Publications of Flora Spieksma
updated: February 2016.

• Level product form QSF processes and an analysis of queues with Coxian inter-arrival 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) pdf-file.
  Adv. Appl. Prob. 47, 4, 1088-1107, 2015.
• Countable state Markov processes: non-explosiveness and moment function.
  Prob. Engin. Inf. Sci. 29, 4, 623-637, 2015.
• DES and RES processes and their Explicit Solutions pdf (with L. Smit and M.N. Katehakis).
  Prob. Engin. Inf. Sci. 29, 2, 191-217, 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, 425-446, 2014.
• Kolmogorov forward equation and explosiveness in countable state Markov processes.
  Ann. Operat. Res., special issue for C. Derman, 2013.
  DOI: 10.1007/s10479-012-1262-7.
  Report MI-2012-01, Leiden University, 2012.
• Effective graph resistance (with W. Ellens, P. Van Mieghem, A. Jamakovic, R.E. Kooij).
  Linear Anal. Applic. 435, 2491-2506, 2011.
• Discrete scattering and simple non-simple random walks (with A. Hordijk and N. Popov).
  Prob. Engin. Inf. Sc. 22, No. 2, 163-189, 2008.
• On regularly perturbed fundamental matrices (with V. Ejov and J.A. Filar).
  J. Math. Anal. Appl 336, 1-30, 2007.
  Proofs can be found in:
  Continuity properties of regularly perturbed fundamental matrices (with V. Ejov and J.A. Filar) pdf-file.
  
• 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, 221-236, 2003.
• On deviation matrices for birth-death processes (with G.M.Koole).
  Prob. Engin. Inf. Sci. 15, 239-258, 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, 229-235, 1999.
• Contraction conditions for average and a-discount optimality in countable Markov games with unbounded rewards (with E. Altman and A. Hordijk).
  Math. Operat. Res.  22, 588-619, 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 (ps-file).
• Optimal service control against worst case admission policies: a multi-chained stochastic game (with A. Hordijk and O. Passchier).
  ZOR  45, 281-302, 1997.
• Fluid approximations of Markov decision chains (with A.S. Gajrat, A. Hordijk and V.A. Malyshev).
  Markov Proc. Relat. Fields 3, 129-150, 1997.
• Ergodicity, moment stability and Central Limit theorems of station times in polling systems (with E. Altman).
  Stoch. Models  12,  307-329, 1996.
• Intrinsic convergence rate of countable Markov chains (with V.A. Malyshev).
  Markov Proc. Relat. Fields  1,  203-267, 1995 (ps-file).
• The Linear Program approach in multi-chain Markov Decision Processes revisited (with E. Altman).
  ZOR 42, 169-189, 1995.
• A new formula for the deviation matrix (with A. Hordijk).
  Probability, Statistics and Optimisation: a Tribute to Peter Whittle, 497-507, 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, 539-559, 1994
  Extended version: Leiden Technical Report TW91-02, 1991.
• Strengthening ergodicity to geometric ergodicity for Markov chains (with R. Tweedie).
  Stoch. Mod. 10, 45-75, 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, 343-376, 1992.
• The existence of sensitive optimal policies in two multi-dimensional queueing models.
  Ann. Operat. Res. 28, 273-296, 1991.
• Geometric ergodicity of the ALOHA-system and a coupled processors model.
  Prob. Engin. Inform. Sci. 5, 15-42, 1991.
• Are limits of a-discounted optimal policies Blackwell optimal? A counterexample (with A. Hordijk).
  Systems Control Lett. 13, 31-41, 1989.
• Constrained admission control to a queueing system (with A. Hordijk).
  Adv. Appl. Prob. 21, 409-431, 1989.

• 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. TW-92-11, Leiden University, 1992, accepted by Applied Probability (ps-file).
• A recurrence type characterisation of mu-exponential ergodicity for Markov processes.
  Technical report No. TW-92-03, Leiden University, 1992, accepted by Applied Probability (ps-file, pdf-file).

• 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, 347-349, 2005
• Methods for space-time scaled limits of face-homogeneous random walks.
  Highlight in  Annual Report 2003, Mathematics Institute, University of Leiden (ps-file).
• Stability and cycles in multiclass queueing networks.
  In: 2d International Conference on Mathematical Methods in Reliability, Bordeaux, 986-989, July 2000 (ps-file).

• 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

• Competing queues with customer abandonment: optimality of a generalised c-mu-rule 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 MI-2008-14, Leiden University, 2008 (pdf-file).
  Submitted to SIAM J. Matrix Anal. Appl.
• Graphs, fluid paths and false fluid paths in exponential priority queues. I. Construction of graphs.
  Report MI 2003-12, Leiden University, 2003 (ps-file, pdf-file).
• Non-existence of a stochastic fluid limit for a cycling random walk (with N. Popov).
  Report MI-2002-25, Leiden University, 2002 (ps-file, pdf-file).
• Fluid model with two time scales (with V.A. Malyshev).
  Report TW-98-07, Leiden University, 1998 (ps-file).
• Almost sure and expected optimality in countable Markov games with unbounded payoffs (with O. Passchier).
  Report TW-96-09, Universiteit leiden, 1996 (ps-file).

• Exponential convergence properties and Lyapunov functions for face-homogeneous random walks (ps-file).

General reports  

• Spelen met intuitie. Voorbeelden uit de Mathematische Besliskunde.
  Eureka!, 34, 19-21, 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 (pdf-file, Word-file).
• Studiegroep Wiskunde met de Industrie: het nuttige en het aangename, 
  TW nieuws 12, no. 1, 17-18, 2003.
• Notitie ``Financiele gevolgen van een tenure track systeem'', 2001 (met E.Meelis).