Stieltjes Institute
Thomas Joannes Stieltjes (1856-1895)
Research Programs - Operations Research

4.2. Stochastic Operations Research

Programme leaders:  G.M. Koole, M.R.H. Mandjes

Description of the programme.

The research in this programme concerns the analysis, optimization and control of stochastic networks. Stochastic networks are networks of entities, with particles residing in and moving between these entities according to stochastic processes. Key examples are queueing networks and complex structures that are subject to wear, breakdown and repair.
Important research topics in the programme are the stability of queueing networks, the performance analysis and control (using Markov decision theory) of fluid queues and of queues with long-range dependent input, the structure of control policies for stochastic networks, and risk analysis for large `accident consequence' models.

Status of the programme.

Stochastic networks presently form one of the most actively studied topics of Stochastic Operations Research. The problems under investigation are mainly generated by questions posed in the performance analysis and control of computer, communication and production networks. The methods used range from complex function theory via probability theory and stochastic control to simulation. Dutch research in queueing theory and Markov decision theory has a very strong international reputation; UL and TUE have a long-standing tradition in these areas.
The research in risk analysis is mainly done at TUD. CWI is actively involved in queueing theory and its applications to computer communications; it participates in the Technological Top Institute in Telematics.

The programme is supported by individual STW and SWON grants, and by a large NWO project `Stochastic Networks' of CWI, UL, TUE jointly with groups in UT and VU. Close ties exist with the EURANDOM project `Stochastic Networks'. Extensive further international cooperation occurs both on an individual basis and via VANGOGH and a recently renewed INTAS project of UL and TUE with INRIA, Cambridge, BRIMS (Hewlett Packard), Moscow, Novosibirsk et al.

Research staff (situation at January 1, 2007)

  • Permanent staff
    • I.J.B.F. Adan (TUE/Eurandom)
    • Dr. S. Bhulai (VUA)
    • Dr. R. Bekker (VUA)
    • S.C. Borst (TUE)
    • O.J. Boxma (TUE/Eurandom)
    • Prof.dr. R.M. Cooke (TUD)
    • Prof.dr. F.A. van der Duyn Schouten (UvT)
    • Prof.dr. A. Hordijk (UL)
    • Prof.dr. L.C.M. Kallenberg (UL)
    • Prof.dr. G.M. Koole (VUA)
    • Dr. D. Kurowicka (TUD)
    • Dr. J.S.H. van Leeuwaarden (TUE)
    • Prof.dr. M.R.H. Mandjes (UvA/Eurandom)
    • Prof.dr. R.D. van der Mei (VUA/CWI)
    • Dr. J.A.C. Resing (TUE)
    • Dr. F.M. Spieksma (UL)
    • J. van der Wal (TUE)
    • Prof.dr. J. Wessels (TUE/Eurandom)
  • Post-Docs
    • Dr. A. Gabor (TUE)
    • Dr. S.A. Pot (VUA)
    • Dr. C. Spitoni (UL/Eurandom)
  • Ph.D. students
    • Drs. P. Beekhuizen (TUE/Eurandom)
    • Drs. J. Bruin (TUE/Eurandom)
    • Drs. M. Bijvank (VUA)
    • Drs. R. Egorova (TUE/CWI)
    • R.G. Hanea, MSc (TUD/NWO)
    • P.L. Jesionek MSC (TUD)
    • Ir. S.P. Kuniewski (TUD)
    • Drs. P. Lieshout (UvA/CWI)
    • Ir. D. Lewandowski (TUD-NWO)
    • Ir. O. Morales Napoles (TUD)
    • Ir. R.E.J. Neslo (TUD/bursaal)
    • V. Rai, MSc. (VUA)
    • Drs. F. Roijers (UvA/CWI)
    • Drs. D. Roubos (VUA)
    • Drs. M.J. Soomer (VUA/NLR)
    • Drs. C.G. Verhoef (VU/CWI)
    • Drs. W. van der Wey (VUA/CWI)
    • Drs. R. Yang (VUA/CWI)
  • CWI Participants
    • Dr. R. Bekker
    • Dr. R. Núnez-Queija
  • EURANDOM Participants
    • Dr. D. Denisov
    • Dr. B. Fralix
    • Dr. H. Jönsson
    • Dr. A. Löpker
    • Dr. V. Masol
    • Dr. S. Shneer
  Thomas Stieltjes Institute for Mathematics
c/o University of Leiden, Mathematical Institute
P.O. Box 9512 2300 RA Leiden
The Netherlands
Phone: +31 71 527 7042
Fax: +31 71 527 7101