34 citations · 52 across the 11 of their papers we have counts for
11 papers
Road traffic estimation and distribution-based route selection
Rens Kamphuis, Michel Mandjes, Paulo Serra
In route selection problems, the driver's personal preferences will determine whether she prefers a route with a travel time that has a relatively low mean and high variance over o…
Optimal departure time advice in road networks with stochastic disruptions
Rens Kamphuis, Nikki Levering, Michel Mandjes
Due to recurrent (e.g. daily or weekly) patterns and non-recurrent disruptions (e.g. caused by incidents), travel times in road networks are time-dependent and inherently random. T…
Estimating Probability Distributions of Travel Times by Fitting a Markovian Velocity Model
Nikki Levering, Marko Boon, Michel Mandjes
To improve the routing decisions of individual drivers and the management policies designed by traffic operators, one needs reliable estimates of travel time distributions. Since c…
Externalities in queues as stochastic processes: The case of FCFS M/G/1
Royi Jacobovic, Michel Mandjes
Externalities are the costs that a user of a common resource imposes on others. For example, consider a FCFS M/G/1 queue and a customer with service demand of minutes who…
Stability of a Stochastic Ring Network
Jaap Storm, Wouter Kager, Michel Mandjes +1
In this paper we establish a necessary and sufficient stability condition for a stochastic ring network. Such networks naturally appear in a variety of applications within communic…
A Framework for Efficient Dynamic Routing under Stochastically Varying Conditions
Nikki Levering, Marko Boon, Michel Mandjes +1
Despite measures to reduce congestion, occurrences of both recurrent and non-recurrent congestion cause large delays in road networks with important economic implications. Educated…
Estimating customer impatience in a service system with unobserved balking
Yoshiaki Inoue, Liron Ravner, Michel Mandjes
This paper studies a service system in which arriving customers are provided with information about the delay they will experience. Based on this information they decide to wait fo…
A roundabout model with on-ramp queues: exact results and scaling approximations
Jaap Storm, Sandjai Bhulai, Wouter Kager +1
This paper introduces a general model of a single-lane roundabout, represented as a circular lattice that consists of cells, with Markovian traffic dynamics. Vehicles enter the…
Markov-modulated Ornstein-Uhlenbeck processes
Gang Huang, Marijn Jansen, Michel Mandjes +2
In this paper we consider an Ornstein-Uhlenbeck (OU) process whose parameters are determined by an external Markov process on a fini…
On the upper bound in Varadhan's Lemma
H. M. Jansen, M. R. H. Mandjes, K. De Turck +1
In this paper, we generalize the upper bound in Varadhan's Lemma. The standard formulation of Varadhan's Lemma contains two important elements, namely an upper semicontinuous integ…
A functional central limit theorem for a Markov-modulated infinite-server queue
D. Anderson, J. Blom, M. Mandjes +2
The production of molecules in a chemical reaction network is modelled as a Poisson process with a Markov-modulated arrival rate and an exponential decay rate. We analyze the distr…