%% This BibTeX bibliography file was created using BibDesk. %% http://bibdesk.sourceforge.net/ %% Created for meyn at 2011-05-10 10:13:11 -0500 %% Saved with string encoding Unicode (UTF-8) @preamble{"\def\cprime{$'$}"} @incollection{wannegkowshameysha11b, Author = {Wang, G. and Negrete-Pincetic, M. and Kowli, A. and Shafieepoorfard, E. and Meyn, S. and Shanbhag, U.}, Booktitle = {Control and Optimization Theory for Electric Smart Grids}, Date-Added = {2011-05-09 17:32:04 -0500}, Date-Modified = {2011-05-10 10:13:11 -0500}, Editor = {A. Chakrabortty and M. Illic}, Publisher = {Springer}, Title = {Dynamic Competitive Equilibria in Electricity Markets}, Year = {2011}} @article{balhog06, Abstract = {We consider a supply function model of a poolco electricity market where demand varies significantly over a time horizon such as a day and also has a small responsiveness to price. Although there are equilibria yielding prices at peak that are close to Cournot prices, it is known that the wider the range of demand uncertainty the narrower the range of such supply function equilibria. Here we show that such equilibria are also typically unstable and consequently would be difficult to sustain in practice. This strengthens the results of Green and Newbery by ruling out many equilibria that have high prices. We demonstrate this result both theoretically under somewhat restrictive assumptions and also numerically using both a three-firm example system and a five-firm example system having generation capacity constraints. Hence, this reinforces the conclusion that the market outcome is significantly influenced by a requirement that offers into the poolco be consistent over the time horizon. This result contrasts with markets where bids can be changed on an hourly basis, where Cournot prices are possible outcomes. The stability analysis has important policy implications for the design of day-ahead electricity markets. The stability perspective also provides a narrowing of the equilibrium selection that strengthens empirical analysis.}, Affiliation = {The University of Texas at Austin Department of Electrical and Computer Engineering Austin TX 78712 USA Austin TX 78712 USA}, Author = {Baldick, R. and Hogan, W.}, Date-Added = {2011-05-09 13:47:07 -0500}, Date-Modified = {2011-05-09 13:47:07 -0500}, Issn = {0922-680X}, Issue = {2}, Journal = {Journal of Regulatory Economics}, Keyword = {Business and Economics}, Note = {10.1007/s11149-006-0017-2}, Pages = {119-139}, Publisher = {Springer Netherlands}, Title = {Stability of supply function equilibria implications for daily versus hourly bids in a poolco market}, Url = {http://dx.doi.org/10.1007/s11149-006-0017-2}, Volume = {30}, Year = {2006}, Bdsk-Url-1 = {http://dx.doi.org/10.1007/s11149-006-0017-2}} @article{epsbuoeckhensto11, Abstract = {Each stage in the life cycle of coal---extraction, transport, processing, and combustion---generates a waste stream and carries multiple hazards for health and the environment. These costs are external to the coal industry and are thus often considered ``externalities.'' We estimate that the life cycle effects of coal and the waste stream generated are costing the U.S. public a third to over one-half of a trillion dollars annually. Many of these so-called externalities are, moreover, cumulative. Accounting for the damages conservatively doubles to triples the price of electricity from coal per kWh generated, making wind, solar, and other forms of nonfossil fuel power generation, along with investments in efficiency and electricity conservation methods, economically competitive. We focus on Appalachia, though coal is mined in other regions of the United States and is burned throughout the world.}, Author = {Epstein, P. R. and Buonocore, J. J. and Eckerle, K. and Hendryx, M. and Stout III, B. M. and Heinberg, R. and Clapp, R. W. and May, B. and Reinhart, N. L. and Ahern, M. M. and Doshi, S. K. and Glustrom, L.}, Date-Added = {2011-05-09 11:13:16 -0500}, Date-Modified = {2011-05-09 11:13:16 -0500}, Doi = {10.1111/j.1749-6632.2010.05890.x}, Issn = {1749-6632}, Journal = {Annals of the NY Academy of Sciences}, Keywords = {coal, environmental impacts, human and wildlife health consequences, carbon capture and storage, climate change}, Number = {1}, Pages = {73--98}, Publisher = {Blackwell Publishing Inc}, Title = {Full cost accounting for the life cycle of coal}, Url = {http://dx.doi.org/10.1111/j.1749-6632.2010.05890.x}, Volume = {1219}, Year = {2011}, Bdsk-Url-1 = {http://dx.doi.org/10.1111/j.1749-6632.2010.05890.x}} @phdthesis{giabardothesis, Address = {Denmark}, Author = {P.~Giabardo and M.~Zugno}, Date-Added = {2011-05-06 16:11:38 -0500}, Date-Modified = {2011-05-06 16:13:19 -0500}, School = {Technical University of Denmark}, Title = {Competitive Bidding and Stability Analysis in Electricity Markets Using Control Theory}, Year = {2008}} @article{giazugpinmad10, Abstract = { Major recent changes in electricity markets relate to the process for their deregulation, along with increasing participation of renewable (stochastic) generation e.g. wind power. Our general objective is to model how feedback, competition and stochasticity (on the production side) interact in electricity markets, and eventually assess what their effects are on both the participants and the society. For this, day ahead electricity markets are modeled as dynamic closed loop systems, in which the feedback signal is the market price. In parallel, the Cournot competition model is considered. Mixed portfolios with significant share of renewable energy are based on stochastic threshold cost functions. Regarding trading strategies, it is assumed that generators are looking at optimizing their individual profits. The point of view of the society is addressed by analyzing market behavior and stability. The performed simulations show the beneficial effects of employing long term bidding strategies for both generators and society. Sensitivity analyses are performed in order to evaluate the effects of demand elasticity. It is shown that increase in demand elasticity reduces the possibility for the generators to exploit their market power. Furthermore, the results suggest that introduction of wind power generation in the market is beneficial both for the generators and the society.}, Author = {Paolo Giabardo and Marco Zugno and Pierre Pinson and Henrik Madsen}, Date-Added = {2011-05-06 16:11:14 -0500}, Date-Modified = {2011-05-06 16:11:14 -0500}, Doi = {DOI: 10.1016/j.eneco.2009.09.006}, Issn = {0140-9883}, Journal = {Energy Economics}, Keywords = {Optimization}, Number = {2}, Pages = {292 - 301}, Title = {Feedback, competition and stochasticity in a day ahead electricity market}, Url = {http://www.sciencedirect.com/science/article/B6V7G-4X7GMGX-2/2/af0ef7cf28a759cf1b1eb041d8fb9fa2}, Volume = {32}, Year = {2010}, Bdsk-Url-1 = {http://www.sciencedirect.com/science/article/B6V7G-4X7GMGX-2/2/af0ef7cf28a759cf1b1eb041d8fb9fa2}, Bdsk-Url-2 = {http://dx.doi.org/10.1016/j.eneco.2009.09.006}} @techreport{zavani11b, Author = {V. M. Zavala and M. Anitescu}, Date-Added = {2011-05-06 15:47:15 -0500}, Date-Modified = {2011-05-06 15:47:33 -0500}, Institution = {Argonne National Laboratory, Preprint ANL/MCS-P1840-0211}, Title = {Stability and Robustness of Wholesale Electricity Markets}, Year = {2011}} @techreport{zavani11a, Author = {V. M. Zavala and M. Anitescu}, Date-Added = {2011-05-06 15:46:39 -0500}, Date-Modified = {2011-05-06 15:47:01 -0500}, Institution = {Argonne National Laboratory, Preprint ANL/MCS-P1834-0111}, Title = {On the Dynamic Stability of Electricity Markets}, Year = {2011}} @article{johtsi09, Acmid = {1595848}, Address = {Institute for Operations Research and the Management Sciences (INFORMS), Linthicum, Maryland, USA}, Author = {Johari, Ramesh and Tsitsiklis, John N.}, Date-Added = {2011-04-11 21:34:14 -0500}, Date-Modified = {2011-04-11 21:34:14 -0500}, Doi = {10.1287/opre.1080.0638}, Issn = {0030-364X}, Issue = {4}, Journal = OR, Keywords = {bidding/auctions, game/group decisions, networks/graphs, noncooperative, theory, utility/preference}, Month = {July}, Numpages = {17}, Pages = {823--839}, Publisher = {INFORMS}, Title = {Efficiency of Scalar-Parameterized Mechanisms}, Url = {http://portal.acm.org/citation.cfm?id=1595844.1595848}, Volume = {57}, Year = {2009}, Bdsk-Url-1 = {http://portal.acm.org/citation.cfm?id=1595844.1595848}, Bdsk-Url-2 = {http://dx.doi.org/10.1287/opre.1080.0638}} @article{shasrimey03a, Abstract = { We consider decentralized congestion control algorithms for low-loss operation of the Internet using the ECN bit. There has been much analysis of such algorithms, but with a few exceptions, these typically ignore the effect of feedback delays in the network on stability. We study a single node with many flows passing through it, with each flow (possibly) having a different round-trip delay. Using a fluid model for the flows, we show that even with delays, the total data rate at the router is bounded; and this bound shows that the (peak) total rate grows linearly with increase in system size, i.e., the fraction of overprovisioning required is constant with respect to N, the number of flows in the system. Further, for typical user data rates and delays seen in the Internet today, the bound is very close to the data rate at the router without delays. Earlier results by Johari and Tan have given conditions for a linearized model of the network to be (locally) stable. We show that even when the linearized model is not stable, the nonlinear model is upper bounded, i.e., the total rate at the bottleneck link is upper bounded, and the upper bound is close to the equilibrium rate for TCP.