Heavy traffic analysis of controlled queueing and communication networks

Harold Kushner

514 pages, parution le 01/05/2001

Ajouter à une liste

Indisponible

Résumé

This book provides a thorough development of the powerful methods of heavy traffic analysis and approximations with applications to a wide variety of stochastic (e.g. queueing and communication) networks, for both controlled and uncontrolled systems. The approximating models are reflected stochastic differential equations. The analytical and numerical methods yield considerable simplifications and insights and good approximations to both path properties and optimal controls under broad conditions on the data and structure. The general theory is developed, with possibly state dependent parameters, and specialized to many different cases of practical interest. Control problems in telecommunications and applications to scheduling, admissions control, polling, and elsewhere are treated. The necessary probability background is reviewed, including a detailed survey of reflected stochastic differential equations, weak convergence theory, methods for characterizing limit processes, and ergodic problems.

Contents: Models and applications. Martingales and weak convergence.- Stochastic differential equations.- Invariant measures and the ergodic problem.- The single processor problem.- Uncontrolled networks.- Uncontrolled networks, continued.- State dependence.- Bounded controls.- Singular controls.- Polling and control of polling.- Multiclass scheduling.- References.- Symbol index.- Index.

Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Harold Kushner
Parution	01/05/2001
Nb. de pages	514
Format	15,8 x 24
Couverture	Relié
Poids	865g
Intérieur	Noir et Blanc
EAN13	9780387952642
ISBN13	978-0-387-95264-2