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Werner
Scheinhardt
Welcome to this homepage, which contains mostly work-related information. Since I am an assistant professor (universitair docent) in stochastics, this page may be interesting to those who share this interest, while it may not to those who don't ... My address and other coordinates are as follows: Dr. ir. W.R.W. Scheinhardt |
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P.O.
Box 217 |
Phone:
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+31
53 489 3832 |
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Contents of
this homepage:
Professional background
In 1994 I obtained my Masters degree in Applied Mathematics at the
From 1994 until 1998 I was a PhD student, again under supervision of Erik van Doorn. The thesis I defended on December 4 was entitled Markov-modulated and Feedback Fluid Queues. (A PDF-file can be found here.)
From 1999 until June 2000 I was a Postdoc at
Eindhoven University of Technology, and I paid a two-month visit to the
Since June 2000, I am an assistant professor
at the
Scientific interests
Applied probability, in particular queueing theory. Part of my research is connected to the work for my PhD thesis, concerning networks of fluid queues. Other interests include tandem queues, feedback mechanisms, asymptotic behavior, and rare event simulation.
Supervised students (not up to date)
PhD Level
Daniel Reijsbergen Model checking
stochastic systems using rare event simulation
Denis Miretskiy Rare
event simulation of tandem queues
Nicky van Foreest Queues
with congestion-dependent feedback
Master Level
Ties Brands Optimisation of toll
levels in networks
Astrid van
de Ven-Kochx Voorraadbeheer
op de OK
Wilfred de
Graaf Shot
noise fluid queues with a time-dependent arrival process
Marc
Wingender Operationele
resupply met behulp van Inventri
Fiorinda
Polselli Revenue
management in de luchtvaart met stochastische vraag
Bachelor Level
Koen Dijkstra & Operating a
multi-speed production facility
Sjoerd van Willigen
Courses (not up to date)
Master Level
153187 Queueing Theory
(LNMB/Dutch master program).
153170 Introduction to
Stochastic Processes (LNMB/Dutch master program).
153181
Stochastic Models for Telecommunications Systems
153196
Capita Selecta Stochastic Operations Research
153192
(Markov Decision Theory and) Algorithmic Methods
Bachelor Level
153065 Markovketens
(hoor/werkcollege)
153006 Kansrekening voor EL (hoor/werkcollege)
153037 Kansrekening voor TW (werkcollege)
Veel andere
werkcolleges en practica
Publications
If you would like a hardcopy of any publication mentioned here, please ask me. Electronic copies of most reports (memoranda) can be found here.
Papers:
M.M. O'Reilly and W.R.W. Scheinhardt
(2017). Stationary distributions for a class of Markov-modulated tandem fluid
queues. Submitted to Stochastic Models.
W.F. de Graaf, W.R.W.
Scheinhardt and R.J. Boucherie (2017), Shot-noise fluid queues and
infinite-server systems with batch arrivals. Submitted to Performance Evaluation.
A. Buijsrogge, P.T. de Boer
and W. Scheinhardt (2017), Necessary conditions for an asymptotically efficient
state-independent change of measure for the G|G|1 tandem queue. Submitted to Advances in Applied Probability.
D.P. Reijsbergen, P.T. de
Boer, W.R.W. Scheinhardt and S. Juneja (2017),
Path-ZVA: general, efficient and automated importance sampling for highly
reliable Markovian systems. Submitted to Transactions
on Modeling and Computer Simulation.
J.B. Timmer and W.R.W.
Scheinhardt (2017). Customer and cost sharing in a Jackson network. Accepted
for International Game Theory Review.
P. Kempker, N.M. van Dijk, W.R.W. Scheinhardt, J.L. van den Berg and J.L. Hurink (2017). Smart charging of electric vehicles. In: Markov Decision Processes in Practice, (editors:) R.J. Boucherie and N.M. van Dijk. Book Section,
pp. 387-404.
A. Buijsrogge, P.T. de Boer, K. Rosen and W. Scheinhardt (2017). Large deviations for
the total queue size in non-Markovian tandem queues. Queueing Systems 85 (3), pp. 305-312.
W.R.W. Scheinhardt and
D.P. Kroese (2016). A comparison of random walks in dependent random
environments. Advances in applied
probability 48 (1), pp. 199-214.
A. Buijsrogge, P.T. de Boer and
W.R.W. Scheinhardt (2016). Analysis
of a state-independent change of measure for the G|G|1 tandem queue. In Proceedings of 11th International Workshop
on Rare Event Simulation, RESIM 2016, Eindhoven, The
Netherlands.
D.P. Reijsbergen, P.T. de Boer and
W.R.W. Scheinhardt (2016). Hypothesis
testing for rare-event simulation: limitations and possibilities. In Leveraging Applications of Formal Methods,
Verification and Validation: Foundational Techniques. Lecture notes in artificial intelligence
(9952), Proceedings of 7th International Symposium, ISoLA,
Corfu, Greece. pp. 16-26.
M.M. O'Reilly and W.R.W. Scheinhardt
(2016). Analysis of tandem fluid queues. In: Proceedings of the 9th International Conference on Matrix-Analytic
Methods in Stochastic Models, MAM9, Budapest,
Hungary.
P. Kempker, N.M. van Dijk, W.R.W. Scheinhardt, J.L. van den Berg and J.L. Hurink (2016). Hoe laat laad ik mijn
auto? STAtOR 17 (3), pp. 13-17.
D.P. Reijsbergen, P.T. de Boer, W.R.W. Scheinhardt and
B.R.H.M. Haverkort (2015). On
hypothesis testing for statistical model checking. International Journal on Software Tools for Technology Transfer 17
(4), pp. 377-395.
D.P. Reijsbergen, W.R.W. Scheinhardt
and P.T. de Boer (2015). A sequential hypothesis test based on a generalized
Azuma inequality. Statistics and Probability
Letters 97, pp. 192-196.
P.T. de Boer, D.P.
Reijsbergen and W.R.W.
Scheinhardt (2015). Interactive comparison of hypothesis tests for statistical
model checking. In Proceedings 9th EAI
International Conference on Performance Evaluation Methodologies and Tools,
ValueTools 2015, Berlin, Germany.
P. Kempker, N.M. van Dijk, W.R.W. Scheinhardt, J.L. van den Berg and
J.L. Hurink (2015). Optimization
of charging strategies for electric vehicles in PowerMatcher-driven
smart energy grids. In Proceedings 9th
EAI International Conference on Performance Evaluation Methodologies and Tools,
Valuetools 2015, Berlin, Germany.
D.P. Reijsbergen, W.R.W. Scheinhardt
and P.T. de Boer (2014). A sequential hypothesis test based on a generalized
Azuma inequality. In Proceedings 10th
International Workshop on Rare Event Simulation, RESIM 2014, Amsterdam, The Netherlands.
D.P. Reijsbergen, P.T. de Boer and W.R.W. Scheinhardt (2014). Automated Rare Event Simulation for Stochastic Petri
Nets. In Proceedings 10th International
Workshop on Rare Event Simulation, RESIM 2014, Amsterdam, The Netherlands.
D.P. Reijsbergen, P.T. de Boer, W.R.W. Scheinhardt and B.R.H.M. Haverkort (2013). Automated rare event simulation for stochastic Petri
nets. In Proceedings of the 10th
International Conference on Quantitative Evaluation of Systems, QEST 2013,
Buenos Aires, Argentina. Lecture notes in computer science, 8054, pp. 372-388.
D.P. Reijsbergen, P.T. de Boer, W.R.W. Scheinhardt and
B.R.H.M. Haverkort (2013). Recent
advances in importance sampling for statistical model checking. In Proceedings of the First Workshop on
Statistical Model Checking, SMC 2013, Rennes, France.
D.P. Reijsbergen, P.T. de Boer, W.R.W. Scheinhardt and B.R.H.M. Haverkort (2013). Reliable sequential testing for statistical model
checking. In Proceedings of the First
Workshop on Statistical Model Checking, SMC 2013, Rennes, France.
D.P. Reijsbergen, P.T. de Boer, W.R.W. Scheinhardt and B.R.H.M. Haverkort
(2012). Rare event simulation for highly
dependable systems with fast repairs. Performance
Evaluation 69 (7-8), pp. 336-355.
J.B. Timmer and W.R.W.
Scheinhardt (2012). Cost sharing of cooperating queues in a Jackson network. Queueing Systems 75 (1), pp. 1-17.
D.I. Miretskiy,
W.R.W. Scheinhardt and M.R.H. Mandjes (2012). On efficiency of multilevel
splitting. Communications in
Statistics-Simulation and Computation 41 (6), pp. 890-904.
D.P. Reijsbergen, P.T. de
Boer, W.R.W. Scheinhardt and B.R.H.M. Haverkort (2012). Fast simulation for
slow paths in Markov models. In Proceedings
of the Ninth International Workshop on Rare Event Simulation, RESIM 2012,
Trondheim, Norway. pp. 36-38.
D.P. Reijsbergen, P.T. de Boer, W.R.W. Scheinhardt and S. Juneja (2012). Some advances in importance sampling of reliability
models based on zero variance approximation. In Proceedings of the Ninth International Workshop on Rare Event
Simulation, RESIM 2012, Trondheim, Norway. pp. 30-35.
P.T. de Boer and W.R.W. Scheinhardt
(2010). A new, analysis-based, change of
measure for tandem queues. In Proceedings
of the Eighth International Workshop on Rare-Event Simulation, RESIM 2010,
Cambridge, UK. pp. 12-13.
D.P. Reijsbergen, P.T. de Boer and
W.R.W. Scheinhardt (2010). Transient
Behaviour in Highly Dependable Markovian Systems: New
Regimes, Multiple Paths. In Proceedings
of the Eighth International Workshop on Rare-Event Simulation, RESIM 2010,
Cambridge, UK. pp. 26-27.
D.P. Reijsbergen, P.T. de Boer, W.R.W. Scheinhardt and
B.R.H.M. Haverkort (2010). Rare event simulation for highly dependable systems
with fast repairs. In Proceedings of the
Seventh International Conference on Quantitative Evaluation of SysTems, QEST 2010, Williamsburg, Virginia.
R. Malhotra, M.R.H. Mandjes,
W.R.W. Scheinhardt and J.L. van den Berg (2010), Design issues of a
back-pressure-based congestion control mechanism. AEU - International Journal of Electronics and Communications 64
(8), pp. 717–728.
D.I. Miretskiy,
W.R.W. Scheinhardt and M.R.H. Mandjes (2010), State-dependent importance
sampling for a slow-down tandem queue. Annals
of Operations Research 189 (1), pp. 299-329.
D.I. Miretskiy,
W.R.W. Scheinhardt and M.R.H. Mandjes (2010), State-dependent importance
sampling for a Jackson tandem network. Transactions
on Modeling and Computer Simulation 20 (3), article 15. Click here for
pdf.
J.B. Timmer and W.R.W.
Scheinhardt (2010), How to share the cost of cooperating queues in a tandem
network? Proceedings of the 22nd International Teletraffic
Congress (ITC), 7-9 Sept 2010, Amsterdam. Click here for pdf.
D.I. Miretskiy,
W.R.W. Scheinhardt and M.R.H. Mandjes (2009), An efficient
multilevel splitting scheme. Proceedings of
R. Malhotra, M.R.H. Mandjes,
W.R.W. Scheinhardt and J.L. van den Berg (2009), A
feedback fluid queue with two congestion control thresholds. Mathematical methods of operations research
70 (1), pp. 149-169.
D.I. Miretskiy,
W.R.W. Scheinhardt and M.R.H. Mandjes (2009), Backpressure-based control
protocols: design and computational aspects. Proceedings of the 21st
International Teletraffic Congress (ITC), 15-17 Sept.
2009, Paris. Click here
for pdf.
D.I. Miretskiy,
W.R.W. Scheinhardt and M.R.H. Mandjes (2009), Rare-event simulation for tandem
queues: a simple and efficient importance sampling scheme. In Network control and optimization,
Proceedings of NET-COOP 2009, LNCS 5894, Springer, Berlin, pp. 107-120. Click here for pdf.
I. Adan, M. Mandjes, W.
Scheinhardt and
N. Litvak, W.R.W.
Scheinhardt, Y.V. Volkovich and B. Zwart (2009), Characterization of tail dependence for
in-degree and PageRank. In Algorithms and Models for the Web-graph, Proceedings of WAW 2009, LNCS 5427, Springer,
D. Miretskiy,
W.R.W. Scheinhardt and M.R.H. Mandjes (2008), Simulation of a Jackson Tandem Network
using State-dependent Importance Sampling. Proceedings of SMCTools
2008 workshop, October 2008, Athens, Greece.
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2008), Simple and efficient importance sampling scheme for a tandem queue with server slow-down. Proceedings of Resim 2008, pp. 38-49.
M. Mandjes and
N. Litvak, W.R.W. Scheinhardt and Y. Volkovich
(2008), Probabilistic relation between In-Degree and PageRank. In Algorithms and Models for the Web-graph, Proceedings
of WAW 2006, LNCS 4936, Springer,
P.T. de Boer and W.R.W. Scheinhardt (2007), Alternative proof and
interpretations for a recent state-dependent importance sampling scheme. Queueing
Systems 57 (2-3), pp. 61-69. Click here for pdf.
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes
(2007), Efficient simulation of a tandem queue with
server slow-down. Simulation 83
(11), pp. 751-767. Click here for pdf.
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes
(2007), Tandem queue with server slow-down. ACM Sigmetrics
Performance Evaluation Review 35 (3), pp. 51-52 (extended abstract). Click here for pdf.
N.D. van Foreest, B.R. Haverkort, M.R.H. Mandjes and
W.R.W. Scheinhardt (2007), Versatile stochastic models for networks with asymmetric TCP
sources. Performance Evaluation 64 (6), pp. 507-523. Click here for pdf.
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes
(2006), Efficient simulation of a tandem queue with
server slow-down. Proceedings of Resim 2006, pp. 132-143. Click here
for pdf.
N.D. van Foreest, J.C.W. van Ommeren, M.R.H. Mandjes and W.R.W.
Scheinhardt (2005), A tandem queue with
server slow-down and blocking. Stochastic Models 21(2-3), pp. 695-724. Click here for pdf.
W.R.W. Scheinhardt, N.
van Foreest and M. Mandjes (2005), Continuous
Feedback Fluid Queues. Operations Research Letters 33, pp. 551-559. Click here for pdf.
D.P. Kroese, W.R.W. Scheinhardt and P.G. Taylor (2004), Spectral
properties of the tandem
N. van Foreest, M. Mandjes and W. Scheinhardt (2003), A versatile model for asymmetric TCP sources. In Teletraffic Science and Engineering, Proceedings of ITC 18,
Elsevier,
M. Mandjes, D. Mitra and
N. van Foreest, M. Mandjes and W.R.W. Scheinhardt (2003), Analysis
of a feedback fluid model for heterogeneous TCP sources. Stochastic Models 19,
pp. 299-324. Click here for pdf.
M. Mandjes, D. Mitra and W. Scheinhardt (2003), A
simple model of network access: feedback adaptation of rates and admission
control. Computer Networks 41, pp. 489-504. Click here for pdf.
M. Mandjes, D. Mitra and W.R.W. Scheinhardt (2002), Simple models of
network access, with applications to the design of joint rate and admission
control. In Proceedings of INFOCOM 2002, New York, June 25-27, pp. 3-12.
W.R.W. Scheinhardt and B. Zwart
(2002), A tandem fluid queue with gradual input.
Probability in the Engineering and Informational Sciences 16, pp. 29-45.
Click here
for pdf
W.R.W. Scheinhardt
(2001). Analysis of feedback fluid queues. In Proceedings of the 14th ITC
specialists seminar on access networks and systems, Girona, April 25-27, pp.
215-220.
D.P. Kroese and W.R.W.
Scheinhardt (2001), Joint distributions for interacting fluid queues. Queueing
Systems 37, pp. 99-139. Click here for pdf.
S. Aalto and W.R.W. Scheinhardt
(2000), Tandem fluid queues fed by homogeneous on-off sources, Operations
Research Letters 27, pp. 73-82. Click here for pdf.
R.B. Lenin, P.R. Parthasarathy, W.R.W. Scheinhardt and E.A. van Doorn (2000), Families of birth-death processes with
similar time-dependent behaviour. Journal of Applied
Probability 37, pp. 835-849. Click here for pdf.
I.J.B.F. Adan, E.A.
van Doorn, J.A.C. Resing
and W.R.W. Scheinhardt (1998), Analysis of a
single server queue interacting with a fluid reservoir, Queueing Systems 29,
pp. 313-336. Click here for pdf.
D.P. Kroese and W.R.W.
Scheinhardt (1998). A fluid queue driven by a fluid queue. In Proceedings
of the International Teletraffic Seminar, LONIIS,
Saint-Petersburg, June 1-7.
(Brief version of Memorandum No. 1363)
E.A. van Doorn and W.R.W. Scheinhardt (1997), A
fluid queue driven by an infinite-state birth-death process. In Teletraffic Contributions for the Information Age,
Proceedings of ITC 15, Elsevier, Amsterdam, pp. 465-475.
E.A. van Doorn
and W.R.W. Scheinhardt (1996), Analysis of birth-death fluid queues. In
B.D. Choi, editor, Proceedings of Applied Mathematics Workshop, KAIST, Korea,
pp. 13-29.
PhD thesis:
W.R.W. Scheinhardt (1998), Markov-modulated
and Feedback Fluid Queues.
Thesis, Faculty of Mathematical Sciences,
Click here
for pdf.