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ORCIDMichel Mandjes
M. R. H. Mandjes
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- affiliation: University of Amsterdam, Korteweg-de Vries Institute for Mathematics, The Netherlands
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2020 – today
- 2023
[j143]Alex Kuiper, Michel Mandjes, Jeroen de Mast, Ruben Brokkelkamp:
A flexible and optimal approach for appointment scheduling in healthcare. Decis. Sci. 54(1): 85-100 (2023)- [j142]Offer Kella
, Michel Mandjes:
From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity. J. Appl. Probab. 60(1): 68-84 (2023) - [j141]Onno J. Boxma, Michel Mandjes:
A decomposition for Lévy processes inspected at Poisson moments. J. Appl. Probab. 60(2): 557-569 (2023) - [j140]Michel Mandjes:
Editorial. Queueing Syst. Theory Appl. 104(1-2): 1-2 (2023) - [j139]Vidyadhar G. Kulkarni, Michel Mandjes:
Obituary Narahari Umanath ('Uma') Prabhu (April 25th, 1924-October 14th, 2022). Queueing Syst. Theory Appl. 104(3-4): 151-153 (2023) - 2022
- [j138]Mathisca C. M. de Gunst, Michel Mandjes, Birgit Sollie:
Statistical inference for a quasi birth-death model of RNA transcription. BMC Bioinform. 23(1): 105 (2022) - [j137]Mariska Heemskerk, Michel Mandjes, B. Mathijsen:
Staffing for many-server systems facing non-standard arrival processes. Eur. J. Oper. Res. 296(3): 900-913 (2022) - [j136]Yannik Peeters, Arnoud V. den Boer, Michel Mandjes:
Continuous Assortment Optimization with Logit Choice Probabilities and Incomplete Information. Oper. Res. 70(3): 1613-1628 (2022) - [j135]Michel Mandjes:
Introductory editorial: December 2021. Queueing Syst. Theory Appl. 100(1-2): 5-6 (2022) - [j134]Michel Mandjes:
Multivariate M/G/1 systems with coupled input and parallel service. Queueing Syst. Theory Appl. 100(3-4): 309-311 (2022) - [j133]Onno J. Boxma, M. R. H. Mandjes:
Queueing and risk models with dependencies. Queueing Syst. Theory Appl. 102(1-2): 69-86 (2022) - [j132]Martin Zubeldia, Michel Mandjes:
Learning traffic correlations in multi-class queueing systems by sampling queue lengths, with routing applications. SIGMETRICS Perform. Evaluation Rev. 49(3): 53-54 (2022) - 2021
- [j131]Madelon A. de Kemp, Michel Mandjes, Neil Olver:
Performance of the Smallest-Variance-First Rule in Appointment Sequencing. Oper. Res. 69(6): 1909-1935 (2021) - [j130]Krzysztof Bisewski, Krzysztof Debicki, Michel Mandjes:
Bounds for expected supremum of fractional Brownian motion with drift. J. Appl. Probab. 58(2): 411-427 (2021) - [j129]Guusje Delsing, Michel Mandjes:
A transient Cramér-Lundberg model with applications to credit risk. J. Appl. Probab. 58(3): 721-745 (2021) - [j128]Onno J. Boxma, Michel Mandjes:
Affine Storage and Insurance Risk Models. Math. Oper. Res. 46(4): 1282-1302 (2021) - [j127]L. R. van Kreveld, Onno J. Boxma, Jan-Pieter L. Dorsman, M. R. H. Mandjes:
Scaling limits for closed product-form queueing networks. Perform. Evaluation 151: 102220 (2021) - [j126]Martin Zubeldia, Michel Mandjes:
Learning traffic correlations in multi-class queueing systems by sampling queue lengths, with routing applications. Perform. Evaluation 152: 102243 (2021) - [j125]Onno J. Boxma, Andreas Löpker, Michel Mandjes, Zbigniew Palmowski:
A multiplicative version of the Lindley recursion. Queueing Syst. Theory Appl. 98(3-4): 225-245 (2021) - [j124]Martin Zubeldia, Michel Mandjes:
Large deviations for acyclic networks of queues with correlated Gaussian inputs. Queueing Syst. Theory Appl. 98(3-4): 333-371 (2021) - [j123]Onno J. Boxma, Michel Mandjes:
Shot-noise queueing models. Queueing Syst. Theory Appl. 99(1-2): 121-159 (2021) - 2020
- [j122]Paulo Serra, Michel Mandjes:
Estimation of local degree distributions via local weighted averaging and Monte Carlo cross-validation. Comput. Stat. Data Anal. 144: 106886 (2020) - [j121]Onno J. Boxma, Andreas Löpker, Michel Mandjes:
On two classes of reflected autoregressive processes. J. Appl. Probab. 57(2): 657-678 (2020) - [c39]L. R. van Kreveld, Onno J. Boxma, Jan-Pieter L. Dorsman, M. R. H. Mandjes:
Scaling analysis of an extended machine-repair model. VALUETOOLS 2020: 172-179 - [i3]Mariska Heemskerk, Michel Mandjes, B. Mathijsen:
Staffing for many-server systems facing non-standard arrival processes. CoRR abs/2006.00515 (2020)
2010 – 2019
- 2019
- [j120]Mathisca C. M. de Gunst, Bartek Knapik, Michel Mandjes, Birgit Sollie:
Parameter estimation for a discretely observed population process under Markov-modulation. Comput. Stat. Data Anal. 140: 88-103 (2019) - [j119]Abhishek, Marko A. A. Boon, Michel Mandjes, Rudesindo Núñez-Queija:
Congestion analysis of unsignalized intersections: The impact of impatience and Markov platooning. Eur. J. Oper. Res. 273(3): 1026-1035 (2019) - [j118]Abhishek, Marko A. A. Boon, Michel Mandjes:
Generalized gap acceptance models for unsignalized intersections. Math. Methods Oper. Res. 89(3): 385-409 (2019) - [j117]Mariska Heemskerk, Michel Mandjes:
Exact asymptotics in an infinite-server system with overdispersed input. Oper. Res. Lett. 47(6): 513-520 (2019) - [j116]John C. S. Lui, Michel Mandjes, Debasis Mitra:
Editorial. Perform. Evaluation 129: 1 (2019) - [j115]H. M. Jansen, Michel Mandjes, Koen De Turck, Sabine Wittevrongel:
Diffusion limits for networks of Markov-modulated infinite-server queues. Perform. Evaluation 135 (2019) - [j114]Michel Mandjes, Philippe Robert:
Introduction to special issue: The IFIP Performance 2018 conference. Queueing Syst. Theory Appl. 91(3-4): 205-206 (2019) - [j113]Onno J. Boxma, Offer Kella, Michel Mandjes:
Infinite-server systems with Coxian arrivals. Queueing Syst. Theory Appl. 92(3-4): 233-255 (2019) - [j112]Shiva Raj Pokhrel, Michel Mandjes:
Improving Multipath TCP Performance over WiFi and Cellular Networks: An Analytical Approach. IEEE Trans. Mob. Comput. 18(11): 2562-2576 (2019) - [c38]Mark de Berg, Corrie Jacobien Carstens, Michel Mandjes:
Throughput and Packet Displacements of Dynamic Broadcasting Algorithms. ALGOSENSORS 2019: 158-174 - [c37]Han Zhou, Jan-Pieter L. Dorsman, Maaike Snelder, Erik de Romph, Michel Mandjes:
GPU-based Parallel Computing for Activity-based Travel Demand Models. ANT/EDI40 2019: 726-732 - [p5]Michel Mandjes, Nicos J. Starreveld, René Bekker, Peter Spreij:
Dynamic Erdős-Rényi Graphs. Computing and Software Science 2019: 123-140 - 2018
- [j111]David T. Koops, Mayank Saxena, Onno J. Boxma, Michel Mandjes:
