4.2. Stochastic Operations Research

Next: Stieltjes Analysis Colloquium Up: Operations Research Previous: 4.1. Discrete Mathematics and

4.2. Stochastic Operations Research

Papers in journals and proceedings

(2002) I.J.B.F. ADAN, J.M.H. VISSERS, Patient mix optimisation in hospital admission planning: a case study, International Journal of Operations & Production Management, 22 445-461.

E. ALTMAN, K. AVRACHENKOV, C. BARAKAT, R. N´UÑEZ QUEIJA, (2002) State-dependent M/G/1 type queueing analysis for congestion control in data networks, Comp. Networks 39 789-808.

E. ALTMAN, B. GAUJAL, A. HORDIJK, (2002) Regular ordering and applications in control policies, Discrete Event Dynamic Systems: Theory and Applications, 12 187-210.

E. ALTMAN, T. JIMENEZ, R. N´UÑEZ QUEIJA, (2002) Analysis of two competing TCP/IP connections, Perf. Eval. 49 Special issue - Proc. Performance 2002 Conference (Rome), 43-55.

T.J. BEDFORD, R.M. COOKE, (2002) Vines - a new graphical model for dependent Random Variables, Annals of Statistics, Vol. 30, No. 4,1031-1068.

S.C. BORST, O.J. BOXMA, R. N´UÑEZ QUEIJA, (2002) Heavy tails: the effect of the service discipline, In: Computer Performance Evaluation - Modelling Techniques and Tools. Proc. TOOLS 2002, T. Field, P.G. Harrison, J. Bradley, U. Harder (eds.) LNCS 2324, Springer, Berlin, pp. 1-30.

S.C. BORST, M. MANDJES, M.J.G. VAN UITERT, (2002) Generalized Processor Sharing queues with heterogeneous traffic classes, Proc. Infocom 2002 Conference, New York, USA, 74-83.

S.C. BORST, R. N´UÑEZ QUEIJA, M.J.G. VAN UITERT, (2002) User-level performance of elastic traffic in a differentiated-services environment, Perf. Eval. 49, Special issue - Proc. Performance 2002, Rome, 507-519.

O.J. BOXMA, Q. DENG, A.P. ZWART, (2002) Waiting-time asymptotics for the M/G/2 queue with heterogeneous servers, Queueing Systems 40 5-31.

O.J. BOXMA, D. DENTENEER, J.A.C. RESING, (2002) Some models for contention resolution in cable networks, In: Networking 2002, E. Gregori et al (eds.), LNCS 2345, Springer, Berlin, pp. 117-128.

O.J. BOXMA, S. SCHLEGEL, U. YECHIALI, (2002) A note on an M/G/1 queue with a waiting server, timer and vacations, In: Analytic Methods in Applied Probability. In memory of Fridrih Karpelevich, Yu.M. Suhov (ed.), AMS Translations, Series 2, 207 25-36, American Mathematical Society, Providence (RI).

O.J. BOXMA, S. SCHLEGEL, U. YECHIALI, (2002) Two-queue polling models with a patient server, Annals of Oper. Res., 112 101-121.

C. BUNEA, R. COOKE, B. LINDQVIST, (2002) Competing Risk Perspective Over Reliability Databases, Proceedings, MMR 2002, 17-20 June 2002, Trondheim, Norway, pp 131-134

C. BUNEA, R. COOKE, B. LINDQVIST, (2002) Maintenance study for components under competing risks, Proceedings, European Safety and Reliability Conference Esrel 2002, Lyon, France, 18-21 March 2002.

R. GROENEVELT, G.M. KOOLE, P. NAIN, (2002) On the bias vector of a two-class preemptive priority queue, ZOR--Mathematical Methods of Operations Research 55 107-120.

F. GUILLEMIN, PH. ROBERT, A.P. ZWART, (2002) Performance of TCP in the presence of correlated packet losses, In Proceedings of the 15th ITC Specialist Seminar, Wuerzburg, Germany.

A. HORDIJK, (2002) On optimality equations for Markov decision chains and normed ergodicity, Proceedings of the tenth international symposium on dynamic games and applications, (eds. L.A. Petrosjan and N.A. Zenkevich), St.Petersburg, Russia, pp 366-368.

L.C.M. KALLENBERG, (2002) Classification problems in MDPs, Chapter 9 in Markov Processes and Controlled Markov chains, (eds. Zhenting Hou, Jerzy Filar and Anyue Chen), Kluwer, pp. 149-163.

G.M. KOOLE, A. MANDELBAUM, (2002) Queueing models of call centers: An introduction, Annals of Operations Research, 113 41-59.

K. KUMARAN, S.E. GOLOWICH, S.C. BORST, (2002) Correlated shadow fading in wireless networks and its effect on call dropping, Wireless Networks 8 61-71.

D. KUROWICKA, R.M. COOKE, (2002) The Vine Copula Method For Representing High Dimensional Dependent Distributions: Application To Continuous Belief Nets, Proceedings of the 2002 Winter Simulation Conference, E. Ycesan, C.-H. Chen, J.L. Snowdon, and J. M. Charnes, eds.

