This book analyzes several types of queueing systems arising in network theory and communication theory. Karpelevich and Kreinin use numerous methods and results from the theory of stochastic processes. The main emphasis is on problems of diffusion approximation of stochastic processes in queueing s
Heavy Traffic Analysis of Controlled Queueing and Communication Networks
β Scribed by Harold J. Kushner (auth.)
- Publisher
- Springer-Verlag New York
- Year
- 2001
- Tongue
- English
- Leaves
- 522
- Series
- Stochastic Modelling and Applied Probability 47
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
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 apΒ proximating models have the basic structure of the original problem, but are significantly simpler. Much of inessential detail is eliminated (or "avΒ 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 reΒ 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 hanΒ 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.
β¦ Table of Contents
Front Matter....Pages i-xix
Introduction: Models and Applications....Pages 1-43
Martingales and Weak Convergence....Pages 45-87
Stochastic Differential Equations: Controlled and Uncontrolled....Pages 89-139
Invariant Measures and the Ergodic Problem....Pages 141-178
The Single-Processor Problem....Pages 179-227
Uncontrolled Networks....Pages 229-267
Uncontrolled Networks, Continued....Pages 269-303
State Dependence....Pages 305-339
Bounded Controls....Pages 341-373
Singular Controls....Pages 375-403
Polling and Control of Polling....Pages 405-451
Assignment and Scheduling: Many Classes and Processors....Pages 453-484
Back Matter....Pages 485-515
β¦ Subjects
Probability Theory and Stochastic Processes; Operation Research/Decision Theory; Control, Robotics, Mechatronics
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