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Stochastic Operations Research (SOR)
Stochastic Operations Research (SOR)
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Werner Scheinhardt

Welcome

Welcome to this homepage, which contains mostly work-related information. Since I am an assistant professor (universitair docent) in stochastic operations research, this page may be interesting to those who share this interest, while it may not to those who don't ... 

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Dr. ir. W.R.W. (Werner) Scheinhardt 
Chair Stochastic Operations Research
Department of Applied Mathematics 
University of Twente  
Room Zi-4011 (in Zilverling building)

P.O. Box 217  
7500 AE  Enschede 
The Netherlands
Phone:  +31 53 489 3832 
Fax: +31 53 489 3069 
E-mail: mail to: w.r.w.scheinhardt 'at' utwente.nl

Contents of this homepage:

Professional background

In 1994 I obtained my Masters degree in Applied Mathematics at the University of Twente. The title of the masters thesis that I wrote under supervision of Erik van Doorn is: Rate of convergence for Markov chains.

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 Teletraffic Research Center in Adelaide, South Australia.

Since June 2000, I am an assistant professor at the University of Twente. Until 2003 I was also affiliated with the Centre for Mathematics and Computer Science (CWI) in Amsterdam. Furthermore, in 2013 I paid a three-month research visit to the University of Queensland in Brisbane, and in 2014 a one-month visit to the University of Tasmania in Hobart.

My scientific interests are in 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

PhD Level

Master Level

Bachelor Level

Teaching

PhD Level

Master Level

Bachelor Level

Teaching awards

In 2014 and 2020 I was nominated by students for the Applied Mathematics Education Prize, which I won in both cases after giving a short presentation.

Publications

For recent work click here, where you can also find copies of many publications; or you can just ask me. 

  1. A. Buijsrogge, P.T. de Boer and W.R.W. Scheinhardt (2019). Importance sampling for non-Markovian tandem queues using subsolutions. Queueing systems, 93, 1-2, pp. 31-65.
  2. D.P. Reijsbergen, P.T. de Boer, W.R.W. Scheinhardt and S. Juneja (2018), Path-ZVA: general, efficient and automated importance sampling for highly reliable Markovian systems. Transactions on Modeling and Computer Simulation 28(3), pp. 22:1-25
  3. J.B. Timmer and W.R.W. Scheinhardt (2018). Customer and cost sharing in a Jackson network. International Game Theory Review. 20 (3), 10p. 
  4. A. Buijsrogge, P.T. de Boer and W.R.W. Scheinhardt (2018). On state-independent importance sampling for the GI|GI|1 tandem queue. Probability in the engineering and informational sciences, 34(1), pp. 131-156.
  5. M.M. O'Reilly and W.R.W. Scheinhardt (2017). Stationary distributions for a class of Markov-modulated tandem fluid queues. Stochastic Models 33(4), pp. 524-550.W.F. de Graaf, W.R.W. Scheinhardt and R.J. Boucherie (2017), Shot-noise fluid queues and infinite-server systems with batch arrivals. Performance Evaluation 116, pp. 143-155. 
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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. 
  31. 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.
  32. 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.
  33. 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.
  34. D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2009), An efficient multilevel splitting scheme. Proceedings of 6th St. Petersburg Workshop on Simulation, pp. 909-914 (extended abstract). Click here for pdf.
  35. 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.
  36. 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.
  37. 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. 
  38. I. Adan, M. Mandjes, W. Scheinhardt and E. Tzenova (2009), On a generic class of two-node queueing systems. Queueing Systems 61 (1), pp. 37-63. Click here for pdf.
  39. 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, Berlin, pp. 90-103.
  40. 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.
  41. 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.
  42. M. Mandjes and W. Scheinhardt (2008), Fluid model for a relay node in an Ad Hoc network: evaluation of resource sharing policies. Journal of Applied Mathematics and Stochastic Analysis, Article ID 518214, 25 pages. Click here for pdf.
  43. 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, Berlin,  pp. 72-83.
  44. 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.
  45. 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.
  46. 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. 
  47. N. Litvak, W.R.W. Scheinhardt and Y. Volkovich (2007), Indegree and PageRank of web pages: Why do they follow similar power laws? Internet Mathematics 4 (2-3), pp. 175-198. Click here or here for pdf.
  48. 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.
  49. 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.
  50. 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.
  51. 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.
  52. D.P. Kroese,  W.R.W. Scheinhardt and P.G. Taylor (2004), Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process. Annals of Applied Probability 14(4), pp. 2057-2089. Click here for pdf.
  53. 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, Amsterdam, pp. 631-640
  54. M. Mandjes, D. Mitra and W. Scheinhardt (2003), Models of network access using feedback fluid queues. Queueing Systems 44, pp. 365-398. Click here for pdf.
  55. 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.
  56. 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.
  57. 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.
  58. 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
  59. 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.
  60. 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.
  61. 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.
  62. 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.
  63. W.R.W. Scheinhardt (1998): Markov-modulated and Feedback Fluid Queues. PhD Thesis, Faculty of Mathematical Sciences, University of Twente, Enschede, The Netherlands. Click here for pdf.
  64. 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. 
  65. 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)
  66. 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.
  67. 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.
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