Michel Mandjes

Orcid: 0000-0001-6783-4833

Affiliations:
  • University of Amsterdam, Korteweg-de Vries Institute for Mathematics, The Netherlands


According to our database1, Michel Mandjes authored at least 189 papers between 1996 and 2024.

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Bibliography

2024
Adaptive scheduling in service systems: A Dynamic programming approach.
Eur. J. Oper. Res., January, 2024

Adaptive appointment scheduling with periodic updates.
Comput. Oper. Res., January, 2024

2023
Estimating Probability Distributions of Travel Times by Fitting a Markovian Velocity Model.
IEEE Trans. Intell. Transp. Syst., November, 2023

Stability of a stochastic ring network.
Perform. Evaluation, November, 2023

Editorial introduction: special issue on Gaussian queues.
Queueing Syst. Theory Appl., October, 2023

Obituary Narahari Umanath ('Uma') Prabhu (April 25th, 1924-October 14th, 2022).
Queueing Syst. Theory Appl., August, 2023

A decomposition for Lévy processes inspected at Poisson moments.
J. Appl. Probab., June, 2023

From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity.
J. Appl. Probab., March, 2023

A flexible and optimal approach for appointment scheduling in healthcare.
Decis. Sci., February, 2023

Editorial.
Queueing Syst. Theory Appl., 2023

2022
Learning traffic correlations in multi-class queueing systems by sampling queue lengths, with routing applications.
SIGMETRICS Perform. Evaluation Rev., 2022

Multivariate M/G/1 systems with coupled input and parallel service.
Queueing Syst. Theory Appl., 2022

Introductory editorial: December 2021.
Queueing Syst. Theory Appl., 2022

Queueing and risk models with dependencies.
Queueing Syst. Theory Appl., 2022

Continuous Assortment Optimization with Logit Choice Probabilities and Incomplete Information.
Oper. Res., 2022

Staffing for many-server systems facing non-standard arrival processes.
Eur. J. Oper. Res., 2022

Statistical inference for a quasi birth-death model of RNA transcription.
BMC Bioinform., 2022

2021
Large deviations for acyclic networks of queues with correlated Gaussian inputs.
Queueing Syst. Theory Appl., 2021

Shot-noise queueing models.
Queueing Syst. Theory Appl., 2021

A multiplicative version of the Lindley recursion.
Queueing Syst. Theory Appl., 2021

Scaling limits for closed product-form queueing networks.
Perform. Evaluation, 2021

Affine Storage and Insurance Risk Models.
Math. Oper. Res., 2021

A transient Cramér-Lundberg model with applications to credit risk.
J. Appl. Probab., 2021

Bounds for expected supremum of fractional Brownian motion with drift.
J. Appl. Probab., 2021

Performance of the Smallest-Variance-First Rule in Appointment Sequencing.
Oper. Res., 2021

2020
On two classes of reflected autoregressive processes.
J. Appl. Probab., 2020

Estimation of local degree distributions via local weighted averaging and Monte Carlo cross-validation.
Comput. Stat. Data Anal., 2020

Scaling analysis of an extended machine-repair model.
Proceedings of the VALUETOOLS 2020: 13th EAI International Conference on Performance Evaluation Methodologies and Tools, 2020

2019
Dynamic Erdős-Rényi Graphs.
Proceedings of the Computing and Software Science - State of the Art and Perspectives, 2019

Improving Multipath TCP Performance over WiFi and Cellular Networks: An Analytical Approach.
IEEE Trans. Mob. Comput., 2019

Introduction to special issue: The IFIP Performance 2018 conference.
Queueing Syst. Theory Appl., 2019

Infinite-server systems with Coxian arrivals.
Queueing Syst. Theory Appl., 2019

Editorial.
Perform. Evaluation, 2019

Diffusion limits for networks of Markov-modulated infinite-server queues.
Perform. Evaluation, 2019

Exact asymptotics in an infinite-server system with overdispersed input.
Oper. Res. Lett., 2019

Generalized gap acceptance models for unsignalized intersections.
Math. Methods Oper. Res., 2019

Congestion analysis of unsignalized intersections: The impact of impatience and Markov platooning.
Eur. J. Oper. Res., 2019

Parameter estimation for a discretely observed population process under Markov-modulation.
Comput. Stat. Data Anal., 2019

