Arie Hordijk

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Single-Run Gradient Estimation Via Measure-Valued Differentiation
IEEE Transactions on Automatic Control
2017-07-12Paper
Large deviations bounds for face-homogeneous random walks in the quarter-plane
Probability in the Engineering and Informational Sciences
2016-05-23Paper
Large deviations analysis of a coupled-processors system
Probability in the Engineering and Informational Sciences
2016-05-23Paper
Balanced sequences and optimal routing
Journal of the ACM
2015-12-17Paper
A genetic algorithm for finding good balanced sequences in a customer assignment problem with no state information
Asia-Pacific Journal of Operational Research
2015-07-28Paper
Perturbation analysis of waiting times in the G/G/1 queue
Discrete Event Dynamic Systems
2013-10-21Paper
Series expansions for continuous-time Markov processes
Operations Research
2011-11-17Paper
An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory
Operations Research
2011-11-17Paper
Strong bounds on perturbations
Mathematical Methods of Operations Research
2009-09-09Paper
Measure-valued differentiation for the cycle cost performance in the G/G/1 queue in the presence of heavy-tailed distributions2009-08-03Paper
Derivatives of Markov Kernels and Their Jordan Decomposition
Journal of Applied Analysis
2008-10-01Paper
Measure-Valued Differentiation for Stationary Markov Chains
Mathematics of Operations Research
2008-05-27Paper
SERIES EXPANSIONS FOR FINITE-STATE MARKOV CHAINS
Probability in the Engineering and Informational Sciences
2007-10-26Paper
ON THE OPTIMAL OPEN-LOOP CONTROL POLICY FOR DETERMINISTIC AND EXPONENTIAL POLLING SYSTEMS
Probability in the Engineering and Informational Sciences
2007-06-04Paper
On the Assignment of Customers to Parallel Queues
Probability in the Engineering and Informational Sciences
2007-01-19Paper
On the Optimality of the Generalized Shortest Queue Policy
Probability in the Engineering and Informational Sciences
2007-01-19Paper
On the Shortest Queue Policy for the Tandem Parallel Queue
Probability in the Engineering and Informational Sciences
2007-01-19Paper
On Suboptimal Policies in Multiclass Tandem Models
Probability in the Engineering and Informational Sciences
2006-08-30Paper
On the structure of the optimal server control for fluid networks
Mathematical Methods of Operations Research
2006-02-08Paper
On the Average Waiting Time for Regular Routing to Deterministic Queues
Mathematics of Operations Research
2005-11-11Paper
Correction
Advances in Applied Probability
2005-04-05Paper
Periodic routing to parallel queues and billiard sequences
Mathematical Methods of Operations Research
2005-02-11Paper
The unbalance and bounds on the average waiting time for periodic routing to one queue: the unbalance of routing sequences
Mathematical Methods of Operations Research
2004-09-22Paper
NOTE ON THE CONVEXITY OF THE STATIONARY WAITING TIME AS A FUNCTION OF THE DENSITY
Probability in the Engineering and Informational Sciences
2004-08-16Paper
Characterization and sufficient conditions for normed ergodicity of Markov chains
Advances in Applied Probability
2004-05-27Paper
Large-deviations analysis of the fluid approximation for a controllable tandem queue
The Annals of Applied Probability
2004-03-30Paper
Taylor series expansions for stationary Markov chains
Advances in Applied Probability
2004-03-07Paper
Discrete-event control of stochastic networks: multimodularity and regularity.
Lecture Notes in Mathematics
2004-01-07Paper
scientific article; zbMATH DE number 1786120 (Why is no real title available?)2003-11-30Paper
Regular ordering and applications in control policies
Discrete Event Dynamic Systems
2002-08-19Paper
Performance bounds for queues via generating functions
IEEE Transactions on Automatic Control
2002-07-21Paper
scientific article; zbMATH DE number 1757959 (Why is no real title available?)2002-06-20Paper
Comparison of queues with different discrete-time arrival processes
Probability in the Engineering and Informational Sciences
2002-01-17Paper
scientific article; zbMATH DE number 1908240 (Why is no real title available?)2002-01-01Paper
Multimodularity, convexity, and optimization properties
Mathematics of Operations Research
2001-11-26Paper
ON THE EXISTENCE OF THE PUISEUX EXPANSION OF THE DISCOUNTED REWARDS: A COUNTEREXAMPLE
Probability in the Engineering and Informational Sciences
2001-10-08Paper
Smoothing effect of the superposition of homogeneous sources in tandem networks
Journal of Applied Probability
2001-10-04Paper
Optimal static customer routing in a closed queuing network
Statistica Neerlandica
2001-07-05Paper
Optimal open-loop control of vacations, polling and service assignment
Queueing Systems
2001-06-19Paper
Open-loop routeing to M parallel servers with no buffers
Journal of Applied Probability
2001-05-13Paper
Admission control in stochastic event graphs
IEEE Transactions on Automatic Control
2000-10-17Paper
Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards
Mathematical Methods of Operations Research
2000-05-07Paper
Blackwell optimality in the class of stationary policies in Markov decision chains with a Borel state space and unbounded rewards
Mathematical Methods of Operations Research
1999-11-22Paper
Analysis of a finite-source customer assignment model with no state information
Mathematical Methods of Operations Research
1999-08-22Paper
scientific article; zbMATH DE number 1191613 (Why is no real title available?)1998-08-17Paper
Applications of Borovkov's Renovation Theory to Non-Stationary Stochastic Recursive Sequences and Their Control
Advances in Applied Probability
1998-06-09Paper
Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards
Mathematics of Operations Research
1998-05-25Paper
Optimal service control against worst case admission policies: A multichained stochastic game
Mathematical Methods of Operations Research
1998-03-10Paper
scientific article; zbMATH DE number 1014727 (Why is no real title available?)1997-11-10Paper
scientific article; zbMATH DE number 1014727 (Why is no real title available?)1997-11-10Paper
scientific article; zbMATH DE number 1031394 (Why is no real title available?)1997-07-06Paper
scientific article; zbMATH DE number 1014735 (Why is no real title available?)1997-07-03Paper
scientific article; zbMATH DE number 1014735 (Why is no real title available?)1997-07-03Paper
scientific article; zbMATH DE number 934467 (Why is no real title available?)1997-02-17Paper
scientific article; zbMATH DE number 977756 (Why is no real title available?)1997-02-13Paper
Zero-sum Markov games and worst-case optimal control of queueing systems
Queueing Systems
1996-11-25Paper
Undiscounted Markov decision chains with partial information; an algorithm for computing a locally optimal periodic policy
ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research
1995-06-25Paper
On the Relation Between Recurrence and Ergodicity Properties in Denumerable Markov Decision Chains
Mathematics of Operations Research
1994-12-11Paper
On the optimality of LEPT and μc rules for parallel processors and dependent arrival processes
Advances in Applied Probability
1994-02-07Paper
Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains
Mathematics of Operations Research
1993-01-16Paper
On ergodicity and recurrence properties of a Markov chain by an application to an open jackson network
Advances in Applied Probability
1993-01-16Paper
The µc-rule is not optimal in the second node of the tandem queue: a counterexample
Advances in Applied Probability
1992-06-28Paper
Denumerable semi-Markov decision chains with small interest rates
Annals of Operations Research
1992-06-25Paper
Constrained admission control to a queueing system
Advances in Applied Probability
1989-01-01Paper
scientific article; zbMATH DE number 4128672 (Why is no real title available?)1989-01-01Paper
Are limits of \(\alpha\)-discounted optimal policies Blackwell optimal? A counterexample
Systems & Control Letters
1989-01-01Paper
Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards
Mathematics of Operations Research
1988-01-01Paper
Insensitive bounds for the stationary distribution of non-reversible Markov chains
Journal of Applied Probability
1988-01-01Paper
Stochastic inequalities for an overflow model
Journal of Applied Probability
1987-01-01Paper
