Research interests
    Broadly speaking, my research interests lie in the field of Applied Probability and Stochastic Operations Research. More specifically, my work deals with the modelling and analysis of stochastic models which are inspired by real-world applications arising in the following areas:
  1. ◘ Catastrophic mechanisms for biological populations.
  2. ◘ Web-systems and internet protocols.
  3. ◘ Communications and traffic systems.
  4. ◘ Maintenance schedule and design.
    Within each of the above listed areas, I have strived to build a solid foundation based upon various traditional and non-traditional techniques used in the exact analysis of stochastic processes. These techniques include but are not limited to:
  1. ◘ Transform methods (probability generating functions and Laplace transforms).
  2. ◘ Complex function methods (boundary value problem method and differential equations).
  3. ◘ Special techniques (matrix analytic methods, compensation approach and power series algorithm).
  4. ◘ Special functions (Kummer function, hypergeometric series and q-series).

Research overview
    My research interests lie on the field of Applied Probability - Stochastic Processes and Queueing Theory. More concretely, on the modeling and study of stochastic processes with applications to queueing theory, population growth models and maintenance design. The research topics that interest me most tend to be real-life problems arising from practical situations, which can be analyzed using traditional and non-traditional tools from queueing theory and stochastic processes.

Publications
    PUBLICATIONS IN INTERNATIONAL REFEREED JOURNALS
    1. ◘ D. Bhaumik, D.T. Crommelin, S. Kapodistria, and A.P. Zwart. Simple, discrete time stochastic models for wind park power output. To appear in IEEE Transactions on Sustainable Energy, 2018.
    2. ◘ M. Mayank, O.J. Boxma, S. Kapodistria, and R. Nunez Queija. Two queues with random time-limited polling. To appear in Probability and Mathematical Statistics (PMS), 2017.
    3. ◘ S. Kapodistria and Z. Palmowski. Matrix geometric approach for random walks: stability condition and equilibrium distribution. Stochastic Models 33(4), 572-597, 2017.
    4. ◘ J. Selen, I.J.B.F. Adan, S. Kapodistria, and J.S.H van Leeuwaarden. Steady-state analysis of the shortest expected delay routing. Queueing Systems 84(3-4), 309-354, 2016.
    5. ◘ S. Kapodistria, T. Phung-Duc, and J.A.C. Resing. Linear birth/immigration-death process with binomial catastrophes. Probability in the Engineering and Informational Sciences 30(01), 79-111, 2016.
    6. ◘ O.J. Boxma, S. Kapodistria, and M.R.H. Mandjes. Performance analysis of stochastic networks. Nieuw Archief voor Wiskunde 5(3), 193-200, 2015.
    7. ◘ I. Adan, O. Boxma, S. Kapodistria and V. Kulkarni. Shortest queue polling model, Annals of Operations Research, 241(1-2), 167-200, 2016.
    8. ◘ I. Adan, S. Kapodistria and J. van Leeuwaarden. Erlang arrivals joining the shorter queue. Queueing Systems, 74(2-3), 273-302, 2013.
