Publications

Theses

  1. E. Vatamidou (2015). Error analysis of structured Markov chains. PhD thesis, Eindhoven University of Technology, Eindhoven, the Netherlands. ISBN: 978-90-386-3878-2.
  2. E. Vatamidou (2010). Matrix exponential and phase type distributions in renewal and risk theory. Master thesis, Aristotle University of Thessaloniki, Greece.

Journal publications

  1. M. Udenio, E. Vatamidou, J.C. Fransoo, and N.P. Dellaert (2017). Behavioral Causes of the Bullwhip Effect: an Analysis Using Linear Control Theory. IISE Transactions.
  2. E. Vatamidou, I.J.B.F. Adan, M. Vlasiou, and B. Zwart (2014). Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment. Stochastic Models 30 (4), 598–638.
  3. E. Vatamidou, I.J.B.F. Adan, M. Vlasiou, and B. Zwart (2014). On the accuracy of phase-type approximations of heavy-tailed risk models. Scandinavian Actuarial Journal 2014 (6), 510–534.
  4. E. Vatamidou, I.J.B.F. Adan, M. Vlasiou, and B. Zwart (2013). Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis. Insurance Mathematics and Economics 53 (2), 366–378.
  5. E. Vatamidou, I.J.B.F. Adan, M. Vlasiou, and B. Zwart (2013). Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times. ACM SIGMETRICS Performance Evaluation Review 41 (2), 53–55.

Refereed conference proceedings

  1. E. Vatamidou, I.J.B.F. Adan, M. Vlasiou, and B. Zwart (2016). Asymptotic error bounds for truncated buffer approximations of a 2-node tandem queue. MAM9 2016.
  2. E. Vatamidou, I.J.B.F. Adan, M. Vlasiou, and B. Zwart (2014). Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment. MAM8 2014. Received the Marcel Neuts Student Paper Award.

Working papers (submitted/under preparation)

  1. A. Jean-Marie and E. Vatamidou. Markov Regenerative Accumulation Processes: A class of stochastic processes from the family of Markov Regenerative Processes. Under preparation.
  2. Z. Palmowski and E. Vatamidou. Approximations for Gerber-Shiu type functions with two-sided jumps. Under preparation.
  3. M. Udenio, J.C. Fransoo, and E. Vatamidou. Seasonal forecasting and the bullwhip effect: a control theoretic analysis. Under preparation.