Bert Zwart

Full Name: Prof.dr. A.P. Zwart
Function(s): Group leader, Scientific Staff Member

Email: Bert.Zwart@cwi.nl
Telephone: +31 20 592 4018
Room: M333
Department(s): Stochastics

Publications

Chen, B, Rhee, C.H, & Zwart, A.P. (2018). Importance sampling of heavy-tailed iterated random functions. Advances in Applied Probability, 50(3), 805–832. doi:10.1017/apr.2018.37
Sloothaak, F, Wachtel, V, & Zwart, A.P. (2018). First-passage time asymptotics over moving boundaries for random walk bridges.
Nesti, T, Zocca, A, & Zwart, A.P. (2018). Emergent Failures and Cascades in Power Grids: A Statistical Physics Perspective. Physical Review Letters, 120(25). doi:10.1103/PhysRevLett.120.258301
Sloothaak, F, Wachtel, V, & Zwart, A.P. (2018). First-passage time asymptotics over moving boundaries for random walk bridges. Journal of Applied Probability, 55(2), 627–651. doi:10.1017/jpr.2018.39
Mathijsen, B, Janssen, A.J.E.M, van Leeuwaarden, J.S.H, & Zwart, A.P. (2018). Robust heavy-traffic approximations for service systems facing overdispersed demand. Queueing Systems, 1–33. doi:10.1007/s11134-018-9584-z
Bhaumik, D, Crommelin, D.T, Kapodistria, S, & Zwart, A.P. (2018). Hidden Markov Models for wind farm power output. IEEE Transactions on Sustainable Energy. doi:10.1109/TSTE.2018.2834475
Kamphorst, B, & Zwart, A.P. (2018). Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift. Stochastic Processes and their Applications. doi:10.1016/j.spa.2018.03.012
Bhaumik, D, Crommelin, D.T, & Zwart, A.P. (2018). Mitigation of large power spills by an energy storage device in a stand alone energy system. Journal of Energy Storage, 16, 76–83. doi:10.1016/j.est.2017.12.012
Bansal, N, Kamphorst, B, & Zwart, A.P. (2018). Achievable performance of blind policies in heavy traffic. Mathematics of Operations Research, 43(3), 949–964. doi:10.1287/moor.2017.0890
Nesti, T, Zocca, A, & Zwart, A.P. (2018). Line failure probability bounds for power grids. In IEEE Power and Energy Society General Meeting (pp. 1–5). doi:10.1109/PESGM.2017.8274716

Current projects with external funding

Rare events: Asymptotics, Algorithms, Applications
Two-dimensional models in queues and risk (2QR)

Professional activities

Professor: Professor by special appointment Technische Universiteit Eindhoven (TU/e)
Board Member: Member of the management team of STAR, the Dutch mathematics network on Stochastic (since 2014; chair since July 2015).
Editor: Journal : Queueing Systems
Editor: Journal : Stochastic Systems
Editor: Journal : Operations Research
Editor: Advances in Applied Probability & Journal of Applied Probability, December 2016 -- present.

Grants

Vici Innovational Research Grant NWO Rare events : asymptotics, algorithms, applications (2015)
Rare Events: asymptotics, algorithms, application. Single PI VICI grant for innovational research. Organization: NWO (Dutch Science foundation). Total amount: ﾀ 1.500. (2015)
Two-dimensional models in queues and risk. Co-PI jointly with O.J. Boxma (TU/e, PI), M. Mandjes (UvA), and S. Nunez (CWI/UvA). Organization: NWO (Dutch Science foundation), TOP program. 2014--2018. Total amount: Four years of salary for two Ph.D. students and travel money (about ﾀ 420.000). One position filled at CWI. (2014)
Funding to create tenure track position in the CWI stochastics group. P. van der Ven, who filled the position as of September 2014. Total amount: ﾀ240.000 (NWO STAR) (2014)
STAR cluster Dynamic pricing under demand uncertainty. PI, joint with G. Koole and R. van der Mei (CWI and VU University). Organization: NWO (Dutch Science foundation), STAR cluster. A Ph.D student position (ﾀ 100.000, combined with several other sources, in particular funds from J.P. vd Rest, HHS Den Haag). March 2013 - February 2016. (2013)
Reliability and Robustness of Power Grids. co-PI, joint with D. Crommelin (CWI, PI). Organization: FOM, in collaboration with Shell, program on computational energy systems. A Ph.D student position, and travel money (ﾀ 256.000). June 2013 - May 2017. (2013)
Bridging probabilistic and competitive analysis of scheduling policies.} PI, (co-PI: N. Bansal (TU/e). Organization: NWO (Dutch Science foundation), free competition program. A Ph.D student position and travel money (ﾀ 212.000). September 2013 -- August 2017. (2013)
STAR cluster Infinite queueing networks with blocking and interacting particle systems. PI, Joint with R. Meester (VU University). Organization: NWO (Dutch Science foundation), STAR cluster. A two year postdoc position (ﾀ 100.000). December 2012 -- November 2014. (2012)
Vidi Innovational Research Grant NWO - High dimensional service systems (2008)
Veni Innovational Research Grant NWO - Asymptotic analysis of queueing systems (2005)

Awards

Best publication award INFORMS Revenue Management & Pricing section best publication award, 2016. (2016)
Dantzig Prize (2015)
Performance conferentie, Namen Belgie - Best paper (2010)
Erlang Prize - October (2008)
IBM Faculty Award - 2008/2009 (2008)
ASML Prize (2002)
Gijs de Leve Prize (2002)
Applied Probability Trust Award (2001)