Curriculum Vitae

 

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Curriculum Vitae

While the information below has not been updated in some time, the attached pdf is reasonably up to date.

Maria Vlasiou

Department of Mathematics
and Computer Science
Eindhoven University of Technology
P.O. Box 513, 5600 MB
Eindhoven, The Netherlands


http://www.win.tue.nl/~mvlasiou

[pdf]

Research overview

My research interests are mainly in stochastic processes and stochastic operations research. My research focuses on the performance of stochastic processing networks with layered architectures. The research topics that interest me most tend to be problems that arise in practical situations, such as manufacturing, call centres, and healthcare, but which lead to the analysis of non-traditional stochastic models. A second direction is the perturbation analysis for heavy-tailed risk models. Additionally, I work on Lévy processes, large deviations for non-monotone stochastic recursions, obtaining results both for light-tailed and heavy-tailed distributions, and proportional fairness in heavy traffic for bandwidth-sharing networks.

In my main line of research, my students and I worked on testing the applicability of standard techniques on the new architectures of layered queuing networks. A major drawback of standard techniques is that they do not work in general for layered models, an inevitable consequence of the correlations between layers. Prior to our work, little was known on the performance of these networks  the literature mainly focusing on mean-value approximations. We have derived approximations for the marginal queue lengths in each layer, designed numerical algorithms for the computation of joint queue lengths and other performance measures, considered dynamic allocations in Markov decision problems, and studied heavy-traffic asymptotics through fluid and diffusion approximations

In my second line of research, the work with another student has resulted in several publications in actuarial and insurance mathematics journals. All major examples of heavy tails can be approximated arbitrarily closely by hyperexponential distributions. The question we have addressed is the quality of the resulting approximation for the ruin probability. This is a mainly open problem. However, we have developed several exciting results by using an innovative idea of mixing distributions appropriately and using perturbation analysis. In our work, we obtain accurate uniform approximations for all finite initial capitals and keep the correct asymptotic behaviour, achieving a goal eluded in approximations thus far.

 

Research interests

efficient resource allocation performance evaluation, stochastic operations research, analysis of stochastic recursions, stochastic interacting processes 

 

Education and employment
  • 2014 – present
Associate Professor
Department of Mathematics and Computer Science, Eindhoven University of Technology, The Netherlands.
  • 2010 – present
Scientific staff member
Center for Mathematics and Computer Science (CWI), The Netherlands.
  • 2009 – present
Research Fellow (courtesy position)
EURANDOM, Eindhoven University of Technology, The Netherlands.
  • 2008 – 2014
Assistant Professor
Department of Mathematics and Computer Science, Eindhoven University of Technology, The Netherlands.
  • 2007 – 2008
Postdoctoral Fellow
H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, USA.
  • 2006 – 2007
Research Engineer II
H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, USA.
  • 2002 – 2006
Doctoral candidate in Mathematics
Eindhoven University of Technology, The Netherlands.
Advised by I.J.B.F. Adan
Thesis committee: I.J.B.F. Adan, R.J. Boucherie, O.J. Boxma, K.M. van Hee, A.G. de Kok, R.E. Foley, R.W. van der Hofstad, J. Wessels
  • 2001 – 2002
Masters of Science in Mathematics, Financial Mathematics, and Mathematics Education (attendance only)
Universität Bielefeld, Germany.
  • 1998 – 2002
B.S. in Mathematics (with honours 9.5/10)
Aristotle University of Thessaloniki, Greece.

 