}, Author = {Shakkottai, S. and Srikant, R. and Meyn, S.P.}, Date-Added = {2011-04-01 12:18:41 -0500}, Date-Modified = {2011-04-01 12:18:41 -0500}, Doi = {10.1109/TNET.2003.820246}, Issn = {1063-6692}, Journal = IANET, Keywords = {Internet; TCP; congestion controller; data rate; delay differential equations; feedback delay; network stability; transport control protocol; Internet; decentralised control; delays; differential equations; stability; telecommunication congestion control; transport protocols;}, Number = {6}, Pages = {972 - 981}, Title = {Bounds on the throughput of congestion controllers in the presence of feedback delay}, Volume = {11}, Year = {2003}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/TNET.2003.820246}} @article{medjiagolmeycol04, Abstract = { We study different notions of capacity for time-slotted ALOHA systems. In these systems, multiple users synchronously send packets in a bursty manner over a common additive white Gaussian noise (AWGN) channel. The users do not coordinate their transmissions, which may collide at the receiver. For such a system, we define both single-slot capacity and multiple-slot capacity. We then construct a coding and decoding scheme for single-slot capacity that achieves any rate within this capacity region. This coding and decoding scheme for a single time slot combines aspects of multiple access rate splitting and of broadcast codes for degraded AWGN channels. This design allows some bits to be reliably received even when collisions occur and more bits to be reliably received in the absence of collisions. The exact number of bits reliably received under both of these scenarios is part of the code design process, which we optimize to maximize the expected rate in each slot. Next, we examine the behavior of the system asymptotically over multiple slots. We show that there exist coding and decoding strategies such that regardless of the burstiness of the traffic, the system is stable as long as the average rate of the users is within the multiple access capacity region of the channel. In other words, we show that bursty traffic does not decrease the Cover-Wyner capacity region of the multiple access channel. A vast family of codes, which includes the type of codes we introduce for the single-slot transmission, achieve the capacity region, in a sense we define, for multiple-slot transmissions. These codes are stabilizing, using only local information at each of the individual queues. The use of information regarding other queues or the use of scheduling does not improve the multiple-slot capacity region.}, Author = {Medard, M. and Jianyi Huang and Goldsmith, A.J. and Meyn, S.P. and Coleman, T.P.}, Date-Added = {2011-04-01 12:17:00 -0500}, Date-Modified = {2011-04-01 12:17:00 -0500}, Doi = {10.1109/TWC.2003.821175}, Issn = {1536-1276}, Journal = IEEE_J_WCOM, Keywords = {AWGN channel; Cover-Wyner capacity; additive white channel noise; broadcast codes; bursty traffic; coding scheme; decoding scheme; multiple-slot capacity; optimization; packetized multiple access systems; rate splitting; single-slot capacity; stability; time-slotted ALOHA; AWGN channels; access protocols; channel coding; codes; multi-access systems; optimisation; queueing theory; stability; telecommunication traffic;}, Number = {2}, Pages = {486 - 499}, Title = {Capacity of time-slotted ALOHA packetized multiple-access systems over the AWGN channel}, Volume = {3}, Year = {2004}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/TWC.2003.821175}} @inproceedings{meynegwankowsha10, Abstract = {While renewable resources most certainly provide environmental benefits, and also help to meet aggressive renewable energy targets, their deployment has pronounced impacts on system operations. There is an acute need to understand these impacts in order to fully harness the benefits of renewable resource integration. In this paper we focus on the integration of wind energy resources in a multi-settlement electricity market structure. We study the dynamic competitive equilibrium for a stochastic market model, and obtain closed form expressions for the supplier and consumer surpluses. Numerical results based on these formulae show that the value of wind generation to consumers, under the current operational practices, falls dramatically with volatility. In fact, we can establish thresholds for the coefficient of variation beyond which the value of wind is questionable. These findings emphasize the need to investigate operational schemes that address volatility.}, Author = {Meyn, S. and Negrete-Pincetic, M. and Gui Wang and Kowli, A. and Shafieepoorfard, E.}, Booktitle = CDC2010, Date-Added = {2011-03-31 06:14:07 -0500}, Date-Modified = {2011-03-31 06:14:07 -0500}, Doi = {10.1109/CDC.2010.5717327}, Issn = {0743-1546}, Keywords = {consumer surplus;dynamic competitive equilibrium;environmental benefit;multisettlement electricity market structure;renewable energy targets;renewable resource integration;stochastic market model;system operation;volatile resource value;wind energy resources;wind generation;power generation economics;power markets;stochastic processes;supply and demand;wind power;}, Pages = {1029 -1036}, Title = {The value of volatile resources in electricity markets}, Year = {2010}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/CDC.2010.5717327}} @unpublished{blaglymey12, Author = {J. Blanchet and P. Glynn and S. Meyn}, Date-Added = {2011-03-29 18:33:05 -0500}, Date-Modified = {2011-03-29 18:33:05 -0500}, Note = {{T}o appear in {\it Queueing Systems}, Special Issue on Simulation of Networks}, Title = {Large Deviations for the Empirical Mean of an {M/M/1} Queue}, Year = {2012}} @inproceedings{denbelriczaceagharbia10, Abstract = {This paper presents three case studies of risk-based standards from Great Britain: the pre-liberalisation generation planning standard, the present method for setting operational reserve requirements, and the transmission network planning standard. These illustrate a number of key issues in developing planning and operational standards for wind, including: the benefits of risk-based standards in adapting to new circumstances; the importance of considering model assumptions carefully when interpreting risk calculations; the difficulty in calculating the cost of risk; and the need to account for uncertainty in system background. The transmission network planning standard is studied in particular detail, especially how the present combination of deterministic and probabilistic sections might evolve for use in a future power system with a very high renewable penetration.}, Author = {Dent, C.J. and Bell, K.R.W. and Richards, A.W. and Zachary, S. and Eager, D. and Harrison, G.P. and Bialek, J.W.}, Booktitle = {Proc.\ of the 2010 IEEE 11th International Conference on Probabilistic Methods Applied to Power Systems (PMAPS)}, Date-Added = {2011-03-26 08:32:50 -0500}, Date-Modified = {2011-03-26 08:34:16 -0500}, Doi = {10.1109/PMAPS.2010.5528890}, Keywords = {Great Britain transmission planning;deterministic sections;operational reserve requirements;operational standards;power system;pre-liberalisation generation planning standard;probabilistic sections;risk modelling;transmission network planning standard;power system simulation;power transmission planning;probability;standards;}, Month = june, Pages = {325 -330}, Title = {The role of risk modelling in the Great Britain transmission planning and operational standards}, Year = {2010}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/PMAPS.2010.5528890}} @inproceedings{kizman10b, Abstract = {We consider a game theoretic model where multiple suppliers and consumers interact continuously by setting prices in a dynamic market with friction. Using stochastic differential equations to model the dynamics with friction, we investigate the equilibrium, and analyze the efficiency of the market under an integrated expected cost function. We provide an intriguing efficiency-volatility tradeoff theorem.}, Author = {Kizilkale, A.C. and Mannor, S.}, Booktitle = {48th Annual Allerton Conference on Communication, Control, and Computing}, Date-Added = {2011-03-20 08:10:33 -0500}, Date-Modified = {2011-03-20 08:10:33 -0500}, Doi = {10.1109/ALLERTON.2010.5706887}, Keywords = {dynamic market with friction;efficiency-volatility tradeoff theorem;game theoretic model;integrated expected cost function;market efficiency;stochastic differential equations;differential equations;power markets;stochastic games;}, Pages = {50-57}, Title = {Volatility and efficiency in markets with friction}, Year = {2010}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/ALLERTON.2010.5706887}} @inproceedings{kizman10a, Abstract = {We analyse the efficiency of markets with friction, particularly power markets. We model the market as a dynamic system with #x007B;dt; t #x2265; 0 #x007D; the demand process and #x007B;st; t #x2265; 0 #x007D; the supply process. Using stochastic differential equations to model the dynamics with friction, we investigate the efficiency of the market under an integrated expected cost function. Under this model, an efficiency-volatility tradeoff theorem is presented.}, Author = {Kizilkale, Arman C. and Mannor, Shie}, Booktitle = CDC2010, Date-Added = {2011-03-20 08:10:33 -0500}, Date-Modified = {2011-03-20 08:10:33 -0500}, Doi = {10.1109/CDC.2010.5717446}, Issn = {0743-1546}, Pages = {4137-4144}, Title = {Regulation and efficiency in markets with friction}, Year = {2010}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/CDC.2010.5717446}} @misc{mey10a, Author = {Sean P. Meyn}, Date-Added = {2011-03-12 10:19:35 -0600}, Date-Modified = {2011-03-12 10:21:22 -0600}, Howpublished = {Panel lecture at {Energy Systems Week}}, Month = {May 24-27}, Title = {Is there a deregulated electricity market operating in the world today?}, Url = {http://www.newton.ac.uk/programmes/SCS/scsw07p.html}, Year = {2010}, Bdsk-Url-1 = {http://www.newton.ac.uk/programmes/SCS/scsw07p.html}} @article{geohar01, Author = {Jennifer M. George and J. Michael Harrison}, Date-Added = {2011-03-11 18:35:31 -0600}, Date-Modified = {2011-03-11 18:35:31 -0600}, Journal = {Operations Research}, Month = SEP, Number = {5}, Pages = {720-731}, Title = {Dynamic Control of a Queue with Adjustable Service Rate}, Volume = {49}, Year = {2001}} @inproceedings{andlinwie10, Author = {L. Andrew and M. Lin and A. Wierman}, Booktitle = {Proc. of ACM Sigmetrics}, Date-Added = {2011-03-11 18:33:38 -0600}, Date-Modified = {2011-03-11 18:33:38 -0600}, Title = {Optimality, fairness, and robustness in speed scaling designs}, Year = {2010}} @unpublished{growoysah10, Author = {Grover, P. and Woyach, K.A. and Sahai, A.}, Date-Added = {2011-03-11 18:27:36 -0600}, Date-Modified = {2011-03-11 18:28:16 -0600}, Note = {{Arxiv preprint arXiv:1010.4855. Submitted to IEEE J.\ on Selected Areas in Communication}}, Title = {Towards a communication-theoretic understanding of system-level power consumption}, Year = {2010}} @unpublished{wannegkowshameysha11, Author = {G. Wang and M. Negrete-Pincetic and A. Kowli and E. Shafieepoorfard and S. Meyn and U. V. Shanbhag}, Date-Added = {2011-03-04 17:08:03 -0600}, Date-Modified = {2011-04-29 08:56:05 -0500}, Note = {{S}ubmitted to {2011 IEEE CDC}}, Title = {Real-time Prices in an Entropic Grid}, Year = {2011}} @inproceedings{negmey11, Author = {M. Negrete-Pincetic and S.P. Meyn}, Booktitle = {IEEE PES 11: Power Energy Society General Meeting}, Date-Added = {2011-02-19 13:49:43 -0500}, Date-Modified = {2011-02-19 13:49:43 -0500}, Note = {Invited lecture for PES panel: Deploying Tomorrow's Electric Power Systems: Low Carbon, Efficiency and Security}, Title = {Intelligence by Design for The Entropic Grid}, Year = {2011}} @inproceedings{kowmey11, Author = {A. Kowli and S.P. Meyn}, Booktitle = {IEEE PES 11: Power Energy Society General Meeting}, Date-Added = {2011-02-13 21:38:11 -0600}, Date-Modified = {2011-02-13 21:38:22 -0600}, Title = {Supporting Wind Generation Deployment with Demand Response}, Year = {2011}} @book{CTCN, Address = {Cambridge}, Author = {Meyn, S. P.}, Date-Added = {2011-01-21 11:43:27 -0600}, Date-Modified = {2011-03-18 14:46:28 -0500}, Isbn = {978-0-521-88441-9}, Mrclass = {90-01 (90B10 90B22 90B35 90C35 91D30 93E20)}, Mrnumber = {MR2372453}, Note = {Pre-publication edition available online.}, Pages = {xx+562}, Publisher = {Cambridge University Press}, Title = {Control Techniques for Complex Networks}, Year = {2007}} @inproceedings{chehuakulunnzhumehmeywie09, Abstract = {TD learning and its refinements are powerful tools for approximating the solution to dynamic programming problems. However, the techniques provide the approximate solution only within a prescribed finite-dimensional function class. Thus, the question that always arises is how should the function class be chosen? The goal of this paper is to propose an approach for TD learning based on choosing the function class using the solutions to associated fluid and diffusion approximations. In order to illustrate this new approach, the paper focuses on an application to dynamic speed scaling for power management}, Author = {Chen, Wei and Huang, Dayu and Kulkarni, Ankur A. and Unnikrishnan, Jayakrishnan and Zhu, Quanyan and Mehta, Prashant and Meyn, Sean and Wierman, Adam}, Booktitle = CDC2009, Date-Added = {2011-01-10 20:10:29 -0600}, Date-Modified = {2011-01-28 15:14:53 -0600}, Doi = {10.1109/CDC.2009.5399685}, Issn = {0191-2216}, Keywords = {TD learning;approximate dynamic programming;diffusion approximation;dynamic programming problems;dynamic speed scaling;finite-dimensional function class;fluid approximation;power management;approximation theory;dynamic programming;learning systems;multidimensional systems}, Pages = {3575--3580}, Title = {Approximate dynamic programming using fluid and diffusion approximations with applications to power management}, Year = {2009}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/CDC.2009.5399685}} @inproceedings{denbarmehmey10, Abstract = {This paper proposes an aggregation-based model reduction method for thermal models of large buildings. Using an electric analogy, the baseline thermal model is represented as an RC-network. The proposed model reduction methodology is used to obtain a simpler (with fewer states) multi-scale representation of this network. The methodology preserves the electrical analogy and retains the physical intuition during the model reduction process. The theoretical results are illustrated with the aid of examples.}, Author = {K. Deng and Barooah, P. and Mehta, P.G. and Meyn, S.P.}, Booktitle = ACC2010, Date-Added = {2011-01-10 19:56:27 -0600}, Date-Modified = {2011-01-14 09:31:46 -0600}, Issn = {0743-1619}, Keywords = {RC-network;aggregation-based model reduction;building thermal model reduction;electric analogy;multiscale representation;HVAC;aggregation;building;thermal analysis;}, Pages = {5118 -5123}, Title = {Building thermal model reduction via aggregation of states}, Year = {2010}} @article{762888, Author = {Baroni, S. and Bayvel, P. and Gibbens, R.J. and Korotky, S.K.}, Date-Added = {2010-12-27 16:44:13 -0600}, Date-Modified = {2010-12-27 16:44:34 -0600}, Doi = {10.1109/50.762888}, Issn = {0733-8724}, Journal = {Lightwave Technology, Journal of}, Number = {5}, Pages = {743 -758}, Title = {Analysis and design of resilient multifiber wavelength-routed optical transport networks}, Volume = {17}, Year = {1999}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/50.762888}} @article{gibkel99, Abstract = { We describe ways in which the transmission control protocol of the Internet may evolve to support heterogeneous applications. We show that by appropriately marking packets at overloaded resources and by charging a fixed small amount for each mark received, end-nodes are provided with the necessary information and the correct incentive to use the network efficiently.}, Author = {R.J. Gibbens and F.P. Kelly}, Date-Added = {2010-12-27 09:30:30 -0600}, Date-Modified = {2010-12-27 09:31:18 -0600}, Doi = {DOI: 10.1016/S0005-1098(99)00135-1}, Issn = {0005-1098}, Journal = {Automatica}, Keywords = {Sample path shadow prices}, Number = {12}, Pages = {1969--1985}, Title = {Resource pricing and the evolution of congestion control}, Url = {http://www.sciencedirect.com/science/article/B6V21-3XRY7BF-8/2/e3e72a90228a59b5038904c267a4a38c}, Volume = {35}, Year = {1999}, Bdsk-Url-1 = {http://www.sciencedirect.com/science/article/B6V21-3XRY7BF-8/2/e3e72a90228a59b5038904c267a4a38c}, Bdsk-Url-2 = {http://dx.doi.org/10.1016/S0005-1098(99)00135-1}} @article{linveemey10, Abstract = {The focus of this work is on the analysis of transmit beamforming schemes with a low-rate feedback link in wireless sensor/relay networks, where nodes in the network need to implement beamforming in a distributed manner. Specifically, the problem of distributed phase alignment is considered, where neither the transmitters nor the receiver has perfect channel state information, but there is a low-rate feedback link from the receiver to the transmitters. In this setting, a framework is proposed for systematically analyzing the performance of distributed beamforming schemes. To illustrate the advantage of this framework, a simple adaptive distributed beamforming scheme that was recently proposed by Mudambai et al. is studied. Two important properties of the received signal magnitude function are derived. Using these properties and the systematic framework, it is shown that the adaptive distributed beamforming scheme converges both in probability and in mean. Furthermore, it is established that the time required for the adaptive scheme to converge in mean scales linearly with respect to the number of sensor/relay nodes.}, Author = {C. Lin and Veeravalli, V.V. and Meyn, S.P.