Werner R.W. Scheinhardt

Research output

Research output per year 1996 1996 1997 2000 2001 2003 2007 2008 2009 2010 2012 2013 2015 2016 2017 2023

• 38 Article
• 29 Report
• 25 Conference contribution
• 4 Paper
• 8 More
  • 3 Abstract
  • 2 Chapter
  • 1 Conference article
  • 1 PhD Thesis - Research UT, graduation UT
  • 1 Preprint

Research output per year

Research output per year

Search results

• 2023

  A Stochastic Fluid Model Approach to the Stationary Distribution of the Maximum Priority Process

  Boelema, H. M., Dams, D. J. J., O'Reilly, M. M., Scheinhardt, W. R. W. & Taylor, P. G., 6 Sept 2023, ArXiv.org.

  Research output: Working paper › Preprint › Academic

  Open Access

  File

  • Tail 100%
  • Explicit Expression 100%
  33 Downloads (Pure)

• Diffusion parameters of flows in stable multi-class queueing networks

  Moka, S. B., Nazarathy, Y. & Scheinhardt, W., 1 Apr 2023, In: Queueing systems. 103, April 2023, p. 313-346 34 p.

  Research output: Contribution to journal › Article › Academic › peer-review

  Open Access

  File

  • Classes 100%
  • Queueing Network 100%
  • Processing Time 33%
  • Scheduling Policy 33%
  • Arrival Process 33%
  1 Citation (Scopus)

  24 Downloads (Pure)
• 2022

  A Stochastic Fluid Model Approach to the Stationary Distribution of the Maximal Priority Process

  Boelema, H. M., Dams, D. J. J., O'Reilly, M. M., Scheinhardt, W. R. W. & Taylor, P. G., 2022, Proceedings of MAM 11: The 11th International Conference on Matrix-Analytic Methods in Stochastic Models. ACM Publishing, 2 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

  Open Access

  File

  • Models 100%
  • Service 100%
  • Process Priority 100%
  • Classes 100%
  • Waiting Time 100%
  38 Downloads (Pure)

• Birth–death fluid queues and orthogonal polynomials

  Scheinhardt, W. R. W., Apr 2022, In: Queueing systems. 100, 3-4, p. 245-247 3 p.

  Research output: Contribution to journal › Article › Academic › peer-review

  Open Access

  File
  63 Downloads (Pure)
• 2021

  Importance sampling for Markovian tandem queues using subsolutions: exploring the possibilities

  Buijsrogge, A., de Boer, P. T. & Scheinhardt, W. R. W., Dec 2021, In: Simulation. 97, 12, p. 849-866 18 p.

  Research output: Contribution to journal › Article › Academic › peer-review

  Open Access

  File

  • Subsolution 100%
  • Importance Sampling 100%
  • Measures 66%
  • Simulation 50%
  • Procedures 50%
  1 Citation (Scopus)

  71 Downloads (Pure)

• Path-ZVA Simulation Method for Time-Bounded Rare Events in a Semi-Markov Chain

  Reijsbergen, D., de Boer, P.-T. & Scheinhardt, W. R. W., 2021.

  Research output: Contribution to conference › Abstract › Academic

  • Markov Chain 100%
  • Rare Event 100%
  • Simulation 100%
  • Events 100%
  • Measures 33%

• Splitting for a non-Markovian tandem queue

  Buijsrogge, A., de Boer, P.-T. & Scheinhardt, W. R. W., 2021.

  Research output: Contribution to conference › Abstract › Academic

  Open Access

  • Probability Theory 100%
  • General Point 50%
  • State Space 50%
  • Total Number 50%
  • Cycles 50%
• 2020

  On state-independent importance sampling for the GI|GI|1 tandem queue

  Buijsrogge, A. (Corresponding Author), de Boer, P.-T. & Scheinhardt, W. R. W., 1 Jan 2020, In: Probability in the engineering and informational sciences. 34, 1, p. 131-156 26 p.

