Publications of Flora Spieksma
updated: February 2016.
Refereed papers and book chapters

Level product form QSF processes and an analysis of queues with Coxian interarrival distribution (with D. Ertiningsih, M. Katehakis and L. Smit).
To appear in NRL  special issue in honour of U. Rothblum, in revision.
 Structures of optimal policies in Markov Decision Processes with unbounded jumps: the State of
our Art pdf (with H. Blok).
To appear in Markov decision Processes in Practice, Edts. R.J. Boucherie, en N.M. van Dijk, Springer Verlag, in revision.

A comparative analysis of the successive lumping and the lattice path counting algorithms (with M. Katehakis, L. Smit).
To appear in J. Appl. Prob. 53, 1, 2016.
 Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations (with H. Blok) pdffile.
Adv. Appl. Prob. 47, 4, 10881107, 2015.
 Countable state Markov processes: nonexplosiveness and moment function.
Prob. Engin. Inf. Sci. 29, 4, 623637, 2015.

DES and RES processes and their Explicit Solutions pdf
(with L. Smit and M.N. Katehakis).
Prob. Engin. Inf. Sci. 29, 2, 191217, 2015.
 On structural properties of the value function for an unbounded Markov jump process with an application to a processor sharing retrial queue (with S. Bhulai and A.C. Brooms).
QUESTA 76, 425446, 2014.
 Kolmogorov forward equation and explosiveness in countable state Markov processes.
Ann. Operat. Res., special issue for C. Derman, 2013.
DOI: 10.1007/s1047901212627.
Report MI201201, Leiden University, 2012.
 Effective graph resistance (with W. Ellens, P. Van Mieghem, A. Jamakovic, R.E. Kooij).
Linear Anal. Applic. 435, 24912506, 2011.
 Discrete scattering and simple nonsimple random walks (with A. Hordijk and N. Popov).
Prob. Engin. Inf. Sc. 22, No. 2, 163189, 2008.
 On regularly perturbed fundamental matrices (with V. Ejov and J.A. Filar).
J. Math. Anal. Appl 336, 130, 2007.
Proofs can be found in:
Continuity properties of regularly perturbed fundamental
matrices (with V. Ejov and J.A. Filar) pdffile.
 On the uniqueness of solutions to the Poisson equations for
average cost Markov chains
with unbounded cost functions (with S. Bhulai).
ZOR Math. Methods Operat. Res. 58, 221236, 2003.

On deviation matrices for birthdeath processes (with G.M.Koole).
Prob. Engin. Inf. Sci. 15, 239258, 2001.
 On the existence of the
Puiseux expansion of the discounted rewards: a counterexample (with
A. Hordijk and O. Passchier).
Prob. Engin. Inf. Sci. 13, 229235, 1999.
 Contraction conditions for
average and adiscount optimality in countable Markov games with
unbounded rewards (with E.
Altman and A. Hordijk).
Math. Operat. Res. 22, 588619, 1997.
 Dynamics in binary neural networks with a
finite number of patterns
Part I. Asynchronous zero temperature dynamics (with V.A. Malyshev).
Math. Physics Electr. J., 1997 (psfile).
 Optimal service control
against worst case admission policies: a multichained stochastic game (with A. Hordijk and O.
Passchier).
ZOR 45, 281302, 1997.
 Fluid approximations of Markov decision chains (with A.S.
Gajrat, A. Hordijk and V.A. Malyshev).
Markov Proc. Relat. Fields 3, 129150, 1997.
 Ergodicity, moment
stability and Central Limit theorems of station times in polling
systems (with E. Altman).
Stoch. Models 12, 307329, 1996.
 Intrinsic convergence rate of countable Markov chains (with V.A. Malyshev).
Markov Proc. Relat. Fields 1, 203267,
1995 (psfile).

The Linear Program approach in multichain Markov Decision Processes
revisited (with E. Altman).
ZOR 42, 169189, 1995.
 A new
formula for the deviation matrix (with A. Hordijk).
Probability, Statistics and Optimisation: a Tribute to Peter
Whittle, 497507, 1994, F.P. Kelly (Edt.).

On the relation between recurrence and ergodicity properties in
denumerable Markov chains (with R. Dekker
and A. Hordijk).
Math. Operat. Res. 19, 539559, 1994
Extended version: Leiden Technical Report TW9102, 1991.