Publications

Thesis

  • Maria Vlasiou. Lindley-type recursions. Eindhoven University of Technology (2006). [pdf] [ps]
Refereed publications
  • M. Vlasiou, I.J.B.F. Adan, and J. Wessels. A Lindley-type equation arising from a carousel problem. Journal of Applied Probability, 41 (4) : 1171 – 1181, December 2004. [pdf] [ps]
  • M. Vlasiou and I.J.B.F. Adan. An alternating service problem. Probability in the Engineering and Informational Sciences, 19 (4) : 409 – 426, October 2005. [pdf] [ps]
  • M. Vlasiou and I.J.B.F. Adan. Exact solution to a Lindley-type equation on a bounded support. Operations Research Letters, 35 (1) : 105 – 113, January 2007. [pdf] [ps]
  • M. Vlasiou and B. Zwart. Time-dependent behaviour of an alternating service queue. Stochastic Models, 23 (2) : 235 – 263, 2007. [pdf] [ps]
  • M. Vlasiou. A non-increasing Lindley-type equation. Queueing Systems, 56 (1) : 41 – 52, 2007. [pdf] [ps] http://rdcu.be/p2jQ
  • O.J. Boxma and M. Vlasiou. On queues with service and interarrival times depending on waiting times. Queueing Systems, 56 (3 – 4) : 121 – 132, August 2007. [pdf] [ps] http://rdcu.be/p2jP
  • M. Vlasiou and U. Yechiali. M/G/ polling systems with fixed visit times. Probability in the Engineering and Informational Sciences, 22 (1) : 81 – 106, January 2008. [pdf] [ps]
  • M. Vlasiou. A Course on Queueing Models. Book review.  Journal of the American Statistical Association, 103 (481) : 429 – 430, March 2008.
  • M. Vlasiou, I.J.B.F. Adan, and O.J. Boxma. A two-station queue with dependent preparation and service times. European Journal of Operations Research, 195 : 104 – 116, 2009. [pdf] [ps]
  • M. Vlasiou, Z. Palmowski. Tail asymptotics for a random sign Lindley recursion. Journal of Applied Probability, 47(1) : 72 – 83, 2010. [pdf]
  • N. Litvak and M. Vlasiou. A survey on performance analysis of warehouse carousel systems. Invited paper. Statistica Neerlandica, 64 : 401 – 447, 2010. [pdf]
  • M. Vlasiou. Regenerative processes. Invited paper. Wiley Encyclopedia of Operations Research and Management Science, DOI: 10.1002/9780470400531.eorms0713, February 2011. [pdf]
  • M. Vlasiou. Renewal processes with costs and rewards. Invited paper. Wiley Encyclopedia of Operations Research and Management Science, DOI: 10.1002/9780470400531.eorms0722, February 2011. [pdf]
  • Z. Palmowski and M. Vlasiou. A Lévy input model with additional state-dependent services. Stochastic Processes and their Applications, 121(7) : 1546 – 1564, July 2011. [pdf]
  • M. Vlasiou, J. Zhang, B. Zwart, and R.D. van der Mei. Separation of timescales in a two-layered network. ITC, 2012. [pdf]
  • R. Bossier, M. Vlasiou, and I.J.B.F. Adan. Analytic properties of two-carousel systems. Probability in the Engineering and Informational Sciences, 27, 1 – 28, 2012. [pdf]
  • N. Perel, J.L. Dorsman, and M. Vlasiou. Cyclic-type polling models with preparation times. 2nd International Conference on Operations Research and Enterprise Systems, ICORES 2013. Received the Best Paper Award, February 2013. [pdf]
  • E. Vatamidou, I.J.B.F. Adan, M. Vlasiou, and B. Zwart. Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis. Insurance Mathematics and Economics, 53 (2) : 366 – 378, September 2013. [pdf]
  • J.L. Dorsman, O.J. Boxma, and M. Vlasiou. Marginal queue length approximations for a two-layered network with correlated queues. Queueing Systems, 75 : 29 – 63, September 2013. [pdf] http://rdcu.be/p2jG
  • J.L. Dorsman, M. Vlasiou, and B. Zwart. Parallel queueing networks with Markov-modulated service speeds in heavy traffic. ACM SIGMETRICS Performance Evaluation Review – Special issue on the 31st international symposium on computer performance, modeling, measurements and evaluation (IFIPWG 7.3 Performance 2013), 41(2) : 47 – 49, September 2013.
  • E. Vatamidou, I.J.B.F. Adan, M. Vlasiou, and B. Zwart. Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times. ACM SIGMETRICS Performance Evaluation Review – Special issue on the 31st international symposium on computer performance, modeling, measurements and evaluation (IFIPWG 7.3 Performance 2013), 41(2) : 53 – 55, September 2013. [pdf]
  • J.L. Dorsman, R.D. van der Mei, and M. Vlasiou. Analysis of a two-layered network by means of the power-series algorithm. Performance Evaluation, 70(12) : 1072 – 1089, December 2013.
  • E. Vatamidou, I.J.B.F. Adan, M. Vlasiou, and B. Zwart. Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment. In Proceedings of the Eighth International Conference on Matrix-Analytic Methods in Stochastic Models (MAM8). Received the Marcel Neuts Student Paper Award. [pdf]
  • Z. Palmowski, M. Vlasiou, and B. Zwart. A Lévy input fluid queue with input and workload regulation. Queueing Systems, 76(1) : 21 – 36, . [pdf] http://rdcu.be/p2jy
  • E. Vatamidou, I.J.B.F. Adan, M. Vlasiou, and B. Zwart. On the accuracy of phase-type approximations of heavy-tailed risk models. Scandinavian Actuarial Journal, 2014(6) : 510 – 534, 2014. [pdf]
  • E. Vatamidou, I.J.B.F. Adan, M. Vlasiou, and B. Zwart. Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment. Stochastic Models, 30(4) : 598 – 638, . [pdf]
  • J.L. Dorsman, S. Bhulai, and M. Vlasiou. Dynamic server assignment in an extended machine-repair model. IIE Transactions, 47 : 392 – 413, 2015.
  • J.L. Dorsman, M. Vlasiou, and B. Zwart. Heavy-traffic asymptotics for networks of parallel queues with Markov-modulated service speeds. Queueing Systems: Theory and Applications, 79(3) : 293 – 319, 2015. http://rdcu.be/p2i6
  • J.L. Dorsman, S.C. Borst, O.J. Boxma, and M. Vlasiou. Markovian polling systems with an application to wireless random-access networks. Performance Evaluation, 85-86 : 33 – 51, 2015.
  • J.L. Dorsman, N. Perel, and M. Vlasiou. Server waiting times in infinite supply polling systems with preparation times. Probability in the Engineering and Informational Sciences, 30(2) : 153 – 184, 2016. DOI: http://dx.doi.org/10.1017/S0269964815000339.
  • E. Vatamidou, I.J.B.F. Adan, M. Vlasiou, and B. Zwart. Asymptotic error bounds for truncated buffer approximations of a 2-node tandem queue. Proceedings of the Ninth International Conference on Matrix-Analytic Methods in Stochastic Models (MAM9).
  • A. Aveklouris, Y. Nakahira, M. Vlasiou, and B. Zwart. Electric vehicle charging: a queueing approach. ACM SIGMETRICS Performance Evaluation Review – Special issue on the Mathematical performance Modeling and Analysis (MAMA) workshop proceedings 2017.
  • A. Aveklouris, M. Vlasiou, J. Zhang, and B. Zwart. Heavy-traffic approximations for a layered network with limited resources. Probability and Mathematical Statistics, 37(2) : 497 – 532, 2017.