GPU-based Parallel Computing for Activity-based Travel Demand Models.
Proceedings of the 10th International Conference on Ambient Systems, Networks and Technologies (ANT 2019) / The 2nd International Conference on Emerging Data and Industry 4.0 (EDI40 2019) / Affiliated Workshops, April 29, 2019

Throughput and Packet Displacements of Dynamic Broadcasting Algorithms.
Proceedings of the Algorithms for Sensor Systems, 2019

2018
Estimating Large Delay Probabilities in Two Correlated Queues.
ACM Trans. Model. Comput. Simul., 2018

Controlling the Time Discretization Bias for the Supremum of Brownian Motion.
ACM Trans. Model. Comput. Simul., 2018

Networks of infinite-server queues with multiplicative transitions.
Perform. Evaluation, 2018

Occupation times for the finite buffer fluid queue with phase-type ON-times.
Oper. Res. Lett., 2018

Occupation times of alternating renewal processes with Lévy applications.
J. Appl. Probab., 2018

Infinite-server queues with Hawkes input.
J. Appl. Probab., 2018

Continuous Assortment Optimization with Logit Choice Probabilities under Incomplete Information.
CoRR, 2018

Simulation-based Assessment of the stationary Tail Distribution of a stochastic differential equation.
Proceedings of the 2018 Winter Simulation Conference, 2018

2017
A Numerical Approach to Stability of Multiclass Queueing Networks.
IEEE Trans. Autom. Control., 2017

Analysis of Perfect Sampling Methods for Hard-sphere Models.
SIGMETRICS Perform. Evaluation Rev., 2017

Networks of \(\cdot /G/\infty \) queues with shot-noise-driven arrival intensities.
Queueing Syst. Theory Appl., 2017

Lévy-driven GPS queues with heavy-tailed input.
Queueing Syst. Theory Appl., 2017

The Markov-modulated Erlang loss system.
Perform. Evaluation, 2017

Rare-event analysis of modulated Ornstein-Uhlenbeck processes.
Perform. Evaluation, 2017

Rare-event analysis of mixed Poisson random variables, and applications in staffing.
Perform. Evaluation, 2017

Optimal stationary appointment schedules.
Oper. Res. Lett., 2017

Dimension Estimation Using Random Connection Models.
J. Mach. Learn. Res., 2017

Refined large deviations asymptotics for Markov-modulated infinite-server systems.
Eur. J. Oper. Res., 2017

2016
TCP Performance over Wi-Fi: Joint Impact of Buffer and Channel Losses.
IEEE Trans. Mob. Comput., 2016

A functional central limit theorem for Markov additive arrival processes and its applications to queueing systems.
Queueing Syst. Theory Appl., 2016

A tandem fluid network with Lévy input in heavy traffic.
Queueing Syst. Theory Appl., 2016

A large deviations principle for infinite-server queues in a random environment.
Queueing Syst. Theory Appl., 2016

Functional central limit theorems for Markov-modulated infinite-server systems.
Math. Methods Oper. Res., 2016

On a class of reflected AR(1) processes.
J. Appl. Probab., 2016

Anomaly identification with limited sampling budget.
Proceedings of the 2016 IEEE Information Theory Workshop, 2016

Congestion analysis of unsignalized intersections.
Proceedings of the 8th International Conference on Communication Systems and Networks, 2016

2015
Performance Analysis of TCP NewReno over a Cellular Last-Mile: Buffer and Channel Losses.
IEEE Trans. Mob. Comput., 2015

Spatial Loss Systems: Exact Simulation and Rare Event Behavior.
SIGMETRICS Perform. Evaluation Rev., 2015

Exploration vs Exploitation with Partially Observable Gaussian Autoregressive Arms.
EAI Endorsed Trans. Self Adapt. Syst., 2015

A Computational approach to optimized appointment scheduling.
Queueing Syst. Theory Appl., 2015

Practical Principles in Appointment Scheduling.
Qual. Reliab. Eng. Int., 2015

Performance evaluation using periodic system-state measurements.
Perform. Evaluation, 2015

Logarithmic Asymptotics for Multidimensional Extremes Under Nonlinear Scalings.
J. Appl. Probab., 2015

Tail distribution of the maximum of correlated gaussian random variables.
Proceedings of the 2015 Winter Simulation Conference, 2015

