Mandjes Michel

Michel Mandjes

Information about the author Michel Mandjes will soon be added to the site.
Found 18 papers in total
Limit theorems for reflected Ornstein‐Uhlenbeck processes
Limit theorems for reflected Ornstein‐Uhlenbeck processes
2014
This paper studies one‐dimensional Ornstein–Uhlenbeck (OU) processes,...
Practical Principles in Appointment Scheduling
Practical Principles in Appointment Scheduling
2015
Appointment schedules aim at achieving a proper balance between the conflicting...
A correlated overflow model with a view towards applications in credit risk
A correlated overflow model with a view towards applications in credit risk
2015
In this paper we present and explicitly solve a specific multi‐dimensional,...
Process improvement in healthcare: overall resource efficiency
Process improvement in healthcare: overall resource efficiency
2011
This paper aims to develop a unifying and quantitative conceptual framework for...
Transient analysis of Markov‐fluid‐driven queues
Transient analysis of Markov‐fluid‐driven queues
2011
In this paper we study two transient characteristics of a...
First passage of time-reversible spectrally negative Markov additive processes
First passage of time-reversible spectrally negative Markov additive processes
2010
We study the first passage process of a spectrally negative Markov additive process...
On Lévy-driven vacation models with correlated busy periods and service interruptions
On Lévy-driven vacation models with correlated busy periods and service interruptions
2010
This paper considers queues with server vacations, but departs from the traditional...
Transient characteristics of Gaussian queues
Transient characteristics of Gaussian queues
2009
This paper analyzes transient characteristics of Gaussian queues.
A duopoly model with heterogeneous congestion-sensitive customers
A duopoly model with heterogeneous congestion-sensitive customers
2007
This paper analyzes a model with two firms (providers), and two classes of customers....
Pricing and distributed QoS control for elastic network traffic
Pricing and distributed QoS control for elastic network traffic
2007
We study a processor-sharing model in which users choose between a high- and a...
Continuous feedback fluid queues
Continuous feedback fluid queues
2005
We investigate a fluid queue with feedback from the (finite) buffer to the background...
The buffer-bandwidth trade-off curve is convex
The buffer-bandwidth trade-off curve is convex
2001
To achieve a constant overflow probability, the two queueing resources, viz. buffer...
Overflow behavior in queues with many long-tailed inputs
Overflow behavior in queues with many long-tailed inputs
2000
We consider a fluid queue fed by the superposition of n homogeneous on–off...
Convexity properties of loss and overflow functions
Convexity properties of loss and overflow functions
2003
We show that the fluid loss ratio in a fluid queue with finite buffer b and constant...
A note on queues with M/G/∞ input
A note on queues with M/G/∞ input
2001
We consider a fluid queue fed by sessions, arriving according to a Poisson process; a...
Optimal trajectory to overflow in a queue fed by a large number of sources
Optimal trajectory to overflow in a queue fed by a large number of sources
1999
We analyse the deviant behaviour of a queue fed by a large number of traffic streams....
Rare event analysis of the state frequencies of a large number of Markov chains
Rare event analysis of the state frequencies of a large number of Markov chains
1999
This paper focuses on the situation of a large number n of independent, identically...
Fast simulation of blocking probabilities in loss networks
Fast simulation of blocking probabilities in loss networks
1997
This paper is concerned with the determination of blocking probabilities in loss...
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