Arie Hordijk

发表

Admission control in stochastic event graphs

Eitan Altman, Bruno Gaujal, Arie Hordijk, 2000, IEEE Trans. Autom. Control..

The Stochastic Optimality of SEPT in Parallel Machine Scheduling

Gideon Weiss, Cheng-Shang Chang, Arie Hordijk, 1994, Probability in the Engineering and Informational Sciences.

Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards

Arie Hordijk, Alexander Yushkevich, A. Hordijk, 1999, Math. Methods Oper. Res..

Discrete-Event Control of Stochastic Networks - Multimodularity and Regularity

Eitan Altman, Bruno Gaujal, Arie Hordijk, 2004, Lecture notes in mathematics.

Part IV: 14 Regular Ordering

Eitan Altman, Bruno Gaujal, Arie Hordijk, 2003 .

Technical Note - The Method of Successive Approximations and Markovian Decision Problems

Arie Hordijk, Henk C. Tijms, A. Hordijk, 1974, Oper. Res..

Regular Ordering and Applications in Control Policies

Eitan Altman, Bruno Gaujal, Arie Hordijk, 2002, Discret. Event Dyn. Syst..

Networks of queues

Arie Hordijk, Nico M. van Dijk, A. Hordijk, 1984 .

ON THE OPTIMAL OPEN-LOOP CONTROL POLICY FOR DETERMINISTIC AND EXPONENTIAL POLLING SYSTEMS

Bruno Gaujal, Arie Hordijk, Dinard van der Laan, 2007, Probability in the Engineering and Informational Sciences.

Dynamic programming and Markov potential theory

Arie Hordijk, A. Hordijk, 1974 .

Derivatives of Markov Kernels and Their Jordan Decomposition

Arie Hordijk, Bernd Heidergott, Heinz Weisshaupt, 2003 .

Balanced sequences and optimal routing

Eitan Altman, Bruno Gaujal, Arie Hordijk, 2000, JACM.

Strong bounds on perturbations

Arie Hordijk, Bernd Heidergott, Haralambie Leahu, 2009, Math. Methods Oper. Res..

Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards

Arie Hordijk, Rommert Dekker, A. Hordijk, 1988, Math. Oper. Res..

Zero-sum Markov games and worst-case optimal control of queueing systems

Eitan Altman, Arie Hordijk, E. Altman, 1995, Queueing Syst. Theory Appl..

Perturbation analysis of waiting times in the G/G/1 queue

Arie Hordijk, Bernd Heidergott, Haralambie Leahu, 2013, Discret. Event Dyn. Syst..

Blackwell optimality in the class of stationary policies in Markov decision chains with a Borel state space and unbounded rewards

Arie Hordijk, Alexander Yushkevich, 1999, Math. Methods Oper. Res..

Discretization procedures for continuous time decision processes

Arie Hordijk, F. A. van der Duyn Schouten, Jaroslav Kožešník, 1979 .

Fluid approximation of a controlled multiclass tandem network

Arie Hordijk, A. Gajrat, A. Hordijk, 2000, Queueing Syst. Theory Appl..

Analysis of a finite-source customer assignment model with no state information

Anneke Loeve, Arie Hordijk, Jeroen Tiggelman, 1998, Math. Methods Oper. Res..

Convergent dynamic programming : (prepublication)

Arie Hordijk, A. Hordijk, 1975 .

Part II: 5 Applications in queuing networks

Eitan Altman, Bruno Gaujal, Arie Hordijk, 2003 .

On the Convergence of Policy Iteration in Finite State Undiscounted Markov Decision Processes: The Unichain Case

Martin L. Puterman, Arie Hordijk, M. Puterman, 1987, Math. Oper. Res..

Measure-Valued Differentiation for Stationary Markov Chains

Arie Hordijk, Bernd Heidergott, Heinz Weisshaupt, 2006, Math. Oper. Res..

On the Average Waiting Time for Regular Routing to Deterministic Queues

Arie Hordijk, Dinard van der Laan, 2005, Math. Oper. Res..

RECURRENCE CONDITIONS IN DENUMERABLE STATE MARKOV DECISION PROCESSES

Awi Federgruen, Arie Hordijk, Henk Tijms, 1977 .

Bounds for Deterministic Periodic Routing Sequences

Arie Hordijk, D. A. van der Laan, 2001, IPCO.

Part II: 6 Optimal routing

Eitan Altman, Bruno Gaujal, Arie Hordijk, 2003 .

Performance bounds for queues via generating functions

Arie Hordijk, Adam Shwartz, 2001, IEEE Trans. Autom. Control..