Posters

  • E. Vatamidou, I.J.B.F. Adan, M. Vlasiou, and B. Zwart. Corrected phase-type approximations for heavy-tailed queueing models in a Markovian environment – The 2014 Stochastic Networks Conference, Amsterdam, June 23–27, 2014.
  • E. Vatamidou, I.J.B.F. Adan, M. Vlasiou, and B. Zwart. Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times – YEQT VIIWorkshop, Scheduling and Priorities in Queueing Systems, Eurandom, November 4–6, 2013.
  • E. Vatamidou, I.J.B.F. Adan, M. Vlasiou, and B. Zwart. Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times – 7th International Conference on Lévy Processes: Theory and Applications , Wrocław, July 15–19, 2013.
Papers under submission
  • Z. Palmowski and M. Vlasiou. Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues.
  • M. Vlasiou, J. Zhang, and B. Zwart. Insensitivity of Proportional Fairness in Critically Loaded Bandwidth Sharing Networks. Submitted. [pdf]

Technical Reports not overlapping with the above

  • M. Vlasiou, I.J.B.F. Adan, O.J. Boxma, and J. Wessels. Throughput analysis of two carousels. [pdf] [ps]

 

Grants and Scholarships
A. As Principal and Co-Principal Investigator
  • “Complexity in high-tech manufacturing”. Complexity in Transport and Logistics research scheme, Netherlands Organisation for Scientific Research (NWO), 2017 – 2021 (12 years of funded research positions).
  • “Limited resources in layered networks”. TOP-Grant research scheme, Netherlands Organisation for Scientific Research (NWO), 2014 – 2018 (4 years of funded Ph.D. position).
  • Visitor grant. Dutch Stochastics cluster (STAR), 2012.
  • "Layered queuing networks". Individual grant in the MEERVOUD programme, Netherlands Organisation for Scientific Research (NWO), 2012 – 2018 (4 years of 60% of a 12-month salary and additional travel and equipment budget).
  • "Analysis of limited resource sharing models". Samenwerking Hong Kong - Joint Research Scheme (JRS). Netherlands Organisation for Scientific Research (NWO), 2011 – 2013.
  • “Error Bounds for Structured Markov chains”. Netherlands Organisation for Scientific Research (NWO), 2010 (4 years of funded Ph.D. position).
  • “Multilayered queuing systems”. Dutch Stochastics cluster (STAR) through a grant by the Netherlands Organisation for Scientific Research (NWO), 2010 (2 years of funded Ph.D. position).
  • Conference support. Netherlands Organisation for Scientific Research (NWO), 2010.
  • Travel and visitor grant, Eindhoven University of Technology, Logistics Operations and Information Systems (LOIS), 2010.
  • Conference support guarantee. Centre for Telematics and Information Technology, University of Twente, 2010.
  • Conference support guarantee. Eindhoven University of Technology, 2010.
  • Travel grant. Applied Probability Society Conference, Ithaca, 2009.
  • Travel grant for discretionary use, Eindhoven University of Technology, Logistics Operations and Information Systems (LOIS), 2009.
  • Personal grant in the Women in Science framework, Eindhoven University of Technology, 2008 (6 years funding for 50% of a 12-month salary).
  • Full scholarship for post-graduate studies from the legacy of L. Athanasoula, Aristotle University of Thessaloniki, 2003 (5 years of 12-month salary).
  • Erasmus grant for attendance of the Masters programme at the university of Bielefeld. European Union, Education, Audiovisual and Culture Agency Executive Agency , 2001.
  • Travel grant for attending a summer course on Management, in Eindhoven, The Netherlands. Board of European Students of Technology, 2001.
  • Scholarship for excellence in undergraduate studies, Greek State Scholarships Foundation, 1999, 2000.
  • Scholarship for 1st place in admittance Exams (A levels equivalent), Greek State Scholarships Foundation, 1998.

