Nowadays the size and complexity of models is growing more and more, forcing modelers to face some problems that they were not accustomed to. Before trying to study ways to deal w...
General multiclass queueing systems are extremely difficult to analyze. A great deal of effort has been devoted to examining the question of stability and performance of such net...
Automatic compilation of the linking relation employed in certain parsing algorithms for context-free languages is examined. Special problems arise in the extension of these algor...
We discuss integrated chance constraints in their role of short-term risk constraints in a strategic ALM model for Dutch pension funds. The problem is set up as a multistage recou...
Willem K. Klein Haneveld, Matthijs H. Streutker, M...
We propose consensus propagation, an asynchronous distributed protocol for averaging numbers across a network. We establish convergence, characterize the convergence rate for regul...