HAVIV, Moshe

Professor

Education Background

Ph.D. Operations Research/Management Science, Yale University, 1982-1983
M.A. Administrative Sciences, Yale University, 1979-1982
B.S. Mathematics (magna cum laude), Tel Aviv University, 1975-1979

Research Field
Operations Research, Queueing Models, Decision Making and Strategic Behavior in Queues, Markov Decision Processes
Personal Website
Email
havivmoshe@cuhk.edu.cn
Office
Room 511b, Daoyuan Building
Biography

Prof. Moshe Haviv is a full professor of the Chinese University of Hong Kong, Shenzhen. Prior to that, he was a professor at Department of Statistics and The Federmann Center for the Study of Rationality, The Hebrew University of Jerusalem. 

Prof. Moshe Haviv received his B.S. degree in Mathematics (magna cum laude) from Tel Aviv University in Israel in 1979, then his M.A. in Administrative Sciences from Yale University in U.S.A in 1982,and his Ph.D. in Operations Research/Management Science from Yale University in 1983. Prof. Moshe Haviv was the head of the department of statistics, Hebrew University, Jerusalem from 2008 to 2012, the President of the Israeli Society of Operations Research from 2012 to 2014 as well as the Director, The Board of Directors of the Pension Fund of the Employees of the Hebrew University of Jerusalem. His current research interests lie in Operations research, queueing models, decision making and strategic behavior in queues, Markov decision processes, large Markov chains. 

Academic Publications

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 eigenvalues," 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 nonnegative 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 queuing 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. Assaf and M. Haviv, "Reneging from time sharing and random queues," Mathematics of Operations Research, vol. 15, pp.129-138, 1990.

14. M. 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 queuing 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," Communications in 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 queuing 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-ad joint matrices," NumerischeMathematik, 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. T.H. Chung and M. Haviv, "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. 1175-1189, 2001.

36. M. Haviv, "The Aumann-Shapley 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 Applications, vol. 38, pp. 495-508, 2001.

38. R. Hassin and M. Haviv, "Nash equilibrium and subgame perfection: The case of observable queues," 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," European Journal of Operational Research, vol. 147, 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. E. Avrachenkov and M. Haviv, "The first Laurent series coefficients for singularly perturbed 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 a queue?" 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 multi-server," 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, O. Kella and Y. Kerner, "Equilibrium strategies in queues based on time or index of arrival," Probability in the Engineering and Informational Sciences, vol. 24, pp.13-25, 2010.

51. E. Altman and M. Haviv, "Broadcasting forever," Proceedings of the First ICST International Conference on Game Theory for Networks, pp. 484-487, 2009.

52. S. Anily and M. Haviv, "Cooperation in service systems," Operations Research, vol. 58, pp. 660-673, 2010.

53. M. Haviv, ''Strategic customer behavior in a single server queue'' Wiley Encyclopedia of Operations Research and Management Science .

54. M. Haviv and Y. Kerner, "The age of the arrival process in the G/M/1 and M/G/1 queues,” Mathematical Methods in Operations Research, vol. 73, pp. 139-152, 2011 (also EURANDOM Report no. 2008 – 039).

55. M. Haviv and R. Zlotnikov, "Computational schemes for two exponential servers where the first has a finite buffer,” RAIRO – Operations Research, vol. 45, pp. 17-66, 2011.

56. M. Haviv and I. Milchtaich , "Auctions with a random number of identical bidders," Economics Letters, vol. 111, pp. 143-146, 2012.

57. M. Haviv, "When to arrive at a queue with tardiness costs?" Performance Evaluation, vol. 70, pp. 387-399, 2013.

58. M. Haviv, "Regulating an M/G/1 queue when customers know their demand," Performance Evaluation, vol. 77, pp. 57-71, 2014.

59. M. Haviv and R.S. Randhawa, "Pricing in queues without demand information," Manufacturing & Service Operations Management, vol. 16, pp. 401-411, 2014.

60. S. Anily and M. Haviv, "Subadditive and homogeneous of degree one games are totally balanced," Operations Research, vol. 62, pp. 788-793, 2014.

61. L. Ravner and M. Haviv, "Equilibrium and socially optimal arrivals to a loss system," Proceedings of NetGCoop 2014, Trento, Italy. Best paper award.

62. M. Haviv and L. Ravner, "Strategic timing of arrivals to a finite queue multi-server loss system," Queueing Systems: Theory and Applications, vol. 81, pp. 71-96, 2015.

63. M. Haviv, "The performance of a single server queue with preemptive random priorities," Performance Evaluation, vol. 103, pp. 60-68, 2016.

64. S. Hautphenne and M. Haviv, "On bias optimal number of waiting places in the M/M/1/K queue: An application of the deviation matrix," Probability in the Engineering and Informational Sciences, vol. 30(1), pp. 61-78, 2016.

65. M. Haviv and B. Oz, "Regulating an observable M/M/1 queue," Operations Research Letters, vol. 44, pp. 196-198, 2016.

66. M. Haviv and L. Ravner, "Strategic bidding in an accumulating priority queue," Annals of Operations Research, vol. 244, pp. 505-523, 2016.

67. L. Ravner, M. Haviv and H. Vu, "A strategic timing of arrivals to a linear slowdown processor sharing system," European Journal of Operational Research, vol. 255, pp. 496-504, 2016.

68. S. Anily and M. Haviv, "Line balancing in parallel M/M/1 lines and loss systems as cooperative games," Production and Operations Management, vol. 26, pp. 1568-1584, 2017.

69. M. Haviv and B. Oz, "Self-regulation of an unobservable queue," Management Science, vol. 64, pp. 2380-2389, 2018.

70. B. Oz, I. Adan and M. Haviv, "A rate balance principle and its application to queueing models," Queueing Systems: Theory and Applications, vol. 87, pp 95-111, 2017. 71. B. Oz, M. Haviv and M.L. Puterman, "The advantage of relative priority regimes in multi-class multi-server queueing systems with strategic routing," Operations Research Letters, vol. 45, pp. 498-502, 2017.

72. M. Haviv and B. Oz, "Social cost of deviation: new and old results on optimal customer behavior in queues," Queueing Models and Service Management, vol. 1, 31-58, 2018.

73. D. Bendel and M. Haviv, "Cooperation and Sharing Costs in a Tandem Queueing Network," European Journal of Operational Research, vol. 271, pp. 926-933, 2018.

74. R. Abeywickrama, M. Haviv, B. Oz, and I. Ziedins, "Strategic bidding in a discrete accumulating priority queue," Operations Research Letters, vol. 47, pp. 162-167, 2019.

75. B. Oz, I. Adan and M. Haviv, "The Mn/Gn/1 queue with vacations and exhaustive service," European Journal of Operational Research (forthcoming).

76. T. Alon and M. Haviv, "Pooling risk games," Submitted for journal publication.

 

BOOKS

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

   - Errata

2. Queues–A Course in Queueing Theory 

   - Errata

   - Solution Manual

3. Introduction to Descriptive Statistics and Probability (in Hebrew)

4. Linear Programming, Network Models and Markov Decision Processes