

Werner
Scheinhardt
Welcome to this homepage, which contains mostly workrelated information. Since I am an assistant professor (universitair docent) in stochastics, this page may be interesting to those who share this interest, while it may not to those who don't ... My address and other coordinates are as follows: Dr. ir. W.R.W. Scheinhardt 



P.O.
Box 217 
Phone:

+31
53 489 3832 



In 1994 I obtained my Masters degree in Applied Mathematics at the
From 1994 until 1998 I was a PhD student, again under supervision of Erik van Doorn. The thesis I defended on December 4 was entitled Markovmodulated and Feedback Fluid Queues. (A PDFfile can be found here.)
From 1999 until June 2000 I was a Postdoc at
Eindhoven University of Technology, and I paid a twomonth visit to the
Since June 2000, I am an assistant professor
at the
Applied probability, in particular queueing theory. Part of my research is connected to the work for my PhD thesis, concerning networks of fluid queues. Other interests include tandem queues, feedback mechanisms, asymptotic behavior, and rare event simulation.
PhD Level
Daniel Reijsbergen Model checking
stochastic systems using rare event simulation
Denis Miretskiy Rare
event simulation of tandem queues
Nicky van Foreest Queues
with congestiondependent feedback
Master Level
Ties Brands Optimisation of toll
levels in networks
Astrid van
de VenKochx Voorraadbeheer
op de OK
Wilfred de
Graaf Shot
noise fluid queues with a timedependent arrival process
Marc
Wingender Operationele
resupply met behulp van Inventri
Fiorinda
Polselli Revenue
management in de luchtvaart met stochastische vraag
Bachelor Level
Koen Dijkstra & Operating a
multispeed production facility
Sjoerd van Willigen
Master Level
153187 Queueing Theory
(LNMB/Dutch master program).
153170 Introduction to
Stochastic Processes (LNMB/Dutch master program).
153181 Stochastic
Models for Telecommunications Systems
153196
Capita Selecta Stochastic Operations Research
153192
(Markov Decision Theory and) Algorithmic Methods
Bachelor Level
153065 Markovketens
(hoor/werkcollege)
153006 Kansrekening voor EL (hoor/werkcollege)
153037 Kansrekening voor TW (werkcollege)
Veel andere
werkcolleges en practica
If you would like a hardcopy of any publication mentioned here, please ask me. Electronic copies of most reports (memoranda) can be found here.
D.I. Miretskiy,
W.R.W. Scheinhardt and M.R.H. Mandjes (2011), An
efficient multilevel splitting scheme. Accepted for Journal of Statistical Planning and Inference.
D.I. Miretskiy,
W.R.W. Scheinhardt and M.R.H. Mandjes (2010), Statedependent importance
sampling for a slowdown tandem queue. Accepted for Annals of Operations Research.
D.I. Miretskiy,
W.R.W. Scheinhardt and M.R.H. Mandjes (2010), Statedependent importance
sampling for a Jackson tandem network. Transactions
on Modeling and Computer Simulation 20 (3), article 15. Click here for
pdf.
J.B. Timmer and W.R.W.
Scheinhardt (2010), How to share the cost of cooperating queues in a tandem
network? Proceedings of the 22nd International Teletraffic
Congress (ITC), 79 Sept 2010, Amsterdam. Click here for pdf.
D.I. Miretskiy,
W.R.W. Scheinhardt and M.R.H. Mandjes (2009), An
efficient multilevel splitting scheme. Proceedings of
D.I. Miretskiy,
W.R.W. Scheinhardt and M.R.H. Mandjes (2009), Backpressurebased control
protocols: design and computational aspects. Proceedings of the 21st
International Teletraffic Congress (ITC), 1517 Sept.
2009, Paris. Click here
for pdf.
D.I. Miretskiy,
W.R.W. Scheinhardt and M.R.H. Mandjes (2009), Rareevent simulation for tandem
queues: a simple and efficient importance sampling scheme. In Network control and optimization,
Proceedings of NETCOOP 2009, LNCS 5894, Springer, Berlin, pp. 107120. Click here for pdf.
I. Adan, M. Mandjes, W.
Scheinhardt and
N. Litvak, W.R.W.
Scheinhardt, Y.V. Volkovich and B. Zwart (2009), Characterization of tail dependence for indegree
and PageRank. In Algorithms and Models for the Webgraph, Proceedings of WAW 2009, LNCS 5427, Springer,
D. Miretskiy,
W.R.W. Scheinhardt and M.R.H. Mandjes (2008), Simulation of a Jackson Tandem
Network using Statedependent Importance Sampling. Proceedings of SMCTools 2008 workshop, October 2008, Athens, Greece.
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2008), Simple and efficient importance sampling scheme for a tandem queue with server slowdown. Proceedings of Resim 2008, pp. 3849.
M. Mandjes and
N. Litvak, W.R.W. Scheinhardt and Y. Volkovich
(2008), Probabilistic relation between InDegree and PageRank. In Algorithms and Models for the Webgraph, Proceedings
of WAW 2006, LNCS 4936, Springer,
P.T. de Boer and W.R.W. Scheinhardt (2007), Alternative proof and
interpretations for a recent statedependent importance sampling scheme. Queueing
Systems 57 (23), pp. 6169. Click here for pdf.
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes
(2007), Efficient simulation of a tandem queue with
server slowdown. Simulation 83
(11), pp. 751767. Click here for pdf.
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes
(2007), Tandem queue with server slowdown. ACM Sigmetrics
Performance Evaluation Review 35 (3), pp. 5152 (extended abstract). Click here for pdf.
N.D. van Foreest, B.R. Haverkort, M.R.H. Mandjes and
W.R.W. Scheinhardt (2007), Versatile stochastic models for networks with asymmetric TCP
sources. Performance Evaluation 64 (6), pp. 507523. Click here for pdf.
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes
(2006), Efficient simulation of a tandem queue with
server slowdown. Proceedings of Resim 2006, pp. 132143. Click here
for pdf.
N.D. van Foreest, J.C.W. van Ommeren, M.R.H. Mandjes and W.R.W.
Scheinhardt (2005), A tandem queue with
server slowdown and blocking. Stochastic Models 21(23), pp. 695724. Click here for pdf.
W.R.W. Scheinhardt, N.
van Foreest and M. Mandjes (2005), Continuous
Feedback Fluid Queues. Operations Research Letters 33, pp. 551559. Click here for pdf.
D.P. Kroese, W.R.W. Scheinhardt and P.G. Taylor (2004), Spectral
properties of the tandem
N. van Foreest, M. Mandjes and W. Scheinhardt (2003), A versatile model for asymmetric TCP sources. In Teletraffic Science and Engineering, Proceedings of ITC 18,
Elsevier,
M. Mandjes, D. Mitra and
N. van Foreest, M. Mandjes and W.R.W. Scheinhardt (2003), Analysis
of a feedback fluid model for heterogeneous TCP sources. Stochastic Models 19,
pp. 299324. Click here for pdf.
M. Mandjes, D. Mitra and W. Scheinhardt (2003), A
simple model of network access: feedback adaptation of rates and admission
control. Computer Networks 41, pp. 489504. Click here for pdf.
M. Mandjes, D. Mitra and W.R.W. Scheinhardt (2002), Simple models of
network access, with applications to the design of joint rate and admission
control. In Proceedings of INFOCOM 2002, New York, June 2527, pp. 312.
W.R.W. Scheinhardt and B. Zwart
(2002), A tandem fluid queue with gradual input.
Probability in the Engineering and Informational Sciences 16, pp. 2945.
Click here
for pdf
W.R.W. Scheinhardt
(2001). Analysis of feedback fluid queues. In Proceedings of the 14th ITC
specialists seminar on access networks and systems, Girona, April 2527, pp.
215220.
D.P. Kroese and W.R.W.
Scheinhardt (2001), Joint distributions for interacting fluid queues. Queueing
Systems 37, pp. 99139. Click here for pdf.
S. Aalto and W.R.W.
Scheinhardt (2000), Tandem fluid queues fed by homogeneous onoff sources,
Operations Research Letters 27, pp. 7382. Click here for pdf.
R.B. Lenin, P.R. Parthasarathy, W.R.W. Scheinhardt and E.A. van Doorn (2000), Families of birthdeath processes with
similar timedependent behaviour. Journal of Applied
Probability 37, pp. 835849. Click here for pdf.
I.J.B.F. Adan, E.A.
van Doorn, J.A.C. Resing
and W.R.W. Scheinhardt (1998), Analysis of a
single server queue interacting with a fluid reservoir, Queueing Systems 29,
pp. 313336. Click here for pdf.
D.P. Kroese and W.R.W.
Scheinhardt (1998). A fluid queue driven by a fluid queue. In Proceedings
of the International Teletraffic Seminar, LONIIS,
SaintPetersburg, June 17.
(Brief version of Memorandum No. 1363)
E.A. van Doorn and W.R.W. Scheinhardt (1997), A
fluid queue driven by an infinitestate birthdeath process. In Teletraffic Contributions for the Information Age,
Proceedings of ITC 15, Elsevier, Amsterdam, pp. 465475.
E.A. van Doorn
and W.R.W. Scheinhardt (1996), Analysis of birthdeath fluid queues. In
B.D. Choi, editor, Proceedings of Applied Mathematics Workshop, KAIST, Korea,
pp. 1329.
PhD thesis:
W.R.W. Scheinhardt (1998), Markovmodulated
and Feedback Fluid Queues.
Thesis, Faculty of Mathematical Sciences,
Click here
for pdf.