We have submitted Scaling limits and generic bounds for exploration processes, and it is currently under review. It is joint work between Paola Bermolen, Matthieu Jonckheere, and Jaron Sanders. A preprint is available on arXiv.
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Stochastic Optimization of Large-Scale Complex Systems
I defended my thesis Stochastic Optimization of Large-Scale Complex Systems on January 28th, 2016 at the Eindhoven University of Technology. The defense was a great experience, and I have thoroughly enjoyed my time as a PhD student. The colleagues at the Stochastics Operations Research group and EURandom were great, and I’m also especially grateful to
Read moreOnline network optimization using product-form Markov processes
We have submitted Online Network Optimization Using Product-Form Markov Processes, and it is currently under review. It is joint work between Jaron Sanders, Sem Borst, and Johan van Leeuwaarden.
Read moreOptimal admission control for many-server systems with QED-driven revenues
We have submitted Optimal admission control for many-server systems with QED-driven revenues, and it is currently under review. It is joint work between Jaron Sanders, Sem Borst, Johan van Leeuwaarden, and Guido Janssen. Abstract We consider Markovian many-server systems with admission control operating in a QED regime, where the relative utilization approaches unity while the
Read moreScaled control in the QED regime
We will present Scaled control in the QED regime at Performance 2013, which is joint work between A.J.E.M. Janssen, J.S.H. van Leeuwaarden and Jaron Sanders. You can find the preprint on arXiv. The published version appeared in the journal Performance Evaluation, volume 70, issue 10. Scaled control in the QED regime Abstract We develop many-server
Read moreAchievable performance in product-form networks
We presented Achievable performance in product-form networks at Allerton 2012, which is joint work between Jaron Sanders, Sem C. Borst and Johan S.H. van Leeuwaarden. You can read it here. Abstract We characterize the achievable range of performance measures in product-form networks where one or more system parameters can be freely set by a network
Read moreOnline optimization of product-form networks
We presented Online optimization of product-form networks at Valuetools 2012, which is joint work between Jaron Sanders, Sem C. Borst and Johan S.H. van Leeuwaarden. You can read it here. Abstract We develop an online gradient algorithm for optimizing the performance of product-form networks through online adjustment of control parameters. The use of standard algorithms
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