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
- Dr.ir. I.J.B.F. Adan (TUE/Eurandom)
- Dr. S. Bhulai (VUA)
- Dr. R. Bekker (VUA)
- Prof.dr.ir. S.C. Borst (TUE)
- Prof.dr.ir. 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)
- Prof.dr.ir. 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
|