Stochastic Operations Research (SOR)

Stochastic Operations Research

The research program Stochastic Operations Research focuses on systems that operate in the presence of randomness. It aims at developing mathematical models and methods for the design, analysis, optimization and control of such systems. A large part of the research e ffort is devoted to queueing theory and the analysis of random walks related to it. Some of the queueing research is of a fundamental nature, and much of it is inspired by problems in production and logistics and in computer-communication systems.

The group has several PhD students and postdocs, in particular in the latter area via an ERC grant (Van Leeuwaarden) and a TOP subsidy (Borst and Van Leeuwaarden). The group is intertwined with the Queueing and Performance Analysis project of the European research institute Eurandom.

Key publications

1. R. Bekker, O.J. Boxma and J.A.C. Resing (2009). Lévy processes with adaptable exponent. Advances in Applied Probability 41, 177-205.

2. T. Bonald, S.C. Borst, N. Hegde, M. Jonckheere and A. Proutière (2009). Flow-level performance and capacity of wireless networks with user mobility. Queueing Systems 63 (1-4), 131-164.

3. O.J. Boxma, J. Bruin and B. Fralix (2009). Sojourn times in polling systems with various service disciplines. Performance Evaluation 66, 621-639.

4. O.J. Boxma, J. Ivanovs, K. Kosinski and M.R.H. Mandjes (2011). Lévy-driven polling systems and continuous-state branching processes. Stochastic Systems 1, 411-416.

5. A.J.E.M. Janssen, J.S.H. van Leeuwaarden and A.P. Zwart (2011). Refi ning sqare root safety staffing by expanding Erlang C. Operations Research 59, to appear.

6. P.M. van de Ven, S.C. Borst, J.S.H. van Leeuwaarden and A. Proutière (2010). Insensitivity and stability of random-access networks. Performance Evaluation 67 (11), 1230-1242.