Queueing Networks with Blocking - An Introduction -

Size: px
Start display at page:

Download "Queueing Networks with Blocking - An Introduction -"

Transcription

1 Queueing Networks with Blocking - An Introduction - Jonatha ANSELMI anselmi@elet.polimi.it 5 maggio 006

2 Outline Blocking Blocking Mechanisms (BAS, BBS, RS) Approximate Analysis - MSS

3 Basic Notation We solve closed single class Queueing Network Model (QNM) with K queues Each queue k, k K, has a service time S k, a service rate µ k = /S k and a finite or infinite capacity constraint B k. Population N belongs to {,..., k B k} We denote by n k, k K, the population that may happen at station k. Note that at any time K k= n k = N P = [p i,j ] is the state independent routing matrix. A job, upon completing service at station i goes to station j with probability p i,j We assume that the queue k capacity is infinite iff B k N

4 Blocking QNMs with finite capacity queues and blocking are more realistic models of systems with finite capacity resources (i.e. memories, thread and connection pools, network links, buses,... ) The flow of customers through a queue may be momentarily stopped when another queue in the network reaches its available capacity, i.e. blocking occurs.

5 Problems arisen by blocking () QNMs with blocking do not satisfy product-form, hence we can not run well-known product-form algorithms (MVA, Convolution Algorithm,... ) Exact analysis of QNMs with blocking is based on the definition of the underlying Markov process whose solution has an exponential state space in the number of system components. In theory, steady state probabilities (and, as a consequence, performance indices) can be calculated by solving the global balance equations. In practice, this technique is unfeasible because of the computational complexity.

6 Problems arisen by blocking () Deadlocks may occur: a set of queues is in deadlock when every queue in the set waits for a space becomes available at another queue in the set. However, all servers are blocked and they can never get unblocked because the space required for the change of status of the server will never be available. Solutions: include in the model a mathematical formalization of deadlock (i.e., a strategy to handle deadlocks), or make deadlocks impossible to happen, i.e., assume that for each cycle C, N < k C B k.

7 Outline Blocking Blocking Mechanisms (BAS, BBS, RS) Approximate Analysis - MSS

8 Blocking Mechanisms - BAS Blocking After Service: After a job completion at queue i, if the job attempts to enter to queue j which has reached the capacity constraint B j, then it is forced to wait at i, i.e. queue i is blocked. When a space becomes available at j, the job goes to queue j and service at queue i is resumed. It is possible that (at least) two job attempt to enter a blocked queue. Hence, it is necessary to define the order in which blocked customers will be unblocked (First Blocked First Unblocked) i STOP j n j =B j

9 Blocking Mechanisms - BBS () Blocking Before Service: A job declares its destination queue j before it starts receiving service at queue i. If the job finds node j full, then queue i is blocked. During the process, the job does not change its destination j. STOP i j n j =B j

10 Blocking Mechanisms - BBS () It may happen that the job finds space in queue j but it becomes full prior to service completion at i. Service at station i is interrupted and the queue is blocked. It is assumed that the amount of service the job has received is lost, i.e. a new service starts. STOP i j n j =B j

11 Blocking Mechanisms - BBS (3) Depending on whether or not the server space can be used to hold a job when the server is blocked, BBS is classified into two subcategories: BBS-SO (server occupied): the center k space can be used to hold job when k is blocked BBS-SNO (server not occupied): the center k space can not be used to hold job when k is blocked. it is not well defined for QNMs with arbitrary topologies it is applicable when only when a center with a finite capacity has only one upstream center with finite capacity feeding it

12 Blocking Mechanisms - BBS (4) BBS-O (Overall Blocking Before Service) If a center j becomes full, it causes all its upstream centers to be blocked, regardless of the destinations of job currently receiving service at each upstream center. The server space can be used to hold the blocked customer In each upstream center, service is resumed as soon as a departure happens from j.

13 Blocking Mechanisms - RS () Repetitive Service Blocking After a job completion at queue i, if the job attempts to enter to queue j which has reached the capacity constraint B j, then it starts a new and independent service at i (according to center i discipline). n j =B j

14 Blocking Mechanisms - RS () Depending on whether or not a job chooses a different destination or not, RS blocking is classified into two subcategories: RS-RD (random destination): the job chooses its destination randomly every time it completes its service. The choices are independent RS-FD (fixed destination): the job try to enter always to the same destination

15 Outline Blocking Blocking Mechanisms (BAS, BBS, RS) Approximate Analysis - MSS

16 Approximate analysis Why approximate? Exact analysis of QNM with blocking is based on the definition of the underlying Markov process whose solution has an exponential space ant time computational complexity in the number of system components (i.e. N and K). Approximate analysis reduces computational complexity but introduces solution errors. How do we assess the accuracy of an approximate method? if the QNM state space is small, i.e. if N and K are small, then we compare approximation with exact results (solving global balance equations associated to the underlying Markov process), otherwise, evaluate the approximation with respect to simulation results

17 Matching State Space - MSS () The algorithm approximates the throughput of a network with BAS blocking and exponential service times. The basic idea is to approximate a network with blocking with an other one satisfying product-form which has a different population. Assumption: two networks with nearly the same state space cardinality have similar throughputs The approximated network has the same parameters but population (N ), which is chosen to approximately match the state space cardinality of the underlying Markov chain (Z BLO ).

18 Matching State Space - MSS () Recall that for closed product-form QNMs, the following binomial coefficient formula holds ( ) N + K Z PF (N) = K Which means, the number of possible ways to distribute N jobs into K stations.

19 MSS - Assumptions Each station has a single server (the multiple server case is also possible) and an exponential service time with mean value /µ k, k K. Population N < K k= B k In order to avoid deadlocks, the algorithm also assumes that for each cycle C, N < k C B k

20 MSS - The algorithm Let A be a QNM with BAS blocking with N customers and K service centers.. Calculate Z BLO, i.e. the state space cardinality of A. Find the population N such that argmin N Z BLO (N) Z PF (N ), where ( Z PF (N N ) = + K K 3. Solve a new QNM A with population N running a well-known product-form algorithm (e.g., MVA) The approximate QNM A has N customers and no capacity constraints. )

21 MSS - Two Stations Networks () For two-station networks (i.e. K = ): The State-space has a monodimensional structure the binomial coefficient formula is simplified to Z PF = N + the state space of the network with blocking is Z BLO = min{b +, N} + min{b +, N} N +,

22 MSS - Two Stations Example Example A Tandem Network (cyclic): N = 5, K =, B = 3, B = 4 Z BLO = 5 Z PF = N + argmin N Z BLO (5) Z PF (N ) = 4 Now, we solve the original network using the MVA and the population N For two-stations network, we have N = Z BLO = min{b +, N} + min{b +, N} N

23 MSS - Two Stations Networks () Theorem The state space of a two station closed blocking queueing network with N total number of jobs is isomorphic to the state space of a two station closed nonblocking queueing network with appropriate total number of jobs N. The Markov processes describing the evolution of both networks have the same behavior providing that the throughputs of both networks are exactly equal: X PF (N ) = X BLO (N)

24 MSS - Multiple Stations Networks () In multiple station networks cases (K > ), the state space of a blocking network in general is not isomorphic to the state space of a nonblocking network has a (K )-dimensional structure Example Tandem Network (cyclic): N = 6, K = 3, B i = +, i 3 / / / 3

25 Markov Chain of Example 6,0,0 5,,0 3 5,0, 3 3 4,,0 4,, 4,0, ,3,0 3,, 3,, 3,0, ,4,0,3,,,,,3,0, ,5,0,4,,3,,,3,,4,0, ,6,0 0,5, 0,4, 0,3,3 0,,4 0,,5 3 0,0,6 Number of states Z PF = 8

26 MSS - Multiple Stations Networks () With respect to Example, assume the following capacities: B = 3, B =, B 3 = How do we get the number of feasible states Z BLO? 4,,0 * 4,, * 4,0, * * ,3,0 3,, 3,, 3,0,3 * *,3,,, 3 3 *,3,,,3,,3 * * 3 0,3,3 * Ghraphically, Z BLO = 3

27 MSS - State Space Cardinality Since, in general, N and K can be very large we cannot draw the state space, eliminate the non-feasible states or count the total number of feasible states and their immediate neighbors as blocking states in an efficient way. Hence, Z BLO is calculated as the last component Z BLO (N) of the following vector where, Z BLO = Z Z Z K is the convolution operation (Recall that if C = A B, we have C(n) = P n i= A(i) B(n i)) Z i, i K, is the vector [z i (0), z i (),, z i (N)] with { k = 0,,,..., Bi + z i (n) = 0 otherwise During the computation of Z BLO, each intermediate vector (i.e. the result of Z i Z i+ ) is a (N+)-vector

28 MSS - State Space Cardinality An Example Assuming N = 6 and B = 3, B =, B 3 =, we have Z BLO = = = Z BLO (6) = 3 is the state space cardinality of the network with blocking

29 MSS - Experimental Results Since exact analysis is expensive, the algorithm has been validated by comparing numerical results with simulation (using the RESQ package) The number of jobs is varied from 5 to 00 The number of stations is varied from 3 to 8 (the number of servers is varied from to 8) Throughout a sample of 00 networks: no model with instabilities the fewer the jobs in the QNMs with finite capacity constraints, the less the chance for blocking the throughput does not increase with the number of the network most of the deviations for the throughput values are below 3%

30 References Simonetta Balsamo, Raif O. Onvural, Vittoria De Nitto Persone, Analysis of Queueing Networks with Blocking, Kluwer Academic Publishers, Norwell, MA, 00 S. Balsamo, Closed queueing networks with finite capacity queues: approximate analysis, in Proceedings of the 4th European Simulation Multiconference on Simulation and Modelling, SCS Europe, 000, pp I. F. Akyildiz, Product Form Approximations for Queueing Networks with Multiple Servers and Blocking, IEEE Trans. Comput., volume 38, number, 989, 4 I. F. Akyildiz, On the exact and approximate throughput analysis of closed queueing networks with blocking, IEEE Trans. Software Eng., vol. SE-4, pp. 6-7, Jan. 988

QNAT. A Graphical Queuing Network Analysis Tool for General Open and Closed Queuing Networks. Sanjay K. Bose

QNAT. A Graphical Queuing Network Analysis Tool for General Open and Closed Queuing Networks. Sanjay K. Bose QNAT A Graphical Queuing Network Analysis Tool for General Open and Closed Queuing Networks Sanjay K. Bose QNAT developed at - Dept. Elect. Engg., I.I.T., Kanpur, INDIA by - Sanjay K. Bose skb@ieee.org

More information

Basic Queuing Relationships

Basic Queuing Relationships Queueing Theory Basic Queuing Relationships Resident items Waiting items Residence time Single server Utilisation System Utilisation Little s formulae are the most important equation in queuing theory

More information

Load Balancing and Switch Scheduling

Load Balancing and Switch Scheduling EE384Y Project Final Report Load Balancing and Switch Scheduling Xiangheng Liu Department of Electrical Engineering Stanford University, Stanford CA 94305 Email: liuxh@systems.stanford.edu Abstract Load

More information

UNIT 2 QUEUING THEORY

UNIT 2 QUEUING THEORY UNIT 2 QUEUING THEORY LESSON 24 Learning Objective: Apply formulae to find solution that will predict the behaviour of the single server model II. Apply formulae to find solution that will predict the

More information

CALL CENTER PERFORMANCE EVALUATION USING QUEUEING NETWORK AND SIMULATION

CALL CENTER PERFORMANCE EVALUATION USING QUEUEING NETWORK AND SIMULATION CALL CENTER PERFORMANCE EVALUATION USING QUEUEING NETWORK AND SIMULATION MA 597 Assignment K.Anjaneyulu, Roll no: 06212303 1. Introduction A call center may be defined as a service unit where a group of

More information

WHERE DOES THE 10% CONDITION COME FROM?

