Faculty Directory
Chang-Han Rhee

Assistant Professor of Industrial Engineering and Management Sciences

Contact

2145 Sheridan Road
Tech C150
Evanston, IL 60208-3109

Email Chang-Han Rhee

Departments

Industrial Engineering and Management Sciences

Education

Ph.D., M.S. Computational and Mathematical engineering, Stanford University, Stanford, CA

​B.Sc Mathematics and Computer Science, Seoul National University, Seoul, South Korea 


Research Interests

Stochastic Simulation, Applied Probability, Heavy Tails, Rare Event Analysis, Markov chain Monte Carlo, Sensitivity Analysis, Energey Systems, Experimental Design

Selected Publications

  • Bazhba, Mihail; Blanchet, Jose; Rhee, Chang Han; Zwart, Bert, Sample path large deviations for lévy processes and random walks with weibull increments, Annals of Applied Probability 30(6):2695-2739 (2020).
  • Wang, Xingyu; Rhee, Chang Han, Rare-Event Simulation for Multiple Jump Events in Heavy-Tailed Lévy Processes with Infinite Activities, Institute of Electrical and Electronics Engineers Inc.:409-420 (2020).
  • Chen, Bohan; Blanchet, Jose; Rhee, Chang Han; Zwart, Bert, Efficient rare-event simulation for multiple jump events in regularly varying random walks and compound Poisson processes, Mathematics of Operations Research 44(3):919-942 (2019).
  • Bazhba, Mihail; Blanchet, Jose; Rhee, Chang Han; Zwart, Bert, Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times, Queueing Systems 93(3-4):195-226 (2019).
  • Rhee, Chang Han; Blanchet, Jose; Zwart, Bert, Sample path large deviations for levy processes and random walks with regularly varying increments, Annals of Probability 47(6):3551-3605 (2019).
  • Chen, Bohan; Rhee, Chang-Han; Zwart, Bert, Importance sampling of heavy-tailed iterated random functions, Advances in Applied Probability 50(3):805-832 (2018).
  • Rhee, Chang-Han; Glynn, Peter W., Unbiased estimation with square root convergence for SDE models, Operations Research 63(5):1026-1043 (2015).