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Required Text
Notes by Prof. Dimitris Bertsimas are used in lieu of a textbook.
Papers
Halfin, Shlomo, and Ward Whitt. "Heavy-Traffic Limits for Queues with Many Exponential Servers." Operations Research 29, no. 3 (1981): 567-588.
Additional References
Kleinrock, Leonard. Queueing Systems. New York, NY: John Wiley & Sons, 1975-1976. ISBN: 0471491101.
Kelly, Frank P. Reversibility and Stochastic Networks. New York, NY: John Wiley & Sons, 1979. ISBN: 0471276014.
Chen, Hong, and David Yao. Fundamentals of Queueing Networks: Performance, Asymptotics, and Optimization. New York, NY: Springer-Verlag, 2001. ISBN: 0387951660.
Course calendar.
| LEC # |
TOPICS |
READINGS |
| 1 |
Fundamental Insights: The M/M/s Type Systems |
Chapter 1 |
| 2 |
Little's Law and Generalizations |
Chapter 2 |
| 3 |
Distributional Laws |
Chapter 2 |
| 4 |
Conservation Laws |
Chapter 2 |
| 5 |
PASTA |
Chapter 2 |
| 6 |
Systems with No Overtaking: Exact Solutions |
Chapter 3 |
| 7 |
Systems with No Overtaking: Asymptotic Solutions |
Chapter 3 |
| 8 |
Priority, Polling Systems |
Chapter 3 |
| 9 |
Multiserver Queues |
Chapter 4 |
| 10 |
Queues in Halfin-Whitt Regime
Applications to Call Centers |
Papers |
| 11 |
Open Jackson Networks |
Chapter 5 |
| 12 |
Closed Jackson Networks |
Chapter 5 |
| 13 |
Multiclass Networks |
Chapter 6 |
| 14 |
Adversarial Queueing Networks I |
Papers |
| 15 |
Adversarial Queueing Networks II |
Papers |
| 16 |
Transient Behavior of Queueing Systems |
Chapter 7 |
| 17 |
Fluid Models of Queueing Systems I |
Papers and Notes |
| 18 |
Fluid Models of Queueing Systems II |
Papers and Notes |
| 19 |
Stability of Queueing Networks |
Chapter 8 |
| 20 |
Optimization of Queueing Systems |
Chapter 9 |
| 21 |
Optimization of Multiclass Networks and Fluid Models |
Chapter 10 |
| 22 |
Queues in Heavy Traffic |
Chapter 11 |
| 23 |
Multiclass Networks in Heavy Traffic |
Chapter 11 |
| 24 |
Long Range Dependence |
Notes |
| 25 |
Large Deviations and Queues |
Chapter 13 |
| 26 |
Take Home Final Exam Period |
|