Stochastic Operations Research
Stochastic Operations Research (SOR) is concerned with complex systems that operate under randomness and uncertainty, and aims to develop mathematical models and techniques for the analysis and optimization of such systems.
- Section Stochastics (STO)
Making sense of randomness to improve network performance
Methodologically, the SOR research program falls at the intersection of Applied Probability and Operations Research, and the SOR group in particular engages in cutting-edge research in the area of queueing theory and analysis of random walks and higher-dimensional Markov processes. A key aim is to develop analytic, probabilistic, algorithmic and asymptotic methods, with emphasis on asymptotic laws and scaling limits for large-scale critical systems. While fundamental and methodological in nature, the research is deeply inspired by applications in computer-communications, logistics and service operations, but also biological systems, particle interactions and social networks.
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NWO Gravitation project Networks
Transportation, traffic, communication and energy networks form the backbone of our modern society. To deal with the uncertainty, variation, unpredictability, size and complexity inherent in these networks, we need to develop radically new ways of thinking. The ultimate goal is to build self-organizing and intelligent networks.
NETWORKS is a 10-year programme funded by the Dutch Ministry of Education, Culture and Science through the Netherlands Organisation for Scientific Research.
Meet some of our Researchers
Recent Publications
Our most recent peer reviewed publications
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Paulo da Costa,Peter Verleijsdonk,Simon Voorberg,Alp Akcay,Stella Kapodistria,Willem van Jaarsveld,Yingqian Zhang
Policies for the dynamic traveling maintainer problem with alerts
European Journal of Operational Research (2023) -
Onno Boxma,David Perry,Wolfgang Stadje
Stationary analysis of an (R, Q) inventory model with normal and emergency orders
Journal of Applied Probability (2023) -
Marko Boon,Guido Janssen,Johan van Leeuwaarden,Rik Timmerman
Optimal capacity allocation for heavy-traffic fixed-cycle traffic-light queues and intersections
Transportation Research Part B: Methodological (2023) -
Collin Drent,Melvin Drent,Joachim J. Arts,Stella Kapodistria
Real-Time Integrated Learning and Decision Making for Cumulative Shock Degradation
Manufacturing & Service Operations Management (2023) -
M. H. M. Christianen,M. Vlasiou,B. Zwart
Simulation study for the comparison of power flow models for a line distribution network with stochastic load demands
(2022)
Contact
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Postal address
Department of Mathematics and Computer SciencePO Box 5135600 MB EindhovenNetherlands -
Visiting address
MetaForumGroene Loper 55612 AP EindhovenNetherlands -
Teamlead
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Teamlead