Markov Decision Drift Processes; Conditions for Optimality Obtained by Discretization

Arie Hordijk, Frank A. Van der Duyn Schouten, 1985, Math. Oper. Res..

Computer Performance and Reliability, Proceedings of the International Workshop, Pisa, Italy, September 26-30, 1983

Arie Hordijk, Pierre-Jacques Courtois, Giuseppe G. Iazeolla, 1984, Computer Performance and Reliability.

Periodic routing to parallel queues and billiard sequences

Arie Hordijk, Dinard van der Laan, 2004, Math. Methods Oper. Res..

Optimal noncyclic server allocation in a polling model

Arie Hordijk, A. Loeve, 1997, Proceedings of the 36th IEEE Conference on Decision and Control.

Sensitive Optimality Criteria in Countable State Dynamic Programming

Karel Sladký, Arie Hordijk, A. Hordijk, 1977, Math. Oper. Res..

On the Shortest Queue Policy for the Tandem Parallel Queue

Ger Koole, Arie Hordijk, 1992 .

The unbalance and bounds on the average waiting time for periodic routing to one queue

Arie Hordijk, Dinard van der Laan, A. Hordijk, 2004, Math. Methods Oper. Res..

On the Optimality of the Generalized Shortest Queue Policy

Ger Koole, Arie Hordijk, A. Hordijk, 1990, Probability in the Engineering and Informational Sciences.

Part II: 4 Admission control in stochastic event graphs

Eitan Altman, Bruno Gaujal, Arie Hordijk, 2003 .

Undiscounted Markov decision chains with partial information; an algorithm for computing a locally optimal periodic policy

Arie Hordijk, J. A. Loeve, 1994, Math. Methods Oper. Res..

On the structure of the optimal server control for fluid networks

Arie Hordijk, S. Gajrat, A. Hordijk, 2005, Math. Methods Oper. Res..

Linear programming formulation of MDPs in countable state space: The multichain case

Jean B. Lasserre, Arie Hordijk, A. Hordijk, 1994, Math. Methods Oper. Res..

Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints

Arie Hordijk, Lodewijk C. M. Kallenberg, A. Hordijk, 1984, Math. Program..

On Suboptimal Policies in Multiclass Tandem Models

Ger Koole, Arie Hordijk, 1996 .

Approximating Sensitive Queueing Networks by Reversible Markov Chains

Arie Hordijk, Ad Ridder, A. Hordijk, 1987, Computer Performance and Reliability.

A sufficient condition for the existence of an optimal policy with respect to the average cost criterion in markovian decision processes : Prepublication

Arie Hordijk, A. Hordijk, 1971 .

Vacancies, service allocation and polling

Eitan Altman, Bruno Gaujal, Arie Hordijk, 2003 .

Time-discretization for controlled Markov processes. I. General approximation results

Arie Hordijk, Nico M. van Dijk, A. Hordijk, 1996, Kybernetika (Praha).

Discretization and Weak Convergence in Markov Decision Drift Processes

Arie Hordijk, Frank A. Van der Duyn Schouten, A. Hordijk, 1984, Math. Oper. Res..

Semi-markov strategies in stochastic games

Arie Hordijk, O. J. Vrieze, G. L. Wanrooij, 1983 .

Multimodularity, Convexity, and Optimization Properties

Eitan Altman, Bruno Gaujal, Arie Hordijk, 2000, Math. Oper. Res..

Optimal service control against worst case admission policies: A multichained stochastic game

Arie Hordijk, Flos Spieksma, Olaf Passchier, 1997, Math. Methods Oper. Res..

A Genetic Algorithm for Finding Good Balanced Sequences in a Customer Assignment Problem with no State Information

Arie Hordijk, Bernd Heidergott, Wim Hordijk, 2015, Asia Pac. J. Oper. Res..

Stochastic inequalities for queueing networks

Arie Hordijk, Ad Ridder, A. Hordijk, 1986 .

Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains

Rommert Dekker, Arie Hordijk, A. Hordijk, 1992, Math. Oper. Res..

Constrained Undiscounted Stochastic Dynamic Programming

Arie Hordijk, Lodewijk C. M. Kallenberg, A. Hordijk, 1984, Math. Oper. Res..

The technique of optimal stopping applied to a sequential sampling problem

van Km Kees Hee, Arie Hordijk, A. Hordijk, 1975 .

Series Expansions for Continuous-Time Markov Processes

Arie Hordijk, Bernd Heidergott, Nicole Leder, 2010, Oper. Res..

Single-run gradient estimation via measure-valued differentiation

Arie Hordijk, Bernd Heidergott, 2004, IEEE Transactions on Automatic Control.

Analysis of a Customer Assignment Model with No State Information

Ger Koole, Arie Hordijk, J. A. Loeve, 1994, Probability in the Engineering and Informational Sciences.

