Despite the arrival of big data analytics, rare events remain rare, and we still need advanced mathematical methods and techniques to understand and gain insights.
Bert Zwart is a professor at Eindhoven University of Technology (TU/e). Bert’s research expertise is in applied probability and stochastic networks, in particular rare event analysis and simulation, scaling limits, scheduling under uncertainty, dynamic pricing and applications in communication and energy networks. The outcome of Bert’s research makes it possible to analyze complex systems and procedures, in which traditional methods of analysis are unusable, due to the number of factors and variables involved. The scope of his activities extends to mathematical models for computer and communication networks, call centers and production processes, which are all frequently highly dimensional and, therefore, difficult to analyze. His research aims to reduce complexity of such models by focusing on their macroscopic behavior. In addition, a new application area for stochastic operations research is emerging - energy networks, especially electricity grids - which brings new and urgent research questions.
Bert Zwart received a Masters in Econometrics from the Vrije Universiteit Amsterdam in 1997 and a PhD in Mathematics from Eindhoven University of Technology in 2001 (both with top honors). His previous positions include a professorship at VU University and a Coca-Cola chair at Georgia Tech. In addition to working at TU/e, he is also leader of the CWI stochastics group (Amsterdam). Bert has been involved in several editorial roles, in particular as Stochastic Models area editor for Operations Research - the flagship journal of his profession - since 2009. In addition, Bert was technical program chair of Performance in 2015, and member of the steering committee of the Stochastic Networks conference series, a conference he co-organized in 2014. Since 2015, Bert has been director of the Dutch mathematics cluster STAR. Bert is co-organizing a semester program on the mathematics of energy networks, to be held at the Newton Institute in Cambridge, spring 2019.
Scaling limits via excursion theory : interplay between Crump-Mode-Jagers branching processes and processor-sharing queuesThe Annals of Applied Probability (2013)
Simultaneously learning and optimizing using controlled variance pricingManagement Science (2014)
Achievable performance of blind policies in heavy trafficarXiv (2015)
- Stochastic decision theory
- Ik werk daar 4 dagen per week in vaste dienst (ik werk 1 dag per week op de TU/e), CWI