4.2. Stochastic Operations Research

Papers in journals and proceedings

E.H.L. AARTS, H.P. STEHOUWER, J. WESSELS, AND P.J. ZWIETERING, Neural networks for combinatorial optimization. in: J. Dolezal and J. Fidler (eds.), Optimization-based Computer-aided Modelling and Design, (Proceedings of the 3-rd IFIP WG-7.6 Working Conference), UTIA, Prague, 1995, 25-40.

I.J.B.F. ADAN, M.J.A. VAN EENIGE, J.A.C. RESING, Fitting discrete distributions on the first two moments. Probability in the Engineering and Informational Sciences 9, 1995, pp. 623-632.

I.J.B.F. ADAN, J.A.C. RESING, Simple analysis of a fluid queue driven by an M/M/1 queue. Queueing Systems, Vol. 22, 1996, pp. 171-174.

I.J.B.F. ADAN, W.A. VAN DE WAARSENBURG, J. WESSELS, Analyzing queues. European Journal of Operational Research, Vol. 92, 1996, pp. 112-124.

I.J.B.F. ADAN, J. WESSELS, Shortest expected delay routing for Erlang servers. Queueing Systems, Vol. 23, 1996, pp. 77-105.

I.J.B.F. ADAN, Y. ZHAO, Analyzing queues. Operations Research Letters, Vol. 19, 1996, pp. 183-190.

E. ALTMAN AND A. HORDIJK, Zero-sum Markov games and worst-case optimal control of queueing systems. Queueing Systems 21, (1995) 415-447.

E. ALTMAN, A. HORDIJK AND L.C.M. KALLENBERG, On the value function in constrained control of Markov chains. Mathematical Methods of Operations Research 44 (1996) 387-399.

E. ALTMAN AND F.M. SPIEKSMA, The Linear Program approach in multi-chain Markov Decision Processes revisited. Zeitschrift für Operations Research 42, (1995) 169-189.

E. ALTMAN AND F.M. SPIEKSMA, Polling systems: moment stability of station times and central limit theorems. Stoctastic Models 12 (1996) 307-328.

N. BAYER, On the identification of Wiener-Hopf factors. Queueing Systems 23, 1996, 293-300.

N. BAYER, O.J. BOXMA, Wiener-Hopf analysis of an M/G/1 queue with negative customers and of a related class of random walks. Queueing Systems 23, 1996, 301-316.

J. VAN DEN BERG, A note on disjoint-occurrence inequalities for marked Poisson point processes. J. Appl. Probab. 33, 1996, 420-426.

J.L. VAN DEN BERG, E.B. DIKS, J.A.C. RESING, J. VAN DER WAL, The change of traffic characteristics in ATM networks. In: Proceedings of the B-ISDN Teletraffic Modelling Symposium, Alcatell-Bell, Antwerpen, 17 February 1995, pp 94-98.

J. VAN DEN BERG, A. ERMAKOV, A new lower bound for the critical probability of site percolation on the square lattice. Random Structures and Algorithms 8, 1996, 199-212.

J. VAN DEN BERG AND A. GANDOLFI, A triangle inequality for covariances of binary FKG randomvariables. Ann. Appl. Probab. 5, 1995, 322-326.

J.L. VAN DEN BERG, C.H.T.M. VAN DER HEIJDEN, J.A.C. RESING, J. WESSELS, Adaptive traffic control in ATM networks. In: Proceedings of the First Advanced System Science Symposium on Multimedia and CALS, The Japan Institute of Systems Research S95-12, 1995.

M.P. BODLAENDER, S.A.E. SASSEN, P.D.V. VAN DER STOK, J. VAN DER WAL, The response time distribution in a multi-processor database with single queue static locking. Proceedings of the Workshop on Parallel and Distributed RT Systems, Hawaii, 1996, pp. 118-121.

S.C. BORST, O.J. BOXMA AND H. LEVY, The use of service limits for efficient operation of multi-station single-medium communication systems. IEEE Trans. Networking 3(5), 1995, 602-612.

R.J. BOUCHERIE, Product forms based on backward traffic equations. J. Appl. Probab. 32, 1995, 508-518.

