Lorentz Center - Stochastic Systems from 16 Mar 2005 through 19 Mar 2005
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    Stochastic Systems
    from 16 Mar 2005 through 19 Mar 2005

Preliminary Programme Workshop “Stochastic Systems”


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


15.15-16.15               Hill

                                    Algorithms for Constructing Probability Measures at


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 (by invitation)

10.00 - 10.30             Ad Ridder

                                    The minimium cross-entropy method for rare event estimation


10.40 -11.10              Dinard van der Laan

                                    Optimal Open-Loop Polling


11.20 - 11.50             Ger 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”