Infinite-server queues with Hawkes input. J. Appl. Probab. 55(3): 920-943 (2018) - [j110]Nicos J. Starreveld, René Bekker, Michel Mandjes:
Occupation times of alternating renewal processes with Lévy applications. J. Appl. Probab. 55(4): 1287-1308 (2018) - [j109]Nicos J. Starreveld, René Bekker, Michel Mandjes:
Occupation times for the finite buffer fluid queue with phase-type ON-times. Oper. Res. Lett. 46(1): 27-32 (2018) - [j108]Dieter Fiems, Michel Mandjes, Brendan Patch:
Networks of infinite-server queues with multiplicative transitions. Perform. Evaluation 123-124: 35-49 (2018) - [j107]Ewan Jacov Cahen, Michel Mandjes, Bert Zwart:
Estimating Large Delay Probabilities in Two Correlated Queues. ACM Trans. Model. Comput. Simul. 28(1): 2:1-2:19 (2018) - [j106]Krzysztof Bisewski, Daan Crommelin, Michel Mandjes:
Controlling the Time Discretization Bias for the Supremum of Brownian Motion. ACM Trans. Model. Comput. Simul. 28(3): 24:1-24:25 (2018) - [c36]Krzysztof Bisewski, Daan Crommelin, Michel Mandjes:
Simulation-based Assessment of the stationary Tail Distribution of a stochastic differential equation. WSC 2018: 1742-1753 - [i2]Yannik Peeters, Arnoud V. den Boer, Michel Mandjes:
Continuous Assortment Optimization with Logit Choice Probabilities under Incomplete Information. CoRR abs/1807.06497 (2018) - [i1]Madelon A. de Kemp, Michel Mandjes, Neil Olver:
Performance of the smallest-variance-first rule in appointment sequencing. CoRR abs/1812.01467 (2018) - 2017
- [j105]Joke G. Blom, Koen De Turck, Michel Mandjes:
Refined large deviations asymptotics for Markov-modulated infinite-server systems. Eur. J. Oper. Res. 259(3): 1036-1044 (2017) - [j104]Paulo Serra, Michel Mandjes:
Dimension Estimation Using Random Connection Models. J. Mach. Learn. Res. 18: 138:1-138:35 (2017) - [j103]Alex Kuiper, Michel Mandjes, Jeroen de Mast:
Optimal stationary appointment schedules. Oper. Res. Lett. 45(6): 549-555 (2017) - [j102]H. M. Jansen, Michel Mandjes, Koen De Turck, Sabine Wittevrongel:
Rare-event analysis of modulated Ornstein-Uhlenbeck processes. Perform. Evaluation 112: 1-14 (2017) - [j101]Mariska Heemskerk, Julia Kuhn, Michel Mandjes:
Rare-event analysis of mixed Poisson random variables, and applications in staffing. Perform. Evaluation 114: 56-77 (2017) - [j100]Michel Mandjes, Peter G. Taylor, Koen De Turck:
The Markov-modulated Erlang loss system. Perform. Evaluation 116: 53-69 (2017) - [j99]Krzysztof Debicki, Peng Liu, Michel Mandjes, Iwona Sierpinska:
Lévy-driven GPS queues with heavy-tailed input. Queueing Syst. Theory Appl. 85(3-4): 249-267 (2017) - [j98]David T. Koops, Onno J. Boxma, M. R. H. Mandjes:
Networks of \(\cdot /G/\infty \) queues with shot-noise-driven arrival intensities. Queueing Syst. Theory Appl. 86(3-4): 301-325 (2017) - [j97]Sarat Babu Moka, Sandeep Juneja, M. R. H. Mandjes:
Analysis of Perfect Sampling Methods for Hard-sphere Models. SIGMETRICS Perform. Evaluation Rev. 45(3): 69-75 (2017) - [j96]Haralambie Leahu, Michel Mandjes, Ana-Maria Oprescu:
A Numerical Approach to Stability of Multiclass Queueing Networks. IEEE Trans. Autom. Control. 62(10): 5478-5484 (2017) - 2016
- [j95]Onno J. Boxma, Michel Mandjes, Josh Reed:
On a class of reflected AR(1) processes. J. Appl. Probab. 53(3): 818-832 (2016) - [j94]Joke G. Blom, Koen De Turck, Michel Mandjes:
