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 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 Analytical and Stochastic Modeling Techniques and Applications written by Khalid Al-Begain and published by Springer Science & Business Media. This book was released on 2011-06-14 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 18th International Conference on Analytical and Stochastic Modeling Techniques and Applications, ASMTA 2011, held in Venice, Italyin June 2011. The 24 revised full papers presented were carefully reviewed and selected from many submissions.The papers are organized in topical sections on queueing theory, software and computer systems, statistics and inference, telecommunication networks, and performance and performability.
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 Computer Communications written by American Mathematical Society. Meeting and published by American Mathematical Soc.. This book was released on 1985 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computer communications is characterized by rapid technological advances presenting problems of a theoretical nature that are often very difficult to solve. This title constitutes the proceedings of the 1983 AMS Short Course given at Denver, Colorado. It features contributors from a variety of different fields of computer communications.
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 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 An Introduction to Queueing Networks written by Jean Walrand and published by . This book was released on 1988 with total page 406 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 1996 with total page 1136 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Controlled Diffusion Approximations for Controlled Queueing Systems written by Steven Shreve and published by . This book was released on 1998 with total page 4 pages. Available in PDF, EPUB and Kindle. Book excerpt: Four problem areas were studied. These are: (1) controlled heavy traffic queueing systems, (2) queueing systems with due dates, (3) backward-forward stochastic differential equations, and (4) Ginzburg-Landau equations and evolving interfaces. In areas (1) and (2), diffusion approximations were obtained for queues in heavy traffic. In (3), connections were established between quasi-linear partial differential equations and diffusion processes constructed via a new class of stochastic differential equations. Finally, (4) provides a study of the partial differential equation characterizing vortices in superconducting material in three dimensions.
Download or read book Stochastic Analysis of Computer and Communication Systems written by Hideaki Takagi and published by North Holland. This book was released on 1990 with total page 880 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analytical techniques for evaluating the performance of computer and communication systems have evolved hand in hand with the progress in these systems since the late 1960's, and an enormous amount of knowledge has been accumulated in this interplay of applied mathematics and computer science. This book includes nineteen lengthy surveys of the state of the art of performance evaluation techniques, and an extensive bibliography. The topics include stochastic processes and queueing theory applied to performance analysis, and performance models of computer systems and communication networks. Articles have been contributed by leading scientists from five continents.
Download or read book Journal of Applied Probability written by and published by . This book was released on 1996 with total page 660 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 Fluid and Diffusion Approximations of a Two station Mixed Queueing Network written by Vin Nguyen and published by Legare Street Press. This book was released on 2023-07-18 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents fluid and diffusion approximations of a two-station mixed queueing network. The book provides an in-depth study of the topic and is ideal for students and researchers interested in queueing networks. It includes detailed explanations, examples, and exercises. This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work is in the "public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Download or read book Scheduling Theory and Its Applications written by Philippe Chrétienne and published by John Wiley & Sons. This book was released on 1995-09-11 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: Covering deterministic scheduling, stochastic scheduling, and the probabilistic analysis of algorithms, this unusually broad view of the subject brings together tutorials, surveys and articles with original results from foremost international experts. The contributions reflect the great diversity in scheduling theory in terms of academic disciplines, applications areas, fundamental approaches and mathematical skills. This book will help researchers to be aware of the progress in the various areas of specialization and the possible influences that this progress may have on their own specialities. Few disciplines are driven so much by continually changing and expanding technology, a fact that gives scheduling a permanence while adding to the excitement of designing and analyzing new systems. The book will be a vital resource for researchers and graduate students of computer science, applied mathematics and operational research who wish to remain up-to-date on the scheduling models and problems of many of the newest technologies in industry, commerce, and the computer and communications sciences.
Download or read book Numerical Methods for Stochastic Control Problems in Continuous Time written by Harold Kushner and published by Springer Science & Business Media. This book was released on 2013-11-27 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development. It is broadly accessible for graduate students and researchers.
Download or read book Diffusion Approximation of a Sequence of Semimartingales and Its Application in Exploring the Asymptotic Behaviour of Some Queueing Networks written by Yi-Ju Chao and published by . This book was released on 1999 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt:
