PROGRAM
Abstracts presentations phd students
BIJVANK, MARCO
Department of Mathematics
Vrije Universiteit Amsterdam
De Boelelaan 1081a
1081 HV Amsterdam
mbijvank@few.vu.nl
Supervisor
Koole
Title
Heuristics for Car Stock Management
Abstract
In this presentation we focus on the repair kit problem, which is a
special case of a multi-item inventory system. High customer service is
becoming an important strategy to increase the competitiveness of a
firm. Since customers perceive a good quality of service when all the
items they demand are on stock, it becomes more realistic to model
customer satisfaction with an order-based service level. A well known
problem from literature is the repair kit problem, which has an after
sales service setting. In this problem technicians visit customers to
repair machine failures and extra costs are incurred whenever the
repairer has to come back to complete a repair if not all the required
parts were available at the first visit. Therefore, technicians have to
take along some spare parts, taking into account the holding costs (and
other limitations like space or budget). Most (practical) models
implement a cost minimization objective, while a service requirement is
neglected. We have improved the most general heuristic for cost
minimization models as well as for service agreement models, such that
we achieve near-optimal solutions which indicate which spares to take
and in which quantity.
CORBACIOGLU, UMUT
Rotterdam School of Management
Erasmus University
P.O. Box 1738
3000 DR Rotterdam
ucorbacioglu@rsm.nl
Supervisor
Van der Laan
Title
Setting the holding cost rates in a multi-product system with
remanufacturing
Abstract
The Net Present Value (NPV) approach is considered to be the right
approach to study inventory systems since it accounts for the cash
flows as is. The average cost (AC) approach is more widely used in both
practice and theory. However, the opportunity cost interpretation of AC
framework is not that straightforward in systems with joint
manufacturing and remanufacturing.
In such systems, in the end-product (serviceable) stock, manufactured
and remanufactured items are present. Due to this convergent structure,
the valuation of serviceable inventory is ambiguous. Also, in the
analysis another stock point for returned items (remanufacturables) is
considered. Returned products are acquired for less investment, but
they have a potential of being added to serviceable inventory with less
expenditure than manufacturing. Moreover, remanufacturing can be used
to convert returns into different products. This divergent structure
which is a natural result of designs that allow disassembly and reuse
adds another layer of ambiguity on opportunity cost interpretation.
In this paper we analyse a two-product system with manufacturing and
remanufacturing operations in a deterministic setting. For this system,
by considering two different models under a net present value (NPV)
approach and an average cost (AC) approach, we determine holding cost
rates such that the two approaches are approximately equivalent. Then
we demonstrate the effect of traditional valuation methodology on the
remanufacturing operation dynamics by comparing that approach to the
theoretical results of our analysis.
DIEPEN, GUIDO
Institute of Information & Computing Sciences
University of Utrecht
Padualaan 14
3584 CH Utrecht
diepen@cs.uu.nl
Supervisors
Van den Akker/Hoogeveen
Title
Minimizing total weighted tardiness on a single machine with release
dates and equal-length jobs
Abstract
In this paper we look at the problem where we have to schedule
n
jobs with release dates, due dates, weights, and equal processing times
on a
single machine. The objective is to minimize the sum of weighted
tardiness (
1 | rj, pj = p | ∑wjTj
in the
three-field notation scheme). We formulate the problem as a time
indexed ILP after which we
solve the LP-relaxation. We show that for certain special cases (namely
when either all due dates, all weights, or all release dates are equal,
or when all due dates and release dates are equally ordered), the
solution for the LP-relaxation is either integral or can be rewritten
in
polynomial time into an integral one. For the general case we present a
branching rule that performs well. Furthermore we show that the same
approach holds for the
m parallel machines variant of the
problem.
Finally we show that with a minor modification the same approach also
holds for the single-machine problems of minimizing the sum of weighted
late jobs (
1 | rj, pj = p | ∑wjUj)
and the sum
of weighted late work (
1 | rj, pj = p | ∑wjVj)
as well as
their respective
m parallel machines variants.
DOBBER, MENNO
Department of Mathematics
Vrije Universiteit Amsterdam
De Boelelaan 1081a
1081 HV Amsterdam
amdobber@few.vu.nl
Supervisor
Koole
Title
An Effective Prediction Method for Running Times of Jobs on Shared
Processors
Abstract
Grid computing is an emerging technology by which huge numbers of
processors over the world create a global source of processing power.
Their collaboration makes it possible to perform computations that are
too extensive to perform on a single processor. On a grid processors
may connect and disconnect at any time, and the load on the computers
can be highly bursty. Those characteristics raise the need for the
development of techniques that make grid applications robust against
the dynamics of the grid environment. In particular, applications that
use significant amounts of processor power for running jobs need
effective predictions of the expected computation times of those jobs
on remote hosts. Currently, there are no e_ective prediction methods
available that cope with the ever-changing running times of jobs on a
grid environment. Motivated by this, we develop the Dynamic Exponential
Smoothing (DES) method to predict running times in a grid environment.
We have performed extensive experiments in a real global-scale grid
enviroment to compare the e_ectiveness of DES. The results demonstrate
that DES strongly and consistently outperforms existing prediction
methods.
EGOROVA, REGINA
CWI
Kruislaan 413
1090 GB Amsterdam
r.egorova@cwi.nl
Supervisors
Borst, Boxma and Zwart
Title
Sojourn Time Tails in the M/D/1 Processor Sharing Queue
Abstract
We consider the sojourn time
V in the M/D/1 processor sharing
(PS) queue, and show that
P(V > x) is of the form
Ce
-γx as
x becomes large. The proof involves a
geometric random sum
representation of
V, and a connection with Yule
processes,
which also
enables us to simplify Ott's (1984) derivation of the Laplace transform
of
V. Numerical experiments show that the approximation
P(V > x) ≈ Ce-γx is excellent even for
moderate values of
x. In addition, we present some results on
tail
behavior of the conditional sojourn time in PS queue with exponential
service.
ELABWABI, GAMAL
Delft University of Technology
Mekelweg 4
2628 CD Delft
g.elabwabi@ewi.tudelft.nl
Supervisor
de Klerk
Title
Nonnegative bilinear functions on the cartesian product of Lorentz
cones
Abstract
We will study the cone of nonnegative bilinear functions on the
cartesian product of Lorentz cones and it's dual. We will derive LMI
characterizations of this cone and its dual. We prove that it is
possible to optimize over this cone and it's dual using Semidefinite
programming in polynomial time. We will also present some applications
of our result in optimization as well as in general linear algebra.
GVOZDENOVIC, NEBOJSA
CWI
Kruislaan 413
1090 GB Amsterdam
nebojsa@cwi.nl
Supervisor
Laurent
Title
Approximating the Chromatic Number of a Graph by Semidefinite
Programming
Abstract
The Lovász theta number of a graph is a well studied graph
parameter that can be computed efficiently to an arbitrary precision in
polynomial time by using semidefinite programming. It is known to be
"sandwiched" between two "NP-hard" parameters, i.e. the stability
number of a graph and the chromatic number of a graph complement.
Recently, several hierarchies of semidefinite bounds, starting either
from the Lovász theta or one of its strengthenings were proposed
in order to approximate the stability number of a graph. It turned out
that some bounds in these hierarchies that can be computed efficiently
give better approximations for the stability number than the
Lovász theta number for certain graph classes. We show how these
hierarchies can be adapted for approximating the fractional chromatic
number, and the chromatic number of a graph. We prove that our new
bounds are at least as good as the best known semidefinite lower bounds
on the chromatic number of a graph. In addition, we give some
computational results that show that in some cases our bounds are
better.
HAIJEMA, RENÉ
Department of Quantitative Economics
University of Amsterdam
Roetersstraat 11
1018WB Amsterdam
r.haijema@uva.nl
Supervisor
Van der Wal
Title
Blood Platelet Production: Optimization by Dynamic Programming and
Simulation
Abstract
Blood banks produce and store blood products in order to fulfill the
uncertain demand at hospitals. Platelet pools are the most expensive
and most perishable blood product having a shelf life of only four to
six days. The demand may be categorized into two groups: demand for
‘young’ platelet pools (at most three days old) and demand that can be
met by pools of any age up to the maximal lifetime. Production volumes
need to be chosen carefully in order to reduce outdating while keeping
the occurrence of shortages low. In current (national and foreign)
practice about 15 to 20% of pools are not used because of outdating. We
show that by applying a simple rule outdating can be reduced to less
than 1%.
We investigate the structure of the optimal production policy by
solving a down sized periodic Markov Decision Problem (MDP). Down
sizing is required to overcome the curse of dimensionality in the state
space. An innovative frequency table, obtained via simulation, depicts
the structure of the optimal MDP strategy. The optimal production
volumes appear to depend on the number of pools on stock and their
ages. A simple rule can be derived, with two parameters for each
working day. By a simulation based search algorithm we find optimal
values for the parameters in realistic sized cases.
Via an extensive simulation study (for one of the four Dutch blood
banks) we show that the simple rule performs quite well (nearly
optimal) even if one acknowledges:
- the distinction of multiple and limited compatible blood groups;
- the uncertainty in the supply by donors;
- that 70% of the demand prefers ‘young’ platelets.
HEUVEL, WILCO VAN DEN
Econometric Institute
Erasmus University
P.O. Box 1738
3000 DR Rotterdam
wvandenheuvel@few.eur.nl
Supervisor
Wagelmans
Title
Lower bounds on the worst case ratio for a class of heuristics for
the economic lot-sizing problem
Abstract
The economic lot-sizing problem is described as follows. Given the
(deterministic) demand for a discrete and finite planning horizon, find
the production schedule that satisfies the demand and minimizes the
total costs. Costs include setup cost for each time period production
takes place and holding cost for each item carried over from a period
to the next period.
Although the problem can be solved to optimality in polynomial time,
heuristics are often applied when the problem has to be solved in a
rolling horizon environment. A certain class of heuristics possesses
the so-called insulation property, i.e., previous set production
periods cannot alter while constructing the overall production
schedule. In other words, given the production quantities scheduled up
to period t, only the production quantity in the last production period
may change when considering period t+1.
It is shown in the literature that there exist heuristics satisfying
the insulation property that have a worst case ratio of 2. In this talk
we try to find bounds on the worst case ratio for all heuristics
satisfying the insulation property. We consider the problem as a kind
of online scheduling problem and derive a methodology to find lower
bounds on the worst case ratio for a fixed number of periods T. The
first results show that for large T we can find lower bounds close to
1.5. That means, for each heuristic satisfying the insulation property,
there exist problem instances for which the heuristic constructs
solutions with a worst case ratio close to 1.5.
HEYDENREICH, BIRGIT
Department of Quantitative Economics
Maastricht University
P.O. Box 616
6200 MD Maastricht
b.heydenreich@ke.unimaas.nl
Supervisors
Uetz/Müller
Title
Mechanisms for Decentralized Online Scheduling
Abstract
We study the online version of the classical parallel machine
scheduling problem to minimize the total weighted completion time -
P
| rj |
∑ wjcj in the notation of Graham et
al. [1] - from a new perspective: We assume a strategic setting, where
the data of each job, namely its release
date
rj, its processing time
pj
and its weight
wj is only
known to the job itself, but not to the system. Furthermore, we assume
a restricted communication paradigm, referred to as
decentralizationP
= NP. In addition, in the strategic setting, selfish agents trying
to maximize their own benefit can do so by reporting strategically
about their private information, thus manipulating
the resulting outcome.
We present a polynomial time mechanism for this setting building upon
the MinIncrease-algorithm from [3]. As usual in mechanism design, the
mechanism defines
payments that have to be made by the jobs for
being processed. We show that there does not exist a
payment scheme that extends the MinIncrease-algorithm to a mechanism in
a way that makes truthful revealing of private information an ex-post
dominant strategy for every job. The
payments we introduce make truthful reporting of private information a
dominant strategy at least for myopic rational jobs.
Those payments result in a balanced budget and can be computed online.
We show that those payments enable us to decentralize the
mechanism according to the restricted communication paradigm. The
resulting mechanism is 3.281-competitive which coincides with the
bound that is known for the non-strategic setting.
An earlier version of the paper is available as a Meteor Research
Memorandum [2].
References
[1] R.L. Graham, E.L. Lawler, J.K. Lenstra and A.H.G. Rinnooy Kan.
Optimization and approximation in deterministic sequencing and
scheduling: A survey.
Annals of Discrete Mathematics, 5:
287-326, 1979.
[2] B. Heydenreich, R. MMüller and M. Uetz. Mechanisms for
Decentralized Online Scheduling, Meteor Research Memorandum, Maastricht
University, 2005.
[3] N. Megow, M. Uetz and T. Vredeveld. Stochastic Online Scheduling on
Parallel Machines. In G. Persiano and R. Solis-Oba, editors,
Proc.
Second International Workshop on Approximation and Online Algorithms,
volume 3351 of
Lecture Notes in Computer Science, pages
167-180. 2005.
LIESHOUT, PASCAL
CWI
Kruislaan 413
1098 SJ Amsterdam
p.m.d.lieshout@cwi.nl
Supervisor
Mandjes
Title
Tandem Brownian Queues
Abstract
We analyze a two-node tandem queue with Brownian input. We first derive
an explicit expression for the joint distribution function of the
workloads of the first and second queue, which also allows us to
calculate their exact large-buffer asymptotics. The nature of these
asymptotics depends on the model parameters, i.e., there are different
regimes. By using sample-path large-deviations (Schilder's theorem)
these regimes can be interpreted: we explicitly characterize the most
likely way the buffers fill. These results are derived by first
considering the closely related two-node parallel queue, for which
similar results are obtained.
LOON, JOYCE VAN
Department of Quantitative Economics
Maastricht University
P.O. Box 616
6200 MD Maastricht
j.vanloon@ke.unimaas.nl
Supervisors
Van Hoesel/Uetz
Title
How to Sell a Graph: Some Guidelines for the Graph Retailer
Abstract
We consider a profit maximization problem when pricing a set of m items
which can be represented as the edges of an undirected graph G. There
is a set of
n customers, each of which is interested in
purchasing a path in the graph. The path is also called a customer's
bundle, and each customer has a known budget for her respective bundle.
Customers are single minded, so they are
only interested in that particular bundle. The objective is to find a
pricing and a feasible assignment of items to customers in order to
maximize total profit. We give an overview of recent results on the
tractability of that class of profit maximization problems. While
recent papers mainly address the case of unlimited availability of the
items [1,3,5,6], we particularly focus on the problem with limited
availability of items. Our results are as follows. When the graph
G
is a path, we derive a fully
polynomial time approximation scheme, complementing previous
approximation schemes, and matching a recent NP-hardness proof [2,3].
If the graph
G is a tree, and all items are unique, we show
that the problem is polynomially
solvable, contrasting its APX-hardness for the case of unlimited
availability of items. However, if the graph
G is a grid, and
items are
unique, we show that it is even NP-complete to approximate the problem
within
n1-ε.
This talk is based on joint work with Alexander Grigoriev, Marc
Uetz and René Sitters [4].
Keywords: Pricing problems, tollbooth problem, computational
complexity, dynamic programming, fully polynomial time approximation
scheme.
References
[1] M.F. Balcan and A. Blum,
Approximation
algorithms for item pricing,
Working paper, 2005.
[2] H. Bodlaender and E. Penninkx,
An
elegant NP-completeness proof for
profit maximization on paths, May 2005.
[3] P. Briest and P. Krysta,
Single-minded
unlimited supply pricing on
sparse instances, Proc. 17th Annual ACM-SIAM Symposium on
Discrete
Algorithms, ACM-SIAM, 2006, to appear.
[4] A. Grigoriev, J. van Loon, R. Sitters, and M. Uetz,
How to sell a
graph: Some guidelines for the graph retailer, Working paper,
2005.
[5] V. Guruswami, J. D. Hartline, A. R. Karlin, D. Kempe, C. Kenyon,
and
F. McSherry,
On pro¯t-maximizing
envy-free pricing, Proc. 16th
Annual ACM-SIAM Symposium on Discrete Algorithms, ACM-SIAM, 2005, pp.
1164-1173.
[6] J. D. Hartline and V. Koltun,
Near-optimal
pricing in near-linear
time, Algorithms and Data Structures (F. K. H. A. Dehne, A.
López-Ortiz, and J.-R. Sack, eds.), vol. 3608, Springer, 2005,
pp. 422-431.
MANSOURI, HOSSEIN
Delft University of Technology
Mekelweg 4
2628 CD Delft
h.mansouri@ewi.tudelft.nl
Supervisor
Roos
Title
A simplified O(nL) infeasible interior-point algorithm for linear
optimization using full Newton steps
Abstract
Interior-Point Methods (IPMs) for solving linear optimization
problems have polynomial complexity and also are highly efficient
in practice. An interesting fact is that almost all known
polynomial time variants of IPMs use the so called central path as
a guideline to the optimal set, and some variant of Newton's
method is used to follow the central path approximately. There
exists two kind of interior-point methods the feasible IPMs and
the infeasible IPMs (IIPMs). Feasible IPMs start with a strictly
feasible interior point and maintain feasibility during the
solution process. Infeasible IPMs start with an arbitrary positive
point and feasibility is reached as optimality is approached. The
best know iteration bound for IIPMs is O(n log(n/ε)), where n
denotes the dimension of the problem. Recently C. Roos presented the
first primal-dual infeasible interior-point
algorithm that uses full-Newton steps for solving the linear
optimization problem and proved that its iteration bound coincides
with the best known bound for infeasible interior-point
algorithms. Each iteration consists of a step that restores the
feasibility for an intermediate problem (the so-called feasibility
step) and some usual centering steps. No more than
n iterations (where n is number of inequalities) suffice
to reduce the duality gap and the residuals by the factor
1/ε. In this paper we use a different feasibility step and show
that with a simpler analysis the same result can be obtained.
MES, MARTIJN
Department of Operational Methods for Production and
Logistics
University of Twente
P.O.Box 217
7500 AE Enschede
m.r.k.mes@utwente.nl
Supervisor
Van Harten
Title
Opportunity costs calculation in agent-based vehicle routing and
scheduling
Abstract
In this talk we consider a real-time, dynamic pickup and delivery
problem with time-windows where orders should be assigned to one of a
set of competing transportation companies. This assignment is made in a
sequential second-price auction marketplace. Our approach decomposes
the problem into a multi-agent structure where vehicle agents are
responsible for the pricing, routing and scheduling decisions.
Therefore the system performance will be heavily dependent on the
pricing strategy of the vehicle agents. We propose a pricing strategy
which not only takes the direct cost of a job insertion into account,
but also the so-called opportunity costs. These opportunity costs are
used to capture the loss in expected future revenue of a vehicle
schedule due the insertion of a new job. In order to calculate expected
future revenue we have to look at all possible future scenario's that
can take place given a certain schedule. These possible scenarios are
described by a Markov Decision Process (MDP).
Simulation is used to evaluate the benefit of pricing opportunities
compared to simple pricing strategies in different market settings.
Numerical results show that the proposed approach provides high quality
solutions, in terms of profits, capacity utilization and delivery
reliability. We explained these results from the following behavior of
the vehicle agents. First, they tend to schedule unattractive jobs
later increasing the probability of combining this job with another
job. Second, they tend to create gaps before unattractive jobs,
possibly reducing empty moves. Third, they tend to pick out only the
most profitable jobs.
MINCSOVICS, GERGELY
Eindhoven University of Technology
P.O. Box 513
5600 MD Eindhoven
g.z.mincsovics@tm.tue.nl
Supervisor
Bertrand/Dellaert
Title
Workload-dependent capacity control
Abstract
The development of job intermediation and the increasing use of
Internet allow companies to carry out quicker and quicker capacity
changes. In many cases capacity adaptation can be driven according to
the present workload. We introduce a set of Markov chain models to
represent workload-dependent capacity control policies. In our analysis
we assume exponential interarrival and service times, although the
model permits extension to phase-type distributions. We present two
analytical approaches to stationary analysis in order to evaluate the
policies due-date performance. One provides an explicit expression of
throughput time distribution, the other is a smart vector iteration
method that calculates the moments of the throughput time. Eventually,
we compare due-date performances, capacity costs, costs of changing
capacity, lost sales and select optimal policies. Our results and tools
can be used by manufacturing and service industries when declaring a
static policy for a dynamic, workload-dependent capacity planning.
TENNEKES, MARTIJN
Department of Mathematics
Maastricht University
P.O. Box 616
6200 MD Maastricht
martijn.tennekes@math.unimaas.nl
Supervisor
Vrieze
Title
Variations on network formation games
Abstract
Network structures play an important role in many fields, e.g. in
sociology and economics.
Individuals are able to share information via the links of these
networks.
In line with Jackson and Wolinksy [2] and Bala and Goyal [1] (among
others) we focus on the formation of these networks.
We model the network formation as a non-cooperative game, which is a
generalization of a game described by Bala and Goyal [1].
Consider a set of players where each player has some information value
on his own. Furthermore, a player has access to another player's
information value if they are connected, directly or indirectly.
The underlying graph is directed.
The links have certain costs.
In a move, a player chooses with whom he contruct links.
Players move sequentially in random order.
The pay-off of a player is defined by the total information value that
he gains minus the total costs of the links he constructs.
Our goal is to find the Nash equilibria of this game. Furthermore, we
want to know if these equilibria can be reached through a succession of
moves and what the corresponding convergence rates are.
Our first result is that we have found examples for which no Nash
equilibria exist.
References
[1] V. Bala and S. Goyal,
A non-cooperative model of network
formation, Econometrica 68 (2000) 1181-1229.
[2] M. O. Jackson and A. Wolinsky,
A Strategic Model of Social and
Economic Networks, Journal of Economic Theory
71 (1996) 44-74.
VERHEIJEN, BAS
Rotterdam School of Management
Erasmus University
P.O. Box 1738
3000 DR Rotterdam
bverheijen@rsm.nl
Supervisors
Kuik and Van Nunen
Title
Transport Costs with Consolidation Effects
Abstract
This presentation deals with transportation costs for products which
that are sharing a capacitated transport resource , such as a trucks
(LTL transport) on a single link. The aim is to understand and explain
transport costs as a function of order quantity. Although actual
transportation tariffs in the market have been described and studied
before, few studies explain the functional form of transport costs and
its dependencies on the environment. A thorough understanding of the
costs for transport enables better judgement on potential benefits and
use of third party logistics providers and gives insight in cost
savings that could potentially be achieved when advanced supplier
vendor arrangements such as Vendor Managed Inventories or Factory Gate
Pricing are used.
Requests for transport services arrive as orders. The time between
order arrivals is stochastic and the size of each order is a stochastic
discrete value. At certain constant intervals, all orders that have
accumulated are dispatched to the customer. The orders are packed into
trucks in an efficient manner and transported, in such a way that the
least number of trucks are used and that orders are not split
unnecessarily. We assume that ultimately, the cost per truck that is
used is constant. These costs consist of a.o. fuel, wear and tear and
wages. As observed in practice, transport costs depend on the
order-quantities. The transport costs for individual orders are derived
by allocating the total costs of transport for a dispatch to individual
orders. Three different allocation methods are studied: the Shapley
value, a semi-proportional allocation and calculation of the expected
additional costs.
The arrival, accumulation and dispatch of orders is simulated using a
discrete event simulation model. The transport costs are subsequently
determined according to the allocation methods. The intensity of order
arrivals and the order-size distribution are varied in the simulation
experiments. The resulting transport cost curves are strictly
increasing in order-size. However, contrary to literature on transport
tariffs, the curves are not concave.
VIEIRA, MANUEL
Delft University of Technology
Mekelweg 4
2628 CD Delft
m.vieira@ewi.tudelft.nl
Supervisor
Roos
Title
Interior Point Methods for symmetric optimization based on
kernel
functions
Abstract
Three symmetric cones are widely used in optimization, namely the
non-negative orthant, the cone of positive semi-definite matrices and
the second order cone. Several authors (Faybusovich, Alizadeh and
Schmieta) claim that is more profitable to direct their attention to
the more general problem of optimization over symmetric cones.
Roos, Bai and Elghami introduced and analyzed new search directions for
Interior point methods for linear optimization. The new search
directions are defined by univariate so-called kernel functions. Our
goal is to extend this work to general symmetric cones in a unified and
unique way.
Following these ideas we decided to generalize this recently developed
interior point methods based on kernel functions (as barrier function)
for linear optimization to the so-called symmetric optimization, in
which the theory of Jordan algebras give us the necessary tools for
this development.
VLASIOU, MARIA
EURANDOM
Eindhoven of Technology
P.O. Box 513
5600 MB Eindhoven
vlasiou@eurandom.tue.nl
Supervisor
Adan
Title
Exact solution to a Lindley-type equation on a bounded support
Abstract
In this talk, we are concerned with a Lindley-type equation arising
from alternating service models and carousel systems. In particular, we
derive the limiting distribution of W = max{0, B-A-W}, where we assume
that A is exponentially distributed and B has a polynomial
distribution. We apply the exact solution for this model in order to
derive approximations of the waiting-time distribution when B is
generally distributed on a finite support. Furthermore, we provide
error bounds for these approximations, and we show some numerical
results.
WEIJ, WEMKE VAN DER
CWI
Kruislaan 413
1090 GB Amsterdam
weij@cwi.nl
Supervisor
Van der Mei
Title
Stability and Throughput in a Two-Node Queueing Network with a
Shared Resource
Abstract
We study stability and throughput in a two-layered queueing network
consisting of two multi-server nodes, where at any time the busy
servers share a common underlying resource in a processor-sharing
fashion. We consider a two-node network with general stationary arrival
processes, general service-time distributions at both queues, arbitrary
numbers of servers at both queues, and multiple
customer classes, each with a class-specific arrival rate and visit
order.
For this model we derive a full characterization of the per-queue
stability and the per-class throughput, in a general parameter setting.
The results reveal that the per-queue stability strongly and throughput
depend on the
βi/ci ratios of both
queues,
where
βi is the mean service time and
ci
is the number of servers at queue
i. Moreover, we obtain
several
interesting and seemingly counter-intuitive results, and provide
explanations for these observations.
As such the results provide new intuition and fundamental insights into
the behavior of queueing networks with this multi-layered structure.