| Article ID: | iaor20112487 |
| Volume: | 46 |
| Issue: | 1 |
| Start Page Number: | 3 |
| End Page Number: | 14 |
| Publication Date: | Jul 2008 |
| Journal: | INFOR: Information Systems and Operational Research |
| Authors: | L'Ecuyer Pierre, Ingolfsson Armann, Puterman Martin L, Grassmann Winfried K |
| Keywords: | markov processes, programming: markov decision, queues: theory, history |
We outline the history, significance, and impact of four important contributions by Canadian researchers to stochastic modeling for operational research: the use of the uniformization method to compute transient probabilities for Markov chains, pioneered by Winfried K. Grassmann, contributions to Markov decision processes by Martin L. Puterman, contributions to the development of random number generators by Pierre L'Ecuyer, and contributions to queueing theory software by Armann Ingolfsson.