Ad Ridder's Publications Page
Publications can be found also at my Google Scholar Profile.
Some papers are downloadable from the arXiv.

Variance Reduction
Zdravko Botev, Ad Ridder
In WILEY STATSREF (Statistical Reference Online).
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A simulation tool for truck loading at fuel filling plants
Ben Cohen, Bart Mateman, Ad Ridder
In PROCEEDINGS WINTER SIMULATION CONFERENCE 2017.
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An M-estimator for rare-event probability estimation
Zdravko Botev, Ad Ridder
In PROCEEDINGS WINTER SIMULATION CONFERENCE (eds. T.M.K. Roeder, P.I. Frazier, R.Szechtman, E. Zhou, T. Huschka, and S.E. Chick), Arlington, VA, USA, 11-14 December 2016, Pages 359-369.
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Semiparametric cross-entropy for rare-event simulation
Zrdavko Botev, Ad Ridder, Leonardo Rojas-Nandayapa
JOURNAL OF APPLIED PROBABILITY Volume 53 Issue 3 Pages 633-649, 2016
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Sequential Monte Carlo for counting vertex covers in general graphs
Radislav Vaisman, Zdravko Botev, Ad Ridder
STATISTICS AND COMPUTING Volume 26 Issue 3 Pages 591-607, 2016
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Tail distribution of the maximum of correlated Gaussian random variables
Zdravko Botev, Michel Mandjes, Ad Ridder
In PROCEEDINGS WINTER SIMULATION CONFERENCE (eds. L. Yilmaz, W. K. V. Chan, I. Moon, T. M. K. Roeder, C. Macal, and M. D. Rossetti), Huntington Beach, 6-9 December 2015, Pages 633 - 642.
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Optimal control for an M^X/G/1/N+1 queue with two service modes
Rein Nobel, Ad Ridder
In COMPUTATIONAL INTELLIGENCE, CYBER SECURITY AND COMPUTATIONAL MODELS (Proceedings of ICC3, 2013), Volume 246 of the series Advances in Intelligent Systems and Computing (eds. Krishnan, G.S.S., Anitha, R., Lekshmi, R.S., Kumar, M.S., Bonato, A., Grana), Springer 2014, Pages 47-59.
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Counting the number of Sudoku's by importance sampling simulation
Ad Ridder
In PROCEEDINGS of the RECREATIONAL MATHEMATICS COLLOQUIUM III (ed. Jorge Nuno Silva), Ponta Delgada, 3-6 April 2013, Associacao Ludus, Lisboa 2013, Pages 85 - 92.
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Fast Sequential Monte Carlo Methods for Counting and Optimization
Reuven Y. Rubinstein, Ad Ridder, Radislav Vaisman
Wiley 2014, Wiley Series in Probability and Statistics (ISBN: 978-1-118-61226-2)
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Variance reduction techniques in Monte Carlo methods
J. Kleijnen, A. Ridder, R. Rubinstein
ENCYCLOPEDIA OF OPERATIONS RESEARCH & MANAGEMENT SCIENCE 3RD EDITION (eds S. Gass and M. Fu), Springer-Verlag 2013, pages 1598 - 1610.
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Probabilistic bounded relative error for rare event simulation learning techniques
A. Ridder, B. Tuffin
In PROCEEDINGS WINTER SIMULATION CONFERENCE (eds. C. Laroque, J. Himmelspach, R. Pasupathy, O. Rose, and A. M. Uhrmacher), Berlin, 9-12 December 2012, Pages 387 - 398.
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Counting with combined splitting and capture-recapture methods
P. Dupuis, B. Kaynar, A. Ridder, R. Rubinstein, R. Vaisman
STOCHASTIC MODELS Volume 28 Issue 3 Pages 478 - 502, 2012
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State-dependent importance sampling schemes via minimum cross-entropy
A. Ridder and T. Taimre
ANNALS OF OPERATIONS RESEARCH Volume 189 Issue 1 Pages 357-388, 2011
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Finite-state Markov chains obey Benford's law
B. Kaynar, A. Berger, T.P. Hill, A. Ridder
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS Volume 32 Issue 3 Pages 665 - 684, 2011
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Approximate results for a generalized secretary problem
C. Dietz, D. van der Laan, A. Ridder
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES Volume 25 Issue 2 Pages 157 - 169, 2011
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Asymptotic optimality of the cross-entropy method for Markov chain problems
A. Ridder
PROCEDIA COMPUTER SCIENCE Volume 1 Pages 1565-1572, 2010
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The cross-entropy method with patching for rare-event simulation of large Markov chains
B. Kaynar and A. Ridder
EUROPEAN JOURNAL OF OPERATIONS RESEARCH Volume 207 Issue 3 Pages 1380 - 1397, 2010
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Importance sampling algorithms for the fork-join queue
A. Ridder
In PROCEEDINGS 6-TH ST. PETERSBURG WORKSHOP ON SIMULATION (Eds. S.M. Ermakov, V.B. Melas, A.N. Pepelyshev). VVM com. Ltd., St. Petersburg, Pages. 791 - 796, 2009
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Importance sampling algorithms for first passage time probabilities in the infinite server queue
A. Ridder
EUROPEAN JOURNAL OF OPERATIONS RESEARCH Volume 199 Issue 1 Pages 176 - 186, 2009
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Minimum cross-entropy methods for rare-event simulation
A. Ridder and R. Rubinstein
SIMULATION-TRANSACTIONS OF THE SOCIETY FOR MODELING AND SIMULATION INTERNATIONAL Volume 83 Issue 11 Pages 769-784, 2007
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Large deviations without principle: Join the shortest queue
A. Ridder and A. Shwartz
MATHEMATICAL METHODS OF OPERATIONS RESEARCH Volume 62 Issue 3 Pages 467-483, 2005
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Importance sampling simulations of Markovian reliability systems using cross-entropy
A. Ridder
ANNALS OF OPERATIONS RESEARCH Volume 134 Issue 1 Pages 119-136, 2005
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Large deviations analysis of the fluid approximation for a controllable tandem queue
A. Gajrat, A. Hordijk, A. Ridder
ANNALS OF APPLIED PROBABILITY Volume 13 Issue 4 Pages 1423-1448 , 2003
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A large deviations analysis of the transient of a queue with many Markov fluid inputs: approximations and fast simulation
M. Mandjes and A. Ridder
ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Volume 12 Pages 1 -26, 2002
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A large deviations approach to the transient of the Erlang loss model
M. Mandjes and A. Ridder
PERFORMANCE EVALUATION Volume 43 Issue 2-3 Pages 181-198, 2001
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Fast simulation of retrial queues
A. Ridder
In PROCEEDINGS 3-RD INTERNATIONAL WORKSHOP ON RARE EVENT SIMULATION, University Pisa, Italy, 2000
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An analytic model for capacity planning of prisons in the Netherlands
R. Korporaal, R. Dekker, A. Ridder, P. Kloprogge
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY Volume 51 Issue 11 Pages 1228-1237, 2000
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Optimal trajectory to overflow in a queue fed by a large number of sources
M. Mandjes and A. Ridder
QUEUEING SYSTEMS Volum: 31 Issue 1-2 Pages 137-170, 1999
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How larger demand variability may lead to lower costs in the newsvendor problem
A. Ridder, E. van der Laan, M. Salomon
OPERATIONS RESEARCH Volume 46 Issue 6 Pages 934-936, 1998
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Fast simulation of discrete time queues with Markov modulated batch arrivals and batch departures
A. Ridder
AEU-INTERNATIONAL JOURNAL OF ELECTRONICS AND COMMUNICATIONS Volume 52 Issue 3 Pages 127 - 132, 1998
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An (s,Q) inventory model with remanufacturing and disposal
R. Dekker, E. van der Laan, A. Ridder, M. Salomon
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS Volume 46 Pages 339-350, 1996
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Estimation of small probabilities by large deviations
A. Ridder
KWANTITATIEVE METHODEN Volume 51 Pages 3-15, 1996 (in Dutch)
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Fast simulation of Markov fluid models
A. Ridder
JOURNAL OF APPLIED PROBABILITY Volume 33 Issue 3 Pages 786-803, 1996
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Weak stochastic ordering for multidimensional Markov chains
A. Ridder
OPERATIONS RESEARCH LETTERS Volume 18 Issue 3 Pages 121-126, 1995
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Finding the conjugate of Markov fluid processes
M. Mandjes and A. Ridder
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES Volume 9 Pages 297-315, 1995
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Admission control and routing in ATM networks using inferences from measured buffered occupancy
C. Courcoubetis, G. Kesidis, A. Ridder, J. Walrand, R. Weber
IEEE TRANSACTIONS ON COMMUNICATIONS Volume 43 Issue 2-4 Pages 1778-1784, 1995
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On (r,Q) inventory systems with truncated normal lead times and Poisson demands
A. Ridder
In OPERATIONS RESEARCH PROCEEDINGS Volume 22 (eds. H. Dyckhoff, U. Derigs, M. Salomon and H.C. Tijms) Springer-Verlag, Berlin, Pages 226-231, 1994

