L’analyse de perturbation des modèles stochastiques étudie la dépendance fonctionnelle des indices de performance de tels modèles par rapport à un certain paramètre. Dans ce domaine de recherche, plusieurs approches, ayant à la fois un aspect théorique et numérique, se développent pour l’analyse de plusieurs modèles stochastiques. L’équipe MAPMS s’intéresse principalement à développer quelques approches d’analyse de perturbation (développements en séries de Taylor, analyse de sensitivité, bornes de perturbation, troncature des espaces d’états, développements en séries, …) de certains modèles stochastiques, tels que les modèles markoviens et semi-markoviens de fiabilité, les modèles de génétique, les modèles de gestion de stocks, les modèles financiers, les modèles d'actuariat et les modèles d’attente et de réseaux de files d’attente. En particulier, cette équipe se penchera sur le cas de l’application des méthodes de perturbation sur le cas de certains modèles stochastiques. Cette équipe est constituée des enseignants chercheurs et des doctorants dont les compétences s’articulent autour de l’analyse de perturbation des modèles stochastiques.
Nom
et Prénom |
Grade |
Diplôme
obtenu |
Structure de rattachement |
Spécialité |
Abbas Karim |
Prof. |
Doct.
2010 |
Béjaïa |
Mathématiques |
Hamadouche Naima |
M.C.B. |
Doct.
2010 |
Béjaïa |
Mathématiques |
Issaadi Badreddine |
M.A.A. |
Mag. 2011 |
Boumerdes |
Mathématiques |
Cheurfa Fatah |
M.A.A. |
Mag.
2013 |
Boumerdes |
R.O. |
Takhedmit Baya |
M.A.A. |
Mag.
2014 |
Bouira |
Mathématiques |
Bouakline Hanane |
M.A.B. |
Mag. |
Béjaïa |
R.O. |
Bachi Katia |
Doctorante LMD 2014 |
MasterII. 2013 |
Béjaïa |
R.O. |
Soufit Massinissa |
Doctorante LMD 2014 |
MasterII. 2014 |
Béjaïa |
R.O. |
Objectifs et Compétences
.Les grandes thématiques de l’équipe sont :
1. Analyse de perturbation des chaînes de Markov;
2. Analyse numérique des chaînes de Markov;
3. Évaluation de performances des systèmes;
4. Stabilité des processus aléatoires;
5. Analyse de perturbation en finance, actuariat et fiabilité;
6. Modélisation stochastique en bioinformatique;
7. Incertitude épistémique et optimisation robuste dans les modèles stochastiques.
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Projets de Recherche
L'équipe participe aux projets nationaux
suivants :
N°: B00620130038
Intitulé: Analyse Numérique et Statistique des Systèmes et Réseaux de Files d’Attente
Responsable: Dr. Karim ABBAS
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Production
Publications internationales
1. Sofiane Ouazine and Karim Abbas (2016) A functional approximation for queues
with two way communication. Annals of Operations Research, Springer Ed., In Press.
Digital Object Identifier (doi): 10.1007/s10479-015-2083-2
http://link.springer.com/article/10.1007/s10479-015-2083-2
2. Badredine Issaadi, Karim Abbas and Djamil Aïssani (2016) Perturbation
analysis of the GI/M/s queue. Methodology and Computing in Applied Probability,
Springer Ed., Accepted.
doi: 10.1007/s11009-016-9517-4
http://www.springer.com/statistics/journal/11009
3. Baya Takhedmit and Karim Abbas (2016) A parametric uncertainty analysis
method for queues with vacations. Journal of Computational and Applied Mathematics, Elsevier Ed., In Press.
doi:10.1016/j.cam.2016.02.031
http://www.sciencedirect.com/science/article/pii/S0377042716300784
4. Karim Abbas, Joost Berkhout and Bernd Heidergott (2016) A critical account of
perturbation analysis of Markov chains. Markov Processes and Related Fields,
Polymat Publishing Company, Vol. 22, Issue 2, pp. 227 – 265.
http://math-mprf.org/journal/articles/2016/
5. Sofiane Ouazine and Karim Abbas (2016) Development of computational
algorithm for multiserver queue with renewal input and synchronous vacation. Applied Mathematical Modelling, Elsevier Ed., Vol. 40, Issue 2, pp. 1137 – 1156.
