Bert Zwart

Scientific Staff Member, Group leader

Fullname Prof.dr. A.P. Zwart
Function(s) Scientific Staff Member, Group leader
Telephone 4018
Room M333
Department(s) Stochastics

Research

The research of Bert Zwart is in applied probability and stochastic networks. In the past five years, Bert contributed to the development of computationally efficient tools to evaluate the performance of bandwidth sharing models, which are used to model congestion in networks like the internet. In addition, Bert worked on the development of techniques to derive scaling limits of stochastic processes arising in networks. In his research, Bert gets inspired by interactions with adjacent disciplines such as analysis, optimization and statistics. His work on the square root safety staffing rule in call centers builds on analytic error estimates of the Poisson distribution that also sharpened a conjecture of Ramanujan. Combining ideas from probability and optimization, Bert has derived new insights and designs that can be used in the scheduling of, for example, data centers. By combining principles from Operations Research and Statistics, Bert developed provably efficient dynamic pricing schemes which are currently being tested in practice. A new source of inspiration in Bert's research is the advent of renewable energy sources in the power grid, leading to exciting problems in applied probability.

Selected Publications

  • M. Frolkova, J. Reed, B. Zwart, Fluid Limits for Bandwidth-Sharing Networks with Rate Constraints, INFORMS, 746-774, 2014
  • A.V. den Boer, B. Zwart, Simultaneously Learning and Optimizing Using Controlled Variance Pricing, INFORMS, 770-783, 2014
  • A. Lambert, F.B.R.A. Simatos, B. Zwart, Scaling limits via excursion theory: Interplay between Crump-Mode-Jagers branching processes and Processor-Sharing queues, I.M.S., 2357-2381, 2013
  • A. Wierman, B. Zwart, Is tail-optimal scheduling possible?, I.N.F.O.R.M.S., 1249-1257, 2012
  • J. Blanchet, H. Lam, B. Zwart, Efficient rare-event simulation for perpetuities, North-Holland Publishing Company, 3361-3392, 2012