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Results: 345
Number of items: 345
  • Open Access
    Mandjes, M., & Sollie, B. (2022). A numerical approach to evaluating the transient distribution of a quasi birth-death process. Methodology and Computing in Applied Probability, 24(3), 1693-1715. https://doi.org/10.1007/s11009-021-09882-6
  • Open Access
    van Kreveld, L., Mandjes, M., & Dorsman, J. L. (2022). Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain. Stochastic Systems, 12(3), 293-317. https://doi.org/10.1287/stsy.2021.0086
  • Open Access
    Boxma, O. J., & Mandjes, M. R. H. (2022). Queueing and risk models with dependencies. Queueing Systems, 102(1-2), 69-86. https://doi.org/10.1007/s11134-022-09863-7
  • Open Access
    Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2022). On capital allocation for a risk measure derived from ruin theory. Insurance: Mathematics and Economics, 104, 76-98. https://doi.org/10.1016/j.insmatheco.2022.02.001
  • Open Access
    Delsing, G. A. (2022). Ruin theory for portfolio risk modeling in banking and insurance. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Peeters, Y., den Boer, A. V., & Mandjes, M. (2022). Continuous assortment optimization with logit choice probabilities under incomplete information. Operations Research, 70(3), 1613-1628. https://doi.org/10.1287/opre.2021.2235
  • Open Access
    Peeters, Y. A. (2022). Dynamic assortment optimization: From learning to earning. [Thesis, fully internal, Universiteit van Amsterdam].
  • Kuiper, A., de Mast, J., & Mandjes, M. (2021). The problem of appointment scheduling in outpatient clinics: A multiple case study of clinical practice. Omega, 98, Article 102122. https://doi.org/10.1016/j.omega.2019.102122
  • Zubeldia, M., & Mandjes, M. (2021). Learning traffic correlations in multi-class queueing systems by sampling queue lengths, with routing applications. Performance Evaluation, 152, Article 102243. https://doi.org/10.1016/j.peva.2021.102243
  • Boxma, O., & Mandjes, M. (2021). Affine storage and insurance risk models. Mathematics of operations research, 46(4), 1282-1302. https://doi.org/10.1287/moor.2020.1097
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