doi: 10.1016/j.apm.2015.06.027 http://www.sciencedirect.com/science/article/pii/S0307904X15004126
6. Sofiane Ouazine and Karim Abbas (2014) A Numerical Analysis of the M/G/1/N
Queue with Vacations. Discrete Event Systems, Vol. 12, pp. 504 – 509. ( IFAC Proceedings Volumes, Vol. 47, Issue 2, Elsevier Ed., pp. 504 – 509, 2014.)
doi: 10.3182/20140514-3-FR-4046.00023 http://www.sciencedirect.com/science/article/pii/S1474667015374504
7. Karim Abbas, Bernd Heidergott and Djamil Aïssani (2013) A functional
approximation for the M/G/1/N queue. Discrete Event Dynamic Systems, Springer Ed.,
Vol. 23, Issue 1, pp. 93 – 104.
doi: 10.1007/s10626-012-0135-1
http://link.springer.com/article/10.1007/s10626-012-0135-1
8.Karima Adel-Aissanou, Karim Abbas and Djamil Aïssani (2012) Strong truncation
approximation in tandem queues with blocking. Mathematical Problems in Engineering, Hindawi Publishing Corporation, Vol. 2012 (2012), Article ID 906486, 18
pages.
http://dx.doi.org/10.1155/2012/906486 http://www.hindawi.com/journals/mpe/2012/906486/
9. Naima Hamadouche and Djamil Aïssani (2011)Approximation in the M2/G2/1 Queue
with Preemptive Priority. Methodology and Computing inApplied Probability, Springer
Ed., Vol. 13, 563– 581.
doi: 10.1007/s1009-010-9175-x http://link.springer.com/article/10.1007/s11009-010-9175-x
10. Karim Abbas, Bernd Heidergott and Djamil Aïssani (2010) A Taylor series approach
to the numerical analysis of the M/D/1/N queue. Procedia Computer Science, Elsevier
Ed., Vol. 1, Issue 1, pp. 1553 – 1560.
doi:10.1016/j.procs.2010.04.174
http://www.sciencedirect.com/science/article/pii/S1877050910001754
11. Karim Abbas and Djamil Aïssani (October 2010) Strong stability of the embedded
Markov chain in an GI/M/1 queue with negative customers. Applied Mathematical Modelling, Elsevier Ed., Vol. 34, Issue 10, pp. 2806 – 2812.
doi:10.1016/j.apm.2009.12.014 http://www.sciencedirect.com/science/article/pii/S0307904X09004211
12. Karim Abbas and Djamil Aïssani (2010) Approximation of performance measures
in an M/G/1 queue with breakdowns. Quality Technology Quantitative Management (Special Issue on Stochastic Modeling in Quality and Reliability Assurance),
Taylor Francis Ed., Vol. 7, Issue 4, pp. 353 – 363.
doi:10.1080/16843703.2010.11673237
http://www.tandfonline.com/doi/abs/10.1080/16843703.2010.11673237
13. Karim Abbas and Djamil Aïssani (2010) Structural perturbation analysis of a single
server queue with breakdowns. Stochastic Models, Taylor Francis Ed., Vol. 26,
Issue 1, pp. 78 – 97.
doi: 10.1080/15326340903517113
http://www.tandfonline.com/doi/full/10.1080/15326340903517113
14. Karim Abbas and Djamil Aïssani (2007) Approximation in an queueing
system with breakdowns and repairs. Electronic Workshops in Computing ( eWiC),
Series of the British Computer Society.
http://ewic.bcs.org/content/ConWebDoc/11307
Chapitres d’ouvrage
1. Karima Adel-Aissanou, Karim Abbas and Djamil Aïssani (2015) Strong
Approximation for an Overflow Queueing Network. In: Advances in Mathematics and Statistical Sciences, Nikos E. Mastorakis, Adam Ding and Marina V. Shitikova Eds., pp.
196 – 210. Mathematics and Computers in Science and Engineering Series 40. World
Scientific and Engineering Academy and Society Press (WSEAS Press).
ISSN: 2227-4588
ISBN: 978-1-61804-275-0 http://www.wseas.org/wseas/cms.action?id=10742
2. Sofiane Ouazine and Karim Abbas (2015) Sensitivity Analysis of the GI/M/1 Queue
with Negative Customers. In: Stochastic Modeling, Data Analysis and Statistical Applications, Lidia Filus - Teresa Oliveira - Christos H Skiadas Eds., Chapter : Time
Series, Signals, Networks, pp. 487 – 493. International Society for the Advancement of
Science and Technology (ISAST). ISBN (print): 978-618-5180-08-9.
ISBN (e-book): 978-618-5180-11-9
http://www.smtda.net/smtdabooks/smtda2014book2.html
3. Sofiane Ouazine, Karim Abbas and Bernd Heidergott (2013) The Taylor Sers
Expansions for Performance Functions of Queues: Sensitivity Analysis. In: Analytical and Stochastic Modelling Techniques and Applications, Alexander Dudin and Koen De
Turck Eds., pp. 1 – 11. Lecture Notes in Computer Science (LNCS 7984). Springer-Verlag
Ed., Berlin Heidelberg.
ISSN: 0302-9743
ISBN: 978-3-642-39407-2
doi: 10.1007/978-3-642-39408-9
http://www.springer.com/gp/book/9783642394072
4. Karim Abbas and Djamil Aïssani (2010) Perturbation Analysis of M/M/1 Queue. In: Rapid Modelling and Quick Response:Intersection of Theory and Practice, Gerald
Reiner Editor, pp. 3 – 15. Springer-Verlag Ed., London.
ISBN: 978-1-84996-524-8
doi: 10.1007/978-1-84996-525-5 http://www.springer.com/us/book/9781849965248
Rapports de recherche
1. Karim Abbas, Joost Berkhout and Bernd Heidergott (2015) A critical account of
perturbation analysis of Markovian systems, Research Memorandum 2015-3,
Publisher: Faculty of Economics and Business Administration, Vrije Universiteit
Amsterdam, The Netherlands. http://hdl.handle.net/1871/52822
2. Karim Abbas, Bernd Heidergott and Djamil Aïssani (2011) A Taylor series
expansion approach to the functional approximation of finite queues, Research Memorandum 2011-49, Publisher: Faculty of Economics and Business Administration,
Vrije Universiteit Amsterdam, The Netherlands. http://hdl.handle.net/1871/24379
Publication nationale
Karim Abbas and Djamil Aïssani (2008) Stabilité forte dans un système d’attente
GI/M/1 avec désastres. Revue Campus, Numéro Hors Série, Vol. II, pp. 155 – 158.
ISSN: 1112-783X
Communications internationales présentées
[2016]
Badredine Issaadi, Karim Abbas and Djamil Aïssani, Strong stability bounds for Queues. Abstract Book of "European Conference
on Queueing Theory" (ECQT), pp. ??. Toulouse, France, July 18-20,
2016.
https://ecqt16.sciencesconf.org/
Baya Takhedmit and Karim Abbas, A parametric uncertainty analysis of the GI/M/1/N queue with multiple working vacation policy.
Abstract Book of "Marrakesh International Conference on Probability
and Statistics" (MICPS), pp. ??. Marrakesh, Morocco, April 25-28,
2016. http://micps2016.uca.ma/
Katia Bachi and Karim Abbas, ????. Abstract Book of "Conférence
Internationale de Mathématiques de Ain Temouchent" (CIMAT16),
pp. ?? – ??. Ain Témouchent, Algérie, 04-05 Juin, 2016.
http://lhydenv.iblogger.org/2016/03/12/conference-internationale-de-mathematiques-de-ain-temouchent/?ckattempt=1
[2015]
Karim Abbas, Joost Berkhout and Bernd Heidergott, A Critical Account of Perturbation Analysis of Markov Chains. Abstract Book of "24th International Workshop on Matrices and Statistics"
(IWMS-2015), pp. 42. Haikou City, Hainan Island, China Hainan
Normal University, May 25 - 28, 2015. http://iwms2015.csp.escience.cn/dct/page/1
Karima Adel-Aissanou, Karim Abbas and Djamil Aïssani, Performance evaluation of IP-Ad Hoc gateways. Proceedings of
"2015 Conference on Industrial Engineering and Operations
Management" (IEOM), pp. 34. Dubai, United Arab Emirates, March
03-05, 2015. http://iieom.org/ieom/call-for-papers/
Karima Adel-Aissanou, Karim Abbas and Djamil Aïssani, Strong Approximation for an Overflow Queueing Network. Proceedings of "3rd International Conference on Mathematical, Computational and
Statistical Sciences" (MCSS ’15), pp. 196 – 210. Dubai, United Arab
Emirates, February 22-24, 2015. http://naun.org/cms.action?id=9209
Baya Takhedmit, Sofiane Ouazine and Karim Abbas, A Parametric Uncertainty Analysis Method for Queues with Vacations. Abstract
Book of "The International Conference Mathematical and
Computational Modelling in Science and Technology" (ICMCMST’
2015), pp. 61 – 62. Izmir, Turkey, August 02-07, 2015.
