Michel Mandjes

Full Name

Prof.dr. M.R.H. Mandjes

Email

M.R.H.Mandjes@cwi.nl

Department(s)

Stochastics

Function(s)

Researcher

Michel Mandjes

Levering, N, Boon, M.A.A, Mandjes, M.R.H, & 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.R.H, Spreij, P.J.C, & 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.R.H, de Mast, J, & Brokkelkamp, K.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.R.H, Spreij, P.J.C, & 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.R.H. (2019). Stochastic monotonicity of Markovian Multiclass Queueing Networks. Stochastic Systems, 9(2), 141–154. doi:10.1287/stsy.2018.0022
Bisewski, K.L, Crommelin, D.T, & Mandjes, M.R.H. (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
Abhishek, ., Boon, M.A.A, Mandjes, M.R.H, & Núñez Queija, R. (2019). Congestion analysis of unsignalized intersections: The impact of impatience and Markov platooning. European Journal of Operational Research, 273(3), 1026–1035. doi:10.1016/j.ejor.2018.09.049
Bisewski, K.L, Crommelin, D.T, & Mandjes, M.R.H. (2018). Simulation-based assessment of the stationary tail distribution of a stochastic differential equation. In Proceedings of the Winter Simulation Conference (pp. 1742–1753). doi:10.1109/WSC.2018.8632197
Pokhrel, S.R, & Mandjes, M.R.H. (2018). Improving Multipath TCP performance over WiFi and cellular networks: an analytical approach. IEEE Transactions on Mobile Computing, 18(11), 2562–2576. doi:10.1109/TMC.2018.2876366
Delsing, G.A, Mandjes, M.R.H, Spreij, P.J.C, & Winands, E.M.M. (2018). An optimization approach to adaptive multi-dimensional capital management. Insurance: Mathematics and Economics, 84, 87–97. doi:10.1016/j.insmatheco.2018.10.001