Description

Leader of the group Stochastics: Bert Zwart.

 

Many natural and man-made systems and processes are driven by random phenomena. Examples can be found in areas such as communication, energy, information, logistics, and transportation systems. In order to model, describe, and improve such systems, our group develops and studies probabilistic, operational and statistical models. Our group’s analysis of these models relies on techniques from fundamental probability theory, queueing theory, stochastic scheduling, spatial stochastics and stochastic geometry. Our work with various companies in these areas, as well as with top researchers and universities across the globe, ensures our position at the forefront of every aspect of this research field.

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News

Rubicon grants for David de Laat and Alessandro Zocca

Rubicon grants for David de Laat and Alessandro Zocca

CWI researchers David de Laat and Alessandro Zocca both received an NWO Rubicon grant. De Laat will study new techniques to compute optimal packings at MIT for one year, and Zocca will study renewables and uncertainty in future power systems at Caltech for two years. NWO granted these subsidies to 22 young, highly promising research talents to gain international research experience at foreign top institutes.

Rubicon grants for David de Laat and Alessandro Zocca - Read More…

CWI researcher makes higher turnover in hotel bookings possible

CWI researcher makes higher turnover in hotel bookings possible

With a new mathematical method, hotels can receive on average 5% more turnover in the long term when taking online reviews into account. Dirk Sierag, PhD student of CWI, analysed with historical data the behaviour of consumers booking rooms. Based on the results he designed mathematical models that can support hotels in determining optimal prices of hotel rooms. The research results can also be applied on movies, concerts, sporting events and, for example, Uber taxi rides.

CWI researcher makes higher turnover in hotel bookings possible - Read More…

Events

Conference On Learning Theory: COLT 2017

  • 2017-07-07T06:30:00+02:00
  • 2017-07-10T15:00:00+02:00
July 7 Friday

Start: 2017-07-07 06:30:00+02:00 End: 2017-07-10 15:00:00+02:00

The 2017 edition of the Conference On Learning Theory will take place in Amsterdam. Details will soon follow.

STAR Outreach Day 2017

  • 2017-05-22T10:00:00+02:00
  • 2017-05-22T18:00:00+02:00
May 22 Monday

Start: 2017-05-22 10:00:00+02:00 End: 2017-05-22 18:00:00+02:00

Turing room, Science Park Congress Centre, Amsterdam

Uncertainty of various kinds has always played a significant role in energy systems: physically there are uncertain supply and demands, possible failures can propagate in a highly unpredictable fashion, and prices in energy markets can be highly volatile (and can become negative for extended periods of time). Physical safety margins and operational plans are commonly made using robust (worst case) analysis; and strategic decisions are often chosen using the principle of minimising worst regret over scenarios.

The European Union is currently working towards its target of a 20% renewable energy system by 2020, and 97% renewable electricity by 2050. Recent research (Jacobson et al. (2015)) supports the hypothesis that 100% renewable energy systems are achievable by 2050. In order to attain such potential goals, many mathematical problems need to be solved.

The goal of this outreach day is to show a variety of particular problems in this emerging field of research to the Dutch Stochastics community. The workshop is open to other participants as well.

Registration is open to all, and possible until May 18. Participation is free, but please complete the registration form for catering purposes.

PhD defense Dirk Sierag (ST)

  • 2017-03-30T11:45:00+02:00
  • 2017-03-30T14:00:00+02:00
March 30 Thursday

Start: 2017-03-30 11:45:00+02:00 End: 2017-03-30 14:00:00+02:00

Auditorium VU, Boelelaan 1105 in Amsterdam

Everyone is welcome to attend the public defense of Dirk Sierag of his thesis 'Revenue Management in the Hospitality Industry - from practise to theory'.

Promotor: prof.dr. Rob van der Mei (CWI/VU)

PhD Defence Caroline Jagtenberg (Stochastics)

  • 2017-02-28T12:45:00+01:00
  • 2017-02-28T15:30:00+01:00
February 28 Tuesday

Start: 2017-02-28 12:45:00+01:00 End: 2017-02-28 15:30:00+01:00

Aula of the VU University, Boelelaan 1105 in Amsterdam

Everyone is invited to atttend the public defense of Caroline of her PhD thesis: Efficiency and Fairness in Ambulance Planning.

