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Results: 11
Number of items: 11
  • Open Access
    Kuhn, J., Mandjes, M., & Taimre, T. (2019). Practical Aspects of False Alarm Control for Change Point Detection: Beyond Average Run Length. Methodology and Computing in Applied Probability, 21(1), 25-42. https://doi.org/10.1007/s11009-018-9636-1
  • Kuhn, J., Mandjes, M., & Taimre, T. (2018). Exact asymptotics of sample-mean related rare-event probabilities. Probability in the Engineering and Informational Sciences, 32(2), 207-228. https://doi.org/10.1017/S0269964816000541
  • Open Access
    Kuhn, J., & Mandjes, M. (2018). Efficient simulation of tail probabilities in a queueing model with heterogeneous servers. Stochastic Models, 34(2), 239-267. https://doi.org/10.1080/15326349.2018.1458629
  • Heemskerk, M., Kuhn, J., & Mandjes, M. (2017). Rare-event analysis of mixed Poisson random variables, and applications in staffing. Performance Evaluation, 114, 56-77. https://doi.org/10.1016/j.peva.2017.03.006
  • Kuhn, J., & Nazarathy, Y. (2017). Wireless channel selection with restless bandits. In R. J. Boucherie, & N. M. van Dijk (Eds.), Markov Decision Processes in Practice (pp. 463-485). (International Series in Operations Research and Management Science; Vol. 248). Springer. https://doi.org/10.1007/978-3-319-47766-4_18
  • Open Access
    Kuhn, J. (2017). Monitoring and control of stochastic systems. [Thesis, fully internal, Universiteit van Amsterdam, University of Queensland].
  • Kuhn, J., Mandjes, M., & Taimre, T. (2016). Anomaly identification with limited sampling budget. In 2016 IEEE Information Theory Workshop (ITW 2016): Cambridge, United Kingdom, 11-14 September 2016 (pp. 216-220). (IEEE Conference Proceedings). IEEE. https://doi.org/10.1109/ITW.2016.7606827
  • Nazarathy, Y., Taimre, T., Asanjarani, A., Kuhn, J., Patch, B., & Vuorinen, A. (2016). The challenge of stabilizing control for queueing systems with unobservable server states. In Proceedings of 2015 5th Australian Control Conference : AUCC 2015: Gold Coast, Australia, 05-06 November 2015 (pp. 342-347). Institution of Engineers (Australia). http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=7361960&tag=1
  • Open Access
    Kuhn, J., Mandjes, M., & Nazarathy, Y. (2015). Exploration vs Exploitation with Partially Observable Gaussian Autoregressive Arms. EAI Endorsed Transactions on Self-Adaptive Systems, 15(4), Article e5. https://doi.org/10.4108/icst.valuetools.2014.258207
  • Open Access
    Kuhn, J., Mandjes, M., & Taimre, T. (2015). Mean Shift Detection for State Space Models. In T. Weber, M. J. McPhee, & R. S. Anderssen (Eds.), 21st International Congress on Modelling and Simulation: Broadbeach, Queensland, Australia from 29 November to 5 December 2015 (pp. 1703-1709). Australian National University : Modelling &​ Simulation Society of Australia &​ New Zealand. http://www.mssanz.org.au/modsim2015/J2/kuhn.pdf
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