activity
20132022
most citedMarkov-modulated Ornstein-Uhlenbeck processes

34 citations · 52 across the 11 of their papers we have counts for

collaborators
Showing 2022Show all

5 papers · 1 filter

math.OC2022★ 1 cited

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…

math.OC2022

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…

physics.soc-ph2022

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…

math.PR2022★ 1 cited

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…

math.PR2022★ 1 cited

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…