Proceedings of the 8th International Workshop On Discrete Event Systems

Arie Hordijk, Bernd Heidergott, Haralambie Leahu, 2006 .

Optimal admission, routing and service assignment control: the case of single buffer queues

Eitan Altman, Bruno Gaujal, Ger Koole, 1998, Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171).

On the Assignment of Customers to Parallel Queues

Ger Koole, Arie Hordijk, A. Hordijk, 1992, Probability in the Engineering and Informational Sciences.

Weak convergence of decision processes

Arie Hordijk, F. A. van der Duyn Schouten, A. Hordijk, 1980 .

Insensitivity for Stochastic Networks

Arie Hordijk, A. Hordijk, 1983, Computer Performance and Reliability.

Markov Decision Chains

Arie Hordijk, G. Y. Nieuwland, A. Hordijk, 1996 .

An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory

Arie Hordijk, Bernd Heidergott, Nicole Leder, 2010, Oper. Res..

On the value function in constrained control of Markov chains

Eitan Altman, Arie Hordijk, Lodewijk C. M. Kallenberg, 1996, Math. Methods Oper. Res..

Time-discretization for controlled Markov processes. II. A jump and diffusion application

Arie Hordijk, Nico M. van Dijk, A. Hordijk, 1996, Kybernetika.

On the convergence of the average expected return in dynamic programming

Arie Hordijk, A. Hordijk, 1974 .

Part III: 8 Networks with no buffers

Eitan Altman, Bruno Gaujal, Arie Hordijk, 2003 .

Sensitivity-analysis in discounted Markovian decision problems

Rommert Dekker, Arie Hordijk, Lodewijk C. M. Kallenberg, 1985 .

Successive approximations for convergent dynamic programming

van der J Jan Wal, van Km Kees Hee, Arie Hordijk, 1977 .

On the Relation Between Recurrence and Ergodicity Properties in Denumerable Markov Decision Chains

Rommert Dekker, Arie Hordijk, Flos Spieksma, 1994, Math. Oper. Res..

Optimal Open-Loop Control of Vacations, Polling and Service Assignment

Eitan Altman, Bruno Gaujal, Arie Hordijk, 2000, Queueing Syst. Theory Appl..

On the optimality of LEPT and μc rules for parallel processors and dependent arrival processes

Ger Koole, Arie Hordijk, A. Hordijk, 1993, Advances in Applied Probability.

Regular ordering and applications in control policies

Eitan Altman, Bruno Gaujal, Arie Hordijk, 1998, Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171).

Blackwell Optimality in Denumerable Markov Decision Chains

Rommert Dekker, Arie Hordijk, 1984 .

Denumerable Markov Decision Chains: Sensitive Optimality Criteria

Rommert Dekker, Arie Hordijk, A. Hordijk, 1991 .

The µc-rule is not optimal in the second node of the tandem queue: a counterexample

Ger Koole, Arie Hordijk, 1992, Advances in Applied Probability.

Proceedings of the International Workshop on Computer Performance and Reliability

Arie Hordijk, Pierre-Jacques Courtois, Giuseppe G. Iazeolla, 1983 .

A counterexample in discounted dynamic programming

Arie Hordijk, Henk Tijms, A. Hordijk, 1972 .

Characterization and sufficient conditions for normed ergodicity of Markov chains

Arie Hordijk, A. A. Borovkov, A. Borovkov, 2004, Advances in Applied Probability.

Stationary Probabilities for Networks of Queues

Arie Hordijk, N. van Dijk, A. Hordijk, 1982 .

Series Expansions for Finite-State Markov Chains

Arie Hordijk, Bernd Heidergott, Miranda Van Uitert, 2005 .

Smoothing effect of the superposition of homogeneous sources in tandem networks

Zhen Liu, Don Towsley, Arie Hordijk, 2000, Journal of Applied Probability.

Open-loop routeing to M parallel servers with no buffers

Eitan Altman, Sandjai Bhulai, Bruno Gaujal, 2000, Journal of Applied Probability.

Denumerable semi-Markov decision chains with small interest rates

Rommert Dekker, Arie Hordijk, A. Hordijk, 1991 .

Optimal Routing Problems and Multimodularity

Eitan Altman, Sandjai Bhulai, Bruno Gaujal, 1999 .

Selection of order of observation in optimal stopping problems

Arie Hordijk, Theodore P. Hill, 1985 .

NOTE ON THE CONVEXITY OF THE STATIONARY WAITING TIME AS A FUNCTION OF THE DENSITY

Arie Hordijk, Dinard van der Laan, 2003, Probability in the Engineering and Informational Sciences.