D. KUROWICKA, R.M. COOKE, I. MEILIJSON, (2002) Linearization of Local Probabilistic Sensitivity via Sample Re-weighting, Reliability Engineering and System Safety.

E. KUUMOLA, J.A.C. RESING, J. VIRTAMO, (2002) Joint distribution of instantaneous and averaged queue length in an M/M/1/K system, In: Proceedings of the 15th ITC Specialist Seminar "Internet Traffic Engineering and Traffic Management", Würzburg, Germany, pp. 58-67.

N. LITVAK, I.J.B.F. ADAN, (2002) On a class of order pick strategies in paternosters, Operations Research Letters, 30 377-386.

R.D. VAN DER MEI, (2002) Waiting-time distributions in polling systems with simultaneous batch arrivals, Annals of Operations Research, 113 157-173.

R.D. VAN DER MEI, B.M.M. GIJSEN, J.L. VAN DEN BERG, (2002) End-to-end Quality of Service modeling of distributed applications: the need for a multidisciplinary approach, CMG Journal on Computer Management, 109, 51-55.

R.D. VAN DER MEI, B.M.M. GIJSEN, J.L. VAN DEN BERG, (2002) An integrated modeling approach for distributed applications and ICT systems, Proceedings international conference of the Computer Measurements Group, (Reno, December).

R.D. VAN DER MEI, B.M.M. GIJSEN, N. IN 'T VELD, J.L. VAN DEN BERG, (2002) Response times in a two-node queueing network with feedback, Performance Evaluation, 4, 99-110.

R.D. VAN DER MEI, M. HARKEMA, D. QUARTEL, B.M.M. GIJSEN, (2002) Performance monitoring of Java applications, Proceedings 3rd international Workshop on Software and Performance, (Rome, July 2002), 127-141.

R.D. VAN DER MEI, R. VRANKEN, R.E. KOOIJ, J.L. VAN DEN BERG, (2002) Flow-level performance models for the TCP with QoS differentiation, Proceedings of the International Seminar on Telecommunication Networks and Teletraffic Theory, (St. Petersburg, Russia), 78-87.

R. N´UÑEZ QUEIJA, (2002) Queues with equally heavy sojourn time and service requirement distributions, Ann. Oper. Res. 113 101-117.

J.C. PERRENET, I.J.B.F. ADAN, (2002) From mathematical modelling to design based learning; a bridge too far? International Journal of Mathematical Education in Science and Technology 33 187-197.

J. ROUWENDAL, P. RIETVELD, E. VERHOEF, A.P. ZWART, (2002) A stochastic model for congestion caused by speed differences, Journal of Transport Economics and Policy, 36, 407-445.

W. SCHEINHARDT, A.P. ZWART, (2002) A tandem fluid queue with gradual input, Probability in the Engineering and Informational Sciences, 16 29-45.

M.J.G. VAN UITERT, S.C. BORST, (2002) A reduced-load equivalence for Generalised Processor Sharing networks with long-tailed input flows, Queueing Systems, 41 123-164.

Ph.D. Theses

S. BHULAI, (2002) Markov Decision Processes: the control of high- dimensional systems, Free University Amsterdam.

N. LITVAK, (2002) Collecting items randomly located on a circle, Eindhoven University of Technology.

Reports and pre-prints

I.J.B.F. ADAN, V.G. KULKARNI, (2002) Single-server queue with Markov dependent inter-arrival and service times, SPOR Report 2002-18, Eindhoven University of Technology.

I.J.B.F. ADAN, V.G. KULKARNI, J.A.C. RESING, (2002) Stochastic discretization for the long-run average reward in fluid models, SPOR Report 2002-19, Eindhoven University of Technology.

A.A. BOROVKOV, O.J. BOXMA, Z. PALMOWSKI, (2002) On the integral of the workload process of the single server queue, EURANDOM Report 2002-023, To appear in J. Appl. Probab.

S.C. BORST, (2002) User-level performance of channel-aware scheduling algorithms, CWI Research Report PNA-R0223, to appear in Proc. Infocom 2003 Conference (2003), San Francisco, USA.

S.C. BORST, O.J. BOXMA, J.A. MORRISON, R. N´UÑEZ QUEIJA, (2002) The equivalence between processor sharing and service in random order, SPOR Report 2002-01, Eindhoven University of Technology, to appear in Oper. Res. Lett.

S.C. BORST, O.J. BOXMA, R. N´UÑEZ QUEIJA, (2002) Heavy tails: the effect of the service discipline, SPOR Report 2002-04, Eindhoven University of Technology.

S.C. BORST, O.J. BOXMA, R. N´UÑEZ QUEIJA, A.P. ZWART, (2002) The impact of the service discipline on delay asymptotics, Internal report, 2002; to appear in Performance Evaluation.

S.C. BORST, O.J. BOXMA, M.J.G. VAN UITERT, (2002) The asymptotic workload behavior of two coupled queues, CWI Report PNA-R0202, to appear in Queueing Systems.

