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Project

Robust modelling and optimisation of stochastic processes with imprecise probabilities, applied to queueing systems

In this project the paradigm of imprecise

probabilities (expertise 1st promotor) is applied to stochastic processes that are usually described by ‘common’, i.e. precise, probability theory. The

targeted application is on processes that occur in queueing systems (expertise of 2nd and 3rd promotor). The new treatment allows us to quantify the belief we can put in results from classic queueing analysis in the presence of model uncertainty.

Date:1 Jan 2014 →  31 Oct 2018
Keywords:model robustness, Markov chains, imprecise probabilities, stochastic processes, queueing systems
Disciplines:Computer architecture and networks, Information sciences, Programming languages, Information systems, Scientific computing, Applied mathematics in specific fields, Statistics and numerical methods, Other information and computing sciences, Visual computing, Distributed computing, Theoretical computer science