W.R.W. (Werner) Scheinhardt


Welcome to this homepage, which contains mostly
workrelated 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 



P.O. Box 217 
Phone:

+31 53 489 3832 
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 Markovmodulated and Feedback
Fluid Queues. (A PDFfile can be found here.)
From 1999
until June 2000 I was a Postdoc at Eindhoven University of Technology, and I
paid a twomonth 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
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 congestiondependent feedback
Master Level
Ties Brands Optimisation
of toll levels in networks
Astrid van de VenKochx Voorraadbeheer op de OK
Wilfred de Graaf Shot noise fluid queues with a
timedependent 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 multispeed production facility
Sjoerd van Willigen
Courses
Master Level
153187 Queueing Theory (LNMB/Dutch master program).
Click here for
more information.
153170 Introduction to
Stochastic Processes (LNMB/Dutch master program). Click here for
more information.
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:
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2011), An efficient
multilevel splitting scheme. Accepted for Journal
of Statistical Planning and Inference.
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2011),
Statedependent importance sampling for a slowdown tandem queue. Annals of Operations Research 189 (1),
pp 299329. DOI: 10.1007/s104790100823x
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2010),
Statedependent importance sampling for a Jackson tandem network. ACM Transactions on Modeling and Computer
Simulation 20 (3), article 15. DOI: 10.1145/1842713.1842718. Click here for
pdf.
R. Malhotra, M. Mandjes, W. Scheinhardt and J.L. van den Berg (2010),
Design issues of a backpressurebased congestion control mechanism. Int. J. Electron. Commun. (AEÜ) 64 (8),
pp 717728. DOI: 10.1016/j.aeue.2009.05.003
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), 79 Sept 2010, Amsterdam. Click here for pdf.
R. Malhotra, M.R.H.
Mandjes, W.R.W. Scheinhardt and J.L. van den Berg (2009). Math. Meth. Oper. Res. 70 (1), pp 149169. DOI: 10.1007/s0018600802358.
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2009), An
efficient multilevel splitting scheme. Proceedings of
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2009),
Backpressurebased control protocols: design and computational aspects.
Proceedings of the 21st International Teletraffic Congress (ITC), 1517 Sept.
2009, Paris. Click here
for pdf.
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2009), Rareevent
simulation for tandem queues: a simple and efficient importance sampling
scheme. In Network control and
optimization, Proceedings of NETCOOP 2009, LNCS 5894, Springer, Berlin,
pp. 107120. 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 indegree and PageRank. In Algorithms and Models for
the Webgraph, 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 Statedependent 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 slowdown. Proceedings of Resim 2008, pp. 3849.
M. Mandjes and
N. Litvak, W.R.W. Scheinhardt and Y. Volkovich (2008), Probabilistic relation
between InDegree and PageRank. In Algorithms and Models
for the Webgraph, Proceedings of WAW 2006, LNCS 4936, Springer,
P.T. de Boer and W.R.W. Scheinhardt (2007), Alternative proof and
interpretations for a recent statedependent importance sampling scheme. Queueing
Systems 57 (23), pp. 6169. 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 slowdown. Simulation 83 (11), pp. 751767. Click here for pdf.
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2007), Tandem queue with
server slowdown. ACM Sigmetrics Performance Evaluation Review 35 (3),
pp. 5152 (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. 507523. 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 slowdown. Proceedings of Resim 2006, pp. 132143. 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 slowdown and
blocking. Stochastic Models 21(23), pp. 695724. Click
here for pdf.
W.R.W. Scheinhardt, N. van Foreest and M. Mandjes (2005), Continuous
Feedback Fluid Queues. Operations Research Letters 33, pp. 551559. 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.
299324. 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. 489504. 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 2527, pp. 312.
W.R.W.
Scheinhardt and B. Zwart (2002), A tandem fluid queue with gradual input.
Probability in the Engineering and Informational Sciences 16, pp. 2945.
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 2527, pp. 215220.
D.P. Kroese and W.R.W. Scheinhardt (2001), Joint distributions for
interacting fluid queues. Queueing Systems 37, pp. 99139. Click here for pdf.
S. Aalto and W.R.W. Scheinhardt (2000), Tandem fluid queues fed by
homogeneous onoff sources, Operations Research Letters 27, pp. 7382.
Click here for pdf.
R.B. Lenin, P.R. Parthasarathy, W.R.W. Scheinhardt and E.A. van Doorn
(2000), Families of birthdeath processes with similar timedependent
behaviour. Journal of Applied Probability 37, pp. 835849. 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. 313336. 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, SaintPetersburg, June 17.
(Brief
version of Memorandum No. 1363)
E.A. van Doorn and W.R.W. Scheinhardt (1997), A fluid queue driven by an
infinitestate birthdeath process. In Teletraffic Contributions for the
Information Age, Proceedings of ITC 15, Elsevier, Amsterdam, pp. 465475.
E.A. van Doorn and W.R.W. Scheinhardt (1996), Analysis of birthdeath
fluid queues. In B.D. Choi, editor, Proceedings of Applied Mathematics
Workshop, KAIST, Korea, pp. 1329.
PhD thesis:
W.R.W. Scheinhardt (1998), Markovmodulated and Feedback Fluid
Queues.
Thesis,
Faculty of Mathematical Sciences,
Click here for pdf.