Four Canadian Contributions to Stochastic Modeling

INFOR, Vol. 46, No. 1, pp. 3–14, February 2008

University of Alberta School of Business Research Paper No. 2013-187

Posted: 28 Jun 2013

See all articles by Winfried Grassmann

Winfried Grassmann

Independent

Martin L. Puterman

University of British Columbia (UBC) - Division of Operations and Logistics

Pierre L'Ecuyer

University of Montreal

Armann Ingolfsson

University of Alberta - Department of Accounting, Operations & Information Systems

Date Written: February 1, 2007

Abstract

We outline the history, significance, and impact of four important contributions by Canadian researchers to stochastic modeling for operational research: the use of the uniformization method to compute transient probabilities for Markov chains, pioneered by Winfried K. Grassmann, contributions to Markov decision processes by Martin L. Puterman, contributions to the development of random number generators by Pierre L’Ecuyer, and contributions to queueing theory software by Armann Ingolfsson.

Keywords: Stochastic modeling, uniformization method, Markov decision processes, random number generation, queueing theory software

Suggested Citation

Grassmann, Winfried and Puterman, Martin L. and L'Ecuyer, Pierre and Ingolfsson, Armann, Four Canadian Contributions to Stochastic Modeling (February 1, 2007). INFOR, Vol. 46, No. 1, pp. 3–14, February 2008, University of Alberta School of Business Research Paper No. 2013-187, Available at SSRN: https://ssrn.com/abstract=2274881

Martin L. Puterman

University of British Columbia (UBC) - Division of Operations and Logistics ( email )

2053 Main Mall
Vancouver, BC V6T 1Z2
Canada

Pierre L'Ecuyer

University of Montreal ( email )

C.P. 6128, succursale Centre-Ville
Montreal, Quebec H3C 3J7
Canada

Armann Ingolfsson

University of Alberta - Department of Accounting, Operations & Information Systems ( email )

Edmonton, Alberta T6G 2R6
Canada

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