Stochastic Operations Research

Stochastic Operations Research (SOR) is concerned with complex systems that operate under randomness and uncertainty, and aims to develop mathematical models and techniques for the analysis and optimization of such systems.

Making sense of randomness to improve network performance

Methodologically, the SOR research program falls at the intersection of Applied Probability and Operations Research, and the SOR group in particular engages in cutting-edge research in the area of queueing theory and analysis of random walks and higher-dimensional Markov processes. A key aim is to develop analytic, probabilistic, algorithmic and asymptotic methods, with emphasis on asymptotic laws and scaling limits for large-scale critical systems. While fundamental and methodological in nature, the research is deeply inspired by applications in computer-communications, logistics and service operations, but also biological systems, particle interactions and social networks.

The results provide insight in the design of resource management strategies and data-driven learning schemes to improve the performance of vital societal networks (internet, wireless networks, dimensioning of large-scale systems, energy, smart road traffic, healthcare). A strong emerging interest revolves around methods for exploiting the increasing availability of high-volume high-quality data to make better strategic, tactical and operational decisions. A further central theme is the relation between local and global network dynamics. While many networks themselves are too complex to describe in full detail, the local dynamics tend to provide a critical mathematical handle to understand global behavior of network processes.

Senior group members

Marko Boon, Sem Borst, Onno Boxma, Johan van Leeuwaarden, Stella Kapodistria, Jacques Resing, Maria Vlasiou, Bert Zwart

Collaborations

Academic: EE Department TU/e, IE&IS Department TU/e, Caltech, CWI, Hebrew University Jerusalem, Heriot-Watt University Edinburgh, ISAE Supaero Toulouse, Leiden University, Macquarie University, ParisTech, Technion, University of Amsterdam, University of Haifa, University of Hong Kong, University of Lausanne, University of Wroclaw

Industrial: ASML, CQM, Hilti, Hotflo, LIME, Nokia Bell Labs, Philips Healthcare, Philips Lighting, Quintig, TNO, VDL/ETG, Verkeersonderneming