WHERE DOES THE 10% CONDITION COME FROM? 1 WHERE DOES THE 10% CONDITION COME FROM? The text has mentioned The 10% Condition (at least) twice so far: p. 407 Bernoulli trials must be independent. If that assumption is violated, it is still okay

More information

STABILITY OF LU-KUMAR NETWORKS UNDER LONGEST-QUEUE AND LONGEST-DOMINATING-QUEUE SCHEDULING

STABILITY OF LU-KUMAR NETWORKS UNDER LONGEST-QUEUE AND LONGEST-DOMINATING-QUEUE SCHEDULING Applied Probability Trust (28 December 2012) STABILITY OF LU-KUMAR NETWORKS UNDER LONGEST-QUEUE AND LONGEST-DOMINATING-QUEUE SCHEDULING RAMTIN PEDARSANI and JEAN WALRAND, University of California, Berkeley

More information

Supplement to Call Centers with Delay Information: Models and Insights

Supplement to Call Centers with Delay Information: Models and Insights Supplement to Call Centers with Delay Information: Models and Insights Oualid Jouini 1 Zeynep Akşin 2 Yves Dallery 1 1 Laboratoire Genie Industriel, Ecole Centrale Paris, Grande Voie des Vignes, 92290

More information

Formal Languages and Automata Theory - Regular Expressions and Finite Automata -

Formal Languages and Automata Theory - Regular Expressions and Finite Automata - Formal Languages and Automata Theory - Regular Expressions and Finite Automata - Samarjit Chakraborty Computer Engineering and Networks Laboratory Swiss Federal Institute of Technology (ETH) Zürich March

More information

Modeling and Performance Evaluation of Computer Systems Security Operation 1

Modeling and Performance Evaluation of Computer Systems Security Operation 1 Modeling and Performance Evaluation of Computer Systems Security Operation 1 D. Guster 2 St.Cloud State University 3 N.K. Krivulin 4 St.Petersburg State University 5 Abstract A model of computer system

More information

Math 202-0 Quizzes Winter 2009

Math 202-0 Quizzes Winter 2009 Quiz : Basic Probability Ten Scrabble tiles are placed in a bag Four of the tiles have the letter printed on them, and there are two tiles each with the letters B, C and D on them (a) Suppose one tile

More information

MATH 10: Elementary Statistics and Probability Chapter 5: Continuous Random Variables

MATH 10: Elementary Statistics and Probability Chapter 5: Continuous Random Variables MATH 10: Elementary Statistics and Probability Chapter 5: Continuous Random Variables Tony Pourmohamad Department of Mathematics De Anza College Spring 2015 Objectives By the end of this set of slides,

More information

Chapter 4. Probability and Probability Distributions

Chapter 4. Probability and Probability Distributions Chapter 4. robability and robability Distributions Importance of Knowing robability To know whether a sample is not identical to the population from which it was selected, it is necessary to assess the

More information

Continued Fractions and the Euclidean Algorithm

Continued Fractions and the Euclidean Algorithm Continued Fractions and the Euclidean Algorithm Lecture notes prepared for MATH 326, Spring 997 Department of Mathematics and Statistics University at Albany William F Hammond Table of Contents Introduction

More information

a 11 x 1 + a 12 x 2 + + a 1n x n = b 1 a 21 x 1 + a 22 x 2 + + a 2n x n = b 2.

a 11 x 1 + a 12 x 2 + + a 1n x n = b 1 a 21 x 1 + a 22 x 2 + + a 2n x n = b 2. Chapter 1 LINEAR EQUATIONS 1.1 Introduction to linear equations A linear equation in n unknowns x 1, x,, x n is an equation of the form a 1 x 1 + a x + + a n x n = b, where a 1, a,..., a n, b are given

More information

6.207/14.15: Networks Lecture 15: Repeated Games and Cooperation

6.207/14.15: Networks Lecture 15: Repeated Games and Cooperation 6.207/14.15: Networks Lecture 15: Repeated Games and Cooperation Daron Acemoglu and Asu Ozdaglar MIT November 2, 2009 1 Introduction Outline The problem of cooperation Finitely-repeated prisoner s dilemma

More information

Practice Problems for Homework #6. Normal distribution and Central Limit Theorem.

Practice Problems for Homework #6. Normal distribution and Central Limit Theorem. Practice Problems for Homework #6. Normal distribution and Central Limit Theorem. 1. Read Section 3.4.6 about the Normal distribution and Section 4.7 about the Central Limit Theorem. 2. Solve the practice

More information

The Binomial Probability Distribution

The Binomial Probability Distribution The Binomial Probability Distribution MATH 130, Elements of Statistics I J. Robert Buchanan Department of Mathematics Fall 2015 Objectives After this lesson we will be able to: determine whether a probability

More information

What is Linear Programming?

What is Linear Programming? Chapter 1 What is Linear Programming? An optimization problem usually has three essential ingredients: a variable vector x consisting of a set of unknowns to be determined, an objective function of x to

More information

I. GROUPS: BASIC DEFINITIONS AND EXAMPLES

I. GROUPS: BASIC DEFINITIONS AND EXAMPLES I GROUPS: BASIC DEFINITIONS AND EXAMPLES Definition 1: An operation on a set G is a function : G G G Definition 2: A group is a set G which is equipped with an operation and a special element e G, called

More information

Pull versus Push Mechanism in Large Distributed Networks: Closed Form Results

Pull versus Push Mechanism in Large Distributed Networks: Closed Form Results Pull versus Push Mechanism in Large Distributed Networks: Closed Form Results Wouter Minnebo, Benny Van Houdt Dept. Mathematics and Computer Science University of Antwerp - iminds Antwerp, Belgium Wouter

More information

Performance Evaluation at the Software Architecture Level

Performance Evaluation at the Software Architecture Level Performance Evaluation at the Software Architecture Level Simonetta Balsamo, Marco Bernardo 2, and Marta Simeoni Università Ca Foscari di Venezia Dipartimento di Informatica Via Torino 55, 3072 Mestre,

More information

Numerical Methods for Option Pricing

Numerical Methods for Option Pricing Chapter 9 Numerical Methods for Option Pricing Equation (8.26) provides a way to evaluate option prices. For some simple options, such as the European call and put options, one can integrate (8.26) directly

More information

Hydrodynamic Limits of Randomized Load Balancing Networks

Hydrodynamic Limits of Randomized Load Balancing Networks Hydrodynamic Limits of Randomized Load Balancing Networks Kavita Ramanan and Mohammadreza Aghajani Brown University Stochastic Networks and Stochastic Geometry a conference in honour of François Baccelli

More information

Queueing Networks. Page n. Queueing Networks

Queueing Networks. Page n. Queueing Networks Queueing Networks Simonetta Balsamo, Andrea Marin Università Ca Foscari di Venezia Dipartimento di Informatica, Venezia, Italy School on Formal Methods 2007: Performance Evaluation Bertinoro, 28/5/2007

More information

Tenth Problem Assignment

Tenth Problem Assignment EECS 40 Due on April 6, 007 PROBLEM (8 points) Dave is taking a multiple-choice exam. You may assume that the number of questions is infinite. Simultaneously, but independently, his conscious and subconscious

More information

Point and Interval Estimates

Point and Interval Estimates Point and Interval Estimates Suppose we want to estimate a parameter, such as p or µ, based on a finite sample of data. There are two main methods: 1. Point estimate: Summarize the sample by a single number

More information

Outsourcing Prioritized Warranty Repairs

Outsourcing Prioritized Warranty Repairs Outsourcing Prioritized Warranty Repairs Peter S. Buczkowski University of North Carolina at Chapel Hill Department of Statistics and Operations Research Mark E. Hartmann University of North Carolina at

More information

SPARE PARTS INVENTORY SYSTEMS UNDER AN INCREASING FAILURE RATE DEMAND INTERVAL DISTRIBUTION

SPARE PARTS INVENTORY SYSTEMS UNDER AN INCREASING FAILURE RATE DEMAND INTERVAL DISTRIBUTION SPARE PARS INVENORY SYSEMS UNDER AN INCREASING FAILURE RAE DEMAND INERVAL DISRIBUION Safa Saidane 1, M. Zied Babai 2, M. Salah Aguir 3, Ouajdi Korbaa 4 1 National School of Computer Sciences (unisia),

More information

Math 115 Spring 2011 Written Homework 5 Solutions

Math 115 Spring 2011 Written Homework 5 Solutions . Evaluate each series. a) 4 7 0... 55 Math 5 Spring 0 Written Homework 5 Solutions Solution: We note that the associated sequence, 4, 7, 0,..., 55 appears to be an arithmetic sequence. If the sequence

More information

CS556 Course Project Performance Analysis of M-NET using GSPN

CS556 Course Project Performance Analysis of M-NET using GSPN Performance Analysis of M-NET using GSPN CS6 Course Project Jinchun Xia Jul 9 CS6 Course Project Performance Analysis of M-NET using GSPN Jinchun Xia. Introduction Performance is a crucial factor in software

More information

LECTURE 5: DUALITY AND SENSITIVITY ANALYSIS. 1. Dual linear program 2. Duality theory 3. Sensitivity analysis 4. Dual simplex method

LECTURE 5: DUALITY AND SENSITIVITY ANALYSIS. 1. Dual linear program 2. Duality theory 3. Sensitivity analysis 4. Dual simplex method LECTURE 5: DUALITY AND SENSITIVITY ANALYSIS 1. Dual linear program 2. Duality theory 3. Sensitivity analysis 4. Dual simplex method Introduction to dual linear program Given a constraint matrix A, right

More information

M/M/1 and M/M/m Queueing Systems

M/M/1 and M/M/m Queueing Systems M/M/ and M/M/m Queueing Systems M. Veeraraghavan; March 20, 2004. Preliminaries. Kendall s notation: G/G/n/k queue G: General - can be any distribution. First letter: Arrival process; M: memoryless - exponential

More information

On the mathematical theory of splitting and Russian roulette

On the mathematical theory of splitting and Russian roulette On the mathematical theory of splitting and Russian roulette techniques St.Petersburg State University, Russia 1. Introduction Splitting is an universal and potentially very powerful technique for increasing

More information

Network Design Performance Evaluation, and Simulation #6

Network Design Performance Evaluation, and Simulation #6 Network Design Performance Evaluation, and Simulation #6 1 Network Design Problem Goal Given QoS metric, e.g., Average delay Loss probability Characterization of the traffic, e.g., Average interarrival

More information

Load Balancing with Migration Penalties

Load Balancing with Migration Penalties Load Balancing with Migration Penalties Vivek F Farias, Ciamac C Moallemi, and Balaji Prabhakar Electrical Engineering, Stanford University, Stanford, CA 9435, USA Emails: {vivekf,ciamac,balaji}@stanfordedu