http://icmcmst.alpha-publishing.net/
Fatah Cheurfa and Karim Abbas, Non parametric analysis of the probability of ruin. Abstract Book of "2nd International Conference
on Computational and Experimental Science and ENgineering"
(ICCESEN 2015), pp. 158. Kemer-Antalya, Turkey, 14-19 October
2015. http://www.iccesen.org/
[2014]
Sofiane Ouazine and Karim Abbas, A Functional Approximation for Retrial Queues with Two Way Communication. Abstract Book of "10th
International Workshop on Retrial Queues" (10th WRQ), pp. 20.
Tokyo Institute of Technology, Japan, July 24-26, 2014. http://www.is.titech.ac.jp/ ˜tuan/10_WRQ/index.html
Sofiane Ouazine and Karim Abbas, Numerical Approach for the Analysis and Optimization of GI/M/1/N Queue with Vacations. Abstract
Book of "the First European Conference on Queueing Theory" (ECQT
2014), pp. 41. Ghent, Belgium, August 20-22, 2014. http://ecqt2014.ugent.be
Sofiane Ouazine and Karim Abbas, A Numerical Analysis of the M/G/1/N Queue with Vacations. Proceedings of "The th IFAC
IEEE International Workshop on Discrete Event Systems" (WODES
2014), IFAC Proceedings Volumes, Vol. 47, Issue 2, Elsevier, pp. 504
– 509, 2014. Special Session:Series Expansion based Numerical Approaches for the Analysis and Optimization of Markovian Systems, Organizer: Prof. B. Heidergott, Campus of the École Normale
Supérieure de Cachan, France, May 14-16, 2014. http://wodes2014.lurpa.ens-cachan.fr/
http://www.sciencedirect.com/science/article/pii/S1474667015374504
Sofiane Ouazine and Karim Abbas, Sensitivity Analysis of the GI/M/1 Queue with Negative Customers. Proceedings of "3rd Stochastic
Modeling Techniques and Data Analysis International Conference"
(SMTDA 2014), pp. 487 – 493. Lisbon, Portugal, June 11 - 14, 2014. http://www.smtda.net/smtda2014.html
Baya Takhedmit and Karim Abbas, Non-Parametric Sensitivity Analysis of M/G/1/N Queue with Vacations. Proceedings of "International
Conference on Advences in Applied Mathematics 2014" (ICAAM 2014),
pp. ??. Hammamet, Tunisia, 22-25 December 2014. https://sites.google.com/site/icaam2014/
Sofiane Ouazine and Karim Abbas, Numerical Approaches for Parametric Uncertainty Analysis of Queues. Proceedings of "International
Conference on Advences in Applied Mathematics 2014" (ICAAM 2014),
pp. ??. Hammamet, Tunisia, 22-25 December 2014. https://sites.google.com/site/icaam2014/
Baya Takhedmit and Karim Abbas, La sensitivité des performances du système d’attente M/G/1/N avec vacances. Proceedings of "Colloque
International Modélisation Stochastique et Statistique" (MSS’2014), pp. 77
– 80. USTHB, Alger, Algérie, 23-25 Novembre 2014. http://mss2014.jimdo.com/
[2013]
Sofiane Ouazine, Karim Abbas and Bernd Heidergott, The Taylor Series Expansions for Performance Functions of Queues: Sensitivity Analysis.
