VU FEWEB Vakgroep Econometrie

Tijms, Prof. dr H.C. (emeritus professor)

1. General

Name:	Henk Tijms
born:	23 April 1944 in Beverwijk, Holland
work address:	Dept of Econometrics
	Vrije University
	De Boelelaan 1105
	1081 HV Amsterdam, The Netherlands
home address:	Duinweg 20, 2082 CB Santpoort, The Netherlands
email:	h.c.tijms@vu.nl
	tijms@quicknet.nl

2. Education

1961	HBS-B Diplom, Rijks HBS in IJmuiden.
1967	Master Degree in Mathematics and Statistics, University of Amsterdam.
1972	PhD Degree in Operations Research, University of Amsterdam.

3. Professional Experience

1967-1976	Senior Researcher at the Center for Mathematics and Computer Science, Amsterdam.
1976-2009	Full professor in Operations Research, Vrije University, Amsterdam.
1976-1983	Advisor at the Center for Mathematics and Computer Science, Amsterdam.
1988-2000	Advisor at the Shell Reseach Laboratorium, Amsterdam.
1988-2001	Dutch Member of The International Advisory Board of the Teletraffic Congresses.

4. Miscellaneous

Organiser of an International Conference on Markov Decision Theory, Amsterdam, September 13-17, 1976.
Organiser of an International Seminar on Teletraffic Analysis and Computer Performance Evaluation, Amsterdam, June 2-6, 1986.
Organiser of the Second International DGOR/NSOR Congress, Amsterdam, August 25-27, 1993.
Organiser of the 9th ITC Specialists Seminar on Teletraffic Modelling and Measurement in Broadband and Mobile Communications, Leidschendam, November 7-9, 1995.
Organiser of the Third International Workshop on Retrial Queues, Amsterdam, March, 13 - 15 , 2000.
Editor of the Journal Probability in the Engineering and Informational Sciences, 1987 -present.
Invited Lecturer at Many International Conferences and Universities Abroad
Supervisor of 17 PhD theses at the Vrije University.

5. Awards

Winner of the 2008 INFORMS Expository Writing Award of American Society of Operations Research and Management Science.
Honorary Fellow of the Tinbergen Research Institute.

6. Recent Papers

Optimal Control of a Queueing System with Heterogeneous Servers and Setup Costs (with R.D. Nobel), IEEE Transactions on Automatic Control, 45, 780 - 784, 2000.
A Fast Algorithm for the Transient Reward Distribution in Continuous-Time Markov Chains (with R. Veldman), Operations Research Letters, 26, 155-158, 2000.
Markov Processes on a Semi-infinite Strip and the Geometric Tail Algorithm (with D.J. van Vuuren), book series Annals of Operations Research 113 (ed. J. Artalejo), 133-140, 2002.
A real-world stochastic two-person game (with J. van der Wal), Probability in the Engineering and Informational Sciences, 20, 599-608, 2006.
Waiting-time probabilities in the M/G/1 retrial queue (with R. D. Nobel), Statistica Neerlandica, 60, 73-79, 2006.
Negative probabilities at work in the M/D/1 queue (with Koen Staats), Probability in the Engineering and Informational Sciences, 21, 1-7, 2007.
Dice games and stochastic dynamic programming, Morfismos (Mexican student journal), 11, 1-14, 2007.
Bayesiaanse kansrekening (in Dutch), Euclides 4, 154-156, 2008.
Stochastic games and dynamic programming, Asia Pacific Mathematics Newsletter, Vol. 2, No.3, 6-10, 2012, see pdf file.

Complete list of publications.

7. MCQueue: educational software for Markov Chains and Queues (non-commercial use)

This software package contains two modules. The first module is for the transient and steady-analysis of discrete-time and continuous-time Markov chains up to 100 states. The other module calculates performance measures including queue-length probabilities and waiting-time probabilities for basic queueing models (M/G/1 queue, M/M/c queue, M/D/c queue, G/M/c queue, M/M/c/c+N queue, the transient M/M/1 queue). The algorithms in this software package are based on methods discussed in the book H.C. Tijms, A First Course in Stochastic Models, Wiley, 2003. Download here the zip-file.

8. Orstat2000: educational software for applied probability and operations research

This software package is a polished and extended English version of software that was originally developed to promote probability and operations research in the senior forms of Dutch high schools (and early college). The software package contains modules for coin-tossing, roulette, Buffon's needle problem, central limit theorem, simulation of queues, traveling salesman problem, dynamic programming, linear programming, and integer programming amongst others. For non-commercial use, the full version of the software package ORSTAT2000 can be downloaded free of charge: Download here the zip-file.

9. Third edition of the book Understanding Probability, Cambridge University Press, 2012

The first two editions of the introductory text Understanding Probability were quite well received. The book has a unique set-up with two separate parts. Part One provides many motivating examples and problems from everyday life. Part Two teaches clearly and simply the mathematics of probability theory. This part is independent of the simulation-based Part One. The third edition has been significantly changed towards an attractive and easy-to-read textbook for a first course in probability. Many didactical improvements have been made and a lot of new material and extra exercises have been added. The third edition covers all of the material for an introductory probability course, see Amazon.com and the sample.pdf of Part Two. The book also contains quite some material on stochastic processes (Poisson process, discrete-time Markov chains with MCMC simulation, and continuous-time Markov chains with queueing applications). An instructor's solutions manual is available from the author to instructors who adopt the book as a course text. Probability exam questions with worked-out solutions are available to students and the collection of exam questions can be downloaded here. Also, a list errata and a review of the third edition of the book can be found here.

10. Other Books

Tables for Multi-Server Queues ( with Luuk Seelen and Michiel van Hoorn), North-Holland, Amsterdam, 1985.
Stochastic Modelling and Analysis, A Computational Approach, Wiley, New York, 1986.
Exploring Operations Research and Statistics in the Microlab (with Erwin Kalvelagen), Prentice-Hall, New Jersey, 1990.
Modelbouw in de Operations Research ( with Erwin Kalvelagen), Academic Service, Schoonhoven, 1994.
Stochastic Models, Wiley, New York, 1994.
Spelen met Kansen, Epsilon, Utrecht, 1999, geheel herziene tweede druk, 2002.
Poisson, de Pruisen en de Lotto (with F. Heierman en R.D. Nobel), Epsilon, Utrecht,2000.
Operationele Analyse, Epsilon, Utrecht, 2002, tweede druk 2004, derde druk 2010.
A First Course in Stochastic Models, Wiley, 2003. See Amazon.com for details.

11. Wiskunde-D module Optimalisering in Netwerken

Deze wiskunde-D module is een avontuurlijke reis langs niet-aangeharkte paden door het gebied van de optimalisering in netwerken en richt zich op leerlingen in 5 en 6 VWO. De module bevat uitdagende stof voor zowel leerling als leraar en laat zien welke boeiende toepassingen de wiskunde in de praktijk heeft. Vele praktische problemen in uiteenlopende gebieden kunnen worden geformuleerd als een optimaliseringsprobleem op een netwerk: kortste-pad probleem, handelsreizigersprobleem, routeringsproblemen, etc.
Om de pdf file van deze module te downloaden klik hier. Daarnaast kan een pdf file met basismateriaal voor een wiskunde-D module Kansrekening worden gedownload door te klikken op hier, zie ook de prachtige bewerkte wiskunde-D module Kansrekening van Alex van den Brandhof (Vossius gymnasium) op de website van Epsilon.

Click here for a cartoon on the Lotto.