Download or read book Stochastic Control and Stability for Queueing Networks in Random Environments written by Yi Zheng and published by . This book was released on 2021 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The service systems, such as data centers and healthcare systems, are usually of large scale which makes the system more sensitive to environments and more vulnerable to interruptions. It is thus important to better design the system and develop optimal scheduling policies that will help to minimize the cost in random environments and prevent interruptions. On the other hand, the control of jump diffusions has attracted much attention due to its vast applicability to stochastic networks, mathematical finance, telecommunications, etc. The primary goal of this dissertation is to study the stability and optimal scheduling of large-scale stochastic networks in random environments and address control problems of jump diffusions. I study multiclass many-server queues for which the arrival, service, and abandonment rates are all modulated by a common finite-state Markov process in the "averaged" Halfin-Whitt regime. I establish a functional central limit theorem for the diffusion-scaled queueing process and show that the limiting process is a controlled diffusion. I address the infinite-horizon discounted and long-run average (ergodic) optimal control problems and establish asymptotic optimality. The ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching are studied. I show the ergodic properties of the properly scaled joint Markov process with a parameter that is taken large. Under very weak hypotheses, it is shown that if the averaged process is exponentially ergodic for large values of the parameter, then the same applies to the original joint Markov process. The ergodic control problem for a class of controlled jump diffusions driven by a compound Poisson process is studied. I provide a full characterizations of optimality via the Hamilton--Jacobi--Bellman (HJB) equation, for which the regularity of solutions under mild hypotheses is established. In addition, I show that optimal stationary Markov controls are a.s. pathwise optimal. I show that one can fix a stable control outside a compact set and obtain near-optimal solutions by solving the HJB on a sufficiently large bounded domain. The optimal scheduling problems for multiclass many-server queues in an alternating renewal random environment in the Halfin-Whitt regime are studied. Assuming that the downtimes are asymptotically negligible and only the service processes are affected, I show that the limits of the diffusion-scaled state processes are controlled jump diffusions driven by a compound Poisson jump process. I establish the asymptotic optimality of the infinite-horizon discounted and ergodic problems for the queueing dynamics.
Download or read book Stability of Queueing Networks written by Maury Bramson and published by Springer Science & Business Media. This book was released on 2008-06-26 with total page 201 pages. Available in PDF, EPUB and Kindle. Book excerpt: Queueing networks constitute a large family of stochastic models, involving jobs that enter a network, compete for service, and eventually leave the network upon completion of service. Since the early 1990s, substantial attention has been devoted to the question of when such networks are stable. This volume presents a summary of such work. Emphasis is placed on the use of fluid models in showing stability, and on examples of queueing networks that are unstable even when the arrival rate is less than the service rate. The material of this volume is based on a series of nine lectures given at the Saint-Flour Probability Summer School 2006. Lectures were also given by Alice Guionnet and Steffen Lauritzen.
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 Scheduling and Control of Queueing Networks written by Gideon Weiss and published by Cambridge University Press. This book was released on 2021-10-14 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applications of queueing network models have multiplied in the last generation, including scheduling of large manufacturing systems, control of patient flow in health systems, load balancing in cloud computing, and matching in ride sharing. These problems are too large and complex for exact solution, but their scale allows approximation. This book is the first comprehensive treatment of fluid scaling, diffusion scaling, and many-server scaling in a single text presented at a level suitable for graduate students. Fluid scaling is used to verify stability, in particular treating max weight policies, and to study optimal control of transient queueing networks. Diffusion scaling is used to control systems in balanced heavy traffic, by solving for optimal scheduling, admission control, and routing in Brownian networks. Many-server scaling is studied in the quality and efficiency driven Halfin–Whitt regime and applied to load balancing in the supermarket model and to bipartite matching in ride-sharing applications.
Download or read book Stochastic Networks written by Frank Kelly and published by Cambridge University Press. This book was released on 2014-02-27 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: A compact, highly-motivated introduction to some of the stochastic models found useful in the study of communications networks.