Proceedings of "20th International Conference on Analytical and
Stochastic Modelling Techniques and Applications" (ASMTA 2013), pp. 1
– 11. Ghent, Belgium, July 8-10, 2013. http://www.springer.com/gp/book/9783642394072
Karim Abbas, Algorithmic Approach for Taylor Series Expansions with applications to Queueing Networks. Actes du "Operations Research
Workshop on Perturbation Analysis Techniques for the Analysis of
Stochastic Models". Tinbergen Institute, Amsterdam, The Netherlands,
July 19, 2013. http://www.tinbergen.nl/news/operations-research-workshop/
[2012]
Karima Adel-Aissanou, Karim Abbas and Djamil Aïssani, A truncation in the overflow model. Proceedings of "The Third International Conference
on Industrial Engineering and Operations Management" (IEOM), pp. ??.
Istanbul, Turkey, July 3-6, 2012. http://www.iieom.org/ieom2012.html
[2011]
Bernd Heidergott, Karim Abbas and Djamil Aïssani, A Taylor series
approach to the numerical analysis of the M/G/1 queue with breakdowns.
Abstract Book of "The Applied Probability Society Conference"
(APS2011), pp. 173. Royal Institute of Technology (KTH), Stockholm,
Sweden, July 6-8, 2011. https://www.informs.org/Community/Conferences/APS2011
[2010]
Karim Abbas, Bernd Heidergott and Djamil Aïssani, A Taylor series approach to the numerical analysis of the queue. Proceedings of"International Conference on Computational Science" (ICCS’10), pp. 1553 –
1560. Amsterdam, The Netherlands, May 31 - June 2, 2010. http://www.iccs-meeting.org/iccs2010/
Karim Abbas and Djamil Aïssani, Perturbation analysis of queue.
Proceedings of "2nd Rapid Modelling Conference" (RMC’10), pp. 3 – 15.
Neuchâtel, Switzerland, August 30 - September 1, 2010.
http://www2.unine.ch/rmc10
Karim Abbas and Djamil Aïssani, Stochastic approximation in a queue with vacations. Abstract Book of "5th International Workshop on
Applied Probability" (IWAP 2010), pp. 97. Madrid, Spain, July 5th-8th,
2010.
http://www.fundacion.uc3m.es/IWAP2010/
Aoumer Sabrina, Karim Abbas and Djamil Aïssani, Strong stability method in queueing systems with hysteretic discipline. Actes du Colloque
International "Modélisation Stochastique et Statistique" (MSS’2010), pp. 17.
Alger, Algérie, 21-23 Novembre 2010. http://mss10facmath.jimdo.com/
[2008]
Karim Abbas and Djamil Aïssani, Stochastic approximation in an queue with dependent breakdowns. Actes du Colloque International " Statistique des Processus et Applications" (CISPA 2008), pp. 51 – 54.
Constantine, Algérie, 18-19 Octobre 2008.
[2007]
Karim Abbas and Djamil Aïssani, Approximation in an M/G/1 queueing system with breakdowns and repairs. Actes du Colloque International "First
International Workshop on Verification and Evaluation of Computer and
Communication Systems" (VECoS 2007). Algiers, Algeria, May 5-6, 2007. http://ewic.bcs.org/category/16361
[2005]
Karim Abbas and Djamil Aïssani, Stabilité forte dans un système de files d’attente à serveur non fiable. Actes du Colloque International "
Colloque International sur l’Optimisation et les Systèmes
d’Information" (COSI’05), pp. ??. Béjaïa, 11-14 Juin 2005. http://cosi.isima.fr/cosi2005/
[2004]
Karim Abbas and Djamil Aïssani, Sur les systèmes de files d’attente à serveurs non fiables. Actes du Colloque International "Modélisation
Stochastique et Statistique" (MSS’2004), pp. ??. Alger, 17-19 Avril 2004.
Karim Abbas and Djamil Aïssani, Approximation dans le système à serveur non fiable. Actes du Colloque International "Méthodes et Outils
d’Aide à la Décision" (MOAD’2004), pp. ??. Saida, 28-29 Novembre 2004.
Communication nationale
[2008]
Karim Abbas and Djamil Aïssani, Stabilité forte dans un système d’attente avec désastres. Actes du Colloque National "La sixième Rencontre
sur l’Analyse Mathématique et ses Applications" (RAMA VI), Tizi-Ouzou,
Algérie, 26, 27 et 28 Avril 2008.
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