Workshop and special issue in honour of
Arie Hordijk

Editors:
Lodewijk Kallenberg, Ger Koole, Flora Spieksma

Papers

Most of these papers appeared in Mathematical Methods of Operations Research 62(3), 2005, a special issue in honour of Arie Hordijk.

Workshop program

Stochastic Systems
from 16 Mar 2005 through 19 Mar 2005
Lorentz Center, Leiden

Wednesday March 16

09.30 Welcome and coffee
10.00 Opening
10.15-11.15 Feinberg
Optimality of Nonrandomized Policies for Certain Constrained MDPs
11.30-12.30 Daduna
Throughput in large queuing networks
12.30-14.00 Lunch at Gorlaeus
14.00-15.00 Hordijk
Multi-modularity and Regularity; recent applications
15.15-16.15 Hill
Algorithms for Constructing Probability Measures at Random
16.30-17.30 Yechiali
Controlling an oscillating Jackson-type network having state-dependent service rates
18.00-19.30 Dinner at ?Hotel Het Witte Huis?
20.00-22.00 Discussion around (anonymous) propositions of participants

Thursday March 17

09.30-10.30 Filar
Doubly Stochastic Matrices & The Hamiltonian Cycle Problem
11.00-12.00 Rieder
Portfolio-Optimization with Different Information Structures
12.15-14.00 Lunch at Gorlaeus
14.00-15.00 Sladky
Mean-Variance Selection Rules in Markov Decision Processes
15.15-16.15 Shwartz
Large Deviations for Queues: recent extensions waiting room
16.30-17.30 Tijms
Approximations for multi-server queues with finite
18.30 Dinner in Leiden ("De Poort van Leiden")

Friday March 18

10.00-11.00 Schmidt
Fitting and Simulation of Models for Telecommunication Access Networks
11.15-12.15 Stidham
On the Optimality of a Full-Service Policy for Queuing System with Discounted Costs
12.15-14.00 Lunch at Gorlaeus
14.00-15.00 Righter
Staffing Decisions for Heterogeneous Workers with Turnover
15.15-16.15 Boxma
The G/M/1 queue revisited
16.15 Closing
17.00-18.30 Reception at snellius on the occasion of the retirement of Hordijk

Saturday March 19

10.00 - 10.30 Ridder
The minimium cross-entropy method for rare event estimation
10.40 -11.10 van der Laan
Optimal Open-Loop Polling
11.20 - 11.50 Koole
On the edge of queueing and decision making
12.30-15.00 Lunch and boat trip in Leiden
15.00 Drinks in "Koetshuis De Burcht"