B. As a Coordinator

  • LLP bilateral agreement (Erasmus programme). European Union, Education, Audiovisual and Culture Agency Executive Agency, 2009 – 2017 (awarded 25 months of travel funds per year).

 

Academic honours
  • 2017 AMSI-ANZIAM Lecturer. Australian Mathematical Sciences Institute, 2017.
  • 3rd prize. 8th conference in Actuarial Science, Samos, 2014.
  • Received the Marcel Neuts Student Paper Award at MAM8, 2014.
  • TOP award for the best emerging scientists in a field, Netherlands Organisation for Scientific Research, November 2013.
  • Received the Best Paper Award at ICORES 2013.
  • MEERVOUD award, Netherlands Organisation for Scientific Research, November 2011.
  • Received the "Thank a Teacher" certificate for excellence in teaching, Georgia Tech 2007, 2008.
  • Travel grant from EuroNGI for participation to the short course on Stochastic stability, Large deviations and Coupling, September 2006.
  • Selected for the short course on Stochastic stability, Large deviations and Coupling funded by LMS and EPSRC, Edinburgh 2006.
  • Selected for the EIDMA minicourse on Total Positivity by Prof. dr. Sergey Fomin.
  • Graduated Aristotle University of Thessaloniki with university and college honours (ranked #2 in the department), and degree grade 9.5/10.
  • Representative of the students' body, Aristotle University of Thessaloniki 2001.
  • Member of the Electoral Committee for the students' General Elections, Aristotle University of Thessaloniki 2001.
  • Honours and Best undergraduate student award, Greek Ministry of Education and Aristotle University of Thessaloniki 1999 – 2002.
  • First place in admittance exams for undergraduate studies at the Department of Mathematics, Aristotle University of Thessaloniki 1998.
  • National Physics Competition in memory of V. Xanthopoulos. First place: 1996 and 1997. Second place: 1998.
  • Finalist of the Greek Mathematical Olympiad “Archimedes” in 1996 and 1998.
  • Best student award, Greek Ministry of Education 1993 – 1998.

 

Research talks


Presentations given by co-authors are marked with a *.

Plenary Lectures

  • Feb. 2017
Error bounds and approximations for heavy-tailed stochastic systems. ANZIAM 2017, Hahndorf.
  • Feb. 2017
Queues on interacting networks. Series of public lectures, 2017 AMSI-ANZIAM Lecturer. The University of Adelaide; The University of Western Australia; The University of Melbourne.
  • Feb. 2017
Layered and interacting queues. Specialist lecture, 2017 AMSI-ANZIAM Lecturer. Victoria University
  • Feb. 2017
Heavy-trac limits for layered queuing networks. Specialist lecture, 2017 AMSI-ANZIAM Lecturer. The University of Sydney
  • Sept. 2016
Asymptotic error bounds for truncated bu er approximations of a 2-node tandem queue. Stefan Banach International Mathematical Center, Bedlewo.
  • May 2011
Analytic properties of picking strategies in carousels. Stefan Banach International Mathematical Center, Bedlewo, Poland.
  • May 2009
A Lévy input queuing model with additional state-dependent services. Stefan Banach International Mathematical Center, Bedlewo, Poland.

Invited Conference and Workshop Presentations

  • July 2017
Heavy-traffic approximations for a layered network with limited resources. 19th INFORMS APS Conference, Evanston.
  • *July 2017
Electric vehicle charging – a queueing approach. 19th INFORMS APS Conference, Evanston.
  • *July 2013
Dynamic repairman assignment in a layered queueing network with correlated queues. 6th Young European Queueing Theorists workshop, Eindhoven.
  • *Mar. 2013
Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis. Workshop Queues and Risk, Eurandom.
  • *Nov. 2012
Approximation errors for the MAP/G/1 queue. Workshop YEQT VI, Analytic Methods in Queueing Systems, Eurandom.
  • Apr 2011
A Lévy input queuing model with additional state-dependent services. Dutch Mathematical Congress 2011, University of Twente.
  • Oct. 2009
The contraction principle in two-carousel warehousing models. Workshop on Stochastic models for warehousing systems, Eindhoven.
  • Jan 2009
Alternating systems continued: large deviations. CMU-TU/e workshop on Quantative Models for Production and Communication Networks, Eindhoven.