Functional central limit theorems for Markov-modulated infinite-server systems. Math. Methods Oper. Res. 83(3): 351-372 (2016) - [j93]H. M. Jansen, M. R. H. Mandjes, Koen De Turck, Sabine Wittevrongel:
A large deviations principle for infinite-server queues in a random environment. Queueing Syst. Theory Appl. 82(1-2): 199-235 (2016) - [j92]David T. Koops, Onno J. Boxma, M. R. H. Mandjes:
A tandem fluid network with Lévy input in heavy traffic. Queueing Syst. Theory Appl. 84(3-4): 355-379 (2016) - [j91]Hongyuan Lu, Guodong Pang, Michel Mandjes:
A functional central limit theorem for Markov additive arrival processes and its applications to queueing systems. Queueing Syst. Theory Appl. 84(3-4): 381-406 (2016) - [j90]Shiva Raj Pokhrel, Manoj K. Panda, Hai Le Vu, Michel Mandjes:
TCP Performance over Wi-Fi: Joint Impact of Buffer and Channel Losses. IEEE Trans. Mob. Comput. 15(5): 1279-1291 (2016) - [c35]Abhishek, Michel Mandjes, Marko A. A. Boon, Rudesindo Núñez-Queija:
Congestion analysis of unsignalized intersections. COMSNETS 2016: 1-6 - [c34]Julia Kuhn, Michel Mandjes, Thomas Taimre:
Anomaly identification with limited sampling budget. ITW 2016: 216-220 - 2015
- [j89]K. M. Kosinski, Michel Mandjes:
Logarithmic Asymptotics for Multidimensional Extremes Under Nonlinear Scalings. J. Appl. Probab. 52(1): 68-81 (2015) - [j88]Wendy Ellens, Michel Mandjes, Hans van den Berg, Daniël Worm, Sylwester Blaszczuk:
Performance evaluation using periodic system-state measurements. Perform. Evaluation 93: 27-46 (2015) - [j87]Alex Kuiper, Michel Mandjes:
Practical Principles in Appointment Scheduling. Qual. Reliab. Eng. Int. 31(7): 1127-1135 (2015) - [j86]Alex Kuiper, Benjamin Kemper, Michel Mandjes:
A Computational approach to optimized appointment scheduling. Queueing Syst. Theory Appl. 79(1): 5-36 (2015) - [j85]Julia Kuhn, Michel Mandjes, Yoni Nazarathy:
Exploration vs Exploitation with Partially Observable Gaussian Autoregressive Arms. EAI Endorsed Trans. Self Adapt. Syst. 1(4): e5 (2015) - [j84]Sergey Foss, Sandeep Juneja, M. R. H. Mandjes, Sarat Babu Moka:
Spatial Loss Systems: Exact Simulation and Rare Event Behavior. SIGMETRICS Perform. Evaluation Rev. 43(2): 3-6 (2015) - [j83]Manoj K. Panda, Hai Le Vu, Michel Mandjes, Shiva Raj Pokhrel:
Performance Analysis of TCP NewReno over a Cellular Last-Mile: Buffer and Channel Losses. IEEE Trans. Mob. Comput. 14(8): 1629-1643 (2015) - [c33]Zdravko I. Botev, Michel Mandjes, Ad Ridder:
Tail distribution of the maximum of correlated gaussian random variables. WSC 2015: 633-642 - 2014
- [j82]Naser M. Asghari, Michel Mandjes, Anwar Walid:
Energy-efficient scheduling in multi-core servers. Comput. Networks 59: 33-43 (2014) - [j81]Felipe Mata, Piotr Zuraniewski, Michel Mandjes, Marco Mellia:
Anomaly detection in diurnal data. Comput. Networks 60: 187-200 (2014) - [j80]Benjamin Kemper, Chris A. J. Klaassen, Michel Mandjes:
Optimized appointment scheduling. Eur. J. Oper. Res. 239(1): 243-255 (2014) - [j79]Koen De Turck, M. R. H. Mandjes:
Large deviations of an infinite-server system with a linearly scaled background process. Perform. Evaluation 75: 36-49 (2014) - [j78]Joke G. Blom, Offer Kella, Michel Mandjes, H. Thorsdottir:
Markov-modulated infinite-server queues with general service times. Queueing Syst. Theory Appl. 76(4): 403-424 (2014) - [j77]Joke G. Blom, Koen De Turck, Offer Kella, Michel Mandjes:
Tail asymptotics of a Markov-modulated infinite-server queue. Queueing Syst. Theory Appl. 78(4): 337-357 (2014) - [c32]Julia Kuhn, Wendy Ellens, Michel Mandjes:
Detecting Changes in the Scale of Dependent Gaussian Processes: A Large Deviations Approach. ASMTA 2014: 170-184 - [c31]Wendy Ellens, Michel Mandjes, Daniël Worm, Hans van den Berg:
The effectiveness of throughput sampling for capacity management: A queueing approach. ICC 2014: 1197-1203 - [c30]Julia Kuhn, Michel Mandjes, Yoni Nazarathy:
Exploration vs Exploitation with Partially Observable Gaussian Autoregressive Arms. VALUETOOLS 2014 - 2013
- [j76]Peter Den Iseger, Paul Gruntjes, Michel Mandjes:
A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes. Math. Methods Oper. Res. 78(1): 101-118 (2013) - [j75]Abdelghafour Es-Saghouani, Michel Mandjes:
Exact multivariate workload asymptotics. Math. Methods Oper. Res. 78(3): 405-415 (2013) - [j74]Joke G. Blom, Michel Mandjes:
A large-deviations analysis of Markov-modulated infinite-server queues. Oper. Res. Lett. 41(3): 220-225 (2013) - [j73]Jose H. Blanchet, Michel Mandjes:
Asymptotics of the area under the graph of a Lévy-driven workload process. Oper. Res. Lett. 41(6): 730-736 (2013) - [j72]Bahar Kaynar, Michel Mandjes:
Estimation of the workload correlation in a Markov fluid queue. Queueing Syst. Theory Appl. 73(4): 407-424 (2013) - [j71]Naser M. Asghari, Michel Mandjes, Anwar Walid:
Optimizing energy management in multi-core servers. SIGMETRICS Perform. Evaluation Rev. 41(2): 38-40 (2013) - [c29]Wendy Ellens, Piotr Zuraniewski, Anna Sperotto, Harm Schotanus, Michel Mandjes, Erik Meeuwissen:
Flow-Based Detection of DNS Tunnels. AIMS 2013: 124-135 - [c28]Joke G. Blom, Koen De Turck, Michel Mandjes:
A Central Limit Theorem for Markov-Modulated Infinite-Server Queues. ASMTA 2013: 81-95 - [c27]Piotr Zuraniewski, Michel Mandjes, Hans van den Berg, Richa Malhotra:
Resource Allocation in a Multiple-Priority Buffered Link. ASMTA 2013: 457-471 - [p4]Christian Callegari, Angelo Coluccia, Alessandro D'Alconzo, Wendy Ellens, Stefano Giordano, Michel Mandjes, Michele Pagano, Teresa Pepe, Fabio Ricciato, Piotr Zuraniewski:
A Methodological Overview on Anomaly Detection. Data Traffic Monitoring and Analysis 2013: 148-183 - [p3]Michel Mandjes, Piotr Zuraniewski:
Changepoint Detection Techniques for VoIP Traffic. Data Traffic Monitoring and Analysis 2013: 184-201 - 2012
- [j70]Denis I. Miretskiy, Werner R. W. Scheinhardt, M. R. H. Mandjes:
On Efficiency of Multilevel Splitting. Commun. Stat. Simul. Comput. 41(6): 890-904 (2012) - [j69]Benjamin Kemper, Michel Mandjes:
Mean sojourn times in two-queue fork-join systems: bounds and approximations. OR Spectr. 34(3): 723-742 (2012) - [j68]Krzysztof Debicki, K. M. Kosinski, Michel Mandjes:
On the infimum attained by a reflected Lévy process. Queueing Syst. Theory Appl. 70(1): 23-35 (2012) - [j67]Krzysztof Debicki, K. M. Kosinski, Michel Mandjes:
Gaussian queues in light and heavy traffic. Queueing Syst. Theory Appl. 71(1-2): 137-149 (2012) - [j66]Anna Sperotto, Michel Mandjes, Ramin Sadre, Pieter-Tjerk de Boer, Aiko Pras:
