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Author : T. P. Bagchi
Publisher : Springer Science & Business Media
ISBN 13 : 3642807127
Total Pages : 100 pages
Book Rating : 4.6/5 (428 download)
Download or read book Numerical Methods in Markov Chains and Bulk Queues written by T. P. Bagchi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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Author : Tapan Prasad Bagchi
Publisher :
ISBN 13 :
Total Pages : 89 pages
Book Rating : 4.:/5 (977 download)
Download or read book Numerical Methods in Markov Chains and Bulk Queues [by] T.P. Bagchi [and] J.G.C. Templeton written by Tapan Prasad Bagchi and published by . This book was released on 1972 with total page 89 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Dario A. Bini
Publisher : Oxford University Press on Demand
ISBN 13 : 0198527683
Total Pages : 340 pages
Book Rating : 4.1/5 (985 download)
Download or read book Numerical Methods for Structured Markov Chains written by Dario A. Bini and published by Oxford University Press on Demand. This book was released on 2005-02-03 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: Intersecting two large research areas - numerical analysis and applied probability/queuing theory - this book is a self-contained introduction to the numerical solution of structured Markov chains, which have a wide applicability in queuing theory and stochastic modeling and include M/G/1 and GI/M/1-type Markov chain, quasi-birth-death processes, non-skip free queues and tree-like stochastic processes. Written for applied probabilists and numerical analysts, but accessible toengineers and scientists working on telecommunications and evaluation of computer systems performances, it provides a systematic treatment of the theory and algorithms for important families of structured Markov chains and a thorough overview of the current literature.The book, consisting of nine Chapters, is presented in three parts. Part 1 covers a basic description of the fundamental concepts related to Markov chains, a systematic treatment of the structure matrix tools, including finite Toeplitz matrices, displacement operators, FFT, and the infinite block Toeplitz matrices, their relationship with matrix power series and the fundamental problems of solving matrix equations and computing canonical factorizations. Part 2 deals with the description andanalysis of structure Markov chains and includes M/G/1, quasi-birth-death processes, non-skip-free queues and tree-like processes. Part 3 covers solution algorithms where new convergence and applicability results are proved. Each chapter ends with bibliographic notes for further reading, and the bookends with an appendix collecting the main general concepts and results used in the book, a list of the main annotations and algorithms used in the book, and an extensive index.
Author : William J. Stewart
Publisher : Springer Science & Business Media
ISBN 13 : 1461522412
Total Pages : 605 pages
Book Rating : 4.4/5 (615 download)
Download or read book Computations with Markov Chains written by William J. Stewart and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 605 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computations with Markov Chains presents the edited and reviewed proceedings of the Second International Workshop on the Numerical Solution of Markov Chains, held January 16--18, 1995, in Raleigh, North Carolina. New developments of particular interest include recent work on stability and conditioning, Krylov subspace-based methods for transient solutions, quadratic convergent procedures for matrix geometric problems, further analysis of the GTH algorithm, the arrival of stochastic automata networks at the forefront of modelling stratagems, and more. An authoritative overview of the field for applied probabilists, numerical analysts and systems modelers, including computer scientists and engineers.
Author : William J. Stewart
Publisher : CRC Press
ISBN 13 : 9780824784058
Total Pages : 738 pages
Book Rating : 4.7/5 (84 download)
Download or read book Numerical Solution of Markov Chains written by William J. Stewart and published by CRC Press. This book was released on 1991-05-23 with total page 738 pages. Available in PDF, EPUB and Kindle. Book excerpt: Papers presented at a workshop held January 1990 (location unspecified) cover just about all aspects of solving Markov models numerically. There are papers on matrix generation techniques and generalized stochastic Petri nets; the computation of stationary distributions, including aggregation/disagg
Author : Harold Kushner
Publisher : Springer Science & Business Media
ISBN 13 : 1468404415
Total Pages : 436 pages
Book Rating : 4.4/5 (684 download)
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 2012-12-06 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or uncontrolled stochastic systems are either diffusions or jump diffusions. Stochastic control is a very active area of research and new prob lem formulations and sometimes surprising applications appear regularly. We have chosen forms of the models which cover the great bulk of the for mulations of the continuous time stochastic control problems which have appeared to date. The standard formats are covered, but much emphasis is given to the newer and less well known formulations. The controlled process might be either stopped or absorbed on leaving a constraint set or upon first hitting a target set, or it might be reflected or "projected" from the boundary of a constraining set. In some of the more recent applications of the reflecting boundary problem, for example the so-called heavy traffic approximation problems, the directions of reflection are actually discontin uous. In general, the control might be representable as a bounded function or it might be of the so-called impulsive or singular control types. Both the "drift" and the "variance" might be controlled. The cost functions might be any of the standard types: Discounted, stopped on first exit from a set, finite time, optimal stopping, average cost per unit time over the infinite time interval, and so forth.
