Statistics, Probability, and Operations Research

Stochastic Operations Research

We study the effects of randomness and uncertainty on complex systems and optimization problems, with techniques at the intersection of applied probability and operations research. Particular attention is given to the area of stochastic processes on interacting networks, queueing theory and the analysis of random walks and higher-dimensional Markov processes. A key goal is to develop analytic, probabilistic, algorithmic and asymptotic methods, with emphasis on asymptotic laws and scaling limits for large-scale critical systems. Typical application areas are computer-communications, energy networks, logistics and service operations, biological systems, particle interactions, and social networks.

Photo by Denys Nevozhai on Unsplash

Photo by Nicholas Cappello on Unsplash


Recent Publications*

* – Disclaimer: this list is automatically recovered from the TU/e Pure repository. Due to difficulties in integrating the pure API in wordpress there might be repetitions and it might not be fully representative of all recent publications