Download or read book Optimal Stochastic Scheduling and Routing in Queueing Networks written by Dimitrios G. Pandelis and published by . This book was released on 1994 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Optimal Stochastic Scheduling of Queueing Networks written by Mark Peter Van Oyen and published by . This book was released on 1992 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 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 Optimal Stochastic Scheduling written by Xiaoqiang Cai and published by Springer Science & Business Media. This book was released on 2014-03-20 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many interesting and important results on stochastic scheduling problems have been developed in recent years, with the aid of probability theory. This book provides a comprehensive and unified coverage of studies in stochastic scheduling. The objective is two-fold: (i) to summarize the elementary models and results in stochastic scheduling, so as to offer an entry-level reading material for students to learn and understand the fundamentals of this area and (ii) to include in details the latest developments and research topics on stochastic scheduling, so as to provide a useful reference for researchers and practitioners in this area. Optimal Stochastic Scheduling is organized into two parts: Chapters 1-4 cover fundamental models and results, whereas Chapters 5-10 elaborate on more advanced topics. More specifically, Chapter 1 provides the relevant basic theory of probability and then introduces the basic concepts and notation of stochastic scheduling. In Chapters 2 and 3, the authors review well-established models and scheduling policies, under regular and irregular performance measures, respectively. Chapter 4 describes models with stochastic machine breakdowns. Chapters 5 and 6 introduce, respectively, the optimal stopping problems and the multi-armed bandit processes, which are necessary for studies of more advanced subjects in subsequent chapters. Chapter 7 is focused on optimal dynamic policies, which allow adjustments of policies based on up-to-date information. Chapter 8 describes stochastic scheduling with incomplete information in the sense that the probability distributions of random variables contain unknown parameters, which can however be estimated progressively according to updated information. Chapter 9 is devoted to the situation where the processing time of a job depends on the time when it is started. Lastly, in Chapter 10 the authors look at several recent models beyond those surveyed in the previous chapters.
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 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 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 Optimal Stochastic Scheduling of a 2 Stage Tandem Queue with Parallel Servers written by Hyun-Soo Abn, Izsk duenyas, Rachel Zhang and published by . This book was released on 1997 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 562 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 Heuristics for Stochastic Scheduling and Control of Queueing Networks written by G. Weiss and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Recursive Algorithms for Optimal Routing in Queueing Networks written by Felisa Josefina Vázquez-Abad and published by . This book was released on 1989 with total page 180 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: A compact, highly-motivated introduction to some of the stochastic models found useful in the study of communications networks.
Download or read book Queueing Networks with Discrete Time Scale written by Hans Daduna and published by Springer. This book was released on 2003-05-15 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: Building on classical queueing theory mainly dealing with single node queueing systems, networks of queues, or stochastic networks has been a field of intensive research over the last three decades. Whereas the first breakthrough in queueing network theory was initiated by problems and work in operations research, the second breakthrough, as well as subsequent major work in the area, was closely related to computer science, particularly to performance analysis of complex systems in computer and communication science. The text reports on recent research and development in the area. It is centered around explicit expressions for the steady behavior of discrete time queueing networks and gives a moderately positive answer to the question of whether there can be a product form calculus in discrete time. Originating from a course given by the author at Hamburg University, this book is ideally suited as a text for courses on discrete time stochastic networks.
Download or read book Dynamic Scheduling of Open Multiclass Queueing Networks in a Slowly Changing Environment written by Junxia Chang and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis investigates the dynamic scheduling of computer communication networks that can be periodically overloaded. Such networks are modelled as mutliclass queueing networks in a slowly changing environment. A hierarchy framework is established to search for a suitable scheduling policy for such networks through its connection with stochastic fluid models. In this work, the dynamic scheduling of a specific multiclass stochastic fluid model is studied first. Then, a bridge between the scheduling of stochastic fluid models and that of the queueing networks in a changing environment is established. In the multiclass stochastic fluid model, the focus is on a system with two fluid classes and a single server whose capacity can be shared arbitrarily among these two classes. The server may be overloaded transiently and it is under a quality of service contract which is indicated by a threshold value of each class. Whenever the fluid level of a certain class is above the designated threshold value, the penalty cost is incurred to the server. The optimal and asymptotically optimal resource allocation policies are specified for such a stochastic fluid model. Afterwards, a connection between the optimization of the queueing networks and that of the stochastic fluid models is established. This connection involves two steps. The first step is to approximate such networks by their corresponding stochastic fluid models with a proper scaling method. The second step is to construct a suitable policy for the queueing network through a successful interpretation of the stochastic fluid model solution, where the interpretation method is provided in this study. The results developed in this thesis facilitate the process of searching for a nearly optimal scheduling policy for queueing networks in a slowly changing environment.
Download or read book Deterministic and Stochastic Scheduling written by M.A. Dempster and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of an Advanced Study and Re search Institute on Theoretical Approaches to Scheduling Problems. The Institute was held in Durham, England, from July 6 to July 17, 1981. It was attended by 91 participants from fifteen different countries. The format of the Institute was somewhat unusual. The first eight of the ten available days were devoted to an Advanced Study Insti tute, with lectures on the state of the art with respect to deter ministic and stochastic scheduling models and on the interface between these two approaches. The last two days were occupied by an Advanced Research Institute, where recent results and promising directions for future research, especially in the interface area, were discussed. Altogether, 37 lectures were delivered by 24 lecturers. They have all contributed to these proceedings, the first part of which deals with the Advanced Study Institute and the second part of which covers the Advanced Research Institute. Each part is preceded by an introduction, written by the editors. While confessing to a natural bias as organizers, we believe that the Institute has been a rewarding and enjoyable event for everyone concerned. We are very grateful to all those who have contributed to its realization.
Download or read book Stochastic Scheduling of Closed Queueing Network Production Systems written by Shirish Ekbote and published by . This book was released on 1999 with total page 604 pages. Available in PDF, EPUB and Kindle. Book excerpt:
