Publications
Ho, Y.C., R. Suri, X.R. Cao, G.W. Diehl, J.W. Dille and M.A. Zazanis. "Optimization of large multiclass (non-product-form) queueing networks using perturbation analysis", Large Scale Systems, 7, 165-180, 1984.
Suri, R. and M.A. Zazanis. "Perturbation Analysis gives strongly consistent sensitivity estimates for the M/G/1 queue", Management Science, 34(1) 39-64, 1988. (pdf)
Heidelberger, P., X.R. Cao, M.A. Zazanis, and R. Suri. "Convergence Properties of Infinitesimal Perturbation Analysis", Management Science, 34(11) 1281-1302, 1988. (pdf)
Zazanis, M.A. "Infinitesimal perturbation analysis estimates for moments of the system time of an M/M/1 queue", Operations Research, 38,364-370, 1990. (pdf)
Wardi, Y., M.A. Zazanis and M. Luo. "Consistency of perturbation analysis for a queue with finite buffer space and loss policy", Journal of Optimization Theory and Applications, 68, 181-202, 1991. (pdf)
Spearman, M.L. and M.A. Zazanis. "Push and Pull production systems: Issues and comparisons", Operations Research, 40,521-532, 1992. (pdf)
Zazanis, M.A. "Sample Path Analysis of Level Crossings in Queueing Systems", Queueing Systems, 11, 419-428, 1992. (pdf)
Zazanis, M.A. "Analyticity of Poisson Driven Systems", Advances in Applied Probability, 24, 532-541, 1992. (pdf)
Konstantopoulos, P., and M.A. Zazanis. "Sensitivity Analysis for Stationary and Ergodic Queues", Advances in Applied Probability, 24,738-750, 1992. (pdf)
Zazanis, M.A. and R. Suri. "Convergence rates of finite-difference sensitivity estimates for stochastic systems", Operations Research, 41,694-703, 1993. (pdf)
Hu, J.Q., and M.A. Zazanis. "Sample Path Analysis of Queues with Bounded Workload", Queueing Systems, 14, 203-213, 1993. (pdf)
Konstantopoulos, P., and M.A. Zazanis. "Sensitivity Analysis for Stationary and Ergodic Queues: Additional results", Advances in Applied Probability, 26,556-560, 1994. (pdf)
Zazanis, M.A. and R. Suri. "Perturbation Analysis of the GI/G/1 queue", Queueing Systems, 18, 199-248, 1994. (pdf)
Zazanis, M.A. "Derivative Estimation via Compensators: Event Averages in Queueing Systems", Letters of Operations Research, 17,77-84, 1995. (pdf)
Konstantopoulos, P., and M.A. Zazanis. "A discrete-time proof of Neveu's exchange formula", Journal of Applied Probability, 27,917-921, 1995. (pdf)
Bao, G., C. Cassandras, and M.A. Zazanis. "First and Second Derivative Estimators for Serial Closed Queueing Networks Using Perturbation Analysis", IEEE Transactions on Automatic Control, 41(8) 1116-1136, 1996. (pdf)
Konstantopoulos, P., M. Zazanis, and G. deVeciana. "Conservation laws and reflection mappings with an application to multiclass mean value analysis for stochastic fluid queues", Stochastic Processes and their Applications, 65, 139-146, 1996. (pdf)
Bao, C. Cassandras, and M. Zazanis. "First and Second Derivative Estimators for Closed Jackson-like Queueing Networks Using Perturbation Analysis Techniques," Journal of Discrete Event Systems, 7(1) 29-67, 1997. (pdf)
Zazanis, M.A. "Formulas and Representations for Cyclic Markovian Networks via Palm Calculus", Queueing Systems, 26 (1-2) 151-167, 1997. (pdf)
Zazanis, M.A. "Functional Versions of Little's Law", Stochastic Processes and their Applications, 74 (2) 195-201, 1998. (pdf)
Shanthikumar, J.G., and M.A. Zazanis. "Inequalities between Time and Event Averages", Probability in Information and Engineering Science, 13(3) 293-308, 1999. (pdf)
Pinotsi, D. and M.A. Zazanis. "Stability Conditions for Gated M/G/Inf Queues", Probability in the Engineering and Informational Sciences, 18(1) 103-110, 2004. (pdf)
Makatis, G. and M.A. Zazanis. "Smoothed Monte Carlo Estimators for the Time-in-the-Red in Risk Processes," Mathematical Methods of Operations Research, 59 (2) 329-342, 2004. (pdf)
Zazanis, M.A. "Cycle Times in Single Server Cyclic Jackson Networks," Operations Research Letters, 32 (5) 422-430, 2004. (pdf)
Zazanis M.A. "The Time-to-Empty for Tandem Jackson Networks", Probability in the Engineering and Informational Science, 18 493-502, 2004.(pdf)
Zazanis, M.A. "Infinite Server Queues with Synchronized Departures Driven by a Single Point Processes," Queueing Systems, 48,309-338, 2004. (pdf)
D. Pinotsi and M.A. Zazanis. "Synchronized queues with deterministic arrivals," Operations Research Letters, 33 (6) 560-566, 2005. (pdf)
Zazanis, M.A. "Asymptotic Variance of Passage Time Estimators in Markov Chains", Probability in Engineering and Informational Sciences, 21, 217-234, 2007. (pdf)
Zaphiropoulos, Y. and M.A. Zazanis. "Discrete Time Risk Processes with After-Effects and Association", Stochastic Models, 26(1) 27-45, 2010. (pdf)