R.J. BOUCHERIE, J. VAN DER WAL, (2002) Transient handover blocking probabilities in road cellular mobile networks, Internal report.

J. BOYER, F. GUILLEMIN, PH. ROBERT, A.P. ZWART, (2002) Heavy tailed M/G/1 PS queues with impatience and admission control in packet networks, To appear in Proceedings of Infocom 2003.

G.A.J.F. BROUNS, J. VAN DER WAL, (2002) Optimal threshold policies in a two-class preemptive priority queue with admission and termination control, SPOR-Report 2002-16, Eindhoven University of Technology.

K.G. D¸EBICKI, A.P. ZWART, S.C. BORST, (2002) The supremum of a Gaussian process over a random interval, CWI Research Report PNA-R0218.

A. GAJRAT, A. HORDIJK, A. RIDDER, (2002) Large deviations analysis of the fluid approximation for a controllable tandem queue, Revision of preprint.

F. GUILLEMIN, PH. ROBERT, A.P. ZWART, (2002) AIMD algorithms and exponential functionals, Internal report, INRIA Rocquencourt, to appear in Annals of Applied Probability.

B. HEIDERGOTT, A. HORDIJK, H. WEISSHAUPT, (2002) Measure-valued differentiaition for stationary Markov chains, Eurandom Technical Report 2002-027.

B. HEIDERGOTT, A. HORDIJK, H. WEISSHAUPT, (2002) Derivatives of Markov kernels and their Jordan decomposition, Preprint.

A. HORDIJK, D.A. VAN DER LAAN, (2002) On the average waiting time for regular routing to deterministic queues, Report MI 2002-24, Leiden University.

A. HORDIJK, D.A. VAN DER LAAN, (2002) Note on the convexity of the stationary waiting time as function of the density, Preprint, Leiden University.

A. HORDIJK, N. POPOV, (2002) Large deviations analysis of a coupled processors system, Report MI 2002-10, Leiden University.

A. HORDIJK, N. POPOV, F.M. SPIEKSMA, (2002) Discrete scattering and simple non-simple face-homogeneous random walks, Report MI-2002-26, Leiden University.

M.R.H. MANDJES, M.J.G. VAN UITERT, (2002) Sample-path large deviations for tandem and priority queues with Gaussian inputs, CWI Research Report PNA-R0221.

R. N´UÑEZ QUEIJA, (2002) Queues with equally heavy sojourn time and service requirement distributions, CWI Research Report PNA-R0201.

Z. PALMOWSKI, S. SCHLEGEL, O.J. BOXMA, (2002) A tandem queue with a gate mechanism, EURANDOM Report 2002-002, to appear in Queueing Systems.

N. POPOV, F.M. SPIEKSMA, (2002) Non-existence of a stochastic fluid limit for a cycling random walk, Report MI-2002-25, Leiden University.

K. RAMANAN, S.C. BORST, K. KUMARAN, P.A. WHITING, (2002) Optimal capacity regions for communications systems with QoS constraints, Technical Memorandum, Bell Laboratories, Lucent Technologies.

J.A.C. RESING, L. ÖRMECI, (2002) A tandem queueing model with coupled processors, SPOR Report 2002-08, Eindhoven University of Technology.

J.A.C. RESING, R. RIETMAN, (2002) The M/M/1 queue with gated random order of service, SPOR Report 2002-06, Eindhoven University of Technology.

J. VAN DER WAL, U. YECHIALI, (2002) Dynamic visit-order rules for batch-service polling.

Other publications

P. VAN BLOKLAND, L. BOOTH, K. HIREMATH, M. HOCHSTENBACH, G.M. KOOLE, S. POP, M. QUANT, D. WIROSOETISNO, (2002) The Euro Diffusion Project, Proceedings of the 42nd European Study Group with Industry, CWI syllabus 51, pages 41-57.

G.M. KOOLE, (2002) Eurodiffusie, een model voor je portemonnee, STAtOR, 3 (3): 13-15.

G.M. KOOLE, (2002) Het modelleren van de Eurodiffusie, Nieuwe Wiskrant, 21 (4): 24-26.

G.M. KOOLE, (2002) Stochastisch dynamisch programmeren, Nieuwe Wiskrant, 21 (3): 23-26.

G.M. KOOLE, (2002) The mathematics of call centers, ``Research highlight'' in Stieltjes Institute Biennial Report 2000 & 2001: 31-35, 2002.

R.D. VAN DER MEI, F. HUEBNER-SZABO DE BUCS (EDS.), (2002) Internet Performance and Control of Network Systems, Special issue of Performance Evaluation 47.

R.D. VAN DER MEI, F. HUEBNER-SZABO DE BUCS (EDS.), (2002) Proceedings of ITCOM-2002 International Conference on Internet, Performance and Control of Network Systems, (Boston, MA), 30-31 July.

Next: Stieltjes Analysis Colloquium Up: Operations Research Previous: 4.1. Discrete Mathematics and