Some large deviations results in Markov fluid models
A. Ridder and J. Walrand
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES Volume 6 Pages 543-560, 1992
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Adaptive control of admissions and routing in an ATM network
C. Courcoubetis, G. Kesidis, A. Ridder, J. Walrand, R. Weber
In LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES (Springer-Verlag, Berlin) Volume 184 Pages 121-126, 1992
 

A linear programming problem in separable closed queueing networks
A. Ridder
IEEE TRANSACTIONS ON AUTOMATIC CONTROL Volume 34 Issue 2 Pages 214-217, 1989
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Approximating sensitive queueing networks by reversible Markov chains
A. Hordijk, A. Ridder
In COMPUTER PERFORMANCE AND RELIABILITY (eds. G. Iazeolla, P.J. Courtois and O.J. Boxma). Proceedings of the Second International MCPR Workshop, Rome, Italy, 25-29 May, 1987. Elsevier Science, North-Holland, Amsterdam, Pages 105-117, 1988
 

Insensitive bounds for the stationary distribution of nonreversible Markov chains
A. Hordijk and A. Ridder
JOURNAL OF APPLIED PROBABILITY Volume 25 Issue 1 Pages 9-20, 1988
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Stochastic ordering of conditional steady-state probabilities
A. Ridder
STOCHASTIC MODELS 4, 373-385, 1988
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Stochastic inequalities for queues
A. Ridder
Ph. D. Thesis, Rijksuniversiteit Leiden, 1987

Stochastic inequalities for an overflow model
A. Hordijk and A. Ridder.
JOURNAL OF APPLIED PROBABILITY Volume 24 Issue 3 Pages 696-708, 1987
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Stochastic inequalities for queueing networks
A. Hordijk and A. Ridder
In TELETRAFFIC ANALYSIS AND COMPUTER PERFORMANCE ANALYSIS (eds. O.J. Boxma, J.W. Cohen and H.C. Tijms) Elsevier Science, North-Holland, Amsterdam, Pages 489-497, 1986