More information

Solution of Linear Systems

Solution of Linear Systems Chapter 3 Solution of Linear Systems In this chapter we study algorithms for possibly the most commonly occurring problem in scientific computing, the solution of linear systems of equations. We start

More information

Optimal shift scheduling with a global service level constraint

Optimal shift scheduling with a global service level constraint Optimal shift scheduling with a global service level constraint Ger Koole & Erik van der Sluis Vrije Universiteit Division of Mathematics and Computer Science De Boelelaan 1081a, 1081 HV Amsterdam The

More information

The Analysis of Dynamical Queueing Systems (Background)

The Analysis of Dynamical Queueing Systems (Background) The Analysis of Dynamical Queueing Systems (Background) Technological innovations are creating new types of communication systems. During the 20 th century, we saw the evolution of electronic communication

More information

Single item inventory control under periodic review and a minimum order quantity

Single item inventory control under periodic review and a minimum order quantity Single item inventory control under periodic review and a minimum order quantity G. P. Kiesmüller, A.G. de Kok, S. Dabia Faculty of Technology Management, Technische Universiteit Eindhoven, P.O. Box 513,

More information

How To Predict Performance From A Network Model In Unminer (Uml)

How To Predict Performance From A Network Model In Unminer (Uml) Performance Evaluation of UML Software Architectures with Multiclass Queueing Network Models Simonetta Balsamo Moreno Marzolla Dipartimento di Informatica, Università Ca Foscari di Venezia via Torino 155

More information

OPTIMIZED PERFORMANCE EVALUATIONS OF CLOUD COMPUTING SERVERS

OPTIMIZED PERFORMANCE EVALUATIONS OF CLOUD COMPUTING SERVERS OPTIMIZED PERFORMANCE EVALUATIONS OF CLOUD COMPUTING SERVERS K. Sarathkumar Computer Science Department, Saveetha School of Engineering Saveetha University, Chennai Abstract: The Cloud computing is one

More information

Performance Analysis of a Telephone System with both Patient and Impatient Customers

Performance Analysis of a Telephone System with both Patient and Impatient Customers Performance Analysis of a Telephone System with both Patient and Impatient Customers Yiqiang Quennel Zhao Department of Mathematics and Statistics University of Winnipeg Winnipeg, Manitoba Canada R3B 2E9

More information

How To Balance In A Distributed System

How To Balance In A Distributed System 6 IEEE TRANSACTIONS ON PARALLEL AND DISTRIBUTED SYSTEMS, VOL. 11, NO. 1, JANUARY 2000 How Useful Is Old Information? Michael Mitzenmacher AbstractÐWe consider the problem of load balancing in dynamic distributed

More information

IEOR 6711: Stochastic Models, I Fall 2012, Professor Whitt, Final Exam SOLUTIONS

IEOR 6711: Stochastic Models, I Fall 2012, Professor Whitt, Final Exam SOLUTIONS IEOR 6711: Stochastic Models, I Fall 2012, Professor Whitt, Final Exam SOLUTIONS There are four questions, each with several parts. 1. Customers Coming to an Automatic Teller Machine (ATM) (30 points)

More information

Network (Tree) Topology Inference Based on Prüfer Sequence

Network (Tree) Topology Inference Based on Prüfer Sequence Network (Tree) Topology Inference Based on Prüfer Sequence C. Vanniarajan and Kamala Krithivasan Department of Computer Science and Engineering Indian Institute of Technology Madras Chennai 600036 vanniarajanc@hcl.in,

More information

Linear Programming. March 14, 2014

Linear Programming. March 14, 2014 Linear Programming March 1, 01 Parts of this introduction to linear programming were adapted from Chapter 9 of Introduction to Algorithms, Second Edition, by Cormen, Leiserson, Rivest and Stein [1]. 1

More information

Structure Preserving Model Reduction for Logistic Networks

Structure Preserving Model Reduction for Logistic Networks Structure Preserving Model Reduction for Logistic Networks Fabian Wirth Institute of Mathematics University of Würzburg Workshop on Stochastic Models of Manufacturing Systems Einhoven, June 24 25, 2010.

More information

4 The M/M/1 queue. 4.1 Time-dependent behaviour

4 The M/M/1 queue. 4.1 Time-dependent behaviour 4 The M/M/1 queue In this chapter we will analyze the model with exponential interarrival times with mean 1/λ, exponential service times with mean 1/µ and a single server. Customers are served in order

More information

EFFICIENT KNOWLEDGE BASE MANAGEMENT IN DCSP

EFFICIENT KNOWLEDGE BASE MANAGEMENT IN DCSP EFFICIENT KNOWLEDGE BASE MANAGEMENT IN DCSP Hong Jiang Mathematics & Computer Science Department, Benedict College, USA jiangh@benedict.edu ABSTRACT DCSP (Distributed Constraint Satisfaction Problem) has

More information

Change Management in Enterprise IT Systems: Process Modeling and Capacity-optimal Scheduling

Change Management in Enterprise IT Systems: Process Modeling and Capacity-optimal Scheduling Change Management in Enterprise IT Systems: Process Modeling and Capacity-optimal Scheduling Praveen K. Muthusamy, Koushik Kar, Sambit Sahu, Prashant Pradhan and Saswati Sarkar Rensselaer Polytechnic Institute

More information

Lecture 22: November 10

Lecture 22: November 10 CS271 Randomness & Computation Fall 2011 Lecture 22: November 10 Lecturer: Alistair Sinclair Based on scribe notes by Rafael Frongillo Disclaimer: These notes have not been subjected to the usual scrutiny

More information

Introduction to Scheduling Theory

Introduction to Scheduling Theory Introduction to Scheduling Theory Arnaud Legrand Laboratoire Informatique et Distribution IMAG CNRS, France arnaud.legrand@imag.fr November 8, 2004 1/ 26 Outline 1 Task graphs from outer space 2 Scheduling