Promotoren: prof.dr. R.D. van der Mei, prof.dr. S. Bhulai

PhD Defence Thije van Barneveld (Stochastics)

  • 2017-01-25T10:45:00+01:00
  • 2017-01-25T14:00:00+01:00
January 25 Wednesday

Start: 2017-01-25 10:45:00+01:00 End: 2017-01-25 14:00:00+01:00

Vrije Universiteit, de Boelelaan 1105, Amsterdam

Everyone is invited to attend the public defence of Thije van Barneveld, of his thesis 'Relocation Algorithms for Emergency Medical Services'.

Promotor: Prof.dr. Rob van der Mei (CWI/VU) and Prof.dr. Sandjai Bhulai (VU)

PhD Defence Pieter van den Berg (Stochastics)

  • 2016-06-06T12:30:00+02:00
  • 2016-06-06T14:00:00+02:00
June 6 Monday

Start: 2016-06-06 12:30:00+02:00 End: 2016-06-06 14:00:00+02:00

Senaatszaal of the Auditorium of the TU Delft, Mekelweg 5, Delft

Everyone is welcome to attend the public defense of Pieter van de Berg of his thesis                 'Logistics of emergency response vehicles: facility location, routing, and shift scheduling'

Promotors: Prof. dr. ir. K.I. Aardal en prof. dr. R.D. van der Mei

At 13:00 committee member prof. Shane Henderson, from the Cornell University, will give a lecture on his work for the Bike-sharing service in New York, Citibike. This lecture will take place in room F of the EWI building of the TU Delft (Mekelweg 4, Delft)

(Citi)bike Sharing

Citibike has provided a bike-sharing service in New York City since March of 2013. We have assisted with their logistics since that time. The central decision in New York is one that is common to all bike-sharing programs, namely where bikes and racks should be positioned around the city. I will discuss a stochastic model of bike flows and an optimization model that uses the results from the stochastic model. This optimization model is a nonlinear integer program in approximately 700 variables. Geometric and coupling arguments reduce the problem to a linear (integer) program, which we can solve to optimality. The resulting plans yield substantial improvements in performance, and Citibike has adopted this work in its planning. I will also describe a simulation-optimization approach that determines a bike allocation assuming a fixed rack allocation, and that differs substantially from the usual simulation-optimization approaches used by the simulation community. Perhaps surprisingly, the simulation optimization yields much more than modest additional improvements over and above those obtained above.

 

Joint work with Ph.D. students Daniel Freund, Nanjing Jian, Eoin O'Mahony, several undergraduate researchers, and David Shmoys.

 

See also the news item (in Dutch): 'Wiskundige modellen voor optimale dekkingsgraad hulpdiensten'

Members of Stochastics

Publications

Current Projects

  • Adviseren en verrichten van onderzoek naar functionele en niet-functionele eigenschappen van een deel van ING\'s IT-infrastructuur
  • Bridging Probabilistic and Competitive Analysis of Scheduling Policies
  • Ontwikkeling van Data Analytics, Data Science en Crypto Analyse technieken
  • Opdracht Cofely
  • Optimalisatie van planningsvraagstukken in de touringcarsector
  • Rare events: Asymptotics, Algorithms, Applications
  • Verbeteren en optimaliseren van software producten op het gebied van Dynamisch Verkeersmanagement
  • Verbeteren van de efficiency en prestatie van logistieke processen in de binnevaart
  • 2QR
    Two-dimensional models in queues and risk Module 1
  • COMET-PS
    Complexity Methods for Predictive Synchromodality
  • Dynafloat
    Dynamic urban traffic flow management using floating-car, planning, and infrastructure data
  • DYNAMERGE
    Emergency Service Logistics: Network Design and Dynamic Dispatching
  • ITSLOG
    Real Time Verkeersdata voor Goederenvervoer (ITSLOG)
  • SIISASC
    Scalable Interoperabiliy in Information Systems for Agile Supply Chains (SIISASC)

Partners

  • CTVrede
  • De Verkeersonderneming
  • Descartes
  • ING Bank
  • LogIT Systems
  • Rovecom BV
  • Trinite Automatisering
  • Stichting Sensor City
  • Cofely West Nederland
  • TNO