Programme leaders: O.J. Boxma, A. Hordijk
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, which 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. 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 a SWON-project, EURANDOM project Stochastic Networks and international projects.