2014
Tail asymptotics of a Markov-modulated infinite-server queue.
Queueing Syst. Theory Appl., 2014

Markov-modulated infinite-server queues with general service times.
Queueing Syst. Theory Appl., 2014

Large deviations of an infinite-server system with a linearly scaled background process.
Perform. Evaluation, 2014

Optimized appointment scheduling.
Eur. J. Oper. Res., 2014

Anomaly detection in diurnal data.
Comput. Networks, 2014

Energy-efficient scheduling in multi-core servers.
Comput. Networks, 2014

The effectiveness of throughput sampling for capacity management: A queueing approach.
Proceedings of the IEEE International Conference on Communications, 2014

Detecting Changes in the Scale of Dependent Gaussian Processes: A Large Deviations Approach.
Proceedings of the Analytical and Stochastic Modelling Techniques and Applications, 2014

2013
Changepoint Detection Techniques for VoIP Traffic.
Proceedings of the Data Traffic Monitoring and Analysis, 2013

A Methodological Overview on Anomaly Detection.
Proceedings of the Data Traffic Monitoring and Analysis, 2013

Optimizing energy management in multi-core servers.
SIGMETRICS Perform. Evaluation Rev., 2013

Estimation of the workload correlation in a Markov fluid queue.
Queueing Syst. Theory Appl., 2013

A large-deviations analysis of Markov-modulated infinite-server queues.
Oper. Res. Lett., 2013

Asymptotics of the area under the graph of a Lévy-driven workload process.
Oper. Res. Lett., 2013

A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes.
Math. Methods Oper. Res., 2013

Exact multivariate workload asymptotics.
Math. Methods Oper. Res., 2013

Resource Allocation in a Multiple-Priority Buffered Link.
Proceedings of the Analytical and Stochastic Modelling Techniques and Applications, 2013

A Central Limit Theorem for Markov-Modulated Infinite-Server Queues.
Proceedings of the Analytical and Stochastic Modelling Techniques and Applications, 2013

Flow-Based Detection of DNS Tunnels.
Proceedings of the Emerging Management Mechanisms for the Future Internet, 2013

2012
Autonomic Parameter Tuning of Anomaly-Based IDSs: an SSH Case Study.
IEEE Trans. Netw. Serv. Manag., 2012

Gaussian queues in light and heavy traffic.
Queueing Syst. Theory Appl., 2012

On the infimum attained by a reflected Lévy process.
Queueing Syst. Theory Appl., 2012

Mean sojourn times in two-queue fork-join systems: bounds and approximations.
OR Spectr., 2012

On Efficiency of Multilevel Splitting.
Commun. Stat. Simul. Comput., 2012

Anomaly detection in VoIP traffic with trends.
Proceedings of the 24th International Teletraffic Congress, 2012

2011
A stability conjecture on bandwidth sharing networks.
Queueing Syst. Theory Appl., 2011

Open problems in Gaussian fluid queueing theory.
Queueing Syst. Theory Appl., 2011

Process improvement in healthcare: overall resource efficiency.
Qual. Reliab. Eng. Int., 2011

M/G/∞ transience, and its applications to overload detection.
Perform. Evaluation, 2011

Flow-level models for multipath routing.
Perform. Evaluation, 2011

Sample-Path Large Deviations in Credit Risk.
J. Appl. Math., 2011

State-dependent importance sampling for a slowdown tandem queue.
Ann. Oper. Res., 2011

2010
State-dependent importance sampling for a Jackson tandem network.
ACM Trans. Model. Comput. Simul., 2010

On Lévy-driven vacation models with correlated busy periods and service interruptions.
Queueing Syst. Theory Appl., 2010

Modeling process flow using diagrams.
Qual. Reliab. Eng. Int., 2010

Performance analysis of differentiated resource-sharing in a wireless ad-hoc network.
Perform. Evaluation, 2010

First passage of time-reversible spectrally negative Markov additive processes.
Oper. Res. Lett., 2010

Empirical assessment of VoIP overload detection tests.
Proceedings of the Next Generation Internet (NGI), 2010

2009
Resource dimensioning through buffer sampling.
IEEE/ACM Trans. Netw., 2009

Transient characteristics of Gaussian queues.
Queueing Syst. Theory Appl., 2009

Structural properties of reflected Lévy processes.
Queueing Syst. Theory Appl., 2009

On a generic class of two-node queueing systems.
Queueing Syst. Theory Appl., 2009