R.J. BOUCHERIE, O.J. BOXMA, The workload in the M/G/1 queue with work removal. Prob. Eng. Inf. Sci. 10, 1996, 261-277.

B. POURBABAI, J.P.C. BLANC, F.A. VAN DER DUYN SCHOUTEN, Optimizing flow rates in a queueing network with side constraints. European Journal of Operational Research 88, 1996, 586-591.

O.J. BOXMA, Static optimization of queueing systems. In: Recent Trends in Optimization Theory and Applications, ed. R.P. Agarwal, World Scientific Publ., Singapore, 1995, pp. 1-16.

O.J. BOXMA, Fluid queues and regular variation. Performance Evaluation 27 & 28, 1996, 699-712.

O.J. BOXMA, G.M. KOOLE, I. MITRANI, A two-queue polling model with a threshold service policy. In: Proc. MASCOTS '95, eds. P. Dowd and E. Gelenbe, IEEE Computer Society Press, Los Alamitos (CA), 1995, pp. 84-89.

O.J. BOXMA, G.M. KOOLE, I. MITRANI, Polling models with threshold switching. In: Quantitative Methods in Parallel Systems, eds. F. Baccelli and I. Mitrani, Springer, Berlin, 1995, pp. 129-140.

O.J. BOXMA, V.I. LOTOV, On a class of one-dimensional random walks. Markov Processes and Related Fields 2, 1996, 349-362.

O.J. BOXMA, R. N´U~NEZ QUEIJA, Preface to author and subject indexes, volumes 1-21. Queueing Systems 24, 1996, 177-178; author index: pp. 179-212; subject index: pp. 213-309.

J.W. COHEN, On a class of two-dimensional nearest-neighbour random walks. In: Studies in Applied Probability - Papers in honour of Lajos Takács, eds. J. Galambos and J. Gani, J. Appl. Probab. 31A (1995), pp. 207-237.

J.W. COHEN, Two-dimensional nearest-neighbour queueing models, a review and an example. In: Quantitative Models in Parallel Systems, F. Baccelli, A. Jean-Marie and I. Mitrani (eds.), Springer, Berlin, 1995.

D.G. DOWN, O.J. BOXMA, A polling model with threshold switching. In: Proceedings NTS-12 Conference, Otaniemi, Espoo, Finland, August 22-24, 1995.

F.A. VAN DER DUYN SCHOUTEN, Maintenance policies for multi component systems: an overview. In: S. Özekici (ed.), Reliability and Maintenance of Complex Systems (NATO ASI Series, vol. 154), Springer, Berlin, 1996, pp. 117-136. ISBN 3 540 61109 6.

F.A. VAN DER DUYN SCHOUTEN AND C.S. TAPIERO, Editorial to special issue `OR models for Maintenance Management and Quality Control'. European Journal of Operational Research 82, 1995, 211-213.

F.A. VAN DER DUYN SCHOUTEN AND S.G. VANNESTE, Maintenance optimization of a production system with buffer capacity. European Journal of Operational Research 82, 1995, 323-338.

N.M. VAN DIJK AND A. HORDIJK, Time-discretization for controlled Markov processes. Part 1: General approximation results. Kybernetica 32 (1996) 1-16.

N.M. VAN DIJK AND A. HORDIJK, Time-discretization for controlled Markov processes. Part 2: A jump and diffusion application. Kybernetica 32 (1996) 139-158.

M.J.A. VAN EENIGE, J. VAN DER WAL, A non-homogeneous M/Ph/1 queueing system subject to breakdowns. In: U. Derigs, A. Bachem: A. Drexl (eds.) Operations Research Proceedings 1994, Springer Verlag Berlin, 1995, pp. 221-226.

A.S. GAJRAT, R. IASNOGORDOSKI, AND V.A. MALYSHEV, Null recurrent string. Markov Processes and Related Fields 2 (1996) 427-460.

A. HORDIJK AND G.M. KOOLE, On suboptimal policies in multi-class tandem models. Prob. Eng. Inf. Sciences 10 (1996) 29-39.

G.J. VAN HOUTUM, I.J.B.F. ADAN, J. WESSELS, W.H.M. ZIJM, On the precedence relation method for deriving flexible bound models for queueing systems. Kwantitatieve Methoden, jaargang 17, nr. 51, 1996, pp. 27-36.