Autonomic Parameter Tuning of Anomaly-Based IDSs: an SSH Case Study. IEEE Trans. Netw. Serv. Manag. 9(2): 128-141 (2012) - [c26]Felipe Mata, Piotr Zuraniewski, Michel Mandjes, Marco Mellia:
Anomaly detection in VoIP traffic with trends. ITC 2012: 1-8 - 2011
- [j65]Denis I. Miretskiy, Werner R. W. Scheinhardt, M. R. H. Mandjes:
State-dependent importance sampling for a slowdown tandem queue. Ann. Oper. Res. 189(1): 299-329 (2011) - [j64]Vincent J. G. Leijdekker, M. R. H. Mandjes, Peter Spreij:
Sample-Path Large Deviations in Credit Risk. J. Appl. Math. 2011: 354171:1-354171:28 (2011) - [j63]Michel Mandjes, Piotr Zuraniewski:
M/G/∞ transience, and its applications to overload detection. Perform. Evaluation 68(6): 507-527 (2011) - [j62]Sarah Lilienthal, Michel Mandjes:
Flow-level models for multipath routing. Perform. Evaluation 68(7): 551-574 (2011) - [j61]Jeroen de Mast, Benjamin Kemper, Ronald J. M. M. Does, Michel Mandjes, Yohan van der Bijl:
Process improvement in healthcare: overall resource efficiency. Qual. Reliab. Eng. Int. 27(8): 1095-1106 (2011) - [j60]Neil S. Walton, M. R. H. Mandjes:
A stability conjecture on bandwidth sharing networks. Queueing Syst. Theory Appl. 68(3-4): 237-250 (2011) - [j59]Krzysztof Debicki, Michel Mandjes:
Open problems in Gaussian fluid queueing theory. Queueing Syst. Theory Appl. 68(3-4): 267-273 (2011) - 2010
- [j58]Jevgenijs Ivanovs, Michel Mandjes:
First passage of time-reversible spectrally negative Markov additive processes. Oper. Res. Lett. 38(2): 77-81 (2010) - [j57]Frank Roijers, Hans van den Berg, Michel Mandjes:
Performance analysis of differentiated resource-sharing in a wireless ad-hoc network. Perform. Evaluation 67(7): 528-547 (2010) - [j56]Benjamin Kemper, Jeroen de Mast, Michel Mandjes:
Modeling process flow using diagrams. Qual. Reliab. Eng. Int. 26(4): 341-349 (2010) - [j55]Offer Kella, Onno J. Boxma, Michel Mandjes:
On Lévy-driven vacation models with correlated busy periods and service interruptions. Queueing Syst. Theory Appl. 64(4): 359-382 (2010) - [j54]Denis I. Miretskiy, Werner R. W. Scheinhardt, Michel Mandjes:
State-dependent importance sampling for a Jackson tandem network. ACM Trans. Model. Comput. Simul. 20(3): 15:1-15:26 (2010) - [c25]Piotr Zuraniewski, Michel Mandjes, Marco Mellia:
Empirical assessment of VoIP overload detection tests. NGI 2010: 1-8
2000 – 2009
- 2009
- [j53]Michel Mandjes, Rob van der Mei, Rudesindo Núñez-Queija:
Note from the editors. Ann. Oper. Res. 170(1): 1-2 (2009) - [j52]Urtzi Ayesta, Michel Mandjes:
Bandwidth-sharing networks under a diffusion scaling. Ann. Oper. Res. 170(1): 41-58 (2009) - [j51]Johannes Göbel, Anthony E. Krzesinski, Michel Mandjes:
Incentive-based control of ad hoc networks: A performance study. Comput. Networks 53(14): 2427-2443 (2009) - [j50]Richa Malhotra, M. R. H. Mandjes, Werner R. W. Scheinhardt, J. L. van den Berg:
A feedback fluid queue with two congestion control thresholds. Math. Methods Oper. Res. 70(1): 149-169 (2009) - [j49]René Bekker, Michel Mandjes:
A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input. Math. Methods Oper. Res. 70(2): 357-384 (2009) - [j48]Aiko Pras, Lambert J. M. Nieuwenhuis,