Author Publications

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Jump to: 2015 | 2005 | 2004 | 2003 | 2002 | 2001 | 1999 | 1998 | 1997 | 1996 | 1994 | 1993 | 1992 | 1989
Number of items: 20.

2015

Scheinhardt, Werner and Kroese, Dirk P. (2015) A comparison of random walks in dependent random environments. [Report]

2005

Boer, Pieter-Tjerk de and Kroese, Dirk P. and Mannor, Shie and Rubinstein, Reuven Y. (2005) A tutorial on the cross-entropy method. Annals of operations research, 134 (1). pp. 19-67. ISSN 0254-5330

2004

Boer, P.T. de and Kroese, D.P. and Rubinstein, R.Y. (2004) A fast cross-entropy method for estimating buffer overflows in queueing networks. Management science, 50 (7). pp. 883-895. ISSN 0025-1909

Kroese, D.P. and Scheinhardt, W.R.W. and Taylor, P.G. (2004) Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process. Annals of applied probability, 14 (4). pp. 2057-2089. ISSN 1050-5164

2003

Kroese, D.P. and Scheinhardt, W.R.W. and Taylor, P.G. (2003) Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process. [Report]

2002

Boer, P.T. de and Kroese, D.P. and Rubinstein, R.Y. (2002) Estimating buffer overflows in three stages using cross-entropy. In: Winter Simulation Conference, WSC 2002, 8-11 December 2002, San Diego, CA, USA (pp. pp. 301-309).

Garvels, Marnix J.J. and Ommeren, Jan-Kees van and Kroese, Dirk P. (2002) On the importance function in splitting simulation. European transactions on telecommunications, 13 (4). pp. 363-371. ISSN 1541-8251

Kroese, Dirk P. and Nicola, Victor F. (2002) Efficient simulation of a tandem Jackson network. ACM transactions on modeling and computer simulation, 12 (2). pp. 119-141. ISSN 1049-3301

2001

Kroese, Dirk P. and Scheinhardt, Werner R.W. (2001) Joint distributions for interacting fluid queues. Queueing systems, 37 (1-3). pp. 99-139. ISSN 0257-0130

1999

Garvels, Marnix J.J. and Kroese, Dirk P. (1999) On the entrance distribution in RESTART simulation. [Report]

Kroese, Dirk P. and Nicola, Victor F. (1999) Efficient estimation of overflow probabilities in queues with breakdowns. Performance Evaluation, 36-37 . pp. 471-484. ISSN 0166-5316

1998

Garvels, Marnix J.J. and Kroese, Dirk P. (1998) A comparison of RESTART implementations. In: D.J. Medeiros & E.F. Watson & J.S. Carson & M.S. Manivannan (Eds.), Proceedings of the 1998 Winter Simulation Conference. IEEE, pp. 601-608. ISBN 9780780351332

1997

Kroese, Dirk P. (1997) Heavy traffic analysis for continuous polling models. Journal of applied probability, 34 (3). pp. 720-732. ISSN 0021-9002

1996

Kroese, Dirk P. and Schmidt, Volker (1996) Light-traffic analysis for queues with spatially distributed arrivals. Mathematics of operations research, 21 (1). pp. 135-157. ISSN 0364-765X

1994

Kroese, Dirk P. and Schmidt, Volker (1994) Single-server queues with spatially distributed arrivals. Queueing systems, 17 (1). pp. 317-345. ISSN 0257-0130

1993

Kroese, Dirk P. and Schmidt, Volker (1993) Queueing systems on a circle. Zeitschrift für Operations Research, 37 (3). pp. 303-331. ISSN 0341-3306

1992

Kroese, D.P. (1992) The difference of two renewal processes level crossing and the infimum. Communications in statistics. Stochastic models, 8 (2). pp. 221-243. ISSN 0882-0287

Kroese, D.P. and Kallenberg, W.C.M. (1992) Second-order asymptotics in level crossing for differences of renewal processes. Stochastic processes and their applications, 40 (2). pp. 309-323. ISSN 0304-4149

Kroese, Dirk P. and Schmidt, Volker (1992) A continuous polling system with general service times. Annals of applied probability, 2 (4). pp. 906-927. ISSN 1050-5164

1989

Kroese, D.P. and Kallenberg, W.C.M. (1989) Approximations to the lifetime distribution of k-out of-n systems with cold standby. Mathematics of operations research, 14 (3). pp. 485-501. ISSN 0364-765X

This list was generated on Sun Jun 26 05:41:08 2016 CEST.