Dimensioning network links: a new look at equivalent bandwidth.
IEEE Netw., 2009

A feedback fluid queue with two congestion control thresholds.
Math. Methods Oper. Res., 2009

A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input.
Math. Methods Oper. Res., 2009

Incentive-based control of ad hoc networks: A performance study.
Comput. Networks, 2009

Note from the editors.
Ann. Oper. Res., 2009

Bandwidth-sharing networks under a diffusion scaling.
Ann. Oper. Res., 2009

Simulation-based Computation of the Workload Correlation Function in a Lévy-driven Queue.
Proceedings of the 2009 Winter Simulation Conference, 2009

Backpressure-based control protocols: Design and computational aspects.
Proceedings of the 21st International Teletraffic Congress, 2009

Rare-Event Simulation for Tandem Queues: A Simple and Efficient Importance Sampling Scheme.
Proceedings of the Network Control and Optimization, Third Euro-NF Conference, 2009

A Queueing-Based Approach to Overload Detection.
Proceedings of the Network Control and Optimization, Third Euro-NF Conference, 2009

Importance Sampling in Rare Event Simulation.
Proceedings of the Rare Event Simulation using Monte Carlo Methods, 2009

Rare Event Simulation for Queues.
Proceedings of the Rare Event Simulation using Monte Carlo Methods, 2009

2008
Asymptotic analysis of Lévy-driven tandem queues.
Queueing Syst. Theory Appl., 2008

A note on the delay distribution in GPS.
Oper. Res. Lett., 2008

Generalized processor sharing: Characterization of the admissible region and selection of optimal weights.
Comput. Oper. Res., 2008

Bandwidth trading under misaligned objectives: Decentralized measurement-based control.
Comput. Networks, 2008

Simulation of a Jackson tandem network using state-dependent importance sampling.
Proceedings of the 3rd International ICST Conference on Performance Evaluation Methodologies and Tools, 2008

Importance sampling in rate-sharing networks.
Proceedings of the 1st International Conference on Simulation Tools and Techniques for Communications, 2008

2007
Efficient Simulation of a Tandem Queue with Server Slow-down.
Simul., 2007

Tandem queue with server slow-down.
SIGMETRICS Perform. Evaluation Rev., 2007

A fluid system with coupled input and output, and its application to bottlenecks in ad hoc networks.
Queueing Syst. Theory Appl., 2007

Sojourn time asymptotics in Processor Sharing queues with varying service rate.
Queueing Syst. Theory Appl., 2007

A note on large-buffer asymptotics for generalized processor sharing with Gaussian inputs.
Queueing Syst. Theory Appl., 2007

Editorial: rare-event simulation for queues.
Queueing Syst. Theory Appl., 2007

Analysis of congestion periods of an m/m/infinity-queue.
Perform. Evaluation, 2007

Versatile stochastic models for networks with asymmetric TCP sources.
Perform. Evaluation, 2007

Pricing and distributed QoS control for elastic network traffic.
Oper. Res. Lett., 2007

Tandem Brownian queues.
Math. Methods Oper. Res., 2007

Communication Networks Analysis of jitter due to call-level fluctuations.
Eur. Trans. Telecommun., 2007

A duopoly model with heterogeneous congestion-sensitive customers.
Eur. J. Oper. Res., 2007

Gaussian tandem queues with an application to dimensioning of switch fabric interfaces.
Comput. Networks, 2007

Fluid-Flow Modeling of a Relay Node in an IEEE 802.11 Wireless Ad-Hoc Network.
Proceedings of the Managing Traffic Performance in Converged Networks, 2007

Smart Dimensioning of IP Network Links.
Proceedings of the Managing Virtualization of Networks and Services, 2007

2006
Fast simulation of overflow probabilities in a queue with Gaussian input.
ACM Trans. Model. Comput. Simul., 2006

Large deviations of sojourn times in processor sharing queues.
Queueing Syst. Theory Appl., 2006

Queueing systems fed by many exponential on-off sources: an infinite-intersection approach.
Queueing Syst. Theory Appl., 2006

QoS-aware bandwidth provisioning for IP network links.
Comput. Networks, 2006

Heavy-traffic approximations for linear networks operating under alpha-fair bandwidth-sharing policies.
Proceedings of the 1st International Conference on Performance Evaluation Methodolgies and Tools, 2006