    9. ◘ S. Kapodistria and G. Psarrakos. Some extensions of the residual lifetime and its connection to the cumulative residual entropy. Probability in the Engineering and Informational Sciences, 26(1), 129-146, 2012.
    10. ◘ S. Kapodistria. A single server queue with synchronized abandonments. Queueing Systems, 68(1), 79-109, 2011.
    11. ◘ A. Economou, S. Kapodistria and J. Resing. Synchronized services in a single server queue. Stochastic Models, 26(4), 1-32, 2010.
    12. ◘ A. Economou and S. Kapodistria. Synchronized abandonments in a single server unreliable queue. European Journal of Operational Research, 203(1), 143-155, 2010.
    13. ◘ I. Adan, A. Economou and S. Kapodistria. Synchronized reneging in queueing systems with vacations. Queueing Systems, 62(1-2), 1-33, 2009.
    14. ◘ A. Economou and S. Kapodistria. q-series in Markov chains with binomial transitions: studying a queue with synchronization. Probability in the Engineering and Informational Sciences, 23(1), 75-99, 2009.
    PUBLICATIONS IN REFEREED CONFERENCE PROCEEDINGS
    1. ◘ C. Beentjes, D. Chainikov, M. Croci, J.P. van der Gaast, S. Kapodistria, S. Rahimi-Ghahroodi, F. Sloothaak, F.C.R. Spieksma. Optimal order picking from a large retailer warehouse. Proceedings of the Study Group Mathematics with Industry (SWI), 2018.
    2. ◘ A. Babiv, M. Bazhba, F. Beckebanze, M. Dimovski, A. Correia, E. Costa e Silva, M. Dimovski, R. Fitzner, S. Kapodistria, D. Koops, W. Moerkens, I. van Heuven van Staereling, X. op de Hoek, B. Sevenster, and J. Tang. The fair value of a mortgage. Proceedings of the Study Group Mathematics with Industry (SWI), 2017.
    3. ◘ S. Kapodistria and Z. Palmowski. A matrix geometric approach for random walks in the quadrant. Proceedings of the Ninth International Conference on Matrix-Analytic Methods in Stochastic Models (MAM9), 2016.
    4. ◘ S. Kalosi, S. Kapodistria, and J.A.C. Resing. Condition-based maintenance at both scheduled and unscheduled opportunities. Proceedings of the 9th IMA International Conference on Modelling in Industrial Maintenance and Reliability (MIMAR), 2016.
    5. ◘ J. Selen, I.J.B.F. Adan, and S. Kapodistria. Approximate performance analysis of generalised join the shortest queue routing. Proceedings of the 9th EAI International Conference on Performance Evaluation Methodologies and Tools. ICST (Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering), 2016.
    6. ◘ N. Bansal, D. Bourne, M. Firat, M. de Graaf, S. Kapodistria, K. Kumar, C. Meerman, M. Mitici, F. Nardi, B. de Rijk, S. Sarswat, and L. Scardia. Optimization of lifetime in sensor networks. Proceedings of Study Group Mathematics with Industry (SWI), 2012.
    PUBLICATIONS IN CONFERENCE PROCEEDINGS
    1. ◘ T. Phung-Duc, S. Kapodistria and J. Resing. Markovian stochastic models with linear and binomial transition rates, Proceedings of the Japan Queueing Symposium, 2012.

