Programme leaders: O.J. Boxma, G.M. Koole
The programme focuses on stochastic networks. These are networks of entities, with particles residing in and moving between these entities according to stochastic processes. A key example is a queueing network, where the entities are service facilities and the particles customers.
In the design of computer-, communication and manufacturing systems, the most important criterion presently is quality of service, in relation to the costs of the system. The quality of service is expressed in terms of performance and reliability of the systems in relation to their applications. Stochastic networks provide the mathematical models for the description and analysis of these systems. Technological developments have in recent years led to new forms of the processing, storage and transmission of information, and have changed considerably the way companies are organized.
In its turn, this has given rise to a plethora of new and challenging problems in the analysis and control of stochastic networks.
The joint expertise of the groups covers queueing theory, Markov decision chains, reliability theory, algorithmic probability and stochastic simulation.
The research groups interact in several ways, partly in the framework of the EURANDOM project Stochastic networks and international projects.