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.
News
Caroline Jagtenberg awarded with prestigious Jo van Nunen award
Caroline Jagtenberg, former PhD student of CWI, received the prestigious Jo van Nunen award for her CWI PhD thesis “Efficiency and Fairness in Ambulance Planning” on 30 November. The prize has been awarded by VLM (Vereniging Logistiek Management).
CWI and ProRail predict railway incidents
Centrum Wiskunde & Informatica and ProRail recently started a research collaboration in the area of the handling of incidents at the Dutch railways. It concerns a public private partnership between CWI and ProRail striking up a four year period. The research is aimed at prevention and handling of a broad spectrum of railway incidents, like disturbance of the railway infrastructure, people walking on the tracks and collisions.
CWI participates in impact study North/Southline
The North/Southline is the largest operation in Amsterdam’s public transport in decades. That is why the municipality of Amsterdam will start an extensive impact study together with knowledge institutions, the transport region Amsterdam and GVB (public transport company Amsterdam). Centrum Wiskunde & Informatica (CWI) will act as one of the main research partners.
Hans van den Berg receives international Lifetime Award
Hans van den Berg has been granted the 2017 Arne Jensen Lifetime Achievement Award for his extensive, outstanding contribution to the field of performance, control and reliability of communication networks.
Members
Associated Members
Publications
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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
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Hristov, A. V, Bhulai, S, van der Mei, R.D, & Bosman, J.W. (2018). Control of a tandem queue with a startup cost for the second server. Stochastic Models. doi:10.1080/15326349.2018.1491314
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Kamphorst, B. (2018, May 31). Heavy-traffic behaviour of scheduling policies in queues.
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Bhaumik, D. (2018, May 30). Computational techniques for assessing power grids with wind energy and storage.
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van Buuren, M, Jagtenberg, C.J, van Barneveld, T.C, van der Mei, R.D, & Bhulai, S. (2018). Ambulance dispatch center pilots proactive relocation policies to enhance effectiveness. Interfaces, 48(3), 235–246. doi:10.1287/inte.2017.0936
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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
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van Leeuwen, D, Bosman, J.W, & Dugundji, E.R. (2018). Spatio-temporal clustering of time-dependent origin-destination electronic trace data. In Procedia Computer Science (pp. 359–367). doi:10.1016/j.procs.2018.04.053
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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
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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
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Squillante, M.S, & van de Ven, P.M. (2018). Max-weight scheduling across multiple timescales. Operations Research Letters, 46(2), 245–250. doi:10.1016/j.orl.2018.01.012
Current projects with external funding
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Impactstudie Noord/Zuidlijn Gemeente Amsterdam
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Ontwikkeling van Data Analytics, Data Science en Crypto Analyse technieken
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PPS met Cofely
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Rare events: Asymptotics, Algorithms, Applications
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Verbeteren van de efficiency en prestatie van logistieke processen in de binnenvaart
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Two-dimensional models in queues and risk (2QR)
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Dynamic urban traffic flow management using floating-car, planning, and infrastructure data (Dynafloat)
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Emergency Service Logistics: Network Design and Dynamic Dispatching (DYNAMERGE)
Related partners
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CTVrede
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De Verkeersonderneming
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Gemeente Amsterdam
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Stichting Sensor City
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Cofely West Nederland