}, Date-Added = {2010-12-26 13:02:49 -0600}, Date-Modified = {2011-01-14 09:30:16 -0600}, Doi = {10.1109/TIT.2010.2080590}, Issn = {0018-9448}, Journal = TIT, Keywords = {channel state information;convergence analysis;distributed beamforming;feedback;wireless relay network;wireless sensor network;array signal processing;convergence;feedback;wireless sensor networks;}, Number = {12}, Pages = {6133 -6141}, Title = {A Random Search Framework for Convergence Analysis of Distributed Beamforming With Feedback}, Volume = {56}, Year = {2010}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/TIT.2010.2080590}} @inproceedings{wankownegshamey10, Address = {Milano, Italy}, Author = {G. Wang and A. Kowli and M. Negrete-Pincetic and E. Shafieepoorfard and S. Meyn}, Booktitle = {Proc. 18th World Congress of the International Federation of Automatic Control (IFAC)}, Date-Added = {2010-10-16 16:07:31 -0500}, Date-Modified = {2010-10-16 16:07:50 -0500}, Title = {A Control Theorist's Perspective on Dynamic Competitive Equilibria in Electricity Markets}, Year = {2011}} @book{goy07, Abstract = {Networks pervade social and economic life, and they play a prominent role in explaining a huge variety of social and economic phenomena. Standard economic theory did not give much credit to the role of networks until the early 1990s, but since then the study of the theory of networks has blossomed. At the heart of this research is the idea that the pattern of connections between individual rational agents shapes their actions and determines their rewards. The importance of connections has in turn motivated the study of the very processes by which networks are formed. In \emph{Connections}, Sanjeev Goyal puts contemporary thinking about networks and economic activity into context. He develops a general framework within which this body of research can be located. In the first part of the book he demonstrates that location in a network has significant effects on individual rewards and that, given this, it is natural that individuals will seek to form connections to move the network in their favor. This idea motivates the second part of the book, which develops a general theory of network formation founded on individual incentives. Goyal assesses the robustness of current research findings and identifies the substantive open questions. Written in a style that combines simple examples with formal models and complete mathematical proofs, Connections is a concise and self-contained treatment of the economic theory of networks, one that should become the natural source of reference for graduate students in economics and related disciplines.}, Address = {Princeton, NJ}, Author = {S. Goyal}, Biburl = {http://press.princeton.edu/titles/8538.html}, Booktitle = {Connections : An Introduction to the Economics of Networks}, Date-Added = {2010-10-15 07:03:09 -0500}, Date-Modified = {2010-10-15 07:06:45 -0500}, Keywords = {economic game network theory}, Publisher = {Princeton University Press}, Title = {Connections : An introduction to the economics of networks}, Year = 2007} @inproceedings{hinapttal08, Abstract = {Despite efforts to mitigate blackout risk, the data available from the North American Electric Reliability Council (NERC) for 1984-2006 indicate that the frequency of large blackouts in the United States is not decreasing. This paper describes the data and methods used to come to this conclusion and several other patterns that appear in the data. These patterns have important implications for those who make investment and policy decisions in the electricity industry. Several example calculations show how these patterns can significantly affect the decision-making process.}, Author = {Hines, P. and Apt, J. and Talukdar, S.}, Booktitle = {Proc. of the 2008 IEEE Power and Energy Society General Meeting - Conversion and Delivery of Electrical Energy in the 21st Century}, Date-Added = {2010-08-25 09:29:20 -0500}, Date-Modified = {2010-08-25 09:29:58 -0500}, Doi = {10.1109/PES.2008.4596715}, Issn = {1932-5517}, Keywords = {United States;blackout risk;decision-making process;electricity industry;investment;policy decisions;decision making;investment;power markets;power system faults;power system management;}, Month = {jul.}, Pages = {1 -8}, Title = {Trends in the history of large blackouts in the United States}, Year = {2008}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/PES.2008.4596715}} @article{chomey10, Abstract = {This paper examines a dynamic general equilibrium model with supply friction. With or without friction, the competitive equilibrium is efficient. Without friction, the market price is completely determined by the marginal production cost. If friction is present, no matter how small, then the market price fluctuates between zero and the "choke-up" price, without any tendency to converge to the marginal production cost, exhibiting considerable volatility. The distribution of the gains from trading in an efficient allocation may be skewed in favor of the supplier, although every player in the market is a price taker.}, Author = {I.-K. Cho and S. P. Meyn}, Date-Added = {2010-07-20 18:37:41 -0400}, Date-Modified = {2010-07-20 18:37:41 -0400}, Journal = {Theoretical Economics}, Keywords = {Dynamic general equilibrium model with supply friction; choke-up price; marginal production cost; welfare theorems}, Number = {2}, Pages = {215-239}, Title = {Efficiency and marginal cost pricing in dynamic competitive markets with friction}, Volume = {5}, Year = {2010}} @article{gammey10, Author = {Gamarnik, D. and Meyn, S. P.}, Date-Added = {2010-07-20 06:52:17 -0400}, Date-Modified = {2010-07-20 06:52:17 -0400}, Fjournal = {Queueing Systems. Theory and Applications}, Journal = QS, Number = {2}, Pages = {109--133}, Title = {On exponential ergodicity of multiclass queueing networks}, Volume = {65}, Year = {2010}} @article{demjorkalkinmilmur07, Abstract = {Integration of wind-power plants into the electric power system presents challenges to power-system planners and operators. These challenges stem primarily from the natural characteristics of wind plants, which differ in some respects from conventional plants. Wind plants operate when the wind blows, and their power levels vary with the strength of the wind. Hence, they are not dispatchable in the traditional sense, which lessens the ability of system operators to control them while maintaining the system's balance between load and generation.}, Author = {DeMeo, E.A. and Jordan, G.A. and Kalich, C. and King, J. and Milligan, M.R. and Murley, C. and Oakleaf, B. and Schuerger, M.J.}, Date-Added = {2010-06-24 10:42:44 +0100}, Date-Modified = {2010-06-26 19:57:00 +0100}, Doi = {10.1109/MPE.2007.906562}, Issn = {1540-7977}, Journal = {Power and Energy Magazine, IEEE}, Keywords = {electric power system;power-system planning;wind plant integration;wind power plants;power system planning;wind power plants;}, Month = {{Nov.-Dec.}}, Number = {6}, Pages = {59 -67}, Title = {Accommodating Wind's Natural Behavior}, Volume = {5}, Year = {2007}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/MPE.2007.906562}} @article{gra88a, Author = {Graves, S. C.}, Date-Added = {2010-05-29 17:29:30 -0500}, Date-Modified = {2010-05-29 17:29:30 -0500}, Fjournal = {Journal of Manufacturing and Operations Management}, Journal = {J. Manuf. Oper. Management}, Number = {1}, Pages = {67--101}, Title = {Safety stocks in manufacturing systems}, Volume = {1}, Year = {1988}} @article{bel71a, Author = {Bell, C.}, Date-Added = {2010-05-29 17:28:44 -0500}, Date-Modified = {2010-05-29 17:28:44 -0500}, Journal = OR, Pages = {208--218}, Title = {Characterization and Computation of Optimal Policies for Operating an {M/G/1} Queuing System with Removable Server}, Volume = {19}, Year = {1971}} @article{sob69, Author = {Sobel, M. J.}, Date-Added = {2010-05-29 17:28:11 -0500}, Date-Modified = {2010-05-29 17:28:11 -0500}, Journal = OR, Pages = {145--162}, Title = {Optimal average-cost policy for a queue with start-up and shut-down costs}, Volume = {17}, Year = {1969}} @article{hey68, Author = {Heyman, D.P.}, Date-Added = {2010-05-29 17:26:03 -0500}, Date-Modified = {2010-05-29 17:26:03 -0500}, Journal = OR, Pages = {362--382}, Title = {Optimal operating policies for {M/G/1} queueing systems}, Volume = {16}, Year = {1968}} @article{setyanyanzha05, Author = {Sethi, S.P. and Yan, H. and Yan, J.H. and Zhang, H.}, Date-Added = {2010-05-29 17:25:29 -0500}, Date-Modified = {2010-05-29 17:25:29 -0500}, Journal = {Journal of Industrial and Management Optimization}, Month = {November}, Pages = {443-463}, Title = {An Analysis of Staged Purchases in Deregulated Time-Sequential Electricity Markets}, Volume = {1}, Year = {2005}} @article{sca60b, Author = {Scarf, Herbert E.}, Date-Added = {2010-05-29 17:24:29 -0500}, Date-Modified = {2010-05-29 17:24:29 -0500}, Fjournal = {Naval Research Logistics Quarterly}, Issn = {0028-1441}, Journal = {Naval Res. Logist. Quart.