Download or read book Stochastic Models in Queueing Theory written by Jyotiprasad Medhi and published by Elsevier. This book was released on 2002-11-06 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
Download or read book Stochastic Network Optimization with Application to Communication and Queueing Systems written by Michael Neely and published by Springer Nature. This book was released on 2022-05-31 with total page 199 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text presents a modern theory of analysis, control, and optimization for dynamic networks. Mathematical techniques of Lyapunov drift and Lyapunov optimization are developed and shown to enable constrained optimization of time averages in general stochastic systems. The focus is on communication and queueing systems, including wireless networks with time-varying channels, mobility, and randomly arriving traffic. A simple drift-plus-penalty framework is used to optimize time averages such as throughput, throughput-utility, power, and distortion. Explicit performance-delay tradeoffs are provided to illustrate the cost of approaching optimality. This theory is also applicable to problems in operations research and economics, where energy-efficient and profit-maximizing decisions must be made without knowing the future. Topics in the text include the following: - Queue stability theory - Backpressure, max-weight, and virtual queue methods - Primal-dual methods for non-convex stochastic utility maximization - Universal scheduling theory for arbitrary sample paths - Approximate and randomized scheduling theory - Optimization of renewal systems and Markov decision systems Detailed examples and numerous problem set questions are provided to reinforce the main concepts. Table of Contents: Introduction / Introduction to Queues / Dynamic Scheduling Example / Optimizing Time Averages / Optimizing Functions of Time Averages / Approximate Scheduling / Optimization of Renewal Systems / Conclusions
Download or read book Stochastic Network Optimization with Application to Communication and Queueing Systems written by Michael J. Neely and published by Morgan & Claypool Publishers. This book was released on 2010 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text presents a modern theory of analysis, control, and optimization for dynamic networks. Mathematical techniques of Lyapunov drift and Lyapunov optimization are developed and shown to enable constrained optimization of time averages in general stochastic systems. The focus is on communication and queueing systems, including wireless networks with time-varying channels, mobility, and randomly arriving traffic. A simple drift-plus-penalty framework is used to optimize time averages such as throughput, throughput-utility, power, and distortion. Explicit performance-delay tradeoffs are provided to illustrate the cost of approaching optimality. This theory is also applicable to problems in operations research and economics, where energy-efficient and profit-maximizing decisions must be made without knowing the future. Topics in the text include the following: - Queue stability theory - Backpressure, max-weight, and virtual queue methods - Primal-dual methods for non-convex stochastic utility maximization - Universal scheduling theory for arbitrary sample paths - Approximate and randomized scheduling theory - Optimization of renewal systems and Markov decision systems Detailed examples and numerous problem set questions are provided to reinforce the main concepts. Table of Contents: Introduction / Introduction to Queues / Dynamic Scheduling Example / Optimizing Time Averages / Optimizing Functions of Time Averages / Approximate Scheduling / Optimization of Renewal Systems / Conclusions
Download or read book Analysis of Queues written by Natarajan Gautam and published by CRC Press. This book was released on 2012-04-26 with total page 804 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written with students and professors in mind, Analysis of Queues: Methods and Applications combines coverage of classical queueing theory with recent advances in studying stochastic networks. Exploring a broad range of applications, the book contains plenty of solved problems, exercises, case studies, paradoxes, and numerical examples. In addition to the standard single-station and single class discrete queues, the book discusses models for multi-class queues and queueing networks as well as methods based on fluid scaling, stochastic fluid flows, continuous parameter Markov processes, and quasi-birth-and-death processes, to name a few. It describes a variety of applications including computer-communication networks, information systems, production operations, transportation, and service systems such as healthcare, call centers and restaurants.
Download or read book On Stability of Queueing Stochastic Processes written by Nicholas Bambos and published by . This book was released on 1989 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Networks written by Frank Kelly and published by Cambridge University Press. This book was released on 2014-02-27 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: Communication networks underpin our modern world, and provide fascinating and challenging examples of large-scale stochastic systems. Randomness arises in communication systems at many levels: for example, the initiation and termination times of calls in a telephone network, or the statistical structure of the arrival streams of packets at routers in the Internet. How can routing, flow control and connection acceptance algorithms be designed to work well in uncertain and random environments? This compact introduction illustrates how stochastic models can be used to shed light on important issues in the design and control of communication networks. It will appeal to readers with a mathematical background wishing to understand this important area of application, and to those with an engineering background who want to grasp the underlying mathematical theory. Each chapter ends with exercises and suggestions for further reading.
Download or read book Stability Analysis of Regenerative Queueing Models written by Evsey Morozov and published by Springer Nature. This book was released on 2021-09-20 with total page 193 pages. Available in PDF, EPUB and Kindle. Book excerpt: The stability analysis of stochastic models for telecommunication systems is an intensively studied topic. The analysis is, as a rule, a difficult problem requiring a refined mathematical technique, especially when one endeavors beyond the framework of Markovian models. The primary purpose of this book is to present, in a unified way, research into the stability analysis of a wide variety of regenerative queueing systems. It describes the theoretical foundations of this method, and then shows how it works with particular models, both classic ones as well as more recent models that have received attention. The focus lies on an in-depth and insightful mathematical explanation of the regenerative stability analysis method. The unique volume can serve as a textbook for students working in these and related scientific areas. The material is also of interest to engineers working in telecommunications field, who may be faced with the problem of stability of queueing systems.
Download or read book Stability of Queueing Networks written by Maury Bramson and published by Springer. This book was released on 2009-08-29 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: Queueing networks constitute a large family of stochastic models, involving jobs that enter a network, compete for service, and eventually leave the network upon completion of service. Since the early 1990s, substantial attention has been devoted to the question of when such networks are stable. This volume presents a summary of such work. Emphasis is placed on the use of fluid models in showing stability, and on examples of queueing networks that are unstable even when the arrival rate is less than the service rate. The material of this volume is based on a series of nine lectures given at the Saint-Flour Probability Summer School 2006. Lectures were also given by Alice Guionnet and Steffen Lauritzen.
Download or read book Queueing Networks and Product Forms written by N. M. van Dijk and published by . This book was released on 1993-10-19 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, the first presentation and survey of its kind, aims to provide simple, practical insights by which both researchers and practitioners may benefit in enabling them to recognize when closed form expressions can be expected for steady state probabilities. In particular, it shows how these same insights can be used to develop simple bounds for systems that are non-solvable when practical features are taken into account.
Download or read book Stochastic Control of Queueing Systems written by Narahari Umanath Prabhu and published by . This book was released on 1972 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: Suppose that the state of a queueing system is described by a Markov process ((Y sub t), t> or = 0), and the profit from operating it up to a time t is given by the function f(Y sub t). The author operates the system up to a time T, where the random variable T is a stopping time for the process (Y sub t). Optimal stochastic control is achieved by choosing the stopping time T that maximizes Ef(Y sub T) over a given class of stopping times. In the paper a theory of stochastic control is developed for a single server queue with Poisson arrivals and general serivce times. (Modified author abstract).
Download or read book Stanford Bulletin written by and published by . This book was released on 2006 with total page 740 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Network Optimization with Application to Communication and Queueing Systems written by George Kesidis and published by . This book was released on 2010 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text presents a modern theory of analysis, control, and optimization for dynamic networks. Mathematical techniques of Lyapunov drift and Lyapunov optimization are developed and shown to enable constrained optimization of time averages in general stochastic systems. The focus is on communication and queueing systems, including wireless networks with time-varying channels, mobility, and randomly arriving traffic. A simple drift-plus-penalty framework is used to optimize time averages such as throughput, throughput-utility, power, and distortion. Explicit performance-delay tradeoffs are provided to illustrate the cost of approaching optimality. This theory is also applicable to problems in operations research and economics, where energy-efficient and profit-maximizing decisions must be made without knowing the future. Topics in the text include the following: - Queue stability theory - Backpressure, max-weight, and virtual queue methods - Primal-dual methods for non-convex stochastic utility maximization - Universal scheduling theory for arbitrary sample paths - Approximate and randomized scheduling theory - Optimization of renewal systems and Markov decision systems Detailed examples and numerous problem set questions are provided to reinforce the main concepts. Table of Contents: Introduction / Introduction to Queues / Dynamic Scheduling Example / Optimizing Time Averages / Optimizing Functions of Time Averages / Approximate Scheduling / Optimization of Renewal Systems / Conclusions.