BOOKS

  1. ◘ S. Kapodistria. Stationary performance evaluation measures in multidimensional Markov chains and applications in Queueing Theory. Ph.D. Dissertation, University of Athens, 2009.

    CONTRIBUTION TO BOOKS
    1. ◘ S. Kapodistria and E. Kyrgia. Tragedy = 0,627389 - 0,201533*Comedy. Invited paper. Stefanos: Honorary bid for Walter Puchner (Editor: Joseph Vivilakis). Ergo Publications, 2007.
    TEXTBOOKS
    1. ◘ S. Kapodistria. Lecture notes: Financial Matehmatics, Eindhoven University of Technology, 2018.
    2. ◘ S. Kanta and S. Kapodistria. Textbook (in Greek): Operations Research, University of Athens, 2008.
    3. ◘ S. Kanta, S. Kapodistria and T. Xifara. Textbook (in Greek): Statistics II, University of Athens, 2008.
    4. ◘ S. Kapodistria and N. Vlahos, Textbook (in Greek): LaTex Guide, University of Athens, 2006.

Talks
    INVITED TALKS
    1. ◘ Data-driven decision making under uncertainty, Stochastic Networks, Edinburgh, 2018.
    2. ◘ Information and value in big data for maintenance, Big Data: Mathematics in Action - 4TU-AMI, Utrecht, 2017.
    3. ◘ Big data: Predictive maintenance, Smart Maintenance Congress - Microcentrum & WCM, 2017.
    4. ◘ Performance analysis for random time limited polling models, Israeli - Dutch Workshop on Applied Probability and Queues, Eurandom, 2017.
    5. ◘ Exact performance analysis under generalised join the shortest queue routings, NETWORKS 2017: Scientific Conference (Track 3: Communication networks), CWI, 2017.
    6. ◘ Modelling and analysis of maintenance decision policies, 19th INFORMS Applied Probability Society Conference, 2017.
    7. ◘ Information and value in big data for maintenance, Trends in Maintenance 2017 - Stork, 2017.
    8. ◘ Big data: From theory to practice - a maintenance application on wind turbines, NAP Studium Generale, 2016.
    9. ◘ Matrix geometric approach for random walks in the quadrant, Workshop in honour of Wolfgang Stadje, Germany, 2016.
    10. ◘ Exact and approximate performance analysis for heterogeneous servers under generalised join the shorter queue routings, Queueing Colloquium, CWI, 2016.
    11. ◘ The mathematics behind the performance of wind turbines, The mathematics of future energy systems, CWI, 2016.
    12. ◘ Stochastic analysis and optimisation of optical access networks, 18th INFORMS Applied Probability Society Conference, 2015.
    13. ◘ CBM scheduling based on SPC treating false triggered alarms, IWAP \& StochMod, 2014.
    14. ◘ How to pick the better line, IWAP & StochMod, 2014.
    15. ◘ Stationary analysis of the shorter queue model, 17th INFORMS Applied Probability Society Conference, 2013.
    16. ◘ Analytic approaches of multi-dimensional queueing systems, University of Melbourne, Department of Mathematics and Statistics, Australia, 2013.
    17. ◘ Analytic approaches of multi-dimensional queueing systems, University of Queensland, Department of Mathematics and Physics, Australia, 2013.
    18. ◘ Random walks in the quarter plane. Eindhoven University of Technology, Eurandom, The Netherlands, 2011.
    19. ◘ Queueing systems with synchronized events and possible applications in actuarial science. University of the Aegean, Department of Statistics and Actuarial-Financial Mathematics, Greece, 2011.
    20. ◘ Markov chains with binomial transitions: modeling and analysis of queueing systems with synchronized events. Universidad Carlos III de Madrid, Department of Statistics, Spain, 2010.
    21. ◘ Modeling, analysis and pricing of queueing systems. National Technical University of Athens, School of Applied Mathematical and Physical Sciences, Greece, 2010.
    22. ◘ Queueing systems with synchronized events. University of Ioannina, Department of Mathematics, Greece, 2010.
    23. ◘ Markov chains with binomial transitions: modeling and analysis of queueing systems with synchronized events. University of the Aegean, Department of Statistics and Actuarial-Financial Mathematics, Greece, 2010.
    24. ◘ A single server queue with synchronized abandonments. University of Athens, Department of Mathematics, Greece, 2009.

Projects with companies (selected)
  1. ◘ Project title: Stress Scenarios and Their Impact on Pension Fund Portfolios (Jan 2017 - Jul 2017)
  2. Result: Construction of the mathematical framework for stress scenarios (accounting for three risks: return of investments, inflation and nominal interest rate) and study their impact on pension fund portfolios (weak spot detection of the pension fund allocation) using the funding ratio.
  3. Industrial partner: AON Hewitt; M.Sc. student involved: Y. Raaijmakers
  4. ◘ Project title: Effects of ESG on Sustainability and Stock Returns (Dec 2016 - Jul 2017)
  5. Result: Development of a mathematical framework for causal inference and effect quantification of ESG (environmental, social and governance) engagement on sustainability and stock returns. Investigation of the effect of the modelling assumptions on the obtained results
  6. Industrial partner: Robeco; M.Sc. student involved: W. Moerken
  7. ◘ Project title: Preventive Maintenance for Healthcare Systems (Sep 2016 - Jul 2017)
  8. Result: Modelling of the censored failure and usage data for various components and computation of the remaining useful lifetime. Development of an on-line tool for component monitoring (timely failure detection). A preventive maintenance policy is developed that minimises maintenance costs and increases uptime. Study of the effects of the maintenance policy to the supply chain and in particular to the demand process of new components.
  9. Industrial partner: Philips Healthcare; M.Sc. students involved: Y.J. Buijs and C. Suijkerbuijk
  10. ◘ Project title: Data-driven Monitoring and Prognostics of Wind Turbines (Sep 2015 - Jun 2016)
  11. Result: Development of prognostic and diagnostic models for wind turbine components, with the objective to use them for predictive condition based maintenance. Creation of a hybrid data and model driven approach for wind turbine effective condition monitoring and implementation in a on-line tool for component monitoring (timely failure detection)
  12. Industrial partner: Daisy4offshore consortium; B.Sc. student involved: T.A. Kenbeek

Articles about my work