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.
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