}, Mrclass = {90.30}, Mrnumber = {MR0136451 (24 \#B2485)}, Mrreviewer = {K. J. Arrow}, Pages = {591--596}, Title = {Some remarks on {B}ayes solutions to the inventory problem}, Volume = {7}, Year = {1960}} @misc{dem04a, Author = {C. L. DeMarco}, Date-Added = {2010-05-29 17:23:49 -0500}, Date-Modified = {2010-05-29 17:23:49 -0500}, Howpublished = {{\small \tt http://www.ima.umn.edu/talks/ workshops/3-7.2004/demarco /IMA\_Power\_Tutorial\_3\_2004.pdf}}, Title = {Electric Power Network Tutorial: Basic Steady State and Dynamic Models for Control, Pricing, and Optimization}, Year = {2004}} @book{ilizab00a, Address = {New York}, Author = {M. Ilic and J. Zaborszky}, Date-Added = {2010-05-29 17:22:56 -0500}, Date-Modified = {2010-05-29 17:22:56 -0500}, Publisher = {Wiley-Interscience}, Title = {Dynamics and Control of Large Electric Power Systems}, Year = {2000}} @article{wel92, Author = {Ivo Welch}, Date-Added = {2010-05-29 17:22:20 -0500}, Date-Modified = {2010-05-29 17:22:26 -0500}, Journal = {Jounal of Finance}, Number = {2}, Pages = {695-732}, Title = {Sequential Sales, Learning and Cascades}, Volume = {47}, Year = {1992}} @article{bikhirwel92, Author = {S. Bikhchandani and D. Hirshleifer and I. Welch}, Date-Added = {2010-05-29 17:20:03 -0500}, Date-Modified = {2010-05-29 17:20:10 -0500}, Journal = {Journal of Political Economy}, Pages = {992-1026}, Title = {A Theory of Fads, Fahion, Custom, and Cultural Change as Information Cascades}, Volume = {100}, Year = {1992}} @article{ban92, Author = {Abhijit Banerjee}, Date-Added = {2010-05-29 17:18:56 -0500}, Date-Modified = {2010-05-29 17:18:56 -0500}, Journal = {Quarterly Journal of Economics}, Month = {August}, Number = {3}, Pages = {1-42}, Title = {{A Simple Model of Herd Behavior}}, Volume = {107}, Year = {1992}} @article{dasmosmel05a, Author = {Dasgupta, P. and Moser, L. and Melliar-Smith, P.}, Date-Added = {2010-05-29 17:17:58 -0500}, Date-Modified = {2010-05-29 17:17:58 -0500}, Journal = {Electronic Commerce Research}, Pages = {267-292}, Title = {Dynamic Pricing for Time-Limited Goods in a Supplier-Driven Electronic Marketplace}, Volume = {5}, Year = {2005}} @misc{IBMcallCenter, Address = {International Business Machines Corporation, New Orchard Road, Armonk, NY 10504}, Author = {IBM}, Date-Added = {2010-05-29 17:17:13 -0500}, Date-Modified = {2010-05-29 17:17:13 -0500}, Howpublished = {{\small\\ \tt http://domino.research.ibm.com/odis/odis.nsf/pages/micro.01.02.html}}, Key = {0}, Title = {Call Center Analytics and Optimization}, Year = {2005}} @article{kauahnlew05a, Author = {Kaufman, D. L. and Ahn, H.-S. and Lewis, M. E.}, Date-Added = {2010-05-29 17:16:02 -0500}, Date-Modified = {2010-05-29 17:16:02 -0500}, Journal = QS, Pages = {135--171}, Title = {On the Introduction of an Agile, Temporary Workforce into a Tandem Queueing System}, Volume = {51}, Year = {2005}} @book{mac09, Author = {MacKay, David J. C.}, Date-Added = {2010-05-04 21:36:10 -0700}, Date-Modified = {2010-05-04 21:38:13 -0700}, Isbn = {ISBN 978-0-9544529-3-3. Available free online from www.withouthotair.com}, Pages = {ix-366}, Publisher = {UIT, Cambridge, England}, Title = {Sustainable energy : without the hot air}, Year = {2009}} @inproceedings{onecolboy08, Author = {Daniel O'Neill and Andrea J.Goldsmith, Stephen Boyd}, Booktitle = {Proc. IEEE International Conference on Communications}, Date-Added = {2010-03-25 06:22:01 -0400}, Date-Modified = {2010-03-25 06:22:39 -0400}, Month = {May}, Title = {Optimizing Adaptive Modulation in Wireless Networks via Utility Maximization}, Year = {2008}} @article{low03, Address = {Piscataway, NJ, USA}, Author = {Low, S. H.}, Date-Added = {2010-02-07 13:54:18 -0600}, Date-Modified = {2010-02-07 13:54:37 -0600}, Doi = {http://dx.doi.org/10.1109/TNET.2003.815297}, Issn = {1063-6692}, Journal = {IEEE/ACM Trans. Netw.}, Number = {4}, Pages = {525--536}, Publisher = {IEEE Press}, Title = {A duality model of {TCP} and queue management algorithms}, Volume = {11}, Year = {2003}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/TNET.2003.815297}} @inproceedings{meysurlinoggnarfre09, Abstract = {We introduce the sensor-utility-network (SUN) method for occupancy estimation in buildings. Based on inputs from a variety of sensor measurements, along with historical data regarding building utilization, the SUN estimator produces occupancy estimates through the solution of a receding-horizon convex optimization problem. State-of-the-art on-line occupancy algorithms rely on indirect measurements, such as CO2 levels, or people counting sensors which are subject to significant errors and cost. The newly proposed method was evaluated via experiments in an office building environment. Estimation accuracy is shown to improve significantly when all available data is incorporated in the estimator. In particular, it is found that the average estimation error at the building level is reduced from 70\%\ to 11\%\ using the SUN estimator, when compared to the naive approach that relies solely on flow measurements.}, Author = {Meyn, Sean and Surana, Amit and Lin, Yiqing and Oggianu, Stella M. and Narayanan, Satish and Frewen, Thomas A.}, Booktitle = CDC2009, Date-Added = {2010-02-03 17:03:45 -0600}, Date-Modified = {2011-01-28 15:14:43 -0600}, Doi = {10.1109/CDC.2009.5400442}, Issn = {0191-2216}, Pages = {1494--1500}, Title = {A sensor-utility-network method for estimation of occupancy in buildings}, Year = {2009}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/CDC.2009.5400442}} @inproceedings{onegolboy08, Abstract = {We present a cross-layer framework for optimizing the performance of wireless networks as measured by applications or upper layer protocols. The approach combines adaptive modulation with network utility maximization. We extend the approach to find optimal source rates and transmitter power and rate policies without explicit knowledge of the distribution of channel states. These optimal power and rate policies balance delay (backlog), transmission rate and energy to maximize network performance under constraints on average transmitter power and link buffer arrival and departure rates. Explicit policies are found for single links, and algorithmic methods presented to find optimal policies for complex interfering networks.}, Author = {O'Neill, D. and Goldsmith, A.J. and Boyd, S.}, Booktitle = {Global Telecommunications Conference, 2008. IEEE GLOBECOM 2008. IEEE}, Date-Added = {2010-02-03 16:58:43 -0600}, Date-Modified = {2010-02-03 16:58:57 -0600}, Doi = {10.1109/GLOCOM.2008.ECP.818}, Issn = {1930-529X}, Keywords = {adaptive modulation, radio networksadaptive modulation, complex interfering networks, cross-layer design, cross-layer framework, energy tradeoffs, network utility maximization, wireless networks}, Month = {30 2008-Dec. 4}, Pages = {1-6}, Title = {Cross-Layer Design with Adaptive Modulation: Delay, Rate, and Energy Tradeoffs}, Year = {2008}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/GLOCOM.2008.ECP.818}} @article{chetraheimedmeyozd09, Address = {Red Bank, NJ, USA}, Author = {Chen, W. and Traskov, D. and Heindlmaier, M. and M\'{e}dard, M. and Meyn, S. and Ozdaglar, A.}, Date-Added = {2009-12-31 13:44:36 -0600}, Date-Modified = {2009-12-31 13:44:36 -0600}, Doi = {http://dx.doi.org/10.1007/s11134-009-9148-3}, Issn = {0257-0130}, Journal = QS, Note = {Special issue of {\em Queueing Systems} devoted to the papers presented at {\em 100 years of queueing - The Erlang Centennial}. {\tt http://www.erlang100.dk/}. S{\o}ren Asmussen and Onno Boxma, Eds.}, Number = {1-4}, Pages = {195--216}, Publisher = {J. C. Baltzer AG, Science Publishers}, Title = {Coding and control for communication networks}, Volume = {63}, Year = {2009}, Bdsk-Url-1 = {http://dx.doi.org/10.1007/s11134-009-9148-3}} @unpublished{chomey09a, Author = {Cho, I.-K. and Meyn, S. P.}, Date-Added = {2009-12-08 20:44:12 -0600}, Date-Modified = {2009-12-08 20:44:23 -0600}, Note = {Submitted for publication, {SIAM J. Control and Optimization.}}, Title = {A Dynamic Newsboy Model for Optimal Reserve Management in Electricity Markets}, Year = {2009}} @unpublished{dufmey09b, Abstract = {Loynes' distribution, which characterizes the one dimensional marginal of the stationary solution to Lindley's recursion, possesses an ultimately exponential tail for a large class of increment processes. If one can observe increments but does not know their probabilistic properties, what are the statistical limits of estimating the tail exponent of Loynes' distribution? We conjecture that in broad generality a consistent sequence of non-parametric estimators can be constructed that satisfies a large deviation principle. We present rigorous support for this conjecture under restrictive assumptions and simulation evidence indicating why we believe it to be true in greater generality.}, Author = {Ken R. Duffy and Sean P. Meyn}, Date-Added = {2009-12-06 11:29:30 -0600}, Date-Modified = {2010-02-28 13:44:53 -0600}, Eprint = {arXiv/0910.5431}, Note = {{S}ubmitted to {Queueing Systems}}, Title = {Estimating {Loynes'} exponent}, Year = {2009}} @article{moohobfririg08, Author = {Mookherjee, R. and Hobbs, B. F. and Friesz,T. L. and Rigdon, M.A.}, Date-Added = {2009-11-09 14:22:47 -0600}, Date-Modified = {2009-11-09 14:23:12 -0600}, Journal = {J. of Industrial \&\ Management Optimization}, Number = {3}, Pages = {425 - 452}, Title = {Dynamic Oligopolistic Competition on an Electric Power Network with Ramping Costs and Joint Sales Constraints}, Volume = {4}, Year = {2008}} @article{harrei81b, Abstract = {We consider a K-dimensional diffusion process Z whose state space is the nonnegative orthant. On the interior of the orthant, Z behaves like a K-dimensional Brownian motion with arbitrary covariance matrix and drift vector. At each of the (`K-1) dimensional hyperplanes that form the boundary of the orthant, Z reflects instantaneously in a direction that is constant over that hyperplane. There is no extant theory of multidimensional diffusion that applies to this process, because the boundary of its state space is not smooth. We adopt an approach that requires a restriction on the directions of reflection, but Reiman has shown that this restriction is met by all diffusions Z arising as heavy traffic limits in open K-station queuing networks. Our process Z is defined as a path-to-path mapping of K-dimensional Brownian motion. From this construction it follows that Z is a continuous Markov process and a semimartingale. Using the latter property, we obtain a change of variable formula from which one can develop a complete analytical theory for the process Z.}, Author = {Harrison, J. M. and Reiman, M. I.}, Date-Added = {2009-11-08 11:01:01 -0600}, Date-Modified = {2009-11-08 11:01:30 -0600}, Issn = {00911798}, Journal = {The Annals of Probability}, Number = {2}, Pages = {302--308}, Publisher = {Institute of Mathematical Statistics}, Title = {Reflected {Brownian} Motion on an Orthant}, Url = {http://www.jstor.org/stable/2243462}, Volume = {9}, Year = {1981}, Bdsk-Url-1 = {http://www.jstor.org/stable/2243462}} @article{wanperkhu02a, Author = {Wang, Y. and Perkins, J. R. and Khurana, A.}, Date-Added = {2009-09-08 14:05:25 -0500}, Date-Modified = {2009-09-08 14:05:25 -0500}, Fjournal = {Institute of Electrical and Electronics Engineers. Transactions on Automatic Control}, Journal = {IEEE Trans. Automat. Control}, Number = {8}, Pages = {1267--1276}, Title = {Optimal resource allocation in new product development projects: a control-theoretic approach}, Volume = {47}, Year = {2002}} @article{atabudwil07, Author = {Atar, Rami and Budhiraja, Amarjit and Williams, Ruth J.}, Date-Added = {2009-08-12 10:23:12 -0500}, Date-Modified = {2009-08-12 10:23:12 -0500}, Fjournal = {The Annals of Applied Probability}, Issn = {1050-5164}, Journal = AAP, Mrclass = {60H30 (60H20 60J60 93C20)}, Mrnumber = {MR2358640}, Number = {5-6}, Pages = {1745--1776}, Title = {{HJB} equations for certain singularly controlled diffusions}, Volume = {17}, Year = {2007}} @article{chokim07, Author = {In-Koo Cho and Hyunsook Kim}, Date-Added = {2009-07-13 13:16:56 -0500}, Date-Modified = {2009-07-13 13:17:14 -0500}, Journal = EJ, Number = {2}, Pages = {1-34}, Title = {Market Power and Network Constraint in a Deregulated Electricity Market}, Volume = {28}, Year = {2007}} @article{dufmey10, Author = {K. R. Duffy and S. P. Meyn}, Date-Added = {2009-07-05 14:10:15 -0400}, Date-Modified = {2010-11-23 13:34:04 -0500}, Journal = PE, Number = {12}, Pages = {1290-1303}, Title = {Most likely paths to error when estimating the mean of a reflected random walk}, Volume = {67}, Year = {2010}, Bdsk-Url-1 = {http://www.citebase.org/abstract?id=oai:arXiv.org:0906.4514}} @article{lap96, Abstract = {An achievable region is derived for the multiple-access channel under decoding mismatch conditions. It is shown that achievable rates higher than the random coding capacity of the single-user mismatched channel can sometimes be demonstrated by treating the single-user channel as a multiple-access channel. Refining these ideas we derive a lower bound on the capacity of the mismatched single-user channel, which is tighter than previously published bounds. Using this bound, we are able to answer in the negative the question raised by Csiszar and Narayan (see ibid., vol.41, no.1, p.35, 1995) as to whether equality between the mismatch capacity and the matched capacity implies that the random coding lower bound to the mismatch capacity is tight}, Author = {Lapidoth, A.}, Date-Added = {2009-06-30 13:37:59 -0500}, Date-Modified = {2009-06-30 13:38:18 -0500}, Doi = {10.1109/18.532884}, Issn = {0018-9448}, Journal = TIT, Keywords = {channel capacity, decoding, multi-access systemsachievable rates, achievable region, equality, lower bound, matched capacity, mismatch capacity, mismatched decoding, multiple-access channel, random coding capacity, single-user mismatched channel}, Month = {Sep}, Number = {5}, Pages = {1439-1452}, Title = {Mismatched decoding and the multiple-access channel}, Volume = {42}, Year = {1996}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/18.532884}} @inproceedings{modshahzus06, Author = {Modiano, E. and Shah, D. and Zussman, G.}, Booktitle = {Proceeedings of {ACM Sigmetrics/IFIP Performance}}, Date-Added = {2009-05-31 13:59:02 -0500}, Date-Modified = {2009-05-31 15:47:11 -0500}, Title = {Maximizing Throughput in Wireless Networks via Gossiping}, Year = {2006}} @inproceedings{erozmod07, Author = {Eryilmaz, A. and Ozdaglar, A. and Modiano, E.}, Booktitle = {Proceeedings of {IEEE INFOCOM}}, Date-Added = {2009-05-31 13:59:02 -0500}, Date-Modified = {2009-05-31 15:45:42 -0500}, Title = {Polynomial Complexity Algorithms for Full Utilization of Multihop Wireless Networks}, Year = {2007}} @inproceedings{canmenozdpar09, Author = {Candogan, U.O. and Menache, I. and Ozdaglar, A. and Parrilo, P.A.}, Booktitle = {Proceeedings of the {International Conference on Game Theory for Networks (GameNets)}}, Date-Added = {2009-05-31 13:15:30 -0500}, Date-Modified = {2009-05-31 15:48:44 -0500}, Month = {13-15 May}, Title = {Competitive Scheduling in Wireless Collision Channels with Correlated Channel State}, Year = {2009}} @article{ephhaj98, Author = {A. Ephremides and B. E. Hajek}, Date-Added = {2009-05-28 11:07:23 -0500}, Date-Modified = {2009-05-28 11:07:31 -0500}, Journal = TIT, Number = {6}, Pages = {2416-2434}, Title = {Information Theory and Communication Networks: An Unconsummated Union}, Volume = {44}, Year = {1998}} @inproceedings{weibenroy06, Author = {G. Y. Weintraub and L. Benkard and B. Van Roy}, Booktitle = {Advances in Neural Information Processing Systems}, Date-Added = {2009-05-17 12:58:26 -0700}, Date-Modified = {2009-05-17 12:59:14 -0700}, Publisher = {MIT Press}, Title = {Oblivious Equilibrium: A Mean Field Approximation for Large-Scale Dynamic Games}, Volume = {18}, Year = {2006}} @article{weibenroy08, Author = {G. Y. Weintraub and L. Benkard and B. Van Roy}, Date-Added = {2009-05-17 12:57:35 -0700}, Date-Modified = {2009-05-17 12:58:17 -0700}, Journal = {Econometrica}, Number = {6}, Pages = {1375-1411}, Title = {Markov Perfect Industry Dynamics with Many Firms}, Volume = {76}, Year = {2008}} @article{fagmarval04, Abstract = {Population learning in dynamic economies traditionally has been studied in contexts where payoff landscapes are smooth. Here, dynamic population games take place over `rugged' landscapes, where agents are uncertain about payoffs from bilateral interactions. Notably, individual payoffs from playing a binary action against everyone else are uniformly distributed over $[0,1]$. This random population game leads the population to adapt over time, with agents updating both actions and partners. Agents evaluate payoffs associated to networks thanks to simple statistics of the distributions of payoffs associated to all combinations of actions performed by agents out of the interaction set. Simulations show that: (1) allowing for endogenous networks implies higher average payoff compared to static networks; (2) the statistics used to evaluate payoffs affect convergence to steady-state; and (3) for statistics MIN or MAX, the likelihood of efficient population learning strongly depends on whether agents are change-averse or not in discriminating between options delivering the same expected payoff.}, Author = {Fagiolo, Giorgio and Marengo, Luigi and Valente, Marco}, Date-Added = {2009-05-17 10:29:31 -0700}, Date-Modified = {2009-05-17 10:29:46 -0700}, Fjournal = {Mathematical Population Studies}, Issn = {0889-8480}, Journal = {Math. Popul. Stud.}, Number = {2}, Pages = {121--147}, Title = {Endogenous networks in random population games}, Volume = {11}, Year = {2004}} @unpublished{gammey05a, Address = {New Orleans, LA}, Author = {Gamarnik, D. and Meyn, S. P.}, Date-Added = {2009-05-12 13:17:39 -0500}, Date-Modified = {2009-05-12 13:17:39 -0500}, Note = {{Asymptotic Analysis of Stochastic Systems}, invited session at the {INFORMS} Annual Meeting, November 13-16, 2005. Available at {\tt http://arxiv.org/abs/math/0612544}.