Download or read book Queueing Networks written by Richard J. Boucherie and published by Springer Science & Business Media. This book was released on 2010-11-25 with total page 814 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook aims to highlight fundamental, methodological and computational aspects of networks of queues to provide insights and to unify results that can be applied in a more general manner. The handbook is organized into five parts: Part 1 considers exact analytical results such as of product form type. Topics include characterization of product forms by physical balance concepts and simple traffic flow equations, classes of service and queue disciplines that allow a product form, a unified description of product forms for discrete time queueing networks, insights for insensitivity, and aggregation and decomposition results that allow sub networks to be aggregated into single nodes to reduce computational burden. Part 2 looks at monotonicity and comparison results such as for computational simplification by either of two approaches: stochastic monotonicity and ordering results based on the ordering of the process generators, and comparison results and explicit error bounds based on an underlying Markov reward structure leading to ordering of expectations of performance measures. Part 3 presents diffusion and fluid results. It specifically looks at the fluid regime and the diffusion regime. Both of these are illustrated through fluid limits for the analysis of system stability, diffusion approximations for multi-server systems, and a system fed by Gaussian traffic. Part 4 illustrates computational and approximate results through the classical MVA (mean value analysis) and QNA (queueing network analyzer) for computing mean and variance of performance measures such as queue lengths and sojourn times; numerical approximation of response time distributions; and approximate decomposition results for large open queueing networks. spanPart 5 enlightens selected applications as spanloss networks originating from circuit switched telecommunications applications, capacity sharing originating from packet switching in data networks, and a hospital application that is of growing present day interest. spanThe book shows that spanthe intertwined progress of theory and practicespan will remain to be most intriguing and will continue to be the basis of further developments in queueing networks.
Download or read book Analytic Methods in Applied Probability written by Yu. M. Suhov and published by American Mathematical Soc.. This book was released on 2002 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is dedicated to F. I. Karpelevich, an outstanding Russian mathematician who made important contributions to applied probability theory. The book contains original papers focusing on several areas of applied probability and its uses in modern industrial processes, telecommunications, computing, mathematical economics, and finance. It opens with a review of Karpelevich's contributions to applied probability theory and includes a bibliography of his works. Other articles discuss queueing network theory, in particular, in heavy traffic approximation (fluid models). The book is suitable for graduate students, theoretical and applied probabilists, computer scientists, and engineers.
Download or read book Heavy Traffic Analysis of Controlled Queueing and Communication Networks written by Harold Kushner and published by Springer Science & Business Media. This book was released on 2013-11-21 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Perplexing Problems in Probability written by Maury Bramson and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: Harry Kesten has had a profound influence on probability theory for over 30 years. To honour his achievements a number of prominent probabilists have written survey articles on a wide variety of active areas of contemporary probability, many of which are closely related to Kesten's work.
Download or read book Fundamentals of Queueing Networks written by Hong Chen and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 407 pages. Available in PDF, EPUB and Kindle. Book excerpt: This accessible book aims to collect in a single volume the essentials of stochastic networks. Stochastic networks have become widely used as a basic model of many physical systems in a diverse range of fields. Written by leading authors in the field, this book is meant to be used as a reference or supplementary reading by practitioners in operations research, computer systems, communications networks, production planning, and logistics.
Download or read book Stochastic Differential Systems Stochastic Control Theory and Applications written by Wendell Fleming and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 601 pages. Available in PDF, EPUB and Kindle. Book excerpt: This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND APPLICATIONS is the proceedings of a workshop which was an integral part of the 1986-87 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS. We are grateful to the Scientific Committee: Daniel Stroock (Chairman) WendeIl Flerning Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We es pecially thank WendeIl Fleming and Pierre-Louis Lions for organizing an interesting and productive workshop in an area in which mathematics is beginning to make significant contributions to real-world problems. George R. Seil Hans Weinberger PREFACE This volume is the Proceedings of a Workshop on Stochastic Differential Systems, Stochastic Control Theory, and Applications held at IMA June 9-19,1986. The Workshop Program Commit tee consisted of W.H. Fleming and P.-L. Lions (co-chairmen), J. Baras, B. Hajek, J.M. Harrison, and H. Sussmann. The Workshop emphasized topics in the following four areas. (1) Mathematical theory of stochastic differential systems, stochastic control and nonlinear filtering for Markov diffusion processes. Connections with partial differential equations. (2) Applications of stochastic differential system theory, in engineering and management sci ence. Adaptive control of Markov processes. Advanced computational methods in stochas tic control and nonlinear filtering. (3) Stochastic scheduling, queueing networks, and related topics. Flow control, multiarm bandit problems, applications to problems of computer networks and scheduling of complex manufacturing operations.
Download or read book Introduction to Queueing Networks written by J. MacGregor Smith and published by Springer. This book was released on 2018-08-28 with total page 579 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book examines the performance and optimization of systems where queueing and congestion are important constructs. Both finite and infinite queueing systems are examined. Many examples and case studies are utilized to indicate the breadth and depth of the queueing systems and their range of applicability. Blocking of these processes is very important and the book shows how to deal with this problem in an effective way and not only compute the performance measures of throughput, cycle times, and WIP but also to optimize the resources within these systems. The book is aimed at advanced undergraduate, graduate, and professionals and academics interested in network design, queueing performance models and their optimization. It assumes that the audience is fairly sophisticated in their mathematical understanding, although the explanations of the topics within the book are fairly detailed.
Download or read book Topological Methods in Complementarity Theory written by G. Isac and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 691 pages. Available in PDF, EPUB and Kindle. Book excerpt: Complementarity theory is a new domain in applied mathematics and is concerned with the study of complementarity problems. These problems represent a wide class of mathematical models related to optimization, game theory, economic engineering, mechanics, fluid mechanics, stochastic optimal control etc. The book is dedicated to the study of nonlinear complementarity problems by topological methods. Audience: Mathematicians, engineers, economists, specialists working in operations research and anybody interested in applied mathematics or in mathematical modeling.
Download or read book Stochastic Modeling and Analysis of Manufacturing Systems written by David D. Yao and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: Manufacturing systems have become increasingly complex over recent years. This volume presents a collection of chapters which reflect the recent developments of probabilistic models and methodologies that have either been motivated by manufacturing systems research or been demonstrated to have significant potential in such research. The editor has invited a number of leading experts to present detailed expositions of specific topics. These include: Jackson networks, fluid models, diffusion and strong approximations, the GSMP framework, stochastic convexity and majorization, perturbation analysis, scheduling via Brownian models, and re-entrant lines and dynamic scheduling. Each chapter has been written with graduate students in mind, and several have been used in graduate courses that teach the modeling and analysis of manufacturing systems.
Download or read book Mathematics of Operations Research written by and published by . This book was released on 1991 with total page 930 pages. Available in PDF, EPUB and Kindle. Book excerpt: Articles of mathematical interest as well as operations research and management science.
Download or read book Diffusion Approximations for Optimal Filtering of Jump Processes and for Queueing Networks written by Daniel Peter Johnson and published by . This book was released on 1983 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Annals of Applied Probability written by and published by . This book was released on 1993 with total page 1024 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book SIAM Journal on Control and Optimization written by Society for Industrial and Applied Mathematics and published by . This book was released on 2003 with total page 696 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Solutions of a Stochastic Differential Equation Forced Onto a Manifold by a Large Drift written by Gary Shon Katzenberger and published by . This book was released on 1990 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Management Science written by and published by . This book was released on 1996 with total page 684 pages. Available in PDF, EPUB and Kindle. Book excerpt: Issues for Feb. 1965-Aug. 1967 include Bulletin of the Institute of Management Sciences.
Download or read book Computer Performance Modeling Handbook written by Stephen Lavenberg and published by Elsevier. This book was released on 1983-02-28 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computer Performance Modeling Handbook
Download or read book Queueing Theory 1 written by Vladimir Anisimov and published by John Wiley & Sons. This book was released on 2021-03-05 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to reflect the current cutting-edge thinking and established practices in the investigation of queueing systems and networks. This first volume includes ten chapters written by experts well-known in their areas. The book studies the analysis of queues with interdependent arrival and service times, characteristics of fluid queues, modifications of retrial queueing systems and finite-source retrial queues with random breakdowns, repairs and customers' collisions. Some recent tendencies in the asymptotic analysis include the average and diffusion approximation of Markov queueing systems and networks, the diffusion and Gaussian limits of multi-channel queueing networks with rather general input flow, and the analysis of two-time-scale nonhomogenous Markov chains using the large deviations principle. The book also analyzes transient behavior of infinite-server queueing models with a mixed arrival process, the strong stability of queueing systems and networks, and applications of fast simulation methods for solving high-dimension combinatorial problems.
