Department of Mathematics and Computer Science

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.

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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

Contact

  • Postal address

    Department of Mathematics and Computer Science
    PO Box 513
    5600 MB Eindhoven
    Netherlands
  • Visiting address

    MetaForum
    Groene Loper 5
    5612 AP Eindhoven
    Netherlands
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