}, Title = {On Exponential Ergodicity in Multiclass Queueing Networks}, Web = {http://www.informs.org/Conf/NO2005/}, Year = {2005}} @article{parmedozdery08, Author = {Parandehgheibi, Ali and M\'edard, Muriel and Ozdaglar, Asuman E. and Eryilmaz, Atilla}, Bibsource = {DBLP, http://dblp.uni-trier.de}, Date-Added = {2009-05-02 18:29:07 -0500}, Date-Modified = {2009-05-31 15:41:53 -0500}, Ee = {http://arxiv.org/abs/0810.1267}, Journal = {CoRR}, Title = {Information Theory vs. Queueing Theory for Resource Allocation in Multiple Access Channels}, Volume = {abs/0810.1267}, Year = {2008}} @article{hoskes03, Abstract = { A risk analysis tool is developed for computation of the distributions of fire model output variables. The tool, called Probabilistic Fire Simulator (PFS), combines Monte Carlo simulation and CFAST, a two-zone fire model. In this work, the tool is used to estimate the failure probability of redundant cables in a cable tunnel fire, and the failure and smoke filling probabilities in an electronics room during an electronics cabinet fire. Sensitivity of the output variables to the input variables is calculated in terms of the rank order correlations. The use of the rank order correlations allows the user to identify both modelling parameters and actual facility properties that have the most influence on the results. Various steps of the simulation process, i.e. data collection, generation of the input distributions, modelling assumptions, definition of the output variables and the actual simulation, are described.}, Author = {Hostikka, Simo and Keski-Rahkonen, Olavi}, Date-Added = {2009-04-22 16:55:30 -0500}, Date-Modified = {2009-04-22 16:55:30 -0500}, Doi = {DOI: 10.1016/S0029-5493(03)00106-7}, Issn = {0029-5493}, Journal = {Nuclear Engineering and Design}, Number = {3}, Pages = {301 - 311}, Title = {Probabilistic simulation of fire scenarios}, Url = {http://www.sciencedirect.com/science/article/B6V4D-48N32BG-5/2/3f1b07c96b3425dd4c60bb1fb0f20796}, Volume = {224}, Year = {2003}, Bdsk-Url-1 = {http://www.sciencedirect.com/science/article/B6V4D-48N32BG-5/2/3f1b07c96b3425dd4c60bb1fb0f20796}, Bdsk-Url-2 = {http://dx.doi.org/10.1016/S0029-5493(03)00106-7}} @article{gonhidbar08, Author = {Gonzalez, M. C. and Hidalgo, C. A. and Barabasi, A-L.}, Date-Added = {2009-04-22 13:28:08 -0500}, Date-Modified = {2009-04-22 13:28:08 -0500}, Doi = {10.1038/nature06958}, Journal = {Nature}, Keywords = {human, individual, mobility, patterns, understanding}, Month = {June}, Number = {7196}, Pages = {779--782}, Publisher = {Nature Publishing Group}, Title = {Understanding individual human mobility patterns}, Url = {http://dx.doi.org/10.1038/nature06958}, Volume = {453}, Year = {2008}, Bdsk-Url-1 = {http://dx.doi.org/10.1038/nature06958}} @book{ari08, Address = {New York, NY}, Author = {Ariely, Dan}, Date-Added = {2009-04-22 13:25:08 -0500}, Date-Modified = {2009-04-22 13:25:40 -0500}, Edition = {1st ed}, Isbn = {006135323X; 978006135323}, Publisher = {Harper}, Title = {Predictably irrational : the hidden forces that shape our decisions}, Year = {2008}, Bdsk-Url-1 = {http://millenium.itesm.mx/record=i3141447&searchscope=0}} @unpublished{buisristo09, Author = {Bui, L. and Srikant, R. and Stolyar, A.}, Date-Added = {2009-03-19 06:54:06 -0500}, Date-Modified = {2009-05-28 09:47:22 -0500}, Month = {Jan}, Note = {ArXiv Computer Science e-prints. arXiv:0901.1312. A short version of this paper is accepted to the INFOCOM 2009 Mini-Conference}, Title = {Novel Architectures and Algorithms for Delay Reduction in Back-pressure Scheduling and Routing}, Year = {2009}} @inproceedings{gupshr09, Address = {Rio de Janeiro, Brazil}, Author = {Gupta, G. R. and Shroff, N. B.}, Booktitle = {Proceedings of IEEE Infocom}, Date-Added = {2009-03-16 11:58:34 -0500}, Date-Modified = {2009-03-16 11:58:34 -0500}, Note = {{Presentation given at ITA-Workshop 2009, UCSD}}, Title = {Delay Analysis for multi-hop Wireless Networks}, Year = {2009}} @inproceedings{yinshared09, Address = {Rio de Janeiro, Brazil}, Author = {Ying, L. and Shakkottai, S. and Reddy, A.}, Booktitle = {Proceedings of IEEE Infocom}, Date-Added = {2009-03-16 11:58:34 -0500}, Date-Modified = {2009-03-19 06:36:03 -0500}, Month = {April}, Title = {On Combining Shortest-Path and Back-Pressure Routing Over Multihop Wireless Networks}, Year = {2009}} @inproceedings{shawis08, Author = {Shah, D. and Wischik, D.}, Booktitle = {Proceedings of the {46th Annual Allerton Conference on Communication, Control, and Computing}}, Date-Added = {2009-03-16 11:58:34 -0500}, Date-Modified = {2009-05-28 09:44:59 -0500}, Doi = {10.1109/ALLERTON.2008.4797705}, Month = {Sept.}, Pages = {1262-1269}, Title = {Lower bound and optimality in switched networks}, Year = {2008}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/ALLERTON.2008.4797705}} @book{ErlangLife, Address = {Copenhagen}, Author = {Brockmeyer, E. and Halstr{\o}m, H.L. and Jensen, A.}, Date-Added = {2009-03-13 15:04:15 -0500}, Date-Modified = {2009-03-13 15:04:15 -0500}, Publisher = {{The Copenhagen Telephone Company}}, Title = {The life and works of {A.K. Erlang}}, Year = {1948}} @incollection{Erlang09, Address = {Copenhagen}, Author = {Erlang, A. K.}, Booktitle = {The life and works of {A.K. Erlang}}, Date-Added = {2009-03-13 15:00:13 -0500}, Date-Modified = {2009-03-13 15:03:36 -0500}, Editor = {Brockmeyer, E. and Halstr{\o}m, H.L. and Jensen, A.}, Note = {Originally published in Danish in {Nyt Tidsskrift for Matematik B}, 1909}, Pages = {131--}, Publisher = {{The Copenhagen Telephone Company}}, Title = {The theory of probabilities and telephone conversations}, Year = {1948}} @incollection{Erlang17, Address = {Copenhagen}, Author = {Erlang, A. K.}, Booktitle = {The life and works of {A.K. Erlang}}, Date-Added = {2009-03-13 15:00:13 -0500}, Date-Modified = {2009-03-13 15:03:30 -0500}, Editor = {Brockmeyer, E. and Halstr{\o}m, H.L. and Jensen, A.}, Note = {Originally published in Danish in {Elektrotkeknikeren, vol 13, 1917}}, Pages = {189--}, Publisher = {{The Copenhagen Telephone Company}}, Title = {Solution of some Problems in the Theory of Probabilities of Significance in Automatic Telephone Exchanges}, Year = {1948}} @incollection{huapanmeymedvee05, Address = {New York}, Author = {Huang, J. and Pandit, C. and Meyn, S. P. and M{\'e}dard, M. and Veeravalli, V.}, Booktitle = {Proceedings of the Summer Workshop on Wireless Networks}, Date-Added = {2009-03-01 12:09:57 -0600}, Date-Modified = {2009-03-01 12:09:57 -0600}, Editor = {Agrawal, Prathima and Andrews, Matthew and Fleming, Philip J. and Yin, George and Zhang, Lisa}, Pages = {99--124}, Publisher = {Springer}, Series = {IMA Vol. Math. Appl.}, Title = {Entropy, inference, and channel coding}, Volume = {143}, Year = {2007}} @article{mey09a, Author = {Meyn, S.}, Date-Added = {2009-02-02 17:42:09 -0600}, Date-Modified = {2009-02-02 17:49:34 -0600}, Doi = {10.1137/06067746X}, Journal = SICON, Keywords = {queueing networks; routing; scheduling; optimal control}, Number = {6}, Pages = {3259-3294}, Publisher = {SIAM}, Title = {Stability and Asymptotic Optimality of Generalized {MaxWeight} Policies}, Url = {http://link.aip.org/link/?SJC/47/3259/1}, Volume = {47}, Year = {2009}, Bdsk-Url-1 = {http://link.aip.org/link/?SJC/47/3259/1}, Bdsk-Url-2 = {http://dx.doi.org/10.1137/06067746X}} @article{denchemehmey08, Abstract = {This paper is concerned with modeling, analysis and optimization/control of occupancy evolution in a large building. The main concern is efficient evacuation of a building in the event of threat or emergency. Complexity arises from the curse of dimensionality in a large building, as well as the uncertain and nonlinear dynamics of individuals. In this paper we propose relaxation techniques borrowed from queueing theory to address complexity. Then we provide tools to model occupancy evolution during egress, obtain lower bounds on evacuation time, and construct control solutions to instruct occupants in order to efficiently evacuate the building. The control solutions are based on recent generalizations of the MaxWeight policy for decentralized routing. These results are illustrated with the aid of simulations carried out using realistic building models.}, Author = {Deng, Kun and Chen, Wei and Mehta, Prashant G. and Meyn, Sean P.}, Date-Added = {2009-01-09 08:14:45 -0600}, Date-Modified = {2009-01-21 07:36:42 -0600}, Doi = {10.1109/CDC.2008.4739428}, Issn = {0191-2216}, Journal = {Decision and Control, 2008. CDC 2008. 47th IEEE Conference on}, Month = {Dec.}, Pages = {5565-5570}, Title = {Resource pooling for optimal evacuation of a large building}, Year = {2008}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/CDC.2008.4739428}} @article{abbmedmeyzhe07a, Abstract = {The mismatched-channel formulation is generalized to obtain simplified algorithms for computation of capacity bounds and improved signal constellation designs. The following issues are addressed: (i) For a given finite dimensional family of linear detectors, how can we compute the best in this class to maximize the reliably received rate? That is, what is the best mismatched detector in a given class? (ii) For computation of the best detector, a new algorithm is proposed based on a stochastic approximation implementation of the Newton-Raphson method, (iii) The geometric setting provides a unified treatment of channel coding and robust/adaptive hypothesis testing.}, Author = {Abbe, E. and Medard, M. and Meyn, S. and Zheng, L.