Author : Jewgeni H. Dshalalow
Publisher : CRC Press
ISBN 13 : 1000949931
Total Pages : 530 pages
Book Rating : 4.0/5 (9 download)
Download or read book Advances in Queueing Theory, Methods, and Open Problems written by Jewgeni H. Dshalalow and published by CRC Press. This book was released on 2023-07-21 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: The progress of science and technology has placed Queueing Theory among the most popular disciplines in applied mathematics, operations research, and engineering. Although queueing has been on the scientific market since the beginning of this century, it is still rapidly expanding by capturing new areas in technology. Advances in Queueing provides a comprehensive overview of problems in this enormous area of science and focuses on the most significant methods recently developed. Written by a team of 24 eminent scientists, the book examines stochastic, analytic, and generic methods such as approximations, estimates and bounds, and simulation. The first chapter presents an overview of classical queueing methods from the birth of queues to the seventies. It also contains the most comprehensive bibliography of books on queueing and telecommunications to date. Each of the following chapters surveys recent methods applied to classes of queueing systems and networks followed by a discussion of open problems and future research directions. Advances in Queueing is a practical reference that allows the reader quick access to the latest methods.
Author : Joseph P. LaSalle
Publisher : American Mathematical Soc.
ISBN 13 : 0821813269
Total Pages : 215 pages
Book Rating : 4.8/5 (218 download)
Download or read book The Influence of Computing on Mathematical Research and Education written by Joseph P. LaSalle and published by American Mathematical Soc.. This book was released on 1974 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Dee Denteneer
Publisher : Springer Science & Business Media
ISBN 13 : 3540693173
Total Pages : 253 pages
Book Rating : 4.5/5 (46 download)
Download or read book Multiaccess, Reservations & Queues written by Dee Denteneer and published by Springer Science & Business Media. This book was released on 2008-10-20 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reservation procedures constitute the core of many popular data transmission protocols. They consist of two steps: A request phase in which a station reserves the communication channel and a transmission phase in which the actual data transmission takes place. Such procedures are often applied in communication networks that are characterised by a shared communication channel with large round-trip times. In this book, we propose queuing models for situations that require a reservation procedure and validate their applicability in the context of cable networks. We offer various mathematical models to better understand the performance of these reservation procedures. The book covers four key performance models, and modifications to these: Contention trees, the repairman model, the bulk service queue, and tandem queues. The relevance of this book is not limited to reservation procedures and cable networks, and performance analysts from a variety of areas may benefit, as all models have found application in other fields as well.
Author : Marcel F. Neuts
Publisher : CRC Press
ISBN 13 : 1000147576
Total Pages : 536 pages
Book Rating : 4.0/5 (1 download)
Download or read book Structured Stochastic Matrices of M/G/1 Type and Their Applications written by Marcel F. Neuts and published by CRC Press. This book was released on 2021-12-17 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with Markov chains and Markov renewal processes (M/G/1 type). It discusses numerical difficulties which are apparently inherent in the classical analysis of a variety of stochastic models by methods of complex analysis.
