Michel Mandjes
Professor Probability and Operations Research
- Name
- Prof.dr. M.R.H. Mandjes
- Telephone
- +31 71 527 7130
- m.r.h.mandjes@math.leidenuniv.nl
- ORCID iD
- 0000-0001-6783-4833
Michel Mandjes studied Econometrics and Mathematics at the Vrije Universiteit (VU) Amsterdam. After he obtained his PhD in Operations Research at the VU and worked outside of academia for some years. In 2000, Michel returned as full professor of Stochastic Operations Research at Twente University and as group leader at the Centre Mathematics & Computer Science (CWI). In 2004, he joined the mathematics department of the University of Amsterdam. He has taken sabbaticals at Stanford University (2008) and New York University (2013-2014). Since October 2023 Michel works at the Mathematical Institute as full professor of Probability and Operations Research.
Professor Probability and Operations Research
- Science
- Mathematisch Instituut
- Mathematisch Instituut
- Mahes R., Mandjes M.R.H. & Boon M. (2024), Adaptive appointment scheduling with periodic updates, Computers & Operations Research 161: 106437.
- Mahes R., Mandjes M.R.H., Boon M. & Taylor P. (2024), Adaptive scheduling in service systems: a dynamic programming approach, European Journal of Operational Research 312(2): 605-626.
- Chan K.M.D., Duivenvoorden R., Flache A. & Mandjes M.R.H. (2024), A relative approach to opinion formation, Journal of Mathematical Sociology 48(1): 1-41.
- Henshaw K., Mandjes M.R.H. & Constantinescu C. (2024), A stochastic model of group wealth responses to insurance mechanisms in low-income communities, Scandinavian Actuarial Journal 2024(4): 301-328.
- Zhou H., Dorsman J.L., Mandjes M. & Snelder M. (2024), A tour-based multimodal mode choice model for impact assessment of new mobility concepts and mobility as a service, Transportation : .
- Kreveld L. van, Mandjes M.R.H. & Dorsman J.P. (2024), Cramér–Lundberg asymptotics for spectrally positive Markov additive processes, Scandinavian Actuarial Journal 2024(6): 561-582.
- Boxma O. & Mandjes M. (2023), A decomposition for Lévy processes inspected at Poisson moments, Journal of Applied Probability 60(2): 557-569.
- Braunsteins P., Hollander W.T.F. den & Mandjes M.R.H. (2023), A sample-path large deviation principle for dynamic Erdös-Rényi random graphs, Annals of Applied Probability 33(4): 3278-3320.
- Chan K.M.D. & Mandjes M.R.H. (2023), A Versatile Stochastic Dissemination Model, Methodology and Computing in Applied Probability 25(3): 69.
- Boxma O. & Mandjes M.R.H. (2023), Editorial, Indagationes Mathematicae 34(5): 871-873.
- Dȩbicki K., Hashorva E. & Mandjes M.R.H. (2023), Editorial introduction: special issue on Gaussian queues, Queueing Systems 105(1-2): 1-4.
- Levering N., Boon M. & Mandjes M.R.H. (2023), Estimating probability distributions of travel times by fitting a Markovian Velocity Model, IEEE Transactions on Intelligent Transportation Systems 24(11): 12372-12392.
- Kella O. & Mandjes M.R.H. (2023), From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity, Journal of Applied Probability 60(1): 68-84.
- Kulkarni V. & Mandjes M.R.H. (2023), Obituary Narahari Umanath (‘Uma’) Prabhu (April 25th, 1924–October 14th, 2022), Queueing Systems 104(3-4): 151-153.
- Zhou H., Dorsman J.L., Mandjes M.R.H. & Snelder M. (2023), On the use of common random numbers in activity-based travel demand modeling for scenario comparison, Transportation Planning and Technology 46(3): 359-379.
- Jansen H.M., Mandjes M.R.H. & Taimre T. (2023), Rare-event simulation techniques for structured fisheries models, Environmental Modeling & Assessment 28(5): 907-924.
- Storm P.J., Kager W., Mandjes M.R.H. & Borst S. (2023), Stability of a stochastic ring network, Performance Evaluation 162: 102355.
- Zhou H., Dorsman J.L., Mandjes M.R.H. & Snelder M. (2023), Sustainable mobility strategies and their impact: a case study using a multimodal activity based model, Case Studies on Transport Policy 11: 100945.
- Braunsteins P. & Mandjes M.R.H. (2023), The Cramér-Lundberg model with a fluctuating number of clients, Insurance: Mathematics and Economics 112: 1-22.
- Mandjes M.R.H. (2023), Editorial, Queueing Systems 104: 1-2.
- Kuiper A., Mandjes M.R.H., Mast J. de & Brokkelkamp R. (2023), A flexible and optimal approach for appointment scheduling in healthcare, Decision Sciences 54(1): 85-100.
- Inoue Y., Ravner L. & Mandjes M.R.H. (2023), Estimating Customer Impatience in a Service System With Unobserved Balking, Stochastic Systems 13(2): 181-210.
- Boxma O., Kella O. & Mandjes M.R.H. (2023), On fluctuation-theoretic decompositions via Lindley-type recursions, Stochastic Processes and their Applications 165: 316-336.
- Dionigi P., Garlaschelli D., Hollander W.T.F. den, Hazra R.S. & Mandjes M. (2023), Central limit theorem for the principal eigenvalue and eigenvector of Chung-Lu random graphs, Journal of Physics: Complexity 4(1): 015008.
- Levering N., Boon M., Mandjes M.R.H. & Núñez-Queija R. (2022), A framework for efficient dynamic routing under stochastically varying conditions, Transportation Research Part B: Methodological 160: 97-124.
- Peeters Y., Boer A.V. den & Mandjes M.R.H. (2022), Continuous assortment optimization with logit choice probabilities and incomplete information, Operations Research 70(3): 3-8.
- Storm P.J., Mandjes M.R.H. & Arem B. van (2022), Efficient evaluation of stochastic traffic flow models using Gaussian process approximation, Transportation Research Part B: Methodological 164: 126-144.
- Pokhrel S. & Mandjes M.R.H. (2022), Internet of drones: improving multipath TCP over WiFi with federated multi-armed bandits for limitless connectivity, Drones 7(1): 30.
- Mandjes M.R.H. (2022), Introductory editorial: December 2021, Queueing Systems 100(1-2): 5-6.
- Mandjes M.R.H. (2022), Multivariate M/G/1 systems with coupled input and parallel service, Queueing Systems 100(3-4): 309-311.
- Delsing G.A., Mandjes M.R.H., Spreij P.J.C. & Winands E.M.M. (2022), On capital allocation for a risk measure derived from ruin theory, Insurance: Mathematics and Economics 104: 76-98.
- Boxma O.J. & Mandjes M.R.H. (2022), Queueing and risk models with dependencies, Queueing Systems 102(1-2): 69-86.
- Gunst M. de, Mandjes M.R.H. & Sollie B. (2022), Statistical inference for a quasi birth–death model of RNA transcription, BMC Bioinformatics 23(1): 105.
- Part-time appointment (0.2 fte)