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Results: 345
Number of items: 345
  • Open Access
    Boxma, O., Kella, O., & Mandjes, M. (2010). On a generic class of Lévy-driven vacation models. Probability in the Engineering and Informational Sciences, 24(01), 1-12. https://doi.org/10.1017/S0269964809990106
  • Open Access
    Leijdekker, V. J. G. (2010). Modeling credit risk and credit derivatives. [Thesis, fully internal, Universiteit van Amsterdam].
  • Glynn, P. W., & Mandjes, M. (2009). Simulation-based computation of the workload correlation function in a Lévy-driven queue. In M. D. Rosseni, R. R. Hill, B. Johansson, A. Dunkin, & R. G. Ingalls (Eds.), Proceedings of the 2009 Winter Simulation Conference (WSC 2009) (pp. 1155-1166). IEEE. https://doi.org/10.1109/WSC.2009.5429414
  • Mandjes, M., & Żuraniewski, P. (2009). A queueing-based approach to overload detection. In R. Núñez-Queija, & J. Resing (Eds.), Network Control and Optimization: Third Euro-NF Conference, NET-COOP 2009 Eindhoven, The Netherlands, November 23-25, 2009 : proceedings (pp. 91-106). (Lecture Notes in Computer Science; Vol. 5894). Springer. https://doi.org/10.1007/978-3-642-10406-0_7
  • Miretskiy, D., Scheinhardt, W., & Mandjes, M. (2009). Rare-event simulation for tandem queues: A simple and efficient importance sampling scheme. In R. Núñez-Queija, & J. Resing (Eds.), Network Control and Optimization: Third Euro-NF Conference, NET-COOP 2009 Eindhoven, The Netherlands, November 23-25, 2009 : proceedings (pp. 107-120). (Lecture Notes in Computer Science; Vol. 5894). Springer. https://doi.org/10.1007/978-3-642-10406-0_8
  • Miretskiy, D. I., Scheinhardt, W. R. W., & Mandjes, M. R. H. (2009). Backpressure-based control protocols: Design and computational aspects. In 21st International Teletraffic Congress : ITC 21 : traffic and performance issues in networks of the future : final programme : September 15-17, 2009, Paris, France (IEEE Conference Proceedings). IEEE. https://ieeexplore.ieee.org/document/5300276
  • Bekker, R., & Mandjes, M. (2009). A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input. Mathematical Methods of Operations Research, 70(2), 357-384. https://doi.org/10.1007/s00186-008-0272-3
  • Andersen, L. N., & Mandjes, M. (2009). Structural properties of reflected Lévy processes. Queueing Systems, 63(1-4), 301-322. https://doi.org/10.1007/s11134-009-9116-y
  • Miretskiy, D., Scheinhardt, W., & Mandjes, M. (2009). An efficient multilevel splitting scheme. In S. M. Ermakov, V. B. Melas, & A. N. Pepelyshev (Eds.), Proceedings of the 6th St. Petersburg Workshop on Simulation: St. Petersburg, June 28-July 4, 2009: Volume II (pp. 909-914). VVM com. http://pws.math.spbu.ru/proceeding_2.pdf
  • Ayesta, U., & Mandjes, M. (2009). Bandwidth-sharing networks under a diffusion scaling. Annals of Operations Research, 170(1), 41-58. https://doi.org/10.1007/s10479-008-0426-y
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