Arie Hordijk

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Person:182604

Available identifiers

zbMath Open hordijk.arieMaRDI QIDQ182604

List of research outcomes





PublicationDate of PublicationType
Single-Run Gradient Estimation Via Measure-Valued Differentiation2017-07-12Paper
Large deviations bounds for face-homogeneous random walks in the quarter-plane2016-05-23Paper
Large deviations analysis of a coupled-processors system2016-05-23Paper
Balanced sequences and optimal routing2015-12-17Paper
A Genetic Algorithm for Finding Good Balanced Sequences in a Customer Assignment Problem with no State Information2015-07-28Paper
Perturbation analysis of waiting times in the G/G/1 queue2013-10-21Paper
Series Expansions for Continuous-Time Markov Processes2011-11-17Paper
An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory2011-11-17Paper
Strong bounds on perturbations2009-09-09Paper
https://portal.mardi4nfdi.de/entity/Q53244292009-08-03Paper
Derivatives of Markov Kernels and Their Jordan Decomposition2008-10-01Paper
Measure-Valued Differentiation for Stationary Markov Chains2008-05-27Paper
SERIES EXPANSIONS FOR FINITE-STATE MARKOV CHAINS2007-10-26Paper
ON THE OPTIMAL OPEN-LOOP CONTROL POLICY FOR DETERMINISTIC AND EXPONENTIAL POLLING SYSTEMS2007-06-04Paper
On the Assignment of Customers to Parallel Queues2007-01-19Paper
On the Optimality of the Generalized Shortest Queue Policy2007-01-19Paper
On the Shortest Queue Policy for the Tandem Parallel Queue2007-01-19Paper
On Suboptimal Policies in Multiclass Tandem Models2006-08-30Paper
On the structure of the optimal server control for fluid networks2006-02-08Paper
On the Average Waiting Time for Regular Routing to Deterministic Queues2005-11-11Paper
Correction2005-04-05Paper
Periodic routing to parallel queues and billiard sequences2005-02-11Paper
The unbalance and bounds on the average waiting time for periodic routing to one queue: the unbalance of routing sequences2004-09-22Paper
NOTE ON THE CONVEXITY OF THE STATIONARY WAITING TIME AS A FUNCTION OF THE DENSITY2004-08-16Paper
Characterization and sufficient conditions for normed ergodicity of Markov chains2004-05-27Paper
Large-deviations analysis of the fluid approximation for a controllable tandem queue2004-03-30Paper
Taylor series expansions for stationary Markov chains2004-03-07Paper
Discrete-event control of stochastic networks: multimodularity and regularity.2004-01-07Paper
https://portal.mardi4nfdi.de/entity/Q45474402003-11-30Paper
Regular ordering and applications in control policies2002-08-19Paper
Performance bounds for queues via generating functions2002-07-21Paper
https://portal.mardi4nfdi.de/entity/Q45377472002-06-20Paper
Comparison of queues with different discrete-time arrival processes2002-01-17Paper
https://portal.mardi4nfdi.de/entity/Q48051032002-01-01Paper
Multimodularity, convexity, and optimization properties2001-11-26Paper
ON THE EXISTENCE OF THE PUISEUX EXPANSION OF THE DISCOUNTED REWARDS: A COUNTEREXAMPLE2001-10-08Paper
Smoothing effect of the superposition of homogeneous sources in tandem networks2001-10-04Paper
Optimal static customer routing in a closed queuing network2001-07-05Paper
Optimal open-loop control of vacations, polling and service assignment2001-06-19Paper
Open-loop routeing to M parallel servers with no buffers2001-05-13Paper
Admission control in stochastic event graphs2000-10-17Paper
Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards2000-05-07Paper
Blackwell optimality in the class of stationary policies in Markov decision chains with a Borel state space and unbounded rewards1999-11-22Paper
Analysis of a finite-source customer assignment model with no state information1999-08-22Paper
https://portal.mardi4nfdi.de/entity/Q38426201998-08-17Paper
Applications of Borovkov's Renovation Theory to Non-Stationary Stochastic Recursive Sequences and Their Control1998-06-09Paper
Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards1998-05-25Paper
Optimal service control against worst case admission policies: A multichained stochastic game1998-03-10Paper
https://portal.mardi4nfdi.de/entity/Q43384191997-11-10Paper
https://portal.mardi4nfdi.de/entity/Q43437171997-07-06Paper
https://portal.mardi4nfdi.de/entity/Q43384271997-07-03Paper
https://portal.mardi4nfdi.de/entity/Q48951641997-02-17Paper
https://portal.mardi4nfdi.de/entity/Q43319001997-02-13Paper
Zero-sum Markov games and worst-case optimal control of queueing systems1996-11-25Paper
Undiscounted Markov decision chains with partial information; an algorithm for computing a locally optimal periodic policy1995-06-25Paper
On the Relation Between Recurrence and Ergodicity Properties in Denumerable Markov Decision Chains1994-12-11Paper
On the optimality of LEPT and μc rules for parallel processors and dependent arrival processes1994-02-07Paper
Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains1993-01-16Paper
On ergodicity and recurrence properties of a Markov chain by an application to an open jackson network1993-01-16Paper
The µc-rule is not optimal in the second node of the tandem queue: a counterexample1992-06-28Paper
Denumerable semi-Markov decision chains with small interest rates1992-06-25Paper
Constrained admission control to a queueing system1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42077981989-01-01Paper
Are limits of \(\alpha\)-discounted optimal policies Blackwell optimal? A counterexample1989-01-01Paper
Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards1988-01-01Paper
Insensitive bounds for the stationary distribution of non-reversible Markov chains1988-01-01Paper
Stochastic inequalities for an overflow model1987-01-01Paper
On the Convergence of Policy Iteration in Finite State Undiscounted Markov Decision Processes: The Unichain Case1987-01-01Paper
On the Optimality of $(s,S)$-Policies in Continuous Review Inventory Models1986-01-01Paper
Markov Decision Drift Processes; Conditions for Optimality Obtained by Discretization1985-01-01Paper
Sensitivity analysis in discounted Markovian decision problems1985-01-01Paper
Selection of order of observation in optimal stopping problems1985-01-01Paper
Constrained Undiscounted Stochastic Dynamic Programming1984-01-01Paper
Discretization and Weak Convergence in Markov Decision Drift Processes1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37348201984-01-01Paper
Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints1984-01-01Paper
Average optimal policies in Markov decision drift processes with applications to a queueing and a replacement model1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37095741983-01-01Paper
Semi-Markov strategies in stochastic games1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36666191983-01-01Paper
Weak convergence for generalized semi-Markov processes1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37950281982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39225011981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39194861981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39194871981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39147861981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41750721979-01-01Paper
Linear Programming and Markov Decision Chains1979-01-01Paper
Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30496511979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38888781979-01-01Paper
A note on simultaneous recurrence conditions on a set of denumerable stochastic matrices1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39087911978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41773651978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41492571977-01-01Paper
Sensitive Optimality Criteria in Countable State Dynamic Programming1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41204351976-01-01Paper
Discrete time methods for simulating continuous time Markov chains1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41521161976-01-01Paper
A Simple Proof of the Equivalence of the Limiting Distributions of the Continuous-Time and the Embedded Process of the Queue Size in the M/G/1 Queue1976-01-01Paper
The asymptotic behaviour of the minimal total expected cost for the denumerable state Markov decision model1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40967261975-01-01Paper
A modified form of the iterative method of dynamic programming1975-01-01Paper
On the convergence of moments in stationary Markov chains1975-01-01Paper
On a Conjecture of Iglehart1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47717781974-01-01Paper
Technical Note—The Method of Successive Approximations and Markovian Decision Problems1974-01-01Paper
On the convergence of the average expected return in dynamic programming1974-01-01Paper
Convergence Results and Approximations for Optimal (s, S) Policies1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40428611973-01-01Paper
The Rate of Growth of Sample Maxima1972-01-01Paper
A counterexample in discounted dynamic programming1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55265841967-01-01Paper

Research outcomes over time

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