More information

6.4 Normal Distribution

6.4 Normal Distribution Contents 6.4 Normal Distribution....................... 381 6.4.1 Characteristics of the Normal Distribution....... 381 6.4.2 The Standardized Normal Distribution......... 385 6.4.3 Meaning of Areas under

More information

Dimensioning an inbound call center using constraint programming

Dimensioning an inbound call center using constraint programming Dimensioning an inbound call center using constraint programming Cyril Canon 1,2, Jean-Charles Billaut 2, and Jean-Louis Bouquard 2 1 Vitalicom, 643 avenue du grain d or, 41350 Vineuil, France ccanon@fr.snt.com

More information

Analysis of a Production/Inventory System with Multiple Retailers

Analysis of a Production/Inventory System with Multiple Retailers Analysis of a Production/Inventory System with Multiple Retailers Ann M. Noblesse 1, Robert N. Boute 1,2, Marc R. Lambrecht 1, Benny Van Houdt 3 1 Research Center for Operations Management, University

More information

CONDITIONAL, PARTIAL AND RANK CORRELATION FOR THE ELLIPTICAL COPULA; DEPENDENCE MODELLING IN UNCERTAINTY ANALYSIS

CONDITIONAL, PARTIAL AND RANK CORRELATION FOR THE ELLIPTICAL COPULA; DEPENDENCE MODELLING IN UNCERTAINTY ANALYSIS CONDITIONAL, PARTIAL AND RANK CORRELATION FOR THE ELLIPTICAL COPULA; DEPENDENCE MODELLING IN UNCERTAINTY ANALYSIS D. Kurowicka, R.M. Cooke Delft University of Technology, Mekelweg 4, 68CD Delft, Netherlands

More information

A simple analysis of the TV game WHO WANTS TO BE A MILLIONAIRE? R

A simple analysis of the TV game WHO WANTS TO BE A MILLIONAIRE? R A simple analysis of the TV game WHO WANTS TO BE A MILLIONAIRE? R Federico Perea Justo Puerto MaMaEuSch Management Mathematics for European Schools 94342 - CP - 1-2001 - DE - COMENIUS - C21 University

More information

5.1 Radical Notation and Rational Exponents

5.1 Radical Notation and Rational Exponents Section 5.1 Radical Notation and Rational Exponents 1 5.1 Radical Notation and Rational Exponents We now review how exponents can be used to describe not only powers (such as 5 2 and 2 3 ), but also roots

More information

On Admission Control Policy for Multi-tasking Live-chat Service Agents Research-in-progress Paper

On Admission Control Policy for Multi-tasking Live-chat Service Agents Research-in-progress Paper On Admission Control Policy for Multi-tasking Live-chat Service Agents Research-in-progress Paper Paulo Goes Dept. of Management Information Systems Eller College of Management, The University of Arizona,

More information

1 Review of Least Squares Solutions to Overdetermined Systems

1 Review of Least Squares Solutions to Overdetermined Systems cs4: introduction to numerical analysis /9/0 Lecture 7: Rectangular Systems and Numerical Integration Instructor: Professor Amos Ron Scribes: Mark Cowlishaw, Nathanael Fillmore Review of Least Squares

More information

OPTIMAL DESIGN OF DISTRIBUTED SENSOR NETWORKS FOR FIELD RECONSTRUCTION

OPTIMAL DESIGN OF DISTRIBUTED SENSOR NETWORKS FOR FIELD RECONSTRUCTION OPTIMAL DESIGN OF DISTRIBUTED SENSOR NETWORKS FOR FIELD RECONSTRUCTION Sérgio Pequito, Stephen Kruzick, Soummya Kar, José M. F. Moura, A. Pedro Aguiar Department of Electrical and Computer Engineering

More information

5/31/2013. 6.1 Normal Distributions. Normal Distributions. Chapter 6. Distribution. The Normal Distribution. Outline. Objectives.

5/31/2013. 6.1 Normal Distributions. Normal Distributions. Chapter 6. Distribution. The Normal Distribution. Outline. Objectives. The Normal Distribution C H 6A P T E R The Normal Distribution Outline 6 1 6 2 Applications of the Normal Distribution 6 3 The Central Limit Theorem 6 4 The Normal Approximation to the Binomial Distribution

More information

INTEGRATED OPTIMIZATION OF SAFETY STOCK

INTEGRATED OPTIMIZATION OF SAFETY STOCK INTEGRATED OPTIMIZATION OF SAFETY STOCK AND TRANSPORTATION CAPACITY Horst Tempelmeier Department of Production Management University of Cologne Albertus-Magnus-Platz D-50932 Koeln, Germany http://www.spw.uni-koeln.de/

More information

Master s Theory Exam Spring 2006

Master s Theory Exam Spring 2006 Spring 2006 This exam contains 7 questions. You should attempt them all. Each question is divided into parts to help lead you through the material. You should attempt to complete as much of each problem

More information

5.1 Identifying the Target Parameter

5.1 Identifying the Target Parameter University of California, Davis Department of Statistics Summer Session II Statistics 13 August 20, 2012 Date of latest update: August 20 Lecture 5: Estimation with Confidence intervals 5.1 Identifying

More information

Wireless Sensor Networks Coverage Optimization based on Improved AFSA Algorithm

Wireless Sensor Networks Coverage Optimization based on Improved AFSA Algorithm , pp. 99-108 http://dx.doi.org/10.1457/ijfgcn.015.8.1.11 Wireless Sensor Networks Coverage Optimization based on Improved AFSA Algorithm Wang DaWei and Wang Changliang Zhejiang Industry Polytechnic College

More information

Queuing Theory. Long Term Averages. Assumptions. Interesting Values. Queuing Model

Queuing Theory. Long Term Averages. Assumptions. Interesting Values. Queuing Model Queuing Theory Queuing Theory Queuing theory is the mathematics of waiting lines. It is extremely useful in predicting and evaluating system performance. Queuing theory has been used for operations research.

More information

Alabama Department of Postsecondary Education

Alabama Department of Postsecondary Education Date Adopted 1998 Dates reviewed 2007, 2011, 2013 Dates revised 2004, 2008, 2011, 2013, 2015 Alabama Department of Postsecondary Education Representing Alabama s Public Two-Year College System Jefferson

More information

Random access protocols for channel access. Markov chains and their stability. Laurent Massoulié.

Random access protocols for channel access. Markov chains and their stability. Laurent Massoulié. Random access protocols for channel access Markov chains and their stability laurent.massoulie@inria.fr Aloha: the first random access protocol for channel access [Abramson, Hawaii 70] Goal: allow machines

More information

Exponential Approximation of Multi-Skill Call Centers Architecture

Exponential Approximation of Multi-Skill Call Centers Architecture Exponential Approximation of Multi-Skill Call Centers Architecture Ger Koole and Jérôme Talim Vrije Universiteit - Division of Mathematics and Computer Science De Boelelaan 1081 a - 1081 HV Amsterdam -

More information

USING SPECTRAL RADIUS RATIO FOR NODE DEGREE TO ANALYZE THE EVOLUTION OF SCALE- FREE NETWORKS AND SMALL-WORLD NETWORKS

USING SPECTRAL RADIUS RATIO FOR NODE DEGREE TO ANALYZE THE EVOLUTION OF SCALE- FREE NETWORKS AND SMALL-WORLD NETWORKS USING SPECTRAL RADIUS RATIO FOR NODE DEGREE TO ANALYZE THE EVOLUTION OF SCALE- FREE NETWORKS AND SMALL-WORLD NETWORKS Natarajan Meghanathan Jackson State University, 1400 Lynch St, Jackson, MS, USA natarajan.meghanathan@jsums.edu

More information

Optimal Dynamic Resource Allocation in Multi-Class Queueing Networks

Optimal Dynamic Resource Allocation in Multi-Class Queueing Networks Imperial College London Department of Computing Optimal Dynamic Resource Allocation in Multi-Class Queueing Networks MEng Individual Project Report Diagoras Nicolaides Supervisor: Dr William Knottenbelt

More information

Chapter 5: Normal Probability Distributions - Solutions

Chapter 5: Normal Probability Distributions - Solutions Chapter 5: Normal Probability Distributions - Solutions Note: All areas and z-scores are approximate. Your answers may vary slightly. 5.2 Normal Distributions: Finding Probabilities If you are given that

More information

Handout #1: Mathematical Reasoning

Handout #1: Mathematical Reasoning Math 101 Rumbos Spring 2010 1 Handout #1: Mathematical Reasoning 1 Propositional Logic A proposition is a mathematical statement that it is either true or false; that is, a statement whose certainty or

More information

FEGYVERNEKI SÁNDOR, PROBABILITY THEORY AND MATHEmATICAL

FEGYVERNEKI SÁNDOR, PROBABILITY THEORY AND MATHEmATICAL FEGYVERNEKI SÁNDOR, PROBABILITY THEORY AND MATHEmATICAL STATIsTICs 4 IV. RANDOm VECTORs 1. JOINTLY DIsTRIBUTED RANDOm VARIABLEs If are two rom variables defined on the same sample space we define the joint

More information

Math 461 Fall 2006 Test 2 Solutions

Math 461 Fall 2006 Test 2 Solutions Math 461 Fall 2006 Test 2 Solutions Total points: 100. Do all questions. Explain all answers. No notes, books, or electronic devices. 1. [105+5 points] Assume X Exponential(λ). Justify the following two

More information

CMSC 858T: Randomized Algorithms Spring 2003 Handout 8: The Local Lemma

CMSC 858T: Randomized Algorithms Spring 2003 Handout 8: The Local Lemma CMSC 858T: Randomized Algorithms Spring 2003 Handout 8: The Local Lemma Please Note: The references at the end are given for extra reading if you are interested in exploring these ideas further. You are

More information

Systems of Linear Equations

Systems of Linear Equations Systems of Linear Equations Beifang Chen Systems of linear equations Linear systems A linear equation in variables x, x,, x n is an equation of the form a x + a x + + a n x n = b, where a, a,, a n and

More information

Applied Algorithm Design Lecture 5

Applied Algorithm Design Lecture 5 Applied Algorithm Design Lecture 5 Pietro Michiardi Eurecom Pietro Michiardi (Eurecom) Applied Algorithm Design Lecture 5 1 / 86 Approximation Algorithms Pietro Michiardi (Eurecom) Applied Algorithm Design

More information

A QUEUEING-INVENTORY SYSTEM WITH DEFECTIVE ITEMS AND POISSON DEMAND. bhaji@usc.edu

A QUEUEING-INVENTORY SYSTEM WITH DEFECTIVE ITEMS AND POISSON DEMAND. bhaji@usc.edu A QUEUEING-INVENTORY SYSTEM WITH DEFECTIVE ITEMS AND POISSON DEMAND Rasoul Hai 1, Babak Hai 1 Industrial Engineering Department, Sharif University of Technology, +98-1-66165708, hai@sharif.edu Industrial

More information

Bounding of Performance Measures for Threshold-Based Queuing Systems: Theory and Application to Dynamic Resource Management in Video-on-Demand Servers

Bounding of Performance Measures for Threshold-Based Queuing Systems: Theory and Application to Dynamic Resource Management in Video-on-Demand Servers IEEE TRANSACTIONS ON COMPUTERS, VOL 51, NO 3, MARCH 2002 1 Bounding of Performance Measures for Threshold-Based Queuing Systems: Theory and Application to Dynamic Resource Management in Video-on-Demand

More information

QUEUING THEORY. 1. Introduction

QUEUING THEORY. 1. Introduction QUEUING THEORY RYAN BERRY Abstract. This paper defines the building blocks of and derives basic queuing systems. It begins with a review of some probability theory and then defines processes used to analyze

More information

Video Streaming with Network Coding

Video Streaming with Network Coding Video Streaming with Network Coding Kien Nguyen, Thinh Nguyen, and Sen-Ching Cheung Abstract Recent years have witnessed an explosive growth in multimedia streaming applications over the Internet. Notably,

More information

Web Server Software Architectures

Web Server Software Architectures Web Server Software Architectures Author: Daniel A. Menascé Presenter: Noshaba Bakht Web Site performance and scalability 1.workload characteristics. 2.security mechanisms. 3. Web cluster architectures.

More information

LECTURE 4. Last time: Lecture outline

LECTURE 4. Last time: Lecture outline LECTURE 4 Last time: Types of convergence Weak Law of Large Numbers Strong Law of Large Numbers Asymptotic Equipartition Property Lecture outline Stochastic processes Markov chains Entropy rate Random

More information

CURVE FITTING LEAST SQUARES APPROXIMATION

CURVE FITTING LEAST SQUARES APPROXIMATION CURVE FITTING LEAST SQUARES APPROXIMATION Data analysis and curve fitting: Imagine that we are studying a physical system involving two quantities: x and y Also suppose that we expect a linear relationship

More information

CHAPTER 7 STOCHASTIC ANALYSIS OF MANPOWER LEVELS AFFECTING BUSINESS 7.1 Introduction

CHAPTER 7 STOCHASTIC ANALYSIS OF MANPOWER LEVELS AFFECTING BUSINESS 7.1 Introduction CHAPTER 7 STOCHASTIC ANALYSIS OF MANPOWER LEVELS AFFECTING BUSINESS 7.1 Introduction Consider in this chapter a business organization under fluctuating conditions of availability of manpower and business

More information

Forecasting methods applied to engineering management

Forecasting methods applied to engineering management Forecasting methods applied to engineering management Áron Szász-Gábor Abstract. This paper presents arguments for the usefulness of a simple forecasting application package for sustaining operational

More information

9.2 Summation Notation

9.2 Summation Notation 9. Summation Notation 66 9. Summation Notation In the previous section, we introduced sequences and now we shall present notation and theorems concerning the sum of terms of a sequence. We begin with a

More information

Normal distribution. ) 2 /2σ. 2π σ

Normal distribution. ) 2 /2σ. 2π σ Normal distribution The normal distribution is the most widely known and used of all distributions. Because the normal distribution approximates many natural phenomena so well, it has developed into a

More information

University of Lille I PC first year list of exercises n 7. Review

University of Lille I PC first year list of exercises n 7. Review University of Lille I PC first year list of exercises n 7 Review Exercise Solve the following systems in 4 different ways (by substitution, by the Gauss method, by inverting the matrix of coefficients

More information

CHAPTER 3 CALL CENTER QUEUING MODEL WITH LOGNORMAL SERVICE TIME DISTRIBUTION

CHAPTER 3 CALL CENTER QUEUING MODEL WITH LOGNORMAL SERVICE TIME DISTRIBUTION 31 CHAPTER 3 CALL CENTER QUEUING MODEL WITH LOGNORMAL SERVICE TIME DISTRIBUTION 3.1 INTRODUCTION In this chapter, construction of queuing model with non-exponential service time distribution, performance

More information

A Numerical Study on the Wiretap Network with a Simple Network Topology

A Numerical Study on the Wiretap Network with a Simple Network Topology A Numerical Study on the Wiretap Network with a Simple Network Topology Fan Cheng and Vincent Tan Department of Electrical and Computer Engineering National University of Singapore Mathematical Tools of

More information

Probability and Random Variables. Generation of random variables (r.v.)

Probability and Random Variables. Generation of random variables (r.v.) Probability and Random Variables Method for generating random variables with a specified probability distribution function. Gaussian And Markov Processes Characterization of Stationary Random Process Linearly

More information

Binomial lattice model for stock prices

Binomial lattice model for stock prices Copyright c 2007 by Karl Sigman Binomial lattice model for stock prices Here we model the price of a stock in discrete time by a Markov chain of the recursive form S n+ S n Y n+, n 0, where the {Y i }

More information

Analysis of an Artificial Hormone System (Extended abstract)

Analysis of an Artificial Hormone System (Extended abstract) c 2013. This is the author s version of the work. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purpose or for creating

More information

Risk Management for IT Security: When Theory Meets Practice

Risk Management for IT Security: When Theory Meets Practice Risk Management for IT Security: When Theory Meets Practice Anil Kumar Chorppath Technical University of Munich Munich, Germany Email: anil.chorppath@tum.de Tansu Alpcan The University of Melbourne Melbourne,

More information

U.C. Berkeley CS276: Cryptography Handout 0.1 Luca Trevisan January, 2009. Notes on Algebra

U.C. Berkeley CS276: Cryptography Handout 0.1 Luca Trevisan January, 2009. Notes on Algebra U.C. Berkeley CS276: Cryptography Handout 0.1 Luca Trevisan January, 2009 Notes on Algebra These notes contain as little theory as possible, and most results are stated without proof. Any introductory

More information

Load Balancing Techniques

Load Balancing Techniques Load Balancing Techniques 1 Lecture Outline Following Topics will be discussed Static Load Balancing Dynamic Load Balancing Mapping for load balancing Minimizing Interaction 2 1 Load Balancing Techniques

More information