J.JANSEN AND F.A. VAN DER DUYN SCHOUTEN, Maintenance optimization on parallel production units. IMA Journal of Mathematics Applied in Business and Industry 6, 1995, 113-134.

L.C.M. KALLENBERG, Sensitivity for unconstrained and constrained MDP's. Operations Research Proceedings, (1995) 108-113.

V.A. MALYSHEV AND F.M. SPIEKSMA, Intrinsic convergence rate of countable Markov chains. Markov Proc. Relat. Fields 1, (1995) 203-267.

J.M. VAN NOORTWIJK, R.M. COOKE, AND M. KOK, A Bayesian failure model based on isotropic deterioration. European Journal of Operational Research 82, p. 270-282, 1995.

J.A.C. RESING, Fluid models of ATM traffic shapers. In: Proceedings of the Third Workshop on Performance Modelling and Evaluation of ATM Networks, Ilkley, UK, 2-6 July 1995, pp 25/1-25/5.

H.P. STEHOUWER, E.H.L. AARTS, AND J. WESSELS, Multi-layered perceptrons for on-line lot-sizing. Proceedings INRIA/IEEE Symposium on Emerging Technologies and Factory Automation, Vol. 3, 1995, Paris, France, 279-287.

P.D.V. VAN DER STOK, J. VAN DER WAL, A.T.M. AERTS, M.P. BODLAENDER, S.A.E. SASSEN, Modelling and construction of real-time database schedulers. Proceedings of 1st International Workshop on Real-Time Databases, Newport-Beach, 1996, pp. 62-69.

J. WESSELS, Methods for decision support about global issues. In: Asia toward the 21st Century, Proceedings of IIASA-Days in Japan Symposium, IIASA, Laxenburg (Austria) 1996, pp. 63-74.

Ph.D. Theses

M.J.A. VAN EENIGE, Queueing systems with periodic service. 1996, Eindhoven University of Technology.

J.A. LOEVE, Markov decision chains with partial information. 1995, Leiden University.

J.M. VAN NOORTWIJK, Optimal maintenance decisions for hydraulic structures under isotropic detoriation, 1996, Delft University of Technology

O. PASSCHIER, The theory of Markov games and queueing control. 1996, Leiden University.

Reports and pre-prints

I.J.B.F. ADAN, E.A. VAN DOORN, J.A.C. RESING, W.R.W. SCHEINHARDT, A queueing system with two different service speeds. Memorandum COSOR 96-12, EUT, Eindhoven, 1996, pp. 18.

I.J.B.F. ADAN, G. HOOGHIEMSTRA, The M/M/c with critical jobs. Memorandum COSOR 96-20, EUT, Eindhoven, 1996, pp. 10.

I.J.B.F. ADAN, J.A.C. RESING, Circular Markov chains. Memorandum COSOR 96-15, EUT, Eindhoven, 1996, pp. 3.

I.J.B.F. ADAN, J. VAN DER WAL, Combining make to order and make to stock. Memorandum COSOR 96-31, EUT, Eindhoven, 1996, pp. 15.

N. BAYER, On the identification of Wiener-Hopf factors. CWI, Amsterdam, report BS-N9502.

N. BAYER AND O.J. BOXMA, Wiener-Hopf analysis of an M/G/1 queue with negative customers and of a related class of random walks. CWI, Amsterdam, report BS-R9525.

N. BAYER, E.G. COFFMAN, JR. AND Y. KOGAN, An asymptotic analysis of closed queueing networks with branching populations. CWI, Amsterdam, report BS-R9524.

J. VAN DEN BERG, A constructive mixing condition for 2-D spin systems with random interactions. preprint.

J.L. VAN DEN BERG, E.B. DIKS, J.A.C. RESING, J. VAN DER WAL, A fluid model of an ATM traffic shaper. Memorandum COSOR 95-08, EUT, Eindhoven, 1995, pp. 9.

J. VAN DEN BERG, A. ERMAKOV, A new lower bound for the critical probability of site percolation on the square lattice. CWI, Amsterdam, report BS-R9526.

