Michel Mandjes

Volledige naam

Prof.dr. M.R.H. Mandjes

E-mail

M.R.H.Mandjes@cwi.nl

Afdeling(en)

Stochastics

Functie(s)

Researcher

Michel Mandjes

Storm, P. J., W. Kager, Mandjes, M., & Borst, S. (2023). Stability of a stochastic ring network. Performance Evaluation, 162, 102355:1–102355:19. doi:10.1016/j.peva.2023.102355
Levering, N., Boon, M., & Mandjes, M. (2023). Estimating probability distributions of travel times by fitting a Markovian velocity model. IEEE Transactions on Intelligent Transportation Systems, 24(11), 12372–12392. doi:10.1109/TITS.2023.3288359
Boxma, O., & Mandjes, M. (2023). A decomposition for Lévy processes inspected at Poisson moments. Journal of Applied Probability, 60(2), 557–569. doi:10.1017/jpr.2022.66
O. Kella, & Mandjes, M. (2023). From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity. Journal of Applied Probability, 60(1), 68–84. doi:10.1017/jpr.2022.24
Levering, N., Boon, M., Mandjes, M., & Núñez Queija, R. (2022). A framework for efficient dynamic routing under stochastically varying conditions. Transportation Research Part B: Methodological, 160, 97–124. doi:10.1016/j.trb.2022.04.001
Delsing, G. A., Mandjes, M., Spreij, P., & Winands, E. M. M. (2022). On capital allocation for a risk measure derived from ruin theory. Insurance: Mathematics and Economics, 104, 76–98. doi:10.1016/j.insmatheco.2022.02.001
Kuiper, A., Mandjes, M., de Mast, J., & Brokkelkamp, R. (2021). A flexible and optimal approach for appointment scheduling in healthcare. Decision Sciences, 54(1), 85–100. doi:10.1111/deci.12517
Delsing, G. A., Mandjes, M., Spreij, P., & Winands, E. M. M. (2019). Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment. Methodology and Computing in Applied Probability, 22, 927–948. doi:10.1007/s11009-019-09742-4
Leahu, H., & Mandjes, M. (2019). Stochastic monotonicity of Markovian Multiclass Queueing Networks. Stochastic Systems, 9(2), 141–154. doi:10.1287/stsy.2018.0022
Bisewski, K., Crommelin, D., & Mandjes, M. (2019). Rare event simulation for steady-state probabilities via recurrency cycles. CHAOS, An Interdisciplinary Journal of Nonlinear Science, 29(3). doi:10.1063/1.5080296