Bio

After obtaining a dual degree in applied mathematics and operations management at Eindhoven University of Technology, I started as a Ph.D. candidate in September 2019. I am currently working on several research topics where we analyze stochastic systems using distributionally robust optimization, a paradigm for decision-making under uncertainty where the uncertain problem parameters are governed by a probability distribution that is itself subject to uncertainty. However, the main focus of my research is on the distribution-free analysis of systems driven by some underlying stochastic process.

Expertise

CV Wouter van Eekelen

Courses

Recent publications

  1. Tight tail probability bounds for distribution-free decision making

    Roos, E., Brekelmans, R., Van Eekelen, W., Den Hertog, D., & Van Leeuwaarden, J. S. H. (2022). Tight tail probability bounds for distribution-free decision making. European Journal of Operational Research, 299(3), 931-944.
  2. MAD dispersion measure makes extremal queue analysis simple

    van Eekelen, W., den Hertog, D., & van Leeuwaarden, J. S. H. (2022). MAD dispersion measure makes extremal queue analysis simple. INFORMS Journal on Computing, 34(3), 1681-1692.

Find an expert or expertise