Project

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

Duration
01 January 2014 → 31 October 2018
Funding
Regional and community funding: Special Research Fund
Research disciplines
  • Natural sciences
    • Applied mathematics in specific fields
    • Statistics and numerical methods
    • Computer architecture and networks
    • Distributed computing
    • Information sciences
    • Information systems
    • Programming languages
    • Scientific computing
    • Theoretical computer science
    • Visual computing
    • Other information and computing sciences
Keywords
model robustness Markov chains imprecise probabilities stochastic processes queueing systems
 
Project description

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.