On the Convergence of Policy Iteration in Finite State Undiscounted Markov Decision Processes: The Unichain Case
Mathematics of Operations Research
1987-01-01Paper
On the Optimality of $(s,S)$-Policies in Continuous Review Inventory Models
SIAM Journal on Applied Mathematics
1986-01-01Paper
Markov Decision Drift Processes; Conditions for Optimality Obtained by Discretization
Mathematics of Operations Research
1985-01-01Paper
Sensitivity analysis in discounted Markovian decision problems
OR Spektrum
1985-01-01Paper
Selection of order of observation in optimal stopping problems
Journal of Applied Probability
1985-01-01Paper
Constrained Undiscounted Stochastic Dynamic Programming
Mathematics of Operations Research
1984-01-01Paper
Discretization and Weak Convergence in Markov Decision Drift Processes
Mathematics of Operations Research
1984-01-01Paper
scientific article; zbMATH DE number 3967618 (Why is no real title available?)1984-01-01Paper
Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints
Mathematical Programming
1984-01-01Paper
Average optimal policies in Markov decision drift processes with applications to a queueing and a replacement model
Advances in Applied Probability
1983-01-01Paper
scientific article; zbMATH DE number 3938204 (Why is no real title available?)1983-01-01Paper
Semi-Markov strategies in stochastic games
International Journal of Game Theory
1983-01-01Paper
scientific article; zbMATH DE number 3819496 (Why is no real title available?)1983-01-01Paper
Weak convergence for generalized semi-Markov processes
Stochastic Processes and their Applications
1982-01-01Paper
scientific article; zbMATH DE number 4060487 (Why is no real title available?)1982-01-01Paper
scientific article; zbMATH DE number 3735586 (Why is no real title available?)1981-01-01Paper
scientific article; zbMATH DE number 3731792 (Why is no real title available?)1981-01-01Paper
scientific article; zbMATH DE number 3731793 (Why is no real title available?)1981-01-01Paper
scientific article; zbMATH DE number 3726115 (Why is no real title available?)1981-01-01Paper
scientific article; zbMATH DE number 3611112 (Why is no real title available?)1979-01-01Paper
Linear Programming and Markov Decision Chains
Management Science
1979-01-01Paper
Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion
Stochastic Processes and their Applications
1979-01-01Paper
scientific article; zbMATH DE number 3644312 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3694973 (Why is no real title available?)1979-01-01Paper
A note on simultaneous recurrence conditions on a set of denumerable stochastic matrices
Journal of Applied Probability
1978-01-01Paper
scientific article; zbMATH DE number 3718882 (Why is no real title available?)1978-01-01Paper
scientific article; zbMATH DE number 3612808 (Why is no real title available?)1978-01-01Paper
scientific article; zbMATH DE number 3580307 (Why is no real title available?)1977-01-01Paper
Sensitive Optimality Criteria in Countable State Dynamic Programming
Mathematics of Operations Research
1977-01-01Paper
scientific article; zbMATH DE number 3545500 (Why is no real title available?)1976-01-01Paper
Discrete time methods for simulating continuous time Markov chains
Advances in Applied Probability
1976-01-01Paper
scientific article; zbMATH DE number 3583678 (Why is no real title available?)1976-01-01Paper
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 Queue
Statistica Neerlandica
1976-01-01Paper
The asymptotic behaviour of the minimal total expected cost for the denumerable state Markov decision model
Journal of Applied Probability
1975-01-01Paper
scientific article; zbMATH DE number 3518563 (Why is no real title available?)1975-01-01Paper
A modified form of the iterative method of dynamic programming
The Annals of Statistics
1975-01-01Paper
On the convergence of moments in stationary Markov chains
Stochastic Processes and their Applications
1975-01-01Paper
On a Conjecture of Iglehart
Management Science
1975-01-01Paper
scientific article; zbMATH DE number 3445938 (Why is no real title available?)1974-01-01Paper
Technical Note—The Method of Successive Approximations and Markovian Decision Problems
Operations Research
1974-01-01Paper
On the convergence of the average expected return in dynamic programming
Journal of Mathematical Analysis and Applications
1974-01-01Paper
Convergence Results and Approximations for Optimal (s, S) Policies
Management Science
1974-01-01Paper
scientific article; zbMATH DE number 3456689 (Why is no real title available?)1973-01-01Paper
The Rate of Growth of Sample Maxima
Annals of Mathematical Statistics
1972-01-01Paper
A counterexample in discounted dynamic programming
Journal of Mathematical Analysis and Applications
1972-01-01Paper
scientific article; zbMATH DE number 3239153 (Why is no real title available?)1967-01-01Paper


Research outcomes over time


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