Invited Seminar Presentations

  • Apr. 2017
Error bounds and approximations for heavy-tailed stochastic systems. DAMUT-colloquium, University of Twente. Host: Prof. Dr. Stephan van Gils.
  • *May 2016
Phase-type distributions, Matrix-Analytic Methods, and applications. Aristotle University of Thessaloniki. Host: Prof. Dr. George Tsaklidis.
  • *Apr. 2016
Networks of parallel queues with Markov-modulated service speeds. Networks Day, Utrecht.
  • *Nov. 2015
The use of Markov renewal theory and extreme value analysis to find asymptotic error bounds for truncated approximations. Aristotle University of Thessaloniki. Host: Prof. Dr. George Tsaklidis.
  • *Oct. 2015
Performance analysis of layered queueing networks. SQUALL meeting, Carnegie Mellon University. Hosts: Mor Harchol-Balter and Alan Scheller-Wolf.
  • *June 2015
Performance analysis of layered queueing networks. MIPS seminar, Leiden University.
  • *Apr. 2015
Analysis and optimisation of polling systems with Markovian server routing. SOR department seminar, University of Twente.
  • *Apr. 2015
Analysis and optimisation of polling systems with Markovian server routing. Queueing Colloquium, Centrum Wiskunde & Informatica, Amsterdam.
  • *Sept. 2014
Evaluation and optimisation of an extended machine-repair problem. Ghent University, Ghent, Belgium. Hosts: Dieter Claeys and Joris Walraevens.
  • *Mar. 2014
Evaluation and optimisation of an extended machine-repair problem. Centrum Wiskunde & Informatica, Amsterdam.
  • *Mar. 2014
Corrected phase-type approximations of heavy-tailed stochastic models using perturbation analysis. Erasmus University Rotterdam. Host: Dr. Remy Spliet.
  • *May 2013
Error bounds for spectral approximations of heavy-tailed risk models. University of Wrocław. Host: Prof. Dr. Zbigniew Palmowski.
  • Oct 2012
Lindley-type recursions. Stochastics Seminar, Utrecht. Host: Tobias Müller.
  • Dec 2009
A dynamic two-stage model of HIV transmission in MSM for policy evaluation University Medical Center, Utrecht, The Netherlands.
  • June 2009
A Lévy input queuing model with additional state-dependent services.Technion, Israel Institute of Technology, Israel.
  • Feb 2009
Tail asymptotics for a queue with dependencies on the waiting times. Georgia Institute of Technology, GA. Host: Ton Dieker.
  • Oct 2008
Tail asymptotics for a queue with dependencies on the waiting times. Mathematical Institute, University of Wrocław. Host: Ryszard Szekli
  • Apr 2008
Stochastic modelling for healthcare systems. The University of Massachusetts Amherst , MA. Host: Mario Rotea.
  • Mar 2008
Stochastic modelling for warehouse and healthcare systems. University of Michigan, Ann Arbor, MI. Host: Larry Seiford.
  • Feb 2008
Stochastic modelling for warehouse and healthcare systems. Northwestern University, IL. Host: Ajit Tamhane.
  • Feb 2008
Stochastic modelling for warehouse and healthcare systems. The Ohio State University, OH. Host: Julia Higle.
  • Jan 2008
Alternating service systems. Colorado State University, CO. Host: F. Jay Breidt.
  • Jan 2008
Alternating service systems. The College of William and Mary, VA. Host: David Lutzer.
  • Jan 2008
Stochastic modelling for healthcare systems. Georgia Institute of Technology, GA. Host: Chelsea C. White.
  • Jan 2008
Stochastic modelling for warehouse and healthcare systems. Rensselaer Polytechnic Institute, NY. Host: Charles Malmborg.
  • Oct 2006
Lindley-type recursions. Twente University, Enschede, The Netherlands. Hosts: Richard Boucherie and Nelly Litvak.
  • July 2005
A non-increasing Lindley-type equation. Carnegie Mellon University, Pittsburgh, USA. Hosts: Mor Harchol-Balter and Alan Scheller-Wolf.
  • May 2005
Wiener-Hopf factorisations for non-increasing stochastic recursions. Centrum voor Wiskunde en Informatica (CWI), Amsterdam, The Netherlands. Host: Rudesindo Núñez-Queija.

