Heavy Traffic Analysis Of Controlled Queueing And Communication Networks
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Heavy Traffic Analysis Of Controlled Queueing And Communication Networks
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Author : Harold Kushner
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-21
Heavy Traffic Analysis Of Controlled Queueing And Communication Networks written by Harold Kushner and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-21 with Mathematics categories.
The aim of this book is the development of the heavy traffic approach to the modeling and analysis of queueing networks, both controlled and uncontrolled, and many applications to computer, communications, and manufacturing systems. The methods exploit the multiscale structure of the physical problem to get approximating models that have the form of reflected diffusion processes, either controlled or uncontrolled. These ap proximating models have the basic structure of the original problem, but are significantly simpler. Much of inessential detail is eliminated (or "av eraged out"). They greatly simplify analysis, design, and optimization and yield good approximations to problems that would otherwise be intractable, under broad conditions. Queueing-type processes are ubiquitous occurrences in operations re search, and in communications and computer systems. Indeed, it is hard to avoid them in modern technology. The subject is now about 100 years old. and there is an enormous literature. Impressive techniques, many based on Markov chain and ergodic theory, have been developed to han dle a great variety of models. A sampling of the numerous books includes [6, 8, 18, 27, 33, 46, 81, 86, 132, 133, 220, 243]. But the models of interest are growing fast in the face of the demands of new applications, particularly in communications and computer systems.
Heavy Traffic Analysis Of Controlled Queueing And Communication Networks
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Author : Harold Kushner
language : en
Publisher: Springer Science & Business Media
Release Date : 2001-06-08
Heavy Traffic Analysis Of Controlled Queueing And Communication Networks written by Harold Kushner and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-06-08 with Mathematics categories.
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.
Analysis Of Communication Networks Call Centres Traffic And Performance
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Author : David R. McDonald
language : en
Publisher: American Mathematical Soc.
Release Date : 2000
Analysis Of Communication Networks Call Centres Traffic And Performance written by David R. McDonald and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Mathematics categories.
This volume consists of the proceedings of the Workshop on Analysis and Simulation of Communication Networks held at The Fields Institute (Toronto). The workshop was divided into two main themes, entitled "Stability and Load Balancing of a Network of Call Centres" and "Traffic and Performance". The call centre industry is large and fast-growing. In order to provide top-notch customer service, it needs good mathematical models. The first part of the volume focuses on probabilistic issues involved in optimizing the performance of a call centre. While this was the motivating application, many of the papers are also applicable to more general distributed queueing networks. The second part of the volume discusses the characterization of traffic streams and how to estimate their impact on the performance of a queueing system. The performance of queues under worst-case traffic flows or flows with long bursts is treated. These studies are motivated by questions about buffer dimensioning and call admission control in ATM or IP networks. This volume will serve researchers as a comprehensive, state-of-the-art reference source on developments in this rapidly expanding field.
Stochastic Differential Games Theory And Applications
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Author : Kandethody M. Ramachandran
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-01-05
Stochastic Differential Games Theory And Applications written by Kandethody M. Ramachandran and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-01-05 with Mathematics categories.
The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.
Applied Probability And Queues
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Author : Søren Asmussen
language : en
Publisher: Springer Science & Business Media
Release Date : 2003-05-15
Applied Probability And Queues written by Søren Asmussen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-05-15 with Business & Economics categories.
"This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory....The second edition at hand is a thoroughly updated and considerably expended version of the first edition.... This book and the way the various topics are balanced are a welcome addition to the literature. It is an indispensable source of information for both advanced graduate students and researchers." --MATHEMATICAL REVIEWS
Numerical Methods For Stochastic Control Problems In Continuous Time
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Author : Harold Kushner
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-27
Numerical Methods For Stochastic Control Problems In Continuous Time written by Harold Kushner and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-27 with Mathematics categories.
Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump distribution can be controlled. Also, a great deal of new material concerning deterministic problems has been added, including very efficient algorithms for a class of problems of wide current interest. This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or uncontrolled stochastic systems are either diffusions or jump diffusions. Stochastic control is a very active area of research and new problem formulations and sometimes surprising applications appear regu larly. We have chosen forms of the models which cover the great bulk of the formulations of the continuous time stochastic control problems which have appeared to date. The standard formats are covered, but much emphasis is given to the newer and less well known formulations. The controlled process might be either stopped or absorbed on leaving a constraint set or upon first hitting a target set, or it might be reflected or "projected" from the boundary of a constraining set. In some of the more recent applications of the reflecting boundary problem, for example the so-called heavy traffic approximation problems, the directions of reflection are actually discontin uous. In general, the control might be representable as a bounded function or it might be of the so-called impulsive or singular control types.
