events and seminars

MSc Seminar on December 15, 12.45-13.30 in Ravelijn 2334.

The speakers will be:

1.

Zuhra Wardiyah: "Performance analysis of Production Authorization Card (PAC) system with card capacity of c"

2.

Corine Laan: "A partially observable agent-intruder game"

For a list of MSc seminars, click here .

Symposium

Symposium: Advances in Random Graphs and Complex Networks

On Friday October 7th there will be a symposium on the topic of complex networks. The symposium is followed by the public defense of the thesis: Asymptotic analysis of network structures: degree-degree correlations and directed graphs of Pim van der Hoorn. We cordially invite you to attend this symposium which will start at 9:30 in Ravelijn 1501. For more information and registration (free, with lunch) please follow this link.

For a list of seminars and conferences, click here.

Dinsdag Seminar

Dinsdag Seminar on December 13, 12.45-13.30, HB 2A

Error bounds for stationary performance of random walks in the quarter plane based on inhomogeneous perturbations

Speaker:

Xinwei Bai

Affiliation:

UT-EWI-SOR

Abstract:

Random walks in the quarter plane with homogeneous transition probabilities are considered in this work. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Due to the difficulty of direct derivation of this performance for general random walks, upper and lower bounds are constructed based on the performance of a perturbed random walk for which the stationary probability distribution is a sum of geometric terms.

We consider inhomogeneous transition probabilities for the perturbed random walks, which means that the transition probabilities are different at every state. The bounds are constructed using the Markov reward approach. In the end, an explicit expression for the error bound is given. The error bound result does not depend on the values of the inhomogeneous transition probabilities. Therefore, only the existence of those probabilities is needed.

Numerical experiments indicate that inhomogeneous perturbed random walks can give better error bounds than perturbations based on homogeneous random walks. The reason is that by allowing for inhomogeneous transition probabilities, we don’t require the pairwise structure between geometric terms that is necessary for homogeneous random walks.

Dinsdag Seminar on Thursday November 19, 12.45-13.30 in Carre 3D

For a list of Dinsdag seminars, click here.