Works matching AU Mandjes, Michel

Results: 89

Affine Storage and Insurance Risk Models.

Published in:

Mathematics of Operations Research, 2021, v. 46, n. 4, p. 1282, doi. 10.1287/moor.2020.1097

By:

Boxma, Onno;
Mandjes, Michel

Publication type:

Article

Externalities in Queues as Stochastic Processes: The Case of FCFS M/G/1.

Published in:

Stochastic Systems, 2024, v. 14, n. 1, p. 1, doi. 10.1287/stsy.2022.0021

By:

Jacobovic, Royi;
Mandjes, Michel

Publication type:

Article

Estimating Customer Impatience in a Service System With Unobserved Balking.

Published in:

Stochastic Systems, 2023, v. 13, n. 2, p. 181, doi. 10.1287/stsy.2022.0101

By:

Inoue, Yoshiaki;
Ravner, Liron;
Mandjes, Michel

Publication type:

Article

Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain.

Published in:

Stochastic Systems, 2022, v. 12, n. 3, p. 293, doi. 10.1287/stsy.2021.0086

By:

van Kreveld, Lucas;
Mandjes, Michel;
Dorsman, Jan-Pieter

Publication type:

Article

A Diffusion-Based Analysis of a Multiclass Road Traffic Network.

Published in:

Stochastic Systems, 2021, v. 11, n. 1, p. 60, doi. 10.1287/stsy.2019.0065

By:

Mandjes, Michel;
Storm, Jaap

Publication type:

Article

Exact Asymptotics for a Multitimescale Model with Applications in Modeling Overdispersed Customer Streams.

Published in:

Stochastic Systems, 2019, v. 9, n. 3, p. 208, doi. 10.1287/stsy.2019.0032

By:

Heemskerk, Mariska;
Mandjes, Michel

Publication type:

Article

Stochastic Monotonicity of Markovian Multiclass Queueing Networks.

Published in:

Stochastic Systems, 2019, v. 9, n. 2, p. 141, doi. 10.1287/stsy.2018.0022

By:

Haralambie, Leahu;
Mandjes, Michel

Publication type:

Article

Scaling Limits for Infinite-server Systems in a Random Environment.

Published in:

Stochastic Systems, 2017, v. 7, n. 1, p. 1, doi. 10.1287/16-SSY214

By:

Heemskerk, Mariska;
van Leeuwaarden, Johan;
Mandjes, Michel

Publication type:

Article

Lévy-driven Polling Systems and Continuous-State Branching Processes.

Published in:

Stochastic Systems, 2011, v. 1, n. 2, p. 411, doi. 10.1287/10-SSY008

By:

Boxma, Onno;
Ivanovs, Jevgenijs;
Kosiński, Kamil;
Mandjes, Michel

Publication type:

Article

Cramér–Lundberg asymptotics for spectrally positive Markov additive processes.

Published in:

Scandinavian Actuarial Journal, 2024, v. 2024, n. 6, p. 561, doi. 10.1080/03461238.2023.2280287

By:

van Kreveld, Lucas;
Mandjes, Michel;
Dorsman, Jan-Pieter

Publication type:

Article

A stochastic model of group wealth responses to insurance mechanisms in low-income communities.

Published in:

Scandinavian Actuarial Journal, 2024, v. 2024, n. 4, p. 301, doi. 10.1080/03461238.2023.2251197

By:

Henshaw, Kira;
Mandjes, Michel;
Constantinescu, Corina

Publication type:

Article

Practical Principles in Appointment Scheduling.

Published in:

Quality & Reliability Engineering International, 2015, v. 31, n. 7, p. 1127, doi. 10.1002/qre.1863

By:

Kuiper, Alex;
Mandjes, Michel

Publication type:

Article

Process improvement in healthcare: overall resource efficiency.

