Bert Zwart

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Publications

• Cahen, E.J, Mandjes, M.R.H, & Zwart, A.P. (2017). Rare event analysis and efficient simulation for a multi-dimensional ruin problem. Probability in the Engineering and Informational Sciences, 1–19. doi:10.1017/S0269964816000553
• Arts, J.J, van Houtum, G.J.J.A.N, & Zwart, A.P. (2017). The asymptotic hazard rate of sums of discrete random variables. Statistics and Probability Letters, 125, 171–173. doi:10.1016/j.spl.2017.02.006
• Mathijsen, B, & Zwart, A.P. (2017). Transient error approximation in a Lévy queue. Queueing Systems, 1–36. doi:10.1007/s11134-016-9511-0
• Sierag, D.D, van der Rest, JP.I, Koole, G.M, van der Mei, R.D, & Zwart, A.P. (2017). A call for exploratory data analysis in revenue management forecasting: A case study of a small and independent hotel in The Netherlands. International Journal of Revenue Management, 10(1), 28–51. doi:10.1504/IJRM.2017.084147
• Sierag, D.D, van der Rest, JP.I, Koole, G.M, van der Mei, R.D, & Zwart, A.P. (2017). Exploratory data analysis in revenue management forecasting: a case study of a small and independent hotel in The Netherlands. International Journal of Revenue Management.
• Nesti, T, Zocca, A, & Zwart, A.P. (2016). Line failure probability bounds for power grids. Presented at the IEEE Power & Energy Society General Meeting.
• Zocca, A, & Zwart, A.P. (2016). Minimizing heat loss in DC networks using batteries. In Proceedings of the Annual Allerton Conference on Communication, Control and Computation (pp. 1–8). doi:10.1109/ALLERTON.2016.7852385
• Chen, B, Rhee, C.H, & Zwart, A.P. (2016). Importance sampling of heavy-tailed iterated random functions.
• Nesti, T, Nair, J, & Zwart, A.P. (2016). Reliability of DC power grids under uncertainty: a large deviations approach.
• Rhee, C.H, Zwart, A.P, & Blanchet, J. (2016). Sample Path Large Deviations for Heavy-Tailed Lévy Processes and Random Walks.

Projects

• Bridging Probabilistic and Competitive Analysis of Scheduling Policies

• Rare events: Asymptotics, Algorithms, Applications

• 2QR
  Two-dimensional models in queues and risk Module 1

Professional activities

• professor
  Professor by special appointment Technische Universiteit Eindhoven (TU/e)

• boardMember
  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.

• awarded
  Applied Probability Trust Award

• awarded
  ASML Prize

• awarded
  Gijs de Leve Prize

• awarded
  Erlang Prize - October

• awarded
  IBM Faculty Award - 2008/2009

• awarded
  Performance conferentie, Namen Belgie - Best paper

• grant
  Veni Innovational Research Grant NWO - Asymptotic analysis of queueing systems

• grant
  Vidi Innovational Research Grant NWO - High dimensional service systems