Heavy Traffic Analysis of Controlled Queueing and Communication Networks

By:

Harold Kushner

Format:

Hardback

Series:

Stochastic Modelling and Applied Probability

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Description

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.

Release date NZ

June 8th, 2001

Author

Harold Kushner

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational

Illustrations

2 Illustrations, black and white; XIX, 515 p. 2 illus.

Pages

515

Series

Stochastic Modelling and Applied Probability

Dimensions

156x234x30

ISBN-13

9780387952642

Product ID

5809028

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