  Research output: Contribution to journal › Article › Academic › peer-review

  Open Access

  File

  • Measures 100%
  • Importance Sampling 100%
  • Estimation Theory 100%
  • Precision 20%
  • Interarrival 20%
  2 Citations (Scopus)

  119 Downloads (Pure)
• 2019

  Importance sampling for non-Markovian tandem queues using subsolutions

  Buijsrogge, A., de Boer, P.-T. & Scheinhardt, W. R. W., 1 Oct 2019, In: Queueing systems. 93, 1-2, p. 31-65 35 p.

  Research output: Contribution to journal › Article › Academic › peer-review

  Open Access

  • Measures 100%
  • Subsolution 100%
  • Importance Sampling 100%
  • Probability Theory 100%
  • Number 50%
  2 Citations (Scopus)

  20 Downloads (Pure)
• 2018

  Customer and cost sharing in a Jackson network

  Timmer, J. & Scheinhardt, W. R. W., 29 Mar 2018, In: International game theory review. 20, 3, 10 p., 1850002.

  Research output: Contribution to journal › Article › Academic › peer-review

  Open Access

  File

  • arrival rate λ 100%
  • Jackson Network 100%
  • Waiting Time 100%
  • Deductible 100%
  • Costs 100%
  5 Citations (Scopus)

  139 Downloads (Pure)

• Path-ZVA: General, Efficient, and Automated Importance Sampling for Highly Reliable Markovian Systems

  Reijsbergen, D. P. (Corresponding Author), de Boer, P.-T., Scheinhardt, W. R. W. & Juneja, S., 1 Aug 2018, In: ACM transactions on modeling and computer simulation. 28, 3, 25 p., 22.

  Research output: Contribution to journal › Article › Academic › peer-review

  Open Access

  File

  • Importance Sampling 100%
  • Sampling 100%
  • State 100%
  • Goals 100%
  • Markov Chain 75%
  5 Citations (Scopus)

  150 Downloads (Pure)
• 2017

  Customer and cost sharing in a Jackson network

  Timmer, J. B. & Scheinhardt, W. R. W., 30 Mar 2017, Enschede: University of Twente. 10 p. (Memorandum / Department of Applied Mathematics; no. 2060)

  Research output: Book/Report › Report › Other research output

  File
  195 Downloads (Pure)

• Large deviations for the total queue size in non-Markovian tandem queues

  Buijsrogge, A., de Boer, P.-T., Rosen Esquivel, K. A. & Scheinhardt, W. R. W., 1 Apr 2017, In: Queueing systems. 85, 3-4, p. 305-312 8 p.

  Research output: Contribution to journal › Article › Academic › peer-review

  Open Access

  File

  • Arrival Process 100%
  • Large Deviations 100%
  • Queue Size 100%
  10 Citations (Scopus)

  19 Downloads (Pure)

• Shot-noise fluid queues and infinite-server systems with batch arrivals

  de Graaf, W. F., Scheinhardt, W. R. W. & Boucherie, R., Nov 2017, In: Performance evaluation. 116, p. 143-155 13 p.

  Research output: Contribution to journal › Article › Academic › peer-review

  Open Access

  File

  • Shot Noise 100%
  • Arrival Time 25%
  • Inhomogeneous Poisson Process 25%
  • Leaf 25%
  • Dimensional Distribution 25%
  2 Citations (Scopus)

  35 Downloads (Pure)

• Smart charging of electric vehicles

  Kempker, P. L., van Dijk, N. M., Scheinhardt, W., van den Berg, H. & Hurink, J., 2017, Markov Decision Processes in Practice. Boucherie, R. J. & van Dijk, N. M. (eds.). Cham: Springer, p. 387-404 18 p. (International Series in Operations Research & Management Science; vol. 248).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › Academic › peer-review

  • bidding strategy 100%
  5 Citations (Scopus)

• Stationary distributions for a class of Markov-modulated tandem fluid queues

  O'Reilly, M. M. (Corresponding Author) & Scheinhardt, W. R. W., 24 Aug 2017, In: Stochastic models. 33, 4, p. 524-550 28 p.

  Research output: Contribution to journal › Article › Academic › peer-review

  Open Access

  File

  • Change Rate 100%
  • Discretization 100%
  • Transforms 100%
  • Continuous Time Markov Chain 100%
  • Classes 100%
  6 Citations (Scopus)

  45 Downloads (Pure)
• 2016

  A comparison of random walks in dependent random environments

  Scheinhardt, W. R. W. & Kroese, D., Mar 2016, In: Advances in applied probability. 48, 1, p. 199-214 16 p.

  Research output: Contribution to journal › Article › Academic › peer-review

  Open Access

  File

  • Random Walk 100%
  • Moving Average 33%
  88 Downloads (Pure)

• Analysis of a state-independent change of measure for the G|G|1 tandem queue

  Buijsrogge, A., de Boer, P.-T. & Scheinhardt, W. R. W., 18 Jul 2016, p. 48-48. 1 p.

  Research output: Contribution to conference › Abstract › Academic

  Open Access

  File

  • Asymptotics 100%
  • Events 100%
  • Probability 100%
  • Measures 100%
  • Simulation 50%
  67 Downloads (Pure)

• Analysis of a state-independent change of measure for the G|G|1 tandem queue

  Buijsrogge, A., de Boer, P.-T. & Scheinhardt, W. R. W., Mar 2016, 11th International Workshop on Rare Event Simulation, RESIM 2016. Eindhoven: EURANDOM, p. 1-3 3 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

  Open Access

  File

  • Mild Condition 100%
  • Asymptotic Efficiency 50%
  • Efficiency 25%
  • Simple Change 25%
  • Total Number 25%
  61 Downloads (Pure)

• Analysis of tandem fluid queues

  O'Reilly, M. M., He, Q.-M. (Editor), Horváth, G. (Editor), Scheinhardt, W. R. W. & Telek, M. (Editor), 28 Jun 2016, p. 85-92. 8 p.

  Research output: Contribution to conference › Paper › peer-review

  File
  159 Downloads (Pure)

• Hoe laat laad ik mijn auto?

  Kempker, P., van Dijk, N., Scheinhardt, W., van den Berg, H. & Hurink, J., 1 Dec 2016, In: STAtOR. 17, 3, p. 13-17 5 p.

  Research output: Contribution to journal › Article › Academic › peer-review

  Open Access

  File
  168 Downloads (Pure)

• Hypothesis testing for rare-event simulation: limitations and possibilities

  Reijsbergen, D. P., de Boer, P.-T. & Scheinhardt, W. R. W., 10 Oct 2016, Leveraging Applications of Formal Methods, Verification and Validation: Foundational Techniques: 7th International Symposium, ISoLA 2016, Imperial, Corfu, Greece, October 10–14, 2016, Proceedings, Part I. Margaria, T. & Steffen, B. (eds.). Springer, p. 16-26 11 p. (Lecture Notes in Computer Science; vol. 9952).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › Academic › peer-review

  • Rare Event 100%
  • Statistical Hypothesis Testing 100%
  • Importance Sampling 100%
  • Measure of Dispersion 100%
  • Yield 100%
  3 Citations (Scopus)

  5 Downloads (Pure)
• 2015

  A comparison of random walks in dependent random environments

  Scheinhardt, W. R. W. & Kroese, D. P., 16 Jan 2015, Enschede: University of Twente. 20 p. (Memorandum; no. 2041)

  Research output: Book/Report › Report › Other research output

  • Random Walk 100%
  • Comparison 100%
  • Environment 100%
  • Show 40%
  • Models 25%
  51 Downloads (Pure)

• A note on a state-independent change of measure for the $G|G|1$ tandem queue

  Buijsrogge, A., de Boer, P.-T. & Scheinhardt, W. R. W., 23 Oct 2015, Enschede: University of Twente. 9 p. (Memorandum of the Department of Applied Mathematics; no. 2051)

  Research output: Book/Report › Report › Other research output

  38 Downloads (Pure)

• A sequential hypothesis test based on a generalized Azuma inequality

  Reijsbergen, D. P., Scheinhardt, W. R. W. & de Boer, P.-T., Feb 2015, In: Statistics & probability letters. 97, p. 192-196 5 p.

  Research output: Contribution to journal › Article › Academic › peer-review

  Open Access

  File

  • Bounds 100%
  • Hypothesis Test 100%
  • Zeros 50%
  • Curve 50%
  • Probability Theory 50%
  2 Citations (Scopus)

  23 Downloads (Pure)

• Diffusion parameters of flows in stable queueing networks

  Nazarathy, Y. & Scheinhardt, W. R. W., 16 Jan 2015, Enschede: University of Twente. 24 p. (Memorandum of the Department of Applied Mathematics; no. 2040)

  Research output: Book/Report › Report › Other research output

  9 Downloads (Pure)

• Interactive comparison of hypothesis tests for statistical model checking

  de Boer, P.-T., Reijsbergen, D. P. & Scheinhardt, W. R. W., Dec 2015, 9th EAI International Conference on Performance Evaluation Methodologies and Tools, ValueTools 2015. New York: Association for Computing Machinery, p. - 5 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

  File
  2 Citations (Scopus)

  241 Downloads (Pure)

• On hypothesis testing for statistical model checking

  Reijsbergen, D. P., de Boer, P.-T., Scheinhardt, W. R. W. & Haverkort, B. R. H. M., Aug 2015, In: International journal on software tools for technology transfer. 17, 4, p. 377-395 19 p.

  Research output: Contribution to journal › Article › Academic › peer-review

  Open Access

  File

  • Companion Website 100%
  • Decision Threshold 100%
  21 Citations (Scopus)

  74 Downloads (Pure)

• Optimization of charging strategies for electric vehicles in PowerMatcher-driven smart energy grids

  Kempker, P., van Dijk, N. M., Scheinhardt, W. R. W., van den Berg, H. L. & Hurink, J. L., 2015, Proceedings 9th EAI International Conference on Performance Evaluation Methodologies and Tools, Valuetools 2015. Knottenbelt, W., Wolter, K., Busic, A., Gribaudo, M. & Reinecke, P. (eds.). New York: Association for Computing Machinery, p. 1-8 8 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

  File
  116 Downloads (Pure)
• 2014

  Automated Rare Event Simulation for Stochastic Petri Nets

  Reijsbergen, D. P., de Boer, P.-T. & Scheinhardt, W. R. W., Aug 2014, p. 80-81. 2 p.

  Research output: Contribution to conference › Paper

  Open Access

  File

  • Event Simulation 100%
  • Stochastic Petri Net 100%
  • Models 66%
  • Full State Space 66%
  • Model Checking 66%
  84 Downloads (Pure)
• 2013

  Automated rare event simulation for stochastic Petri nets

  Reijsbergen, D., de Boer, P.-T., Scheinhardt, W. R. W. & Haverkort, B., 2013, Quantitative Evaluation of Systems: 10th International Conference, QEST 2013, Buenos Aires, Argentina, August 27-30, 2013. Proceedings. Joshi, K., Siegle, M., Stoelinga, M. & d' Argenio, P. R. (eds.). Berlin, Heidelberg: Springer, p. 372-388 17 p. (Lecture Notes in Computer Science; vol. 8054).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

  • Event Simulation 100%
  • Stochastic Petri Net 100%
  • Models 66%
  • Full State Space 66%
  • Algorithms 66%
  13 Citations (Scopus)

  15 Downloads (Pure)

• Cost sharing of cooperating queues in a Jackson network

  Timmer, J. B. & Scheinhardt, W. R. W., 2013, In: Queueing systems. 75, 1, p. 1-17 17 p.