Conference presentations

  • *Jan. 2017
A diffusion approximation in a two-layered network. 42th Conference on the Mathematics of Operations Research, Lunteren.
  • *July 2016
State space collapse for a two-layered network. European Conference on Queueing Theory, Toulouse.
  • *July 2016
Asymptotic error bounds for truncated bu er approximations of a 2-node tandem queue. 9th International Conference on Matrix Analytic Methods in Stochastic Models, Budapest.
  • *May 2016
Fitting heavy-tailed claims to mixtures of phase-type and heavy-tailed distributions. 9th Samos Conference in Actuarial Science and Finance, Samos.
  • *July 2015
Markovian polling systems with an application to wireless random-access networks. 18th INFORMS Applied Probability Conference, Istanbul.
  • *Aug. 2014
Analysis and optimisation of polling systems with Markovian server routing. First European Conference on Queueing Theory, Ghent.
  • *Aug. 2014
Improved approximations for performance measures of stochastic models. First European Conference on Queueing Theory, Ghent.
  • *July 2014
Improved approximations of heavy-tailed risk models using perturbation analysis. The 18th International Congress on Insurance: Mathematics and Economics, Shanghai.
  • *May 2014
Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis.8th Samos Conference in Actuarial Science and Finance, Samos. Received 3rd prize for the Best Paper Award.
  • *Jan. 2014
Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment. 8th International Conference on Matrix Analytic Methods in Stochastic Models, Kerala.
  • *Oct. 2013
Corrected phase-type approximations of heavy-tailed models in applied probability using perturbation analysis. 7th Beta Conference ‘Dynamic Pricing’, Eindhoven.
  • *Sep. 2013
Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times. 31st International Symposium on Computer Performance, Modeling, Measurements and Evaluation, Vienna.
  • *Sep. 2013
Parallel queueing networks with Markov-modulated service speeds in heavy trac. 31st International Symposium on Computer Performance, Modeling, Measurements and Evaluation, Vienna.
  • *July 2013
*July 2013 Corrected phase-type approximations of heavy-tailed stochastic models using perturbation analysis. Satellite Summer School to the 7th International Conference on L´evy Processes, Be¸dlewo.
  • *June 2013
Corrected phase-type approximations for heavy-tailed risk models in a Markovian environment. International Cram´er Symposium on Insurance Mathematics, Stockholm.
  • Feb. 2013
Cyclic-type polling models with preparation times. ICORES 2013 – International Conference on Operations Research and Enterprise Systems, Barcelona.
  • *Jan. 2013
Improved approximations for the M/G/1 queue. 38th Conference on the Mathematics of Operations Research, Lunteren.
  • *Jan. 2013
Evaluation and optimisation of an extended machine-repair model. 38th Conference on the Mathematics of Operations Research, Lunteren.
  • *June 2012
On the accuracy of phase-type approximation of heavy-tailed risk models. International Workshop on Applied Probability, Jerusalem.
  • *June 2012
Queue length approximations for a layered queueing network with correlated queues. International Workshop on Applied Probability, Jerusalem.
  • June 2012
Separation of timescales in a two-layered network. International Workshop on Applied Probability, IWAP 2012, Jerusalem.
  • *Jan. 2012
On the accuracy of phase-type approximations of heavy-tailed risk models. 37th Conference on the Mathematics of Operations Research, Lunteren.
  • *Jan. 2012
Queue length approximations for a layered queueing network with correlated queues. 37th Conference on the Mathematics of Operations Research, Lunteren.
  • July 2011
A Lévy input fluid queue with workload and input regulation. 16th INFORMS Applied Probability Conference, Royal Institute of Technology (KTH),Stockholm, Sweden.
  • July 2010
A Lévy input model with state-dependent services. 5th International Workshop in Applied Probability, Madrid.
  • July 2009
Large deviations for a random sign Lindley recursion. 15th INFORMS Applied Probability Conference, Cornell University, Ithaca.
  • July 2009
Stochastic models with L´evy input. 15th INFORMS Applied Probability Conference, Cornell University, Ithaca.
  • Nov 2007
A dynamic two-stage model of HIV transmission in MSM for policy evaluation. INFORMS annual meeting.
  • Nov 2007
M/G/ polling systems with random visit times. INFORMS annual meeting.
  • July 2007
A multi-station queue with dependent interarrival and service times. 14th INFORMS Applied Probability Conference, Eindhoven, The Netherlands.
  • July 2007
M/G/ polling systems with random visit times. 14th INFORMS Applied Probability Conference, Eindhoven, The Netherlands.
  • Nov 2006
Queues with interarrival and service times depending on waiting times. INFORMS annual meeting.
  • July 2006
On queues with interarrival and service times depending linearly on waiting times. Second Madrid conference on queueing theory.
  • Jan 2006
Exact solution to a Lindley-type equation on a bounded support. 31st Conference on the Mathematics of Operations Research, Lunteren, The Netherlands.
  • July 2005
A non-increasing Lindley-type equation. 13th INFORMS Applied Probability Conference, Ottawa, Canada.
  • Jan 2005
An alternating service problem. 30th Conference on the Mathematics of Operations Research, Lunteren, The Netherlands.
  • Sept 2004
Alternating service in healthcare. Operations Research 2004 International Conference, Tilburg.
  • June 2004
A Lindley-type equation arising from a carousel problem. 12th INFORMS Applied Probability Conference, Beijing.
  • Jan 2004
Throughput analysis of two carousels. 29th Conference on the Mathematics of Operations Research, Lunteren, The Netherlands.

Department seminars

  • *May 2016
State space collapse for a two-layered network. PhD Colloquium, Eindhoven University of Technology.
  • May 2014
Personal and Research presentation. Department Dialogue, Eindhoven.
  • Dec. 2012
Quasi-stationary workload in Lévy-driven systems and analytic functions. TBA Seminar, Eindhoven.
  • Dec. 2010
Terror Queues. STAR Seminar on Stochastic Networks, Eindhoven.
  • Oct. 2009
Lindley-type connections between warehousing and independent sets in random graphs. STAR Seminar on Stochastic Networks, Eindhoven.
  • Jan 2007
What is common between healthcare logistics and warehousing? ISyE Stochastics Seminar. H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology.
  • Dec 2005
Jackson Networks. Seminar on Fundamentals of Queueing Networks, by H. Chen and D. Yao, EURANDOM, Eindhoven, The Netherlands.
  • Sept 2004
An alternating service problem. EURANDOM Postdoc Seminar, Eindhoven, The Netherlands.
  • Dec 2003
Throughput analysis of two carousels. Joint Stochastic Operations Research / Stochastic Networks Seminar, EURANDOM, Eindhoven, The Netherlands.
  • Feb 2003
Analytic urns from a probabilistic viewpoint. Problem Session, EURANDOM, Eindhoven, The Netherlands.

 

Recent teaching activities
  • 2016 –

Coach Bachelor College, Eindhoven University of Technology.

  • 2015 – 2017

Healthcare management and modelling (Bachelor College course. Healthcare Management packet), Eindhoven University of Technology.

  • Fall 2014

Stochastic processes (Master course for Mathematics. Enrolled: 37 students), Eindhoven University of Technology.

  • Spring 2014

Instructor for: Probability and statistics (Major in Software Science/Web Science. Enrolled: 95 students),
Programmeren en Modelleren (Major in Physics/Mathematics.Enrolled: 53 students), Eindhoven University of Technology.

  • Fall 2012

Stochastic processes (Master course for Mathematics. Enrolled: 30 students),
Stochastic Operations Research (for Business Information Systems, Operations Management and Logistics. Enrolled: 150 students),
Modelling B (for Mathematics. Guidance of undergraduate project),
Pre-master stochastic operations research (for Business Information Systems, Operations Management and Logistics.),
Eindhoven University of Technology.

 

(Former) Ph.D. students
  • 2017 –

Michalis Deligiannis. "Complexity in high-tech manufacturing". Co-advised with B. Zwart (CWI).

  • 2015 –

Angelos Aveklouris. “Limited resources in layered networks”. Co-advised with B. Zwart (CWI).

  • 2010 – 2015

Eleni Vatamidou. “Error analysis of structured Markov chains”. (link)

  • First position:INRIA, Sophia Antipolis
  • Seal of Excellence for a Horizon 2020 Marie Skłodowska-Curie proposal, European Commission
  • Winner of Marcel Neuts Student Paper Award
  • Finalist Beta PhD award 2017
  • 3rd prize at the 8th Conference in Actuarial Science
  • Co-advised with I.J.B.F. Adan (TU/e) and B. Zwart (CWI)
  • 2010 – 2015

Jan-Pieter Dorsman. “Layered queueing networks : performance modelling, analysis and optimisation”. (link)

  • First position: Mathematical Institute, Leiden University
  • Runner-up Willem R. van Zwet Award 2015
  • Finalist Stieltjes prize 2015
  • Winner of ICORES 2013 Best Paper Award
  • Co-advised with R. van der Mei (CWI) and O.J. Boxma (TU/e)
  • 2010 – 2014

Nir Perel. “The Israeli queue, and polling systems with preparation times”.

  • First position: Shenkar College of Engineering and Design, Ramat Gan
  • Winner of ICORES 2013 Best Paper Award
  • Co-advised with U. Yechiali (Tel Aviv University)

 

Professional Contributions

Editorial Board Memberships

  • Associate editor for IISE Transactions, 2016 – present.
  • Associate editor for Mathematical Methods of Operations Research, 2016 – present.
  • Editor for the journal of Applied and Computational Mathematics, 2012 – 2014.
Society Offices, Activities, and Membership
  • Lorenz Center, Scientific Advisory Board (Mathematics), Member: May 2017 – present.
  • EWM-NL, Dutch chapter of the European Women in Mathematics Association, President: Jan 2017– present; Member: 2013 – present.
  • ATINER, Athens Institute for Education and Research, Member. 2016 – present.
  • LNMB, Dutch Network on the Mathematics of Operations Research, Member. 2008 – present.
  • BETA Research School for Operations Management and Logistics, Member. 2008 – present.
  • WISE, Women in Science Eindhoven, Member. 2008 – present.
  • NFORMS , Institute for Operations Research and Management Science. Member. 2003 – present.
Organization and Chairmanship of Technical Sessions,Workshops and Conferences
  • Programme Committee of the Dutch National Mathematics Congress 2018.
  • Invited session organiser: 2017 INFORMS Annual Meeting, Houston.
  • Programme Committee (Invited session organiser): 19th INFORMS APS Conference 2017, Northwestern University, Evanston.
  • Plenary session chair: 42nd conference on “The mathematics of operations research”, LNMB, Lunteren 2017.
  • Session chair at: INFORMS Annual Meeting 2006, APS/INFORMS Conference 2007, ICORES 2013, mult. “The mathematics of operations research”, LNMB.
  • Organiser of the international Beta Conference “Operations Management on the move”, Eindhoven, November 2010.
  • Organiser of the international workshop “Making Healthcare Processes Work”, Eindhoven, February 2010.
  • Host of Women in Science meeting, Eindhoven University of Technology 2009.
  • Local co-organiser of the EURO-NGI workshop Rare Events in Communication Networks, EURANDOM, February 2 – 5, 2005. [report]
Technical Journal or Conference Referee Activities
  • Programme committee member of ICORES 2014 – 2018 International Conference on Operations Research and Enterprise Systems.
  • Referee for:

  • Journals [34]: Annals of Operations Research, Applied and Computational Mathematics, Applied Mathematical Modelling, Asia-Pacific Journal of Operational Research, Encyclopedia of Operations Research and Management Science, European Journal of Operational Research, 4OR, IEEE Transactions on Automatic Control, IEEE Transactions on Automation Science and Engineering, Insurance: Mathematics and Economics, IIE Transactions, Journal of Applied Mathematics and Computing, Journal of Applied Probability, Journal of Optimization Theory and Applications, Journal of the American Statistical Association, Journal of the Operational Research Society, Management Science, Manufacturing and Service Operations Management, Mathematical Reviews, Mathematics and Computers in Simulation, Mathematics of Operations Research, Naval Research Logistics, Operations Research, Operations Research for Health Care, Operations Research Letters, OR Spectrum, Performance Evaluation, Probability in the Engineering and Informational Sciences, Queueing Systems, Statistica Neerlandica, Statistics and Probability Letters, Stochastic Models, The Indian Journal of Statistics, Transactions on Modeling and Computer Simulation.

    Conferences [5]: The 2nd International Multi-Conference on Engineering and Technological Innovation: IMETI 2009 , 2008 IEEE International Conference on Robotics and Automation, ValueTools 2008, QTNA 2009 – 4th International Conference on Queueing Theory and Network Applications, International Conference on Operations Research and Enterprise Systems -- ICORES 2014, 2015.

Proposal Panels and Reviews
  • Netherlands Organisation for Scientific Research – NWO: 1 panel 2018.
  • Lorenz Center, Scientific Advisory Board (Mathematics), Member: May 2017 – present.
  • National Science Foundation (USA) – NSF: 1 panel 2014, 1 panel 2016.
Campus Contributions
  • Member Interdepartmental Committee (IFC) Basic Sciences, 2017 – 2021.
  • Advisory Appointment Committee, Department of Applied Mathematics, University of Twente, 2016.
  • Member of the Appointment Committee of M&CS (tenure track BAC), Eindhoven University of Technology 2014, 2016, 2017.
  • Member of the assessment committee of University Teaching Qualifications portfolios, Eindhoven University of Technology April 2014 – present.
  • TU/e and Math & CS Ambassador, 2012 – present.
  • TU/e coordinator of the "Health" Research theme of the 3TU.AMI, 2012 – 2013.
  • Chair of the Didactics committee of the department, Eindhoven University of Technology Jan. 2010 – 2013.
  • Representative of the students' body, Aristotle University of Thessaloniki 2001.
  • Member of the Electoral Committee for the students' General Elections, Aristotle University of Thessaloniki 2001.

Other Contributions

  • Mentor of the “Mentor Network” by the “European Women in Mathematics” association, Dutch chapter.
  • Volunteer and role model at VHTO, the Dutch national expert organisation on girls/women and science /technology, working on increasing the involvement of women in STEM education and employment. Work involves speed-dating with high school students, guest lectures at high schools, and participation in national outreach activities.

 

Skills

Language skills

Greek native speaker
English fluent, Certificate of Proficiency in English – Cambridge University
Spanish fluent, Superior – Ministro de Educación y Cultura del Reino de España
German fluent, Mittelstufe – Goethe Institut
Dutch fluent, Nederlands als tweede taal
Italian very good, Diploma – Istituto Italiano di Cultura, Celi 3 – Università Perugia

Development

  • Attendance of training course “Academic Leadership for Assistant Professors” by Eva Wiltingh BV.
  • Obtained the University Teaching Qualification (BKO) diploma, 2010
  • Workshop on “Plagiarism Prevention”, Eindhoven University of Technology.
  • Courses on “Supervising Masters Students”, “Supervising Ph.D. students”, “Voice Training”, Eindhoven University of Technology.
  • Workshop on “The Assessment Process”, Georgia Institute of Technology.

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