J. VAN DEN BERG AND A. ERMAKOV, On a distributed clustering process of Coffman, Courtois, Gilbert and Piret. preprint.

J. VAN DEN BERG, G.R. GRIMMETT AND R. SCHINAZI, Exponential decay results for locally dependent random graphs and applications to spatial epidemics. Preprint.

J. VAN DEN BERG, R. MEESTER AND D. WHITE, Dynamic Boolean Models. Preprint.

O.J. BOXMA, Static optimization of queueing systems. CWI, Amsterdam, report BS-R9506.

O.J. BOXMA, Fluid queues and regular variation., CWI, Amsterdam, report BS-R9608.

O.J. BOXMA, Regular variation in a multi-source fluid queue. CWI, Amsterdam, report BS-R9614.

O.J. BOXMA, D.G. DOWN, Dynamic server assignment in a two-queue model. CWI, Amsterdam, report BS-R9530.

O.J. BOXMA AND V.I. LOTOV, On a class of one-dimensional random walks. CWI, Amsterdam, report BS-R9537.

O.J. BOXMA AND U. YECHIALI, An M/G/1 queue with multiple types of feedback and gated vacations. CWI, Amsterdam, report BS-R9521.

R.J. BOUCHERIE AND O.J. BOXMA, The workload in the M/G/1 queue with work removal. CWI, Amsterdam, report BS-R9505.

R.J. BOUCHERIE, O.J. BOXMA, K. SIGMAN, A note on negative customers, GI/G/1 workload, and risk processes. CWI, Amsterdam, report BS-R9609.

J.W. COHEN, Analysis of the asymmetrical shortest two-server queueing model. CWI, Amsterdam, report BS-R9509.

J.W. COHEN, On the symmetrical shortest queue and the compensation approach. CWI, Amsterdam, report BS-R9519.

J.W. COHEN, On the symmetrical shortest queue and the compensation approach. CWI, Amsterdam, report BS-R9602.

J.W. COHEN, On the asymmetric clocked buffered switch. CWI, Amsterdam, report BS-R9612.

J.W. COHEN, On a zero-drift nearest-neighbour random walk. CWI, Amsterdam, report BS-R9615.

J.W. COHEN AND D.G. DOWN, On the role of Rouché's theorem in queueing analysis. CWI, Amsterdam, report BS-R9523.

R.M. COOKE, Review of SKI data processing methodology, The Design of reliability data bases: Generic issues. Phase I, SKI report 95:2

R.M. COOKE, J. DORREPAAL AND T. BEDFORD, Review of SKI data processing methodology, Mathematical Review. Phase II, SKI report 95:2.

R.M. COOKE, L.H.J. GOOSSENS AND B. KRAAN, Methods for CEC/USNRC Accident consequence uncertainty analysis of dispersion and deposition - Performance based aggregating of expert judgments and PARFUM method for capturing modeling uncertainty, EUR 15856, Luxembourg, June 1995.

D.G. DOWN, On the stability of polling models with multiple servers. CWI, Amsterdam, report BS-R9605.

A.S. GAJRAT, A. HORDIJK, A.V. MALYSHEV AND F.M. SPIEKSMA, Fluid approximations of Markov decision chains, RUL Report TW 96-16.

M. HAVIV, J. VAN DER WAL, Equilibrium strategies for processor sharing and random queues with relative priorities. Memorandum COSOR 96-37, EUT, Eindhoven, 1996, pp. 9.

A. HORDIJK AND A. LOEVE, Optimal static customer routing in a closed queueing network, RUL Report TW 96-12.

A. HORDIJK AND A. LOEVE, Optimal noncyclic server allocation in a polling model, RUL Report TW 96-15.

A. HORDIJK AND A. LOEVE, Markov decision chains with partial information: optimality results, RUL Report TW 96-20.

A. HORDIJK AND A. LOEVE, Analysis of a customer assignment model with decentralized control, RUL Report TW 96-21.

A. HORDIJK AND A. LOEVE, Analysis of the optimal switching level for a queue with Markov modulated Poisson arrival process, RUL Report TW 96-22.

A. HORDIJK, A. LOEVE AND J.J.-W. TIGGELMAN, Analysis of a finite-source customer assignment model with no state information, RUL Report TW 96-13.