  Research output: Contribution to journal › Article › Academic › peer-review

  • Total Capacity 100%
  • Server Utilization 100%
  • Cost Allocation 100%
  19 Citations (Scopus)

  4 Downloads (Pure)

• Recent advances in importance sampling for statistical model checking

  Reijsbergen, D. P., de Boer, P.-T., Scheinhardt, W. R. W. & Haverkort, B. R. H. M., 23 Sept 2013, p. -. 4 p.

  Research output: Contribution to conference › Paper › peer-review

  File

  • Models 100%
  • Event Simulation 100%
  • Model Checking 100%
  • Timed Automaton 100%
  • Importance Sampling 100%
  55 Downloads (Pure)

• Reliable sequential testing for statistical model checking

  Reijsbergen, D. P., de Boer, P.-T., Scheinhardt, W. R. W. & Haverkort, B. R. H. M., 23 Sept 2013, p. -. 4 p.

  Research output: Contribution to conference › Paper › peer-review

  Open Access

  File

  • Model Checking 100%
  • Testing 100%
  • Statistical Model 100%
  • Checking Technique 50%
  • Models 25%
  50 Downloads (Pure)
• 2012

  Fast simulation for slow paths in Markov models

  Reijsbergen, D. P., de Boer, P.-T., Scheinhardt, W. R. W. & Haverkort, B. R. H. M., Jun 2012, Proceedings of the Ninth International Workshop on Rare Event Simulation, RESIM 2012. Trondheim, Norway: NTNU University Press, p. 36-38 3 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic

  File
  85 Downloads (Pure)

• On efficiency of multilevel splitting

  Miretskiy, D. I., Scheinhardt, W. R. W. & Mandjes, M. R. H., 2012, In: Communication in statistics : theory and methods. 41, 6, p. 890-904 15 p.

  Research output: Contribution to journal › Article › Academic › peer-review

  File
  3 Citations (Scopus)

  49 Downloads (Pure)

• Rare event simulation for highly dependable systems with fast repairs

  Reijsbergen, D. P., de Boer, P.-T., Scheinhardt, W. R. W. & Haverkort, B. R. H. M., Jul 2012, In: Performance evaluation. 69, 7-8, p. 336-355 20 p.

  Research output: Contribution to journal › Article › Academic › peer-review

  File
  10 Citations (Scopus)

  202 Downloads (Pure)

• Some advances in importance sampling of reliability models based on zero variance approximation

  Reijsbergen, D. P., de Boer, P.-T., Scheinhardt, W. R. W. & Juneja, S., Jun 2012, Proceedings of the Ninth International Workshop on Rare Event Simulation, RESIM 2012. Trondheim, Norway: NTNU University Press, p. 30-35 6 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic

  File
  64 Downloads (Pure)
• 2011

  Cost sharing of cooperating queues in a Jackson network

  Timmer, J. B. & Scheinhardt, W. R. W., Dec 2011, Enschede: University of Twente. 15 p. (Memorandum / Department of Applied Mathematics; no. 1969)

  Research output: Book/Report › Report › Professional

  File
  269 Downloads (Pure)

• State-dependent importance sampling for a slowdown tandem queue

  Miretskiy, D. I., Scheinhardt, W. R. W. & Mandjes, M. R. H., 2011, In: Annals of operations research. 189, 1, p. 299-329 31 p.

  Research output: Contribution to journal › Article › Academic › peer-review
  3 Citations (Scopus)

  1 Downloads (Pure)
• 2010

  A new, analysis-based, change of measure for tandem queues

  de Boer, P.-T. & Scheinhardt, W. R. W., Jun 2010, Eighth International Workshop on Rare-Event Simulation, RESIM 2010. Cambridge, UK: Isaac Newton Institute for Mathematical Sciences, p. 12-13 2 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic

  File
  51 Downloads (Pure)

• Design issues of a back-pressure-based congestion control mechanism

  Malhotra, R., Mandjes, M. R. H., Scheinhardt, W. R. W. & van den Berg, H. L., 2010, In: AEÜ International journal of electronics and communications. 64, 8, p. 717-728 12 p.

  Research output: Contribution to journal › Article › Academic › peer-review

  File
  54 Downloads (Pure)

• How to share the cost of cooperating queues in a tandem network?

  Timmer, J. B. & Scheinhardt, W. R. W., 2010, Proceedings of the 22nd International Teletraffic Congress (ITC). USA: IEEE, p. 1-7 7 p. 10.1109/ITC.2010.5608712

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

  File
  13 Citations (Scopus)

  188 Downloads (Pure)

• Rare event simulation for highly dependable systems with fast repairs

  Reijsbergen, D. P., de Boer, P.-T., Scheinhardt, W. R. W. & Haverkort, B. R. H. M., 2010, Proceedings of the Seventh International Conference on Quantitative Evaluation of SysTems (QEST) 2010. Los Alamitos: IEEE, p. 251-260 10 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

  File
  8 Citations (Scopus)

  189 Downloads (Pure)

• State-dependent importance sampling for a Jackson tandem network

  Miretskiy, D. I., Scheinhardt, W. R. W. & Mandjes, M. R. H., 2010, In: ACM transactions on modeling and computer simulation. 20, 3, p. 15 26 p.

  Research output: Contribution to journal › Article › Academic › peer-review
  7 Citations (Scopus)

  2 Downloads (Pure)

• Transient Behaviour in Highly Dependable Markovian Systems: New Regimes, Multiple Paths

  Reijsbergen, D. P., de Boer, P.-T. & Scheinhardt, W. R. W., 21 Jun 2010, Eighth International Workshop on Rare-Event Simulation. Cambridge, UK: Isaac Newton Institute for Mathematical Sciences, p. 26-27 2 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic

  File
  58 Downloads (Pure)
• 2009

  A feedback fluid queue with two congestion control thresholds

  Malhotra, R., Mandjes, M. R. H., Scheinhardt, W. R. W. & van den Berg, H. L., 2009, In: Mathematical methods of operations research. 70, 1, p. 149-169 21 p.

  Research output: Contribution to journal › Article › Academic › peer-review

  File
  16 Citations (Scopus)

  138 Downloads (Pure)

• An efficient multilevel splitting scheme

  Miretskiy, D. I., Scheinhardt, W. R. W. & Mandjes, M. R. H., 2009, Proceedings of the 6th St. Petersburg Workshop on Simulation. Ermakov, S. M., Melas, V. B. & Pepelyshev, A. N. (eds.). St. Petersburg, Russia: St. Petersburg State University, p. 909-914 6 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

  File
  59 Downloads (Pure)

• Backpressure-based control protocols: design and computational aspects

  Miretskiy, D. I., Scheinhardt, W. R. W. & Mandjes, M. R. H., 2009, Proceedings of the 21st International Teletraffic Congress (ITC). IEEE, p. 1-8 8 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

  File
  1 Citation (Scopus)

  57 Downloads (Pure)

• Characterization of tail dependence for in-degree and PageRank

  Scheinhardt, W. R. W., Volkovich, Y. & Zwart, B., 2009, Algorithms and Models for the Web-Graph: 6th International Workshop, WAW 2009, Barcelona, Spain, February 12-13, 2009. Proceedi. Avrachenkov, K., Donato, D. & Litvak, N. (eds.). Berlin, Heidelberg: Springer, p. 90-103 14 p. (Lecture Notes in Computer Science; vol. 5427).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

  • Extreme Value Theory 100%
  • Vectors 100%
  • Relative Importance 100%
  • Stochastic Model 100%
  • Measures 100%
  4 Citations (Scopus)

  7 Downloads (Pure)