Controlled Queueing Systems


Book Description

This is the first book completely devoted to controlled queueing systems. The book gathers the newest results of the theory of Markov decision processes related to queueing models and demonstrates their applications to main types of control in queueing systems, including control of arrivals, control of service mechanism, and control of service discipline. Emphasis is placed on conditions providing further "good" structural properties of Markov optimal strategies such as monotonicity, threshold or hysteretic character, and priority. Each chapter is followed by exercises, most of which allow the reader to complete technical fragments of proofs. The text assumes the reader is familiar with standard courses of analysis, probability theory, and queueing theory.




Stochastic Dynamic Programming and the Control of Queueing Systems


Book Description

Eine Zusammenstellung der Grundlagen der stochastischen dynamischen Programmierung (auch als Markov-Entscheidungsprozeß oder Markov-Ketten bekannt), deren Schwerpunkt auf der Anwendung der Queueing-Theorie liegt. Theoretische und programmtechnische Aspekte werden sinnvoll verknüpft; insgesamt neun numerische Programme zur Queueing-Steuerung werden im Text ausführlich diskutiert. Ergänzendes Material kann vom zugehörigen ftp-Server abgerufen werden. (12/98)




Scheduling and Control of Queueing Networks


Book Description

A graduate text on theory and methods using applied probability techniques for scheduling service, manufacturing, and information networks.




Optimal Design of Queueing Systems


Book Description

The First Comprehensive Book on the SubjectFocusing on the underlying structure of a system, Optimal Design of Queueing Systems explores how to set the parameters of a queueing system, such as arrival and service rates, before putting it into operation. It considers various objectives, comparing individually optimal (Nash equilibrium), socially opt




Heavy Traffic Analysis of Controlled Queueing and Communication Networks


Book Description

One of the first books in the timely and important area of heavy traffic analysis of controlled and uncontrolled stochastics networks, by one of the leading authors in the field. The general theory is developed, with possibly state dependent parameters, and specialized to many different cases of practical interest.




Stochastic Models in Queueing Theory


Book Description

This is a graduate level textbook that covers the fundamental topics in queuing theory. The book has a broad coverage of methods to calculate important probabilities, and gives attention to proving the general theorems. It includes many recent topics, such as server-vacation models, diffusion approximations and optimal operating policies, and more about bulk-arrival and bull-service models than other general texts. - Current, clear and comprehensive coverage - A wealth of interesting and relevant examples and exercises to reinforce concepts - Reference lists provided after each chapter for further investigation




Applied Discrete-Time Queues


Book Description

This book introduces the theoretical fundamentals for modeling queues in discrete-time, and the basic procedures for developing queuing models in discrete-time. There is a focus on applications in modern telecommunication systems. It presents how most queueing models in discrete-time can be set up as discrete-time Markov chains. Techniques such as matrix-analytic methods (MAM) that can used to analyze the resulting Markov chains are included. This book covers single node systems, tandem system and queueing networks. It shows how queues with time-varying parameters can be analyzed, and illustrates numerical issues associated with computations for the discrete-time queueing systems. Optimal control of queues is also covered. Applied Discrete-Time Queues targets researchers, advanced-level students and analysts in the field of telecommunication networks. It is suitable as a reference book and can also be used as a secondary text book in computer engineering and computer science. Examples and exercises are included.




To Queue or Not to Queue


Book Description

To Queue Or Not To Queue: Equilibrium Behavior in Queueing Systems focuses on the highly interesting, practical viewpoint of customer behavior and its effect on the performance of the queueing system. The book's objectives are threefold: (1) It is a comprehensive survey of the literature on equilibrium behavior of customers and servers in queueing systems. The literature is rich and considerable, but lacks continuity. This book will provide the needed continuity and cover some issues that have not been adequately treated. (2) In addition, it will examine the known results of the field, classify them and identify where and how they relate to each other. (3) And finally, it seeks to fill a number of the gaps in the literature with new results while explicitly outlining open problems in other areas. With this book, it is the authors' paramount purpose is to motivate further research and to help researchers identify new and interesting open problems.




Stochastic Networks


Book Description

A compact, highly-motivated introduction to some of the stochastic models found useful in the study of communications networks.




Stochastic Dynamic Programming and the Control of Queueing Systems


Book Description

A path-breaking account of Markov decision processes-theory and computation This book's clear presentation of theory, numerous chapter-end problems, and development of a unified method for the computation of optimal policies in both discrete and continuous time make it an excellent course text for graduate students and advanced undergraduates. Its comprehensive coverage of important recent advances in stochastic dynamic programming makes it a valuable working resource for operations research professionals, management scientists, engineers, and others. Stochastic Dynamic Programming and the Control of Queueing Systems presents the theory of optimization under the finite horizon, infinite horizon discounted, and average cost criteria. It then shows how optimal rules of operation (policies) for each criterion may be numerically determined. A great wealth of examples from the application area of the control of queueing systems is presented. Nine numerical programs for the computation of optimal policies are fully explicated. The Pascal source code for the programs is available for viewing and downloading on the Wiley Web site at www.wiley.com/products/subject/mathematics. The site contains a link to the author's own Web site and is also a place where readers may discuss developments on the programs or other aspects of the material. The source files are also available via ftp at ftp://ftp.wiley.com/public/sci_tech_med/stochastic Stochastic Dynamic Programming and the Control of Queueing Systems features: * Path-breaking advances in Markov decision process techniques, brought together for the first time in book form * A theorem/proof format (proofs may be omitted without loss of continuity) * Development of a unified method for the computation of optimal rules of system operation * Numerous examples drawn mainly from the control of queueing systems * Detailed discussions of nine numerical programs * Helpful chapter-end problems * Appendices with complete treatment of background material