A. HORDIJK, PASSCHIER, O. AND F.M. SPIEKSMA, Optimal service control against worst case admission policies; a multichain stochastic game, RUL Report TW 96-02.

A. HORDIJK, PASSCHIER, O. AND F.M. SPIEKSMA, On the existence of the Puiseux expansion of the discounted rewards: A counterexample, RUL Report TW 96-08.

G.M. KOOLE AND O. PASSCHIER, Optimal Control in Light Traffic Markov Decision Processes. Report TW 95-12, Leiden University.

G.M. KOOLE AND O. PASSCHIER, On scheduling and routing problems with a partially observed environment. Report TW 95-13, Leiden University.

G.M. KOOLE AND M. VRIJENHOEK, Scheduling a repairman in a finite source system. Report TW 95-03, Leiden University.

V.A. MALYSHEV, AND F.M. SPIEKSMA, Dynamics in binary neural networks with a finite number of patterns. Part 1: General picture of the asynchronous zero temperature dynamics, RUL Report TW 96-11.

R. N´U~NEZ QUEIJA, O.J. BOXMA, Analysis of a multi-server queueing model of ABR. CWI, Amsterdam, report BS-R9613.

VAN NOORTWIJK J.M., KOK M. AND R.M. COOKE, Optimal decisions that reduce flood damage along the Meuse: an uncertainty analysis, publication no. 491, Delft Hydraulics, November 1995

O. PASSCHIER. AND F.M. SPIEKSMA, Almost sure and expected optimality in countable Markov games with unbounded rewards, RUL Report TW 96-09.

S.A.E. SASSEN, J. VAN DER WAL, The response time distribution in a real-time database with optimistic concurrency control. Memorandum COSOR 96-17, EUT, Eindhoven, 1996, pp. 15.

S.A.E. SASSEN, J. VAN DER WAL, Two approximations for the steady-state probabilities and the sojourn-time distribution of the M/D/c queue with state-dependent feedback. Memorandum COSOR 96-34, EUT, Eindhoven, 1996, pp. 16.

S.A.E. SASSEN, J. VAN DER WAL, M.P. BODLAENDER, Mean response times for optimistic concurrency control in a in a multi-processor database with exponential execution times. Memorandum COSOR 95-43, EUT, Eindhoven, 1995, pp. 22.

H.P. STEHOUWER, E.H.L. AARTS, J. WESSELS, Learning to detect planning horizons with multi-layered perceptrons: a case study for lot-sizing. Memorandum COSOR 96-18, EUT, Eindhoven, 1996, pp. 19.

F.W. STEUTEL, M.J.A. VAN EENIGE, Note on the approximation of distribution on Z+ by mixtures of negative binomial distributions. Memorandum COSOR 96-13, EUT, Eindhoven, 1996, pp. 4.

P.D.V. VAN DER STOK, S.A.E. SASSEN, M.P. BODLAENDER, J. VAN DER WAL, A.T.M. AERTS, Performance modeling of real-time database schedulers. Memoranum COSOR 96-32, EUT, Eindhoven, 1996, pp. 25.

J. VERRIJDT, I.J.B.F. ADAN, A.G. DE KOK, A tradeoff between emergency repair and inventory investment. Memorandum COSOR 95-18, EUT, Eindhoven, 1995, pp. 17.

J. VAN DER WAL, An approximation for the effect of working overtime. Memorandum COSOR 96-38, EUT, Eindhoven, 1996, pp. 9.

Z.G. ZHANG, R.G. VICKSON, M.J.A. VAN EENIGE, Optimal two-threshold policies in an M/G/1 queueing systems with two vacation types. Memorandum COSOR 95-36, EUT, Eindhoven, 1996, pp. 28.

Other publications

O.J. BOXMA, Queueing Theory. In: W.A.M. Aspers and H.M. Nieland (eds.), Images of SMC Research 1996 (SMC, Amsterdam, 1996) pp. 221-231.

M.B. COMBfE, O.J. BOXMA, BMAP modelling of a correlated queue. To appear in: The State-of-the-art in Performance Modeling and Simulation, eds. G. Zobrist and K. Bagchi, Gordon and Breach Publishers, 1997.