Since last 30 years I have been working in the area of "Stochastic modelling and analysis of discrete/continuous time queueing systems". I have worked on several topics of queueing theory viz. transient solution of Markovian queues, computational aspects of bulk and non-bulk queues, discrete?time queues with bulk and non-bulk arrival/service, queueing systems with vacations, queuing models with correlated arrivals MAP/DMAP. Since last 8 years, I have been working on alternative methods of analysing MAP/G/1 type of queues which is usually analyzed using tedious method viz. Matrix analytic method (MAM). Our new methodology is based on roots of associated characteristic equation of vector generating function. We are able to publish 5-6 papers in this direction and some more are at revision stage. I am also working in the area of finance in particular portfolio optimization.
Modeling and analysis of an infinite-buffer batch-arrival queue with batch-size-dependent service: M^X/G_n^(a,b)/1 by Pradhan S., Gupta U. C. Performance Evaluation 108 16-31 (2017)
Detailed computational analysis of queueing-time distributions of the BMAP/G/1 queue using roots by Singh G., Gupta U. C., Chaudhry M. L. Journal of Applied Probability 53 1078-1097 (2016)
An alternative method for computing system-length distributions of BMAP/R/1 and BMAP/D/1 queues using roots by Gupta U. C., Singh G. , Chaudhry M. L. Performance Evaluation 95 60-79 (2016)
An interval linear programming approach for portfolio selection model by Kumar P., Panda G. , Gupta U. C. International Journal of Operational Research 27 149-164 (2016)
Area of Research: Stochastic Modelling