Strengthening ergodicity to geometric ergodicity for Markov chains (with R. Tweedie).
Stoch. Mod. 10, 4575, 1994.

On ergodicity and recurrence properties of a Markov chain with an
application to an open Jackson network (with A. Hordijk).
Adv. Appl. Prob. 24, 343376, 1992.

The existence of sensitive optimal policies in two multidimensional
queueing models.
Ann. Operat. Res. 28, 273296, 1991.
 Geometric
ergodicity of the ALOHAsystem and a coupled processors model.
Prob. Engin. Inform. Sci. 5, 1542, 1991.
 Are
limits of adiscounted optimal policies Blackwell optimal? A
counterexample (with A. Hordijk).
Systems Control Lett. 13, 3141, 1989.
 Constrained admission control to a queueing system (with A. Hordijk).
Adv. Appl. Prob. 21, 409431, 1989.
Refereed nonpublished papers
 Ave, Lyapunov functions!
www.math.vu.nl/~koole/articles/mmor05/
 Spectral conditions and
bounds for the rate of convergence of countable Markov Chains.
Technical report No. TW9211, Leiden University, 1992, accepted by Applied Probability
(psfile).

A recurrence type characterisation of muexponential ergodicity for
Markov processes.
Technical report No. TW9203, Leiden University, 1992, accepted by Applied Probability
(psfile, pdffile).
Nonrefereed papers
 Arie Hordijk  his control, determinations and some other
adventures (with L. Kallenberg and G. Koole).
www.math.vu.nl/~koole/articles/mmor05/
 Special issue in honour of Arie Hordijk. Editorial introduction (with L. Kallenberg and G. Koole).
ZOR  Math. Methods Operat. Res. 62, 347349, 2005
 Methods for spacetime scaled limits of facehomogeneous random
walks.
Highlight in Annual Report 2003, Mathematics Institute,
University of Leiden (psfile).
 Stability and cycles in multiclass queueing networks.
In: 2d International Conference on Mathematical Methods in Reliability,
Bordeaux, 986989, July 2000 (psfile).
Dissertation
 Geometrically ergodic Markov Chains and the optimal Control
of Queues,
Doctoral dissertation, University of Leiden, 1990.
Available on request from the author and on pdf
Technical reports
 Competing queues with customer abandonment: optimality of a generalised cmurule by the
Smoothed Rate Truncation method (with S. Bhulai and H. Blok).
 Power control of a server farm: switching curve optimality (with H. Blok and R. Kappetein).

A solution to a countable system of equations arising in stochastic processes (with M.N. Katehakis and L.C. Smit).
 Taboos in PageRank Computation (with F. van Rest).
Report MI200814, Leiden University, 2008 (pdffile).
Submitted to SIAM J. Matrix Anal. Appl.
 Graphs, fluid paths and false fluid paths in exponential priority
queues.
I. Construction of graphs.
Report MI 200312, Leiden University, 2003 (psfile, pdffile).
 Nonexistence
of a stochastic fluid limit for a cycling random walk (with N. Popov).
Report MI200225, Leiden University, 2002 (psfile, pdffile).
 Fluid model with
two time scales (with V.A. Malyshev).
Report TW9807, Leiden University, 1998 (psfile).
 Almost sure and expected
optimality in countable Markov games with unbounded payoffs (with O. Passchier).
Report TW9609, Universiteit leiden, 1996 (psfile).
Work in progress
 Exponential convergence properties and Lyapunov functions for
facehomogeneous random walks (psfile).
General reports
 Spelen met intuitie. Voorbeelden uit de Mathematische Besliskunde.
Eureka!, 34, 1921, 2011 (uitgebreide versie).
 Het verdwijnpunt bij M.C. Escher, of: Het gat in de Prentententoonstelling.
Verslag van een voordracht voor de Probus club Kennemerland, 17 juli 2008
(pdffile, Wordfile).
 Studiegroep Wiskunde met de Industrie: het nuttige en het
aangename,
TW nieuws 12, no. 1, 1718, 2003.
 Notitie ``Financiele gevolgen van een tenure track systeem'', 2001
(met E.Meelis).