GPS scheduling: selection of optimal weights and comparison with strict priorities.
Proceedings of the Joint International Conference on Measurement and Modeling of Computer Systems, 2006

Gaussian traffic everywhere?
Proceedings of IEEE International Conference on Communications, 2006

Modeling ping times in first person shooter games.
Proceedings of the 2006 ACM Conference on Emerging Network Experiment and Technology, 2006

Performance Modeling of a Bottleneck Node in an IEEE 802.11 Ad-Hoc Network.
Proceedings of the Ad-Hoc, Mobile, and Wireless Networks, 5th International Conference, 2006

2005
Load characterization and anomaly detection for voice over IP traffic.
IEEE Trans. Neural Networks, 2005

Sample-path large deviations for generalized processor sharing queues with Gaussian inputs.
Perform. Evaluation, 2005

Continuous feedback fluid queues.
Oper. Res. Lett., 2005

Inferring Traffic Burstiness by Sampling the Buffer Occupancy.
Proceedings of the NETWORKING 2005: Networking Technologies, 2005

A Multiple Time-Scale Model for TCP Bandwidth Sharing Under User Heterogeneity.
Proceedings of the NETWORKING 2005: Networking Technologies, 2005

QoS in Hybrid Networks - An Operator's Perspective.
Proceedings of the Quality of Service - IWQoS 2005: 13th International Workshop, 2005

2004
Packet Models Revisited: Tandem and Priority Systems.
Queueing Syst. Theory Appl., 2004

Traffic with an fBm Limit: Convergence of the Stationary Workload Process.
Queueing Syst. Theory Appl., 2004

A Multi-level TCP Model with Heterogeneous RTTs.
Proceedings of the NETWORKING 2004, 2004

2003
Generalized processor sharing with light-tailed and heavy-tailed input.
IEEE/ACM Trans. Netw., 2003

Models of Network Access Using Feedback Fluid Queues.
Queueing Syst. Theory Appl., 2003

Convexity properties of loss and overflow functions.
Oper. Res. Lett., 2003

Simple models of network access, with applications to the design of joint rate and admission control.
Comput. Networks, 2003

Pricing strategies under heterogeneous service requirements.
Comput. Networks, 2003

Traffic Measurements for Link Dimensioning - A Case Study.
Proceedings of the Self-Managing Distributed Systems, 2003

2002
A large deviations analysis of the transient of a queue with many Markov fluid inputs: approximations and fast simulation.
ACM Trans. Model. Comput. Simul., 2002

GPS Queues with Heterogeneous Traffic Classes.
Proceedings of the Proceedings IEEE INFOCOM 2002, 2002

2001
Generalized processor sharing with heterogeneous traffic classes.
SIGMETRICS Perform. Evaluation Rev., 2001

Large Deviations for Small Buffers: An Insensitivity Result.
Queueing Syst. Theory Appl., 2001

The Buffer-Bandwidth Trade-off Curve is Convex.
Queueing Syst. Theory Appl., 2001

A large deviations approach to the transient of the Erlang loss model.
Perform. Evaluation, 2001

A note on queues with <i>M</i>/<i>G</i>/infinity input.
Oper. Res. Lett., 2001

Load chracterization and anomaly detection for voice over IP traffic.
Proceedings of the Joint International Conference on Measurements and Modeling of Computer Systems, 2001

Exact Queueing Asymptotics for Multiple Heavy-Tailed On-Off Flows.
Proceedings of the Proceedings IEEE INFOCOM 2001, 2001

Multiplexing Regulated Traffic Streams: Design and Performance.
Proceedings of the Proceedings IEEE INFOCOM 2001, 2001

2000
Transient analysis of traffic generated by bursty sources, and its application to measurement-based admission control.
Telecommun. Syst., 2000

1999
Optimal trajectory to overflow in a queue fed by a large number of sources.
Queueing Syst. Theory Appl., 1999

1998
Estimation of performance measures for product form cellular mobile communications networks.
Telecommun. Syst., 1998

1997
Delay performance analysis of the new Internet services with guaranteed QoS.
Proc. IEEE, 1997

Modeling of Customer Retrial Phenomenon in Cellular Mobile Networks.
IEEE J. Sel. Areas Commun., 1997

1996
Rare event analysis of batch-arrival queues.
Telecommun. Syst., 1996


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