Handbook Of Markov Decision Processes
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Author : Eugene A. Feinberg
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Handbook Of Markov Decision Processes written by Eugene A. Feinberg and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
Eugene A. Feinberg Adam Shwartz This volume deals with the theory of Markov Decision Processes (MDPs) and their applications. Each chapter was written by a leading expert in the re spective area. The papers cover major research areas and methodologies, and discuss open questions and future research directions. The papers can be read independently, with the basic notation and concepts ofSection 1.2. Most chap ters should be accessible by graduate or advanced undergraduate students in fields of operations research, electrical engineering, and computer science. 1.1 AN OVERVIEW OF MARKOV DECISION PROCESSES The theory of Markov Decision Processes-also known under several other names including sequential stochastic optimization, discrete-time stochastic control, and stochastic dynamic programming-studiessequential optimization ofdiscrete time stochastic systems. The basic object is a discrete-time stochas tic system whose transition mechanism can be controlled over time. Each control policy defines the stochastic process and values of objective functions associated with this process. The goal is to select a "good" control policy. In real life, decisions that humans and computers make on all levels usually have two types ofimpacts: (i) they cost orsavetime, money, or other resources, or they bring revenues, as well as (ii) they have an impact on the future, by influencing the dynamics. In many situations, decisions with the largest immediate profit may not be good in view offuture events. MDPs model this paradigm and provide results on the structure and existence of good policies and on methods for their calculation.
Production Planning With Capacitated Resources And Congestion
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Author : Hubert Missbauer
language : en
Publisher: Springer Nature
Release Date : 2020-02-26
Production Planning With Capacitated Resources And Congestion written by Hubert Missbauer and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-02-26 with Business & Economics categories.
This book presents a comprehensive overview of recent developments in production planning. The monograph begins with an introductory chapter reviewing the need for these production planning models, that operate by determining time-phased releases of work into the facility or supply chain, relating these to the Manufacturing Planning and Control (MPC) and Advanced Planning and Scheduling (APS) frameworks, that form the basis of most academic research and industrial practice. The extensive body of work on Workload Control is also placed in this context, and proves the need for improved models with a discussion of the difficulties, these approaches encounter. The next two chapters present a detailed review of the state of the art in optimization models based on exogenous planned lead times, and examines the cases where these can take both integer and fractional values. The difficulties arising in estimating planned lead times are consistent with factory behavior which are highlighted, noting that many of these lead to non-convex optimization models. Attempts to address these difficulties by iterative multimodel approaches, that combine simulation and mathematical programming, are also discussed in detail. The next three chapters of the volume address the set of techniques developed using clearing functions, which represent the expected output of a resource in a planning period, as a function of the expected workload of the resource, during that period. The chapters on this subject propose a basic optimization model for multiple products, discuss the difficulties of this model and some possible solutions. It also reviews prior work, and discuss a number of alternative formulations of the clearing function concept with their respective advantages and disadvantages. Applications to lot sizing decisions and a number of other specific problems are also described. This volume concludes with an assessment of the state of the art described in the volume, and several directions for future work.
Stochastic Portfolio Theory
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Author : E. Robert Fernholz
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Stochastic Portfolio Theory written by E. Robert Fernholz and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-17 with Business & Economics categories.
Stochastic portfolio theory is a mathematical methodology for constructing stock portfolios and for analyzing the effects induced on the behavior of these portfolios by changes in the distribution of capital in the market. Stochastic portfolio theory has both theoretical and practical applications: as a theoretical tool it can be used to construct examples of theoretical portfolios with specified characteristics and to determine the distributional component of portfolio return. On a practical level, stochastic portfolio theory has been the basis for strategies used for over a decade by the institutional equity manager INTECH, where the author has served as chief investment officer. This book is an introduction to stochastic portfolio theory for investment professionals and for students of mathematical finance. Each chapter includes a number of problems of varying levels of difficulty and a brief summary of the principal results of the chapter, without proofs.
Cycle Representations Of Markov Processes
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Author : Sophia L. Kalpazidou
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-03-06
Cycle Representations Of Markov Processes written by Sophia L. Kalpazidou and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-03-06 with Mathematics categories.
This book is a prototype providing new insight into Markovian dependence via the cycle decompositions. It presents a systematic account of a class of stochastic processes known as cycle (or circuit) processes - so-called because they may be defined by directed cycles. These processes have special and important properties through the interaction between the geometric properties of the trajectories and the algebraic characterization of the Markov process. An important application of this approach is the insight it provides to electrical networks and the duality principle of networks. In particular, it provides an entirely new approach to infinite electrical networks and their applications in topics as diverse as random walks, the classification of Riemann surfaces, and to operator theory. The second edition of this book adds new advances to many directions, which reveal wide-ranging interpretations of the cycle representations like homologic decompositions, orthogonality equations, Fourier series, semigroup equations, and disintegration of measures. The versatility of these interpretations is consequently motivated by the existence of algebraic-topological principles in the fundamentals of the cycle representations. This book contains chapter summaries as well as a number of detailed illustrations. Review of the earlier edition: "This is a very useful monograph which avoids ready ways and opens new research perspectives. It will certainly stimulate further work, especially on the interplay of algebraic and geometrical aspects of Markovian dependence and its generalizations." Math Reviews