. 44, pp. 850 - 858, 1998.


       33. M. Haviv and G.J.J.A.N. Van Houtum, ''The critical traffic intensity in variants of the shortest and longest

             queue system,'' Communications in Statistics -- Stochastic Models, vol. 14, pp. 1179--1196, 1998.


       34. M. Haviv, ''On censored Markov chains, best augmentation and aggregation/disaggregation procedures,''

Computers and Operations Research, vol. 26, pp. 1125--1131, 1999 (a special issue on

Aggregation/disaggregation Methods).


       35. K.E. Avrachenkov, M. Haviv and P.G. Howlett, ''Inversion of analytic matrix functions that are singularly at

the origin,'' SIAM  Journal on Matrix Analysis and Applications, vol. 22, pp. 1175­1189, 2001.


       36. M. Haviv, ''The Aumann­Shapley price mechanism for allocating costs in congested systems,'' Operations

Research Letters, Vol. 29, pp. 221-- 229, 2001.


       37. M. Haviv and Y. Ritov, ''Homogeneous customers renege from invisible queues at random times under

             deteriorating waiting conditions,'' Queueing Systems: Theory and Application, Vol. 38, pp. 495--508, 2001.


       38. R. Hassin and M. Haviv, ''Nash equilibrium and subgame perfection: The case of observable queues,'' The

Annals of  Operations Research, Vol. 113, pp. 15--26, 2002.


       39. K.E. Avrachenkov, J.A. Filar and M. Haviv, ''Singular perturbations of Markov chains and decision

              processes,'' Markov Decision Processes: Models, Methods, Directions and Open Problems, edited by E. A.

              Feinberg and A. Shwartz, Kluwer Academic Publishers, pp. 113--152, 2002.


      40. M. Armony and M. Haviv, ''Price and delay competition between two service providers,'' Journal of the

European Operational Research, Vol. 127, pp.32--50, 2003.


      41. K. E. Avrachenkov and M. Haviv, ''Perturbation of null spaces with applications to the eigenvalue problem

and generalized inverses,'' Linear Algebra and Its Applications, Vol. 369, pp.1--25, 2003.


      42. K. E. Avrachenkov and M. Haviv, ''The highest singular coefficients in singular perturbation of stochastic

matrices,'' Linear Algebra and Its Applications, Vol. 386, pp.243--259, 2004.
     

      43. R. Hassin and M. Haviv, ``Who should be given priority in queues?'' Operations Research Letters, vol. 34,

pp. 191--198, 2006.


      44. S. Anily and M. Haviv, ''Cost allocation problem for the first order interaction joint replenishment model,''

Operations Research, vol. 55, pp. 292--302, 2007.


      45. M. Haviv and Y. Kerner, ''On balking from an empty queue,'' Queueing Systems: Theory and Applications,

vol. 55, pp. 239 - 249, 2007.


      46. M. Haviv and T. Roughgarden, ''The price of anarchy: the case of an exponential multi­server,'' Operations

Research Letters, vol. 35, pp. 421--426, 2007.


      47. M. Haviv and J. van der Wal, ''Waiting times in queues with relative priorities,'' Operations Research Letters

 vol. 35, pp. 591-594, 2007..


      48. M. Haviv and J. van der Wal, ''Mean waiting times for phase type discriminatory processor sharing,''

            European Journal of Operational Research ,vol.189, pp.375-386, 2008..


      49. I. Adan and M. Haviv , ''Conditional ages and residual service times in an M/G/1 queue,'' Stochastic Models,

  vol. 25, pp.110-118, 2009 (also EURANDOM Report no. 2008 – 023).


      50. M. Haviv and Y. Kerner , ''The age of the arrival process in the G/M/1 and M/G/1 queues,''

  Queueing Systems: Theory and Applications (revised version, submitted).


      51. M. Haviv,O. kella and Y. Kerner , ''Equilibrium strategies in queues based on time or index of arrival''

  Probability in the Engineering and Informational Sciences (to appear).


      52. E. Altman and M. Haviv , ''Broadcasting Forever''

  GameNets 2009.


      53. S. Anily and M. Haviv , ''Cooperation in Service Systems''

  Operations Research (to appear).


      54. M. Haviv , ''Strategic customer behavior in a single server queue''

  Wiley Encyclopedia of Operations Research and Management Science (to appear).

                 Books:

1.  To Queue or not to Queue: Equilibrium Behavior in Queueing Systems (co-authored with Refael Hassin,

First seven chapters)

2.  Queues–A Course in Queueing Theory

                 Education

B.Sc., Tel Aviv University, Israel, 1979
M.Sc., Yale University, USA, 1982
PhD., Yale University, USA 1983

                 Employment

  Current

  Professor, Statistics, Hebrew University, Jerusalem

 


Last updated             DATE 02/10/2009