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Results: 348
Number of items: 348
  • Open Access
    Schiphorst, B., Mandjes, M., Spreij, P., & Winands, E. (2024). A structural credit risk model with default contagion. In M. Corazza, F. Gannon, F. Legros, C. Pizzi, & V. Touzé (Eds.), Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF2024 (pp. 280-285). Springer. https://doi.org/10.1007/978-3-031-64273-9_46, https://doi.org/10.1007/978-3-031-64273-9_46
  • Open Access
    Levering, N. A. C. (2024). Modeling and control of congestion phenomena. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Loots, T. (2024). Algorithmic collusion in a price oligopoly. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Mahes, R., Mandjes, M., Boon, M., & Taylor, P. (2024). Adaptive scheduling in service systems: A Dynamic programming approach. European Journal of Operational Research, 312(2), 605-626. https://doi.org/10.1016/j.ejor.2023.06.026
  • Open Access
    Meylahn, B. V., den Boer, A. V., & Mandjes, M. (2024). Interpersonal trust: Asymptotic analysis of a stochastic coordination game with multi-agent learning. Chaos, 34(6), Article 063119. https://doi.org/10.1063/5.0205136
  • Kella, O., & Mandjes, M. (2023). From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity. Journal of Applied Probability, 60(1), 68-84. https://doi.org/10.1017/jpr.2022.24
  • Zhou, H., Dorsman, J. L., Mandjes, M., & Snelder, M. (2023). On the use of common random numbers in activity-based travel demand modeling for scenario comparison. Transportation Planning and Technology, 46(3), 359-379. https://doi.org/10.1080/03081060.2023.2182784
  • Open Access
    Boxma, O., Kella, O., & Mandjes, M. (2023). On fluctuation-theoretic decompositions via Lindley-type recursions. Stochastic Processes and their Applications, 165, 316-336. https://doi.org/10.1016/J.SPA.2023.09.004
  • Open Access
    Braunsteins, P., den Hollander, F., & Mandjes, M. (2023). A sample-path large deviation principle for dynamic Erdős–Rényi random graphs. The Annals of Applied Probability, 33(4), 3278-3320. https://doi.org/10.1214/22-AAP1892
  • Open Access
    Dionigi, P., Garlaschelli, D., Subhra Hazra, R., den Hollander, F., & Mandjes, M. (2023). Central limit theorem for the principal eigenvalue and eigenvector of Chung-Lu random graphs. Journal of Physics: Complexity, 4(1), Article 015008. https://doi.org/10.1088/2632-072X/ACB8F7
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