}, Date-Added = {2009-01-02 07:12:25 -0600}, Date-Modified = {2009-01-02 07:12:25 -0600}, Doi = {10.1109/ITA.2007.4357593}, Journal = {Information Theory and Applications Workshop, 2007}, Keywords = {Newton-Raphson method, approximation theory, channel capacity, channel coding, signal detection, stochastic processesNewton-Raphson method, best mismatched detector, channel coding, hypothesis testing, signal constellation design, stochastic approximation}, Month = {29 2007-Feb. 2}, Pages = {284-288}, Title = {Finding the best mismatched detector for channel coding and hypothesis testing}, Year = {2007}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/ITA.2007.4357593}} @conference{mey04a, Abstract = {This paper concerns control of stochastic networks using state-dependent safety-stocks. Three examples are considered: a pair of tandem queues; a simple routing model; and the Dai-Wang re-entrant line. In each case, a single policy is proposed that is independent of network load ρ·. The following conclusions are obtained for the controlled network, where the finite constant K0 is independent of load. (i) An optimal policy for a one-dimensional relaxation stores all inventory in a single buffer i*. The policy for the (unrelaxed) stochastic network maintains for each k ≥ 0, Ei≠i*[Σ Qi(k)]≤ K0E[log(1+Qi*(k))], where Q(k) is the ℓ -dimensional vector of buffer lengths at time k, initialized at Q(0) = 0. (i) The policy is fluid-scale optimal, and approximately average-cost optimal: The steady-state cost η satisfies the bound η*≤η≤η* + K0 log(η*), 0 < ρ· < 1, where η* is the optimal steady-state cost.}, Author = {Meyn, S.}, Date-Added = {2009-01-02 07:09:48 -0600}, Date-Modified = {2009-04-22 19:55:04 -0500}, Issn = {0191-2216}, Journal = {Decision and Control, 2004. CDC. 43rd IEEE Conference on}, Keywords = {asymptotic stability, optimisation, stochastic systems Dai-Wang re-entrant line, asymptotic optimality, buffer lengths, dynamic safety-stocks, finite constant, network load, one-dimensional relaxation, optimal policy, optimal steady-state cost, simple routing model, state-dependent safety-stocks, stochastic network, stochastic networks, tandem queues}, Month = {Dec.}, Pages = {3930-3937 Vol.4}, Title = {Dynamic safety-stocks for asymptotic optimality in stochastic networks}, Volume = {4}, Year = {2004}} @article{yukbasmey08, Abstract = {For {Markov} sources, the structure of optimal causal encoders minimizing the total communication rate subject to a mean-square distortion constraint is studied. The class of sources considered lives in a continuous alphabet, and the encoder is allowed to be variable-rate. Both the finite-horizon and the infinite-horizon problems are considered. In the finite-horizon case, the problem is non-convex, whereas in the infinite-horizon case the problem can be convexified under certain assumptions. For a finite horizon problem, the optimal deterministic causal encoder for a kth-order {Markov} source uses only the most recent k source symbols and the information available at the receiver, whereas the optimal causal coder for a memoryless source is memoryless. For the infinite-horizon problem, a convex-analytic approach is adopted. Randomized stationary quantizers are suboptimal in the absence of common randomness between the encoder and the decoder. If there is common randomness, the optimal quantizer requires the randomization of at most two deterministic quantizers. In the absence of common randomness, the optimal quantizer is non-stationary and a recurrence-based time-sharing of two deterministic quantizers is optimal. A linear source driven by Gaussian noise is considered. If the process is stable, innovation coding is almost optimal at high-rates, whereas if the source is unstable, then even a high-rate time-invariant innovation coding scheme leads to an unstable estimation process.}, Author = {Yuksel, S. and Basar, T. and Meyn, S.P.}, Date-Added = {2009-01-02 07:08:36 -0600}, Date-Modified = {2009-01-02 07:08:36 -0600}, Doi = {10.1109/ITA.2008.4601015}, Journal = {Information Theory and Applications Workshop, 2008}, Keywords = {Gaussian noise, {Markov} processes, distortion, quantisation (signal)Gaussian noise, {Markov} sources, convex-analytic approach, infinite-horizon problem, mean-square distortion constraint, optimal causal quantization, optimal deterministic causal encoder, randomized stationary quantizers, time-invariant innovation coding}, Month = {27 2008-Feb. 1}, Pages = {26-30}, Title = {Optimal causal quantization of {Markov} Sources with distortion constraints}, Year = {2008}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/ITA.2008.4601015}} @article{niedenmehmey08, Abstract = {This paper is concerned with model reduction for a complex {Markov} chain using state aggregation. The work is motivated in part by the need for reduced order estimation of occupancy in a building during evacuation. We propose and compare two distinct model reduction techniques, each of which is based on the potential matrix for the {Markov} semigroup. The first method is based on spectral graph partitioning where the weights are defined by the entries of the potential matrix. The second approach is based on aggregating states with similar long term uncertainty, where uncertainty is captured using conditional entropy. It is shown that entropy can be conveniently expressed in terms of the potential matrix. In application to the building model, the entries of the potential matrix correspond to the mean time an individual occupies a given cell. Numerical results are described, including a simulation study of the reduced order estimator.}, Author = {Niedbalski, J.S. and Deng, Kun and Mehta, P.G. and Meyn, S.}, Date-Added = {2009-01-02 07:06:27 -0600}, Date-Modified = {2009-01-21 07:36:01 -0600}, Doi = {10.1109/ACC.2008.4586609}, Issn = {0743-1619}, Journal = {American Control Conference, 2008}, Keywords = {Markov processes, graph theory, reduced order systems, trafficcomplex {Markov} chain, conditional entropy, model reduction techniques, reduced order estimation, spectral graph partitioning, state aggregation, traffic models}, Month = {June}, Pages = {914-919}, Title = {Model reduction for reduced order estimation in traffic models}, Year = {2008}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/ACC.2008.4586609}} @article{chomey07, Abstract = {This paper examines market models with supply friction. We examine a competitive equilibrium model, and a monopolistic model in which a single firm determines the market price. The following conclusions are obtained: (i) if friction is present, no matter how small, then the market prices fluctuate between zero and the "choke-up" price, without any tendency to converge to the marginal production cost, exhibiting considerable volatility. This conclusion holds for both the competitive equilibrium market model, and the monopolistic market model. (ii) The long-run average price in the competitive model is always greater than the marginal cost, but less than the long-run average cost in the monopolistic model. (iii) In the competitive model the consumer obtains social surplus, while in the monopolistic model the supplier extracts the entire surplus from the market.}, Author = {Cho, In-Koo and Meyn, S.}, Date-Added = {2009-01-02 07:05:17 -0600}, Date-Modified = {2010-03-07 09:35:59 -0600}, Doi = {10.1109/CDC.2007.4434521}, Issn = {0191-2216}, Journal = {Decision and Control, 2007 46th IEEE Conference on}, Keywords = {marketing, pricing, supply and demandcompetitive equilibrium model, dynamic competitive markets, marginal cost pricing, marginal production cost, market price, supply friction}, Month = {Dec.}, Note = {{To appear in {\it J. Theo. Economics}}}, Pages = {771-778}, Title = {Efficiency and marginal cost pricing in dynamic competitive markets with friction}, Year = {2007}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/CDC.2007.4434521}} @inproceedings{holgolgly03, Author = {Holliday, T. and Goldsmith, A. J. and Glynn, P.}, Booktitle = {Proc. 41rd Allerton Conf. Comm., Control, Comput.}, Date-Added = {2008-12-29 12:43:19 -0600}, Date-Modified = {2008-12-29 12:43:19 -0600}, Title = {Distributed power control for time-varying wireless networks: optimality and convergence}, Year = {2003}} @unpublished{moakumvan06, Author = {Moallemi, C.C. and Kumar, S. and Van Roy, B.}, Date-Added = {2008-12-12 20:01:37 -0600}, Date-Modified = {2008-12-12 20:01:37 -0600}, Note = {Submitted for publication.}, Title = {Approximate and data-driven dynamic programming for queueing networks}, Year = {2006}} @book{geoneetas06, Address = {Hanover, MA, USA}, Author = {Georgiadis, L. and Neely, M. and Tassiulas, L.}, Date-Added = {2008-12-12 19:51:21 -0600}, Date-Modified = {2008-12-12 19:51:50 -0600}, Isbn = {1933019263}, Publisher = {Now Publishers Inc.}, Title = {Resource Allocation and Cross Layer Control in Wireless Networks (Foundations and Trends in Networking, V. 1, No. 1)}, Year = {2006}} @book{mac1841, Author = {Mackay, Charles}, Date-Added = {2008-12-03 21:43:07 -0600}, Date-Modified = {2008-12-03 21:43:07 -0600}, Month = {July}, Publisher = {Three Rivers Press}, Title = {Extraordinary Popular Delusions and the Madness of Crowds}, Url = {http://www.amazon.ca/exec/obidos/redirect?tag=citeulike09-20\&path=ASIN/051788433X}, Year = {1995}, Bdsk-Url-1 = {http://www.amazon.ca/exec/obidos/redirect?tag=citeulike09-20%5C&path=ASIN/051788433X}} