Floske Spieksma
Professor Mathematics of Operations Research
- Name
- Prof.dr. F.M. Spieksma
- Telephone
- +31 71 527 7128
- spieksma@math.leidenuniv.nl
- ORCID iD
- 0000-0002-1364-1427
News
-
Why the mathematics of operations research is so fascinating – even for a layperson -
Floske Spieksma appointed professor of Stochastic Decision Theory -
Connect four: bachelor mathematics labelled excellent for the fourth time -
Laurens Smit awarded for best PhD student in Operations Research/Management Science
Personal webpage
Former PhD Candidates
Professor Mathematics of Operations Research
- Science
- Mathematisch Instituut
- Bergh M.J.H. van den, Hommelberg A.G.M., Kosters W.A. & Spieksma F.M. (2017), Aspects of the cooperative card game Hanabi. Bosse T. & Bredeweg B. (Eds.), BNAIC 2016: Artificial Intelligence. 28th Benelux Conference on Artificial Intelligence (BNAIC 2016) 10 November 2016 - 11 November 2016 no. 765. Cham: Springer. 93-105.
- Bergh M.J.H. van den, Kosters W.A. & Spieksma F.M. (2016), Aspects of the cooperative card game Hanabi, Proceedings BNAIC 2016. 28th Benelux Conference on Artificial Intelligence (BNAIC 2016) 10 November 2016 - 11 November 2016 25-32.
- Katehakis M.N., Smit L.C. & Spieksma F.M. (2015), D{ES} and {RES} processes and their explicit solutions, Probability in the Engineering and Informational Sciences 29(2): 191--217.
- Blok H. & Spieksma F.M. (2015), Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations, Advances in Applied Probability 47(4): 1088--1107.
- Spieksma F.M. (2015), Countable state Markov processes: non-explosiveness and moment function, Probability in the Engineering and Informational Sciences 29(4): 623--637.
- Bhulai S., Brooms A.C. & Spieksma F.M. (2014), On structural properties of the value function for an unbounded jump Markov process with an application to a processor sharing retrial queue, Queueing Systems 76(4): 425-446.
- Spieksma F.M., Ellens W., Mieghem P., Jamakovic A. & Kooij R.E. (2011), Effective graph resistance, Linear Algebra and Its Applications 435(10): 2491-2506.
- Spieksma F.M., Hordijk A. & Popov N.V. (2008), Discrete scattering and simple non-simple random walks, Prob. Engin. Inf. Sc. 22(2): 163-189.
- Ejov V., Filar J.A. & Spieksma F.M. (2007), On regularly perturbed fundamental matrices, J. Math. Appl. 336(1): 18-30.
- Ejov V., Filar J.A. & Spieksma F.M. (2007), On regularly perturbed fundamental matrices, Journal of Mathematical Analysis and Applications 336(1): 18-30.
- Kallenberg L.C.M., Koole G. & Spieksma F.M. (2005), Editorial Introduction, Special issue in honour of Arie Hordijk, Mathematical Methods of Operations Research 62: 347-349.
- Spieksma F.M. (2005), Ave, Lyapunov functions!, Proceedings Workshop Stochastic Systems on the occasion of Arie Hordijk's 65th birthday. .
- Kallenberg L.C.M., Koole G. & Spieksma F.M. (2005), Arie Hordijk - his control, determinations and other adventures, Proceedings Workshop Stochastic Systems on the occasion of Arie Hordijk's 65th birthday. .
- Bhulai S. & Spieksma F.M. (2003), On the uniqueness of solutions to the Poisson equations for average cost Markov chains with unbounded cost functions, Mathematical Methods of Operations Research 58: 221-236.
- Bhulai S. & Spieksma F.M. (2003), On the uniqueness of solutions to the Poisson equations for average cost Markov chains with unbounded cost functions, Mathematical Methods of Operations Research 58(2): 221--236.
- Koole G.M. & Spieksma F.M. (2001), On deviation matrices for birth-death processes, Probability in the Engineering and Informational Sciences 15(2): 239--258.
- Hordijk A., Passchier O. & Spieksma F.M. (1999), On the existence of the Puiseux expansion of the discounted rewards: a counterexample, Probability in the Engineering and Informational Sciences 13(2): 229-235.
- Malyshev V.A. & Spieksma F.M. (1998), Fluid model with two time scales. onbekend: Mathematisch Instituut.
- Hordijk A., Passchier O. & Spieksma F. (1997), Optimal service control against worst case admission policies: a multichained stochastic game, Mathematical Methods of Operations Research 45(2): 281-301.
- Gajrat A.S., Hordijk A., Malyshev V.A. & Spieksma F.M. (1997), Fluid approximations of Markov decision chains, Markov Processes and Related Fields 3(1): 129-150.
- Altman E., Hordijk A. & Spieksma F.M. (1997), Contraction conditions for average and {$α$}-discount optimality in countable state Markov games with unbounded rewards, Mathematics of Operations Research 22(3): 588-618.
- Altman E. & Spieksma F.M. (1996), Ergodicity, moment stability and central limit theorems of station times in polling systems, Communications in Statistics : Stochastic Models 12(2): 307-328.
- Hordijk A. & Spieksma F.M. (1995), A new formula for the deviation matrix. In: Kelly F.P. (Ed.), Probability, statistics and optimisation. Probabillity and Statistics - Applied Probability and Statistics Section no. 104: Wiley, Chichester. 497-507.
- Altman E. & Spieksma F. (1995), The linear program approach in multi-chain Markov decision processes revisited, Zeitschrift fur Operations Research 42(2): 169-188.
- Malyshev V.A. & Spieksma F.M. (1995), Intrinsic convergence rate of countable Markov chains, Markov Processes and Related Fields 1(2): 203-266.
- Spieksma F.M. & Tweedie R.L. (1994), Strengthening ergodicity to geometric ergodicity for Markov chains, Communications in Statistics : Stochastic Models 10(1): 45-74.
- Dekker R., Hordijk A. & Spieksma F.M. (1994), On the relation between recurrence and ergodicity properties in denumerable Markov decision chains, Mathematics of Operations Research 19(3): 539--559.
- Hordijk A. & Spieksma F.M. (1992), On ergodicity and recurrence properties of a Markov chain with an application to an open Jackson network, Advances in Applied Probability 24(2): 343-376.
- Spieksma F.M. (1991), Geometric ergodicity of the {ALOHA}-system and a coupled processors model, Probability in the Engineering and Informational Sciences 5(1): 15-42.
- Spieksma F.M. (1991), The existence of sensitive optimal policies in two multi-dimensional queueing models, Annals of Operations Research 28(1): 273-295.
- Hordijk A. & Spieksma F. (1989), Constrained admission control to a queueing system, Advances in Applied Probability 21(2): 409-431.
- Hordijk A. & Spieksma F.M. (1989), Are limits of α-discounted optimal policies Blackwell optimal? A counterexample, Systems and Control Letters 13(1): 31-41.