Mytalas C.G. and M.A. Zazanis. "Central Limit Theorem Approximations for the Number of Runs in Markov-Dependent Binary Sequences", Journal of Statistical Planning and Inference, 143, 321-333, 2013. (pdf)
Mytalas C.G. and M.A. Zazanis. "Central Limit Theorem Approximations for the Number of Runs in Markov-Dependent Multi-Type Sequences", Communications in Statistics: Theory and Methods, 43(7) 1340-1350, 2014. (pdf)
Roumelioti E.E., M.A. Zazanis, and N.E. Frangos. "Sensitivity of the Joint Survival Probability for Reinsurance Schemes", Mathematical Methods in the Applied Sciences, 37(2) 289-295, 2014. (pdf)
Mytalas C.G. and M.A. Zazanis. "An MX/G/1 Queueing System with Disasters and Repairs under a Multiple Adapted Vacation Policy", Naval Research Logistics 62(3) 171-189, 2015. (pdf)
Mytalas C.G. and M.A. Zazanis. "Service with a Queue and a Random Capacity Cart: Random Processing Batches and E-Limited Policies", Annals of Operations Research. 2015, doi.org/10.1007/s10479-015-2077-0. 317, 147–178 (2022)(pdf)
Konstantopoulos T., Y. Yuan, and M.A. Zazanis. "A fully stochastic approach to limit theorems for iterates of Bernstein operators", Expositiones Mathematicae. 36(2) 143-165, 2018. (pdf)
Mytalas C.G. and M.A. Zazanis. "Performance Analysis for Bernoulli Feedback Queues Subject to Disasters: A System with Batch Poisson Arrivals Under a Multiple Vacation Policy", Quality Technology & Quantitative Management, 2023, 20(1), 113–146, https://doi.org/10.1080/16843703.2022.20929542022. (pdf).
Roumelioti
E.E. and M.A. Zazanis. “Paired Type-II Shot-Noise Counters and Infinite Server
Queues: Analytic Results and Sensitivity Analysis Estimates”, submitted for
publication. (pdf).
Kesidis, G., Konstantopoulos T., and M.A. Zazanis. "The generating functions of Stirling numbers of the second kind derived probabilistically", The Mathematical Scientist, 43(2) 82-87, 2018. (pdf).
Kesidis, G., Konstantopoulos T., and M.A. Zazanis. "The distribution of age-of-information performance measures for message processing systems", Queueing Systems, 95(3-4), 203-250, 2020. doi.org/10.1007/s11134-020-09655-x (pdf).
Kesidis, G., Konstantopoulos T., and M.A. Zazanis. "Age of information using Markov-renewal methods", Queueing Systems, 103:95–130, 2023.https://doi.org/10.1007/s11134-022-09852-w (pdf).
Kesidis, G., Konstantopoulos
T., and M.A. Zazanis. "In search of the least age of information", Queueing
Systems, 100:465–467, 2022.
https://doi.org/10.1007/s11134-022-09833-z(pdf).
Bougioukli, E. and M.A. Zazanis, “Ruin Theory Problems in Simple SDE Models with Large Deviation Asymptotics”, submitted for publication. (pdf).
Selected Publications including Conference Proceedings
Kosto V. Mitov and Michael A. Zazanis, "Revewal
Processes", In: Lovric, M. (eds) International Encyclopedia
of Statistical Science.Springer, Berlin, Heidelberg, https://doi.org/10.1007/978-3-642-04898-2_489
. (pdf)
Roumelioti E.E. and
M.A. Zazanis. " Sensitivity
Analysis for Functional of Gaussian Processes: Karhunen-Loève
Representations and Malliavin Calculus Techniques",
submitted for publication. (pdf)
Zazanis, M.A. "Weak Convergence of Sample Path Derivatives for the waiting time in a single server queue", Proceedings, 25th Allerton Conference in Communication, Computing and Control, 297-304, 1987. (pdf)
Suri, R., and M.A. Zazanis. "Infinitesimal perturbation analysis and the regenerative structure of the GI/G/1 queue", Proceedings, 26th IEEE Conference on Decision and Control, 1987. (pdf)
Zazanis, M.A. "Compensators and Campbell's theorem for single server queues", Proceedings, 26th Allerton conference on Communication Computing and Control, 549-555, 1988.
Konstantopoulos, P., and M.A. Zazanis. "Extensions of perturbation analysis to stationary and ergodic queues", Proceedings, 28th Allerton Conference on Communication, Computing and Control, 668-673, 1990.
Zazanis, M.A. "Derivative estimates for event averages", Proceedings, 29th IEEE Conference on Decision and Control, 1990. (pdf)
Chen, P.H., and M.A. Zazanis. "Lorden's inequality and convergence to stationarity", Proceedings, 31st Allerton Conference on Communication, Computing and Control, 918-927, 1993.
Zazanis, M.A. "Push and Pull Systems with External Demands", Proceedings, 32nd Allerton Conference on Communication, Computing and Control, 1994. (pdf)
Zazanis, M.A. "Push and Pull Systems in a Dynamic Environment: Controllability Issues". Proceedings, Fourth International Conference on Manufacturing, RPI, 1994. (pdf)
Kesidis, G., T. Konstantopoulos, and M.A. Zazanis. "Sensitivity Analysis
for Discrete-Time Randomized Service Priority Queues", Proceedings, 33rd IEEE Conference on Decision and Control, Orlando, FL., pp. 2627-2630, Dec. 1994.(pdf)