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Background Information

Employment History

Assistant Professor of Operations Management

Tepper School of Business of Carnegie Mellon University


Carnegie Mellon University


Treasurer, Manufacturing and Operations Management Group


M.S. degree

Industrial Engineering

Bilkent University

B.S. Degree

Industrial Engineering

Bilkent University

Ph.D. degree

Industrial Engineering

McCormick School of Engineering and Applied Science , Industrial Engineering and Management Sciences

Web References (6 Total References)


www.informs-sim.org [cached]


Bahar Biller is Assistant Professor of Operations Management at the Tepper School of Business of Carnegie Mellon University.She received her B.S. and M.S. degrees in Industrial Engineering from Bilkent University, Ankara, Turkey, in 1996 and 1998, respectively.She continued her graduate studies in the McCormick School of Engineering and Applied Science, Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL, USA, where she received her Ph.D. degree in Industrial Engineering in 2002.Her primary research interest is discrete-event stochastic simulation with applications to inventory management, global supply chain design, and finance.She has been a member of INFORMS since 2001.

Nominating Committee Presents

www.informs-sim.org [cached]

Bahar Biller, Carnegie Mellon University Treasurer:

College on Simulation Officers

www.informs-sim.org [cached]

Bahar Biller Treasurer Manufacturing and Operations Management Group

INFORMS Simulation Society Committees

www.informs-sim.org [cached]

Members: Bahar Biller, Jim Wilson, Theresa Roeder**, Peter Welch**

Members: Bahar Biller, Demet Batur
Members: Bahar Biller, Seonghee Kim, John Fowler, Mike Kuhl

To create something useful, we (Professor ...

blog.smartops.com [cached]

To create something useful, we (Professor Bahar Biller and graduate student Alp Akcay, and myself) decided to imbed a flexible family of distributions, called the Johnson Translation System (JTS), that can fit any possible first four moments to any available data set, into the ETOC framework.

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