Author : A. B. Clarke
Publisher : Springer Science & Business Media
ISBN 13 : 3642808387
Total Pages : 371 pages
Book Rating : 4.6/5 (428 download)
Download or read book Mathematical Methods in Queueing Theory written by A. B. Clarke and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: On May 10-12, 1973 a Conference on Mathematical Methods in Graph Theory was held at Western Michigan University in Kalamazoo. The theme of this Conference was recent advances in the application of analytic and algebraic methods to the analysis of queues and queueing networks. In addition some discussion was given to statistical analy ses in queues, control problems and graphical methods. A total of 83 individuals from both industry and academic estab lishments participated in the Conference. A list of these partici pants can be found on page 373. A total of 18 papers were presented, with sUbstantial time being devoted to their informal discussion. This volume constitutes the proceedings of the Conference, and includes all papers presented. TABLE OF CONTENTS MARCEL F. NEUTS The Markov Renewal Branching Process • 1 RALPH L. DISNEY and W. PETER CHERRY Some Topics in Queueing Network Theory 23 JULIAN KEILSON Convexity and Complete Monotonicity in Queueing Distributions and Associated Limit Behavior . • • • • • . . • • • •• • • 45 G. F. NEWELL Graphical Representation of Queue Evolution for Multiple-Server Systems • . • • • • • • • • • • 63 N. U. PRABHU Wiener-Hopf Techniques in Queueing Theory 81 / IAJOS TAKACS Occupation Time Problems in the Theory of Queues 91 TAPAN P. BAGCHI and J. G. C. TEMPLETON Some Finite waiting Space Bulk Queueing Systems 133 U.
Author : J.W. Cohen
Publisher : Elsevier
ISBN 13 : 0444596240
Total Pages : 709 pages
Book Rating : 4.4/5 (445 download)
Download or read book The Single Server Queue written by J.W. Cohen and published by Elsevier. This book was released on 2012-12-02 with total page 709 pages. Available in PDF, EPUB and Kindle. Book excerpt: This classic work, now available in paperback, concentrates on the basic models of queueing theory. It has a dual aim: to describe relevant mathematical techniques and to analyse the single server queue and its most important variants.
Author : G. George Yin
Publisher : Springer Science & Business Media
ISBN 13 : 1461443466
Total Pages : 442 pages
Book Rating : 4.4/5 (614 download)
Download or read book Continuous-Time Markov Chains and Applications written by G. George Yin and published by Springer Science & Business Media. This book was released on 2012-11-14 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to applications in controlled dynamic systems, production planning, and numerical methods for controlled Markovian systems with large-scale and complex structures in the real-world problems. This second edition has been updated throughout and includes two new chapters on asymptotic expansions of solutions for backward equations and hybrid LQG problems. The chapters on analytic and probabilistic properties of two-time-scale Markov chains have been almost completely rewritten and the notation has been streamlined and simplified. This book is written for applied mathematicians, engineers, operations researchers, and applied scientists. Selected material from the book can also be used for a one semester advanced graduate-level course in applied probability and stochastic processes.
Author : G.F. Newell
Publisher : Springer Science & Business Media
ISBN 13 : 3642464106
Total Pages : 425 pages
Book Rating : 4.6/5 (424 download)
Download or read book Approximate Behavior of Tandem Queues written by G.F. Newell and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: The following monograph deals with the approximate stochastic behavior of a system consisting of a sequence of servers in series with finite storage between consecutive servers. The methods employ deterministic queueing and diffusion approximations which are valid under conditions in which the storages and the queue lengths are typically large compared with 1. One can disregard the fact that the customer counts must be integer valued and treat the queue as if it were a (stochastic) continuous fluid. In these approximations, it is not necessary to describe the detailed probability distribution of service times; it suffices simply to specify the rate of service and the variance rate (the variance of the number served per unit time). Specifically, customers are considered to originate from an infinite reservoir. They first pass through a server with service rate ~O' vari ance rate ~O' into a storage of finite capacity c . They then pass l through a server with service rate ~l' variance rate ~l' into a storage of capacity c ' etc., until finally, after passing through an nth server, 2 they go into an infinite reservoir (disappear). If any jth storage become , n , the service at the j-lth server is interrupted full j = 1, 2, and, of course, if a jth storage becomes empty the jth server is inter rupted; otherwise, services work at their maximum rate.
Author : Jacob W. Cohen
Publisher : Springer Science & Business Media
ISBN 13 : 364295281X
Total Pages : 103 pages
Book Rating : 4.6/5 (429 download)
Download or read book On Regenerative Processes in Queueing Theory written by Jacob W. Cohen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 103 pages. Available in PDF, EPUB and Kindle. Book excerpt: I. The single server queue GIIG/1 1 1. 1 Definitions 1 1. 2 Regenerative processes 2 1. 3 The sequence n 1,2, . . . 4 = !::!n' 1. 4 The process t dO,co)} 11 {~t' The process t dO,co)} 1. 5 15 {~t' Applications to the GIIG/1 queue 1. 6 16 The average virtual waiting time during a busy 17 cycle ii. Little's formula 17 iii. The relation between the stationary distributions 18 of the virtual and actual waiting time iv. The relation between the distribution of the idle 20 period and the stationary distribution of the actual waiting time v. The limiting distribution of the residual service 24 time £. , -pw vi. The relation for ~ rn E{e -n} 25 n=O 1. 7 Some notes on chapter I 27 II. The M/G/K system 31 2. 1 On the stationary distribution of the actual and virtua131 waiting time for the M/G/K queueing system 2. 2 The M/G/K loss system 36 2. 3 Proof of Erlang's formula for the M/G/K loss system 43 i. Proof for the system MIMI'" 45 ii. Proof for the system M/G/co 47 VI iii. Proof fol' the MIG IK los s system III. The M/G/1 system 3. 1 Introduction 71 (K) 3. 2 Downcrossings of the ~t -process 74 3. 3 The distribution of the supremum of the virtual waiting 75 • (00) d' b 1 tlme ~t urlng a usy cyc e i. The exit probability 76 ii.
Author : C. Newell
Publisher : Springer Science & Business Media
ISBN 13 : 9400959702
Total Pages : 314 pages
Book Rating : 4.4/5 (9 download)
Download or read book Applications of Queueing Theory written by C. Newell and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: The literature on queueing theory is already very large. It contains more than a dozen books and about a thousand papers devoted exclusively to the subject; plus many other books on probability theory or operations research in which queueing theory is discussed. Despite this tremendous activity, queueing theory, as a tool for analysis of practical problems, remains in a primitive state; perhaps mostly because the theory has been motivated only superficially by its potential applications. People have devoted great efforts to solving the 'wrong problems. ' Queueing theory originated as a very practical subject. Much ofthe early work was motivated by problems concerning telephone traffic. Erlang, in particular, made many important contributions to the subject in the early part of this century. Telephone traffic remained one of the principle applications until about 1950. After World War II, activity in the fields of operations research and probability theory grew rapidly. Queueing theory became very popular, particularly in the late 1950s, but its popularity did not center so much around its applications as around its mathematical aspects. With the refine ment of some clever mathematical tricks, it became clear that exact solutions could be found for a large number of mathematical problems associated with models of queueing phenomena. The literature grew from 'solutions looking for a problem' rather than from 'problems looking for a solution.
Author : Thierry Vanelslander
Publisher : Elsevier
ISBN 13 : 0128189320
Total Pages : 296 pages
Book Rating : 4.1/5 (281 download)
Download or read book Maritime Supply Chains written by Thierry Vanelslander and published by Elsevier. This book was released on 2020-03-24 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Maritime Supply Chains breaks the maritime chain into components, consistently relating them to the overall integrated supply chain. The book not only analyzes and provides solutions to frequently encountered problems and key operational issues, it also applies cutting-edge scientific techniques on the maritime supply chain. Sections consider shipping, ports and terminals, hinterland and the issues that intersect different parts of the chain. Readers will find discussions of the various actors at play and how they relate to the overall function of the supply chain. Finally, the book offers solutions to the most pressing problems, thus providing a unique, well-balanced account. Provides a comprehensive and integrative account of the maritime supply chain, from shipping, to port, to hinterland Cuts through the maritime supply chain to offer a transversal picture on how the chain functions Applies rigorous analytical techniques to give solutions to the most frequent and pressing challenges facing maritime supply chains Considers advances, such as blockchain, that are set to transform maritime supply chains
