| Publication | Date of Publication | Type |
|---|
A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers
Annals of the Institute of Statistical Mathematics | 2024-07-29 | Paper |
Exponential dispersion models for overdispersed zero-inflated count data
Communications in Statistics. Simulation and Computation | 2023-09-18 | Paper |
Rare-event analysis and simulation of queues with time-varying rates
Queueing Systems | 2022-06-16 | Paper |
scientific article; zbMATH DE number 7517903 (Why is no real title available?)
| 2022-05-05 | Paper |
New exponential dispersion models for count data: the ABM and LM classes
ESAIM: Probability and Statistics | 2021-06-01 | Paper |
Minimizing bed occupancy variance by scheduling patients under uncertainty
European Journal of Operational Research | 2020-05-27 | Paper |
Monte Carlo Methods for Insurance Risk Computation
| 2018-07-05 | Paper |
A large deviations analysis of the transient of a queue with many Markov fluid inputs: approximations and fast simulation
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
Semiparametric cross entropy for rare-event simulation
Journal of Applied Probability | 2016-12-09 | Paper |
Sequential Monte Carlo for counting vertex covers in general graphs
Statistics and Computing | 2016-06-10 | Paper |
Finding the conjugate of Markov fluid processes
Probability in the Engineering and Informational Sciences | 2016-05-11 | Paper |
Counting with combined splitting and capture--recapture methods
Stochastic Models | 2012-10-29 | Paper |
State-dependent importance sampling schemes via minimum cross-entropy
Annals of Operations Research | 2012-03-08 | Paper |
Finite-state Markov chains obey Benford's law
SIAM Journal on Matrix Analysis and Applications | 2012-01-16 | Paper |
APPROXIMATE RESULTS FOR A GENERALIZED SECRETARY PROBLEM
Probability in the Engineering and Informational Sciences | 2011-05-18 | Paper |
The cross-entropy method with patching for rare-event simulation of large Markov chains
European Journal of Operational Research | 2010-12-20 | Paper |
Asymptotic optimality of the cross-entropy method for Markov chain problems
| 2010-03-09 | Paper |
Importance sampling algorithms for first passage time probabilities in the infinite server queue
European Journal of Operational Research | 2009-12-07 | Paper |
Some Large Deviations Results in Markov Fluid Models
Probability in the Engineering and Informational Sciences | 2007-01-19 | Paper |
Large deviations without principle: join the shortest queue
Mathematical Methods of Operations Research | 2006-01-23 | Paper |
Importance sampling simulations of Markovian reliability systems using cross-entropy
Annals of Operations Research | 2005-08-05 | Paper |
An analytic model for capacity planning of prisons in the Netherlands
The Journal of the Operational Research Society | 2005-01-10 | Paper |
Large-deviations analysis of the fluid approximation for a controllable tandem queue
The Annals of Applied Probability | 2004-03-30 | Paper |
A large deviations approach to the transient of the Erlang loss model
Performance Evaluation | 2003-06-24 | Paper |
How larger demand variability may lead to lower costs in the Newsvendor problem
Operations Research | 2002-06-19 | Paper |
Optimal trajectory to overflow in a queue fed by a large number of sources
Queueing Systems | 2000-09-10 | Paper |
Fast simulation of Markov fluid models
Journal of Applied Probability | 1996-11-19 | Paper |
Weak stochastic ordering for multidimensional Markov chains
Operations Research Letters | 1996-08-01 | Paper |
scientific article; zbMATH DE number 440536 (Why is no real title available?)
| 1993-12-05 | Paper |
A linear programming problem in separable closed queueing networks
IEEE Transactions on Automatic Control | 1989-01-01 | Paper |
Insensitive bounds for the stationary distribution of non-reversible Markov chains
Journal of Applied Probability | 1988-01-01 | Paper |
Stochastic ordering of conditional steady-state probabilities
Communications in Statistics. Stochastic Models | 1988-01-01 | Paper |
Stochastic inequalities for an overflow model
Journal of Applied Probability | 1987-01-01 | Paper |
