Publications (88)
The impact of a network split on cascading failure processes
Fiona Sloothaak, Sem C. Borst, Bert Zwart
Large deviations for stochastic fluid networks with Weibullian tails
Mihail Bazhba, Chang-Han Rhee, Bert Zwart
Uniform Asymptotics for Compound Poisson Processes with Regularly Varying Jumps and Vanishing Drift
Bart Kamphorst, Bert Zwart
Dynamic random intersection graph: Dynamic local convergence and giant structure
Marta Milewska, Remco van der Hofstad, Bert Zwart
Large deviations for triangles in scale-free random graphs
Clara Stegehuis, Bert Zwart
Separation of timescales in a two-layered network
Maria Vlasiou, Jiheng Zhang, Bert Zwart
Two more ways of spelling Gini Coefficient with Applications
Marta Milewska, Remco van der Hofstad, Bert Zwart
Temperature Overloads in Power Grids Under Uncertainty: a Large Deviations Approach
Tommaso Nesti, Jayakrishnan Nair, Bert Zwart
Heavy Traffic Limit for a Tandem Queue with Identical Service Times
H. Christian Gromoll, Bryce Terwilliger, Bert Zwart
Transient error approximation in a Lévy queue
Britt Mathijsen, Bert Zwart
Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times
Eleni Vatamidou, Ivo J. B. F. Adan, Maria Vlasiou +1
A Classification Scheme for Local Energy Trading
Jens Hönen, Johann L. Hurink, Bert Zwart
Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment
Eleni Vatamidou, Ivo J. B. F. Adan, Maria Vlasiou +1
Sample Path Large Deviations for Lévy Processes and Random Walks with Regularly Varying Increments
Chang-Han Rhee, Jose Blanchet, Bert Zwart
Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime
Kamil Marcin Kosinski, Onno Boxma, Bert Zwart
Large deviations of the giant component in scale-free inhomogeneous random graphs
Joost Jorritsma, Bert Zwart
Minimizing heat loss in DC networks using batteries
Alessandro Zocca, Bert Zwart
Sample-path large deviations for unbounded additive functionals of the reflected random walk
Mihail Bazhba, Jose Blanchet, Chang-Han Rhee +1
First-passage time asymptotics over moving boundaries for random walk bridges
Fiona Sloothaak, Vitali Wachtel, Bert Zwart
A Stochastic Resource-Sharing Network for Electric Vehicle Charging
Angelos Aveklouris, Maria Vlasiou, Bert Zwart
Extreme values for the waiting time in large fork-join queues
Dennis Schol, Maria Vlasiou, Bert Zwart
Optimal Estimators for Heavy-Tailed Mean Estimation via Convex Analysis
Bart P. G. van Parys, Bert Zwart
Fluid Limit of a PS-queue with Multistage Service
Maria Remerova, Bert Zwart
Ranking transmission lines by overload probability using the empirical rate function
Brendan Patch, Bert Zwart
Computing first passage times for Markov-modulated fluid models using numerical PDE problem solvers
Debarati Bhaumik, Marko A. A. Boon, Daan Crommelin +2
Maximum waiting time in heavy-tailed fork-join queues
Dennis Schol, Maria Vlasiou, Bert Zwart
Large deviations asymptotics for unbounded additive functionals of diffusion processes
Mihail Bazhba, Jose Blanchet, Roger J. A. Laeven +1
Fluid Limits for Bandwidth-Sharing Networks with Rate Constraints
Maria Frolkova, Josh Reed, Bert Zwart
Grid-Aware Real-Time Control and Balancing Between Microgrids
Jens Hönen, Johann L. Hurink, Bert Zwart
A Fluid Model of an Electric Vehicle Charging Network
Angelos Aveklouris, Maria Vlasiou, Bert Zwart
Decision-Centric Large Deviations for Data-Driven Capital Buffers in Ruin Models
Yf Henkes, Bart P. G. van Parys, Bert Zwart
Insensitivity of Proportional Fairness in Critically Loaded Bandwidth Sharing Networks
Maria Vlasiou, Jiheng Zhang, Bert Zwart
Heavy-traffic approximations for a layered network with limited resources
Angelos Aveklouris, Maria Vlasiou, Jiheng Zhang +1
Optimization under rare events: scaling laws for linear chance-constrained programs
Jose Blanchet, Joost Jorritsma, Bert Zwart
Achievable Performance of Blind Policies in Heavy Traffic
Nikhil Bansal, Bart Kamphorst, Bert Zwart
Random Fluid Limit of an Overloaded Polling Model
Maria Frolkova, Sergey Foss, Bert Zwart
Conjectures on Symmetric Queues in Heavy Traffic
Bert Zwart
Tail Asymptotics for the Delay in a Brownian Fork-Join Queue
Dennis Schol, Maria Vlasiou, Bert Zwart
Efficient Scenario Generation for Heavy-tailed Chance Constrained Optimization
Jose Blanchet, Fan Zhang, Bert Zwart
Persistence of heavy-tailed sample averages: principle of infinitely many big jumps
Ayan Bhattacharya, Zbigniew Palmowski, Bert Zwart
Emergent failures and cascades in power grids: a statistical physics perspective
Tommaso Nesti, Alessandro Zocca, Bert Zwart
Analyzing large frequency disruptions in power systems using large deviations theory
Brendan Patch, Bert Zwart
Heavy-Traffic Analysis of Sojourn Time under the Foreground-Background Scheduling Policy
Bart Kamphorst, Bert Zwart
Electric vehicle charging: a queueing approach
Angelos Aveklouris, Yorie Nakahira, Maria Vlasiou +1
Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis
Eleni Vatamidou, Ivo J. B. F. Adan, Maria Vlasiou +1
Consistency of the PLFit estimator for power-law data