Published in:

Quality & Reliability Engineering International, 2011, v. 27, n. 8, p. 1095, doi. 10.1002/qre.1198

By:

de Mast, Jeroen;
Kemper, Benjamin;
Does, Ronald J. M. M.;
Mandjes, Michel;
van der Bijl, Yohan

Publication type:

Article

Modeling process flow using diagrams.

Published in:

Quality & Reliability Engineering International, 2010, v. 26, n. 4, p. 341, doi. 10.1002/qre.1061

By:

Kemper, Benjamin;
De Mast, Jeroen;
Mandjes, Michel

Publication type:

Article

Parameter estimation for multivariate population processes: a saddlepoint approach.

Published in:

Stochastic Models, 2021, v. 37, n. 1, p. 168, doi. 10.1080/15326349.2020.1832895

By:

de Gunst, Mathisca;
Hautphenne, Sophie;
Mandjes, Michel;
Sollie, Birgit

Publication type:

Article

A Bitcoin-inspired infinite-server model with a random fluid limit.

Published in:

Stochastic Models, 2019, v. 35, n. 1, p. 1, doi. 10.1080/15326349.2018.1559739

By:

Frolkova, Maria;
Mandjes, Michel

Publication type:

Article

Efficient simulation of tail probabilities in a queueing model with heterogeneous servers.

Published in:

Stochastic Models, 2018, v. 34, n. 2, p. 239, doi. 10.1080/15326349.2018.1458629

By:

Kuhn, Julia;
Mandjes, Michel

Publication type:

Article

Markov-modulated infinite-server queues driven by a common background process.

Published in:

Stochastic Models, 2016, v. 32, n. 2, p. 206, doi. 10.1080/15326349.2015.1100085

By:

Mandjes, Michel;
De Turck, Koen

Publication type:

Article

Rare Event Analysis of Markov-Modulated Infinite-Server Queues: A Poisson Limit.

Published in:

Stochastic Models, 2013, v. 29, n. 4, p. 463, doi. 10.1080/15326349.2013.838511

By:

Blom, Joke;
De Turck, Koen;
Mandjes, Michel

Publication type:

Article

Semi-Markov-Modulated Infinite-Server Queues: Approximations by Time-Scaling.

Published in:

Stochastic Models, 2012, v. 28, n. 3, p. 452, doi. 10.1080/15326349.2012.699759

By:

Hellings, Ton;
Mandjes, Michel;
Blom, Joke

Publication type:

Article

Quasi-Stationary Workload in a Lévy-Driven Storage System.

Published in:

Stochastic Models, 2012, v. 28, n. 3, p. 413, doi. 10.1080/15326349.2012.699753

By:

Mandjes, Michel;
Palmowski, Zbigniew;
Rolski, Tomasz

Publication type:

Article

M/M/∞ Transience: Tail Asymptotics of Congestion Periods.

Published in:

Stochastic Models, 2009, v. 25, n. 4, p. 614, doi. 10.1080/15326340903291289

By:

Mandjes, Michel;
Roijers, Frank

Publication type:

Article

On the Dependence Structure of Gaussian Queues.

Published in:

Stochastic Models, 2009, v. 25, n. 2, p. 221, doi. 10.1080/15326340902869887

By:

Es-Saghouani, Abdelghafour;
Mandjes, Michel

Publication type:

Article

Large Deviations for Complex Buffer Architectures: The Short-Range Dependent Case.

Published in:

Stochastic Models, 2006, v. 22, n. 1, p. 99, doi. 10.1080/15326340500481762

By:

Mandjes, Michel

Publication type:

Article

A Note on the Benefits of Buffering.

Published in:

Stochastic Models, 2004, v. 20, n. 1, p. 43, doi. 10.1081/STM-120028390

By:

Mandjes, Michel

Publication type:

Article

Analysis of a Feedback Fluid Model for Heterogeneous TCP Sources.

Published in:

Stochastic Models, 2003, v. 19, n. 3, p. 299, doi. 10.1081/STM-120023563

By:

Foreest, Nickyvan;
Mandjes, Michel;
Scheinhardt, Werner

Publication type:

Article

Special Issue of Journal of Statistical Physics Devoted to Complex Networks.

Published in:

Journal of Statistical Physics, 2018, v. 173, n. 3/4, p. 439, doi. 10.1007/s10955-018-2166-y

By:

Garlaschelli, Diego;
van der Hofstad, Remco;
den Hollander, Frank;
Mandjes, Michel

Publication type:

Article

Queues on a Dynamically Evolving Graph.

Published in:

Journal of Statistical Physics, 2018, v. 173, n. 3/4, p. 1124, doi. 10.1007/s10955-018-2036-7

By:

Mandjes, Michel;
Starreveld, Nicos J.;
Bekker, René

Publication type:

Article

A Numerical Approach for Evaluating the Time-Dependent Distribution of a Quasi Birth-Death Process.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 3, p. 1693, doi. 10.1007/s11009-021-09882-6

By:

Mandjes, Michel;
Sollie, Birgit

Publication type:

Article

EXACT ASYMPTOTICS OF SAMPLE-MEAN-RELATED RARE-EVENT PROBABILITIES.

Published in:

Probability in the Engineering & Informational Sciences, 2018, v. 32, n. 2, p. 207, doi. 10.1017/S0269964816000541

By:

Kuhn, Julia;
Mandjes, Michel;
Taimre, Thomas

Publication type:

Article

RARE EVENT ANALYSIS AND EFFICIENT SIMULATION FOR A MULTI-DIMENSIONAL RUIN PROBLEM.

Published in:

Probability in the Engineering & Informational Sciences, 2017, v. 31, n. 3, p. 265, doi. 10.1017/S0269964816000553

By:

Cahen, Ewan Jacov;
Mandjes, Michel;
Zwart, Bert

Publication type:

Article

THE RUNNING MAXIMUM OF A LEVEL-DEPENDENT QUASI-BIRTH-DEATH PROCESS.

Published in:

Probability in the Engineering & Informational Sciences, 2016, v. 30, n. 2, p. 212, doi. 10.1017/S026996481500039X

By:

Mandjes, Michel;
Taylor, Peter

Publication type:

Article

ANALYSIS OF MARKOV-MODULATED INFINITE-SERVER QUEUES IN THE CENTRAL-LIMIT REGIME.

Published in:

Probability in the Engineering & Informational Sciences, 2015, v. 29, n. 3, p. 433, doi. 10.1017/S026996481500008X

By:

Blom, Joke;
De Turck, Koen;
Mandjes, Michel

Publication type:

Article

THE ANALYSIS OF SINGLETONS IN GENERALIZED BIRTHDAY PROBLEMS.

Published in:

Probability in the Engineering & Informational Sciences, 2012, v. 26, n. 2, p. 245, doi. 10.1017/S0269964811000350

By:

Koot, Matthijs R.;
Mandjes, Michel

Publication type:

Article

ON A GENERIC CLASS OF LÉVY-DRIVEN VACATION MODELS.

Published in:

Probability in the Engineering & Informational Sciences, 2010, v. 24, n. 1, p. 1, doi. 10.1017/S0269964809990106

By:

Boxma, Onno;
Kella, Offer;
Mandjes, Michel

Publication type:

Article

A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH.

Published in:

Probability in the Engineering & Informational Sciences, 2007, v. 21, n. 1, p. 83, doi. 10.1017/S0269964807070064

By:

Krzysztof Debicki;
Michel Mandjes;
Miranda van Uitert

Publication type:

Article

ASYMPTOTIC EVALUATION OF BLOCKING PROBABILITIES IN A HIERARCHICAL CELLULAR MOBILE NETWORK.

Published in:

Probability in the Engineering & Informational Sciences, 2000, v. 14, n. 1, p. 81, doi. 10.1017/s0269964800141075

By:

Verwijmeren, Stefan;
Mandjes, Michel;
Boucherie, Richard J.

Publication type:

Article

Large Deviations for Performance Analysis: Queues, Communications, and Computing.

Published in:

Probability in the Engineering & Informational Sciences, 1996, v. 10, n. 4, p. 613, doi. 10.1017/S0269964800004605

By:

Mandjes, Michel

Publication type:

Article

Overflow Asymptotics for large Communications Systems with General Markov Fluid Sources.

Published in:

Probability in the Engineering & Informational Sciences, 1996, v. 10, n. 4, p. 501, doi. 10.1017/S0269964800004526

By:

Mandjes, Michel

Publication type:

Article

Finding the Conjugate of Markov Fluid Processes.

Published in:

Probability in the Engineering & Informational Sciences, 1995, v. 9, n. 2, p. 297, doi. 10.1017/S0269964800003879

By:

Mandjes, Michel;
Ridder, Ad

Publication type:

Article

Bandwidth-sharing networks under a diffusion scaling.

Published in:

Annals of Operations Research, 2009, v. 170, n. 1, p. 41, doi. 10.1007/s10479-008-0426-y

By:

Ayesta, Urtzi;
Mandjes, Michel

Publication type:

Article

Note from the editors.

Published in:

Annals of Operations Research, 2009, v. 170, n. 1, p. 1, doi. 10.1007/s10479-009-0540-5

By:

Mandjes, Michel;
Van der Mei, Rob;
Núñez-Queija, Rudesindo

Publication type:

Article

Mean sojourn times in two-queue fork-join systems: bounds and approximations.

Published in:

OR Spectrum, 2012, v. 34, n. 3, p. 723, doi. 10.1007/s00291-010-0235-y

By:

Kemper, Benjamin;
Mandjes, Michel

Publication type:

Article

A Fluid Model for a Relay Node in an Ad Hoc Network: Evaluation of Resource Sharing Policies.

Published in:

Journal of Applied Mathematics & Stochastic Analysis, 2008, p. 1, doi. 10.1155/2008/518214

By:

Mandjes, Michel;
Scheinhardt, Werner

Publication type:

Article

Rejection- and importance-sampling-based perfect simulation for Gibbs hard-sphere models.

Published in:

Advances in Applied Probability, 2021, v. 53, n. 3, p. 839, doi. 10.1017/apr.2021.1

By:

Moka, Sarat;
Juneja, Sandeep;
Mandjes, Michel

Publication type:

Article

Pricing Strategies and Service Differentiation.

Published in:

NETNOMICS: Economic Research & Electronic Networking, 2004, v. 6, n. 1, p. 59, doi. 10.1023/B:NETN.0000023413.25898.d7

By:

Mandjes, Michel

Publication type:

Article

Gerber-Shiu Metrics for a Bivariate Perturbed Risk Process.

Published in:

Risks, 2024, v. 12, n. 1, p. 5, doi. 10.3390/risks12010005

By:

Boxma, Onno;
Hinze, Fabian;
Mandjes, Michel

Publication type:

Article

Trusting: Alone and together.

Published in:

Journal of Mathematical Sociology, 2024, v. 48, n. 4, p. 424, doi. 10.1080/0022250X.2024.2340135

By:

Meylahn, Benedikt V.;
Den Boer, Arnoud V.;
Mandjes, Michel

Publication type:

Article

A relative approach to opinion formation.

Published in:

Journal of Mathematical Sociology, 2024, v. 48, n. 1, p. 1, doi. 10.1080/0022250X.2022.2036142

By:

Chan, Kit Ming Danny;
Duivenvoorden, Robert;
Flache, Andreas;
Mandjes, Michel

Publication type:

Article

Continuous Assortment Optimization with Logit Choice Probabilities and Incomplete Information.

Published in:

Operations Research, 2022, v. 70, n. 3, p. 1613, doi. 10.1287/opre.2021.2235

By:

Peeters, Yannik;
den Boer, Arnoud V.;
Mandjes, Michel

Publication type:

Article