Ayan Bhattacharya, Bohan Chen, Remco van der Hofstad +1
Fluid Approximation of a Call Center Model with Redials and Reconnects
Sihan Ding, Maria Remerova, Rob van der Mei +1
Processor Sharing Queues with Impatience
Christian H. Gromoll, Philippe Robert, Bert Zwart
Tail Asymptotics of Cluster Sizes in Multivariate Heavy-Tailed Hawkes Processes
Jose Blanchet, Roger J. A. Laeven, Xingyu Wang +1
Sample-path large deviations for Lévy processes and random walks with Weibull increments
Mihail Bazhba, Jose Blanchet, Chang-Han Rhee +1
A Dirichlet Process Characterization of RBM in a Wedge
Peter Lakner, Josh Reed, Bert Zwart
Scaling limits via excursion theory: Interplay between Crump-Mode-Jagers branching processes and processor-sharing queues
Amaury Lambert, Florian Simatos, Bert Zwart
Dynamic Dimensioning of Frequency Containment Reserves: The Case of the Nordic Grid
Jöbke Janssen, Alessandro Zocca, Bert Zwart +1
Complete resource pooling of a load balancing policy for a network of battery swapping stations
Fiona Sloothaak, James R. Cruise, Seva Shneer +2
Sample Path Large Deviations for Multivariate Heavy-Tailed Hawkes Processes and Related Lévy Processes
Jose Blanchet, Roger J. A. Laeven, Xingyu Wang +1
Robust heavy-traffic approximations for service systems facing overdispersed demand
Britt W. J. Mathijsen, A. J. E. M. Janssen, Johan S. H. van Leeuwaarden +1
Economies-of-scale in resource sharing systems: tutorial and partial review of the QED heavy-traffic regime
Johan S. H. van Leeuwaarden, Britt W. J. Mathijsen, Bert Zwart
Bounds and Limit Theorems for a Layered Queueing Model in Electric Vehicle Charging
Angelos Aveklouris, Maria Vlasiou, Bert Zwart
Line failure probability bounds for power grids
Tommaso Nesti, Alessandro Zocca, Bert Zwart
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes
Bohan Chen, Jose Blanchet, Chang-Han Rhee +1
On the accuracy of phase-type approximations of heavy-tailed risk models
Eleni Vatamidou, Ivo J. B. F. Adan, Maria Vlasiou +1
Scale-free graphs with many edges
Clara Stegehuis, Bert Zwart
SIR on locally converging dynamic random graphs
Marta Milewska, Remco van der Hofstad, Bert Zwart
Diffusion limits of limited processor sharing queues
Jiheng Zhang, J. G. Dai, Bert Zwart
Efficient Rare-event Simulation for Perpetuities
Jose Blanchet, Henry Lam, Bert Zwart
Fluid Limits for an ALOHA-type Model with Impatient Customers
Maria Frolkova, Sergey Foss, Bert Zwart
Subexponential asymptotics of hybrid fluid and ruin models
Bert Zwart, Sem Borst, Krzystof Debicki
Threshold-Based Algorithms for an Online Rolling Horizon Framework Under Uncertainty -- With an Application to Energy Management
Jens Hönen, Johann L. Hurink, Bert Zwart
Heavy tails in dynamic flow networks: Universal explanation of their emergence
Agnieszka Janicka, Fiona Sloothaak, Maria Vlasiou +1
Bidding in Ancillary Service Markets: An Analytical Approach Using Extreme Value Theory
Torine Reed Herstad, Jalal Kazempour, Lesia Mitridati +1
Large deviations for subgraphs in inhomogeneous random graphs
Riccardo Michielan, Clara Stegehuis, Bert Zwart
Emergence of Scale-Free Traffic Jams in Highway Networks: A Probabilistic Approach
Agnieszka Janicka, Fiona Sloothaak, Maria Vlasiou +1
A large-deviations analysis of the GI/GI/1 SRPT queue
Misja Nuyens, Bert Zwart
Large fork-join queues with nearly deterministic arrival and service times
Dennis Schol, Maria Vlasiou, Bert Zwart
Large Fluctuations in Locational Marginal Prices
Tommaso Nesti, John Moriarty, Alessandro Zocca +1
Emergence of scale-free blackout sizes in power grids
Tommaso Nesti, Fiona Sloothaak, Bert Zwart
Importance sampling of heavy-tailed iterated random functions
Bohan Chen, Chang-Han Rhee, Bert Zwart
Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows
Bert Zwart, Sem Borst, Michel Mandjes
Optimization of inventory and capacity in large-scale assembly systems using extreme-value theory
Mirjam S. Meijer, Dennis Schol, Willem van Jaarsveld +2
Heavy traffic limit for the workload plateau process in a tandem queue with identical service times
H. Christian Gromoll, Bryce Terwilliger, Bert Zwart
Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment
Eleni Vatamidou, Ivo J. B. F. Adan, Maria Vlasiou +1
Time-dependent behaviour of an alternating service queue
Maria Vlasiou, Bert Zwart
Robust Mean Estimation for Optimization: The Impact of Heavy Tails
Bart P. G. van Parys, Bert Zwart
Sample-path large deviations for a class of heavy-tailed Markov additive processes
Bohan Chen, Chang-Han Rhee, Bert Zwart
Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes
Hansjörg Albrecher, Bohan Chen, Eleni Vatamidou +1
Optimization of stochastic lossy transport networks and applications to power grids
Alessandro Zocca, Bert Zwart
Dynamic Rolling Horizon-Based Robust Energy Management for Microgrids Under Uncertainty
Jens Hönen, Johann L. Hurink, Bert Zwart
A Lévy input fluid queue with input and workload regulation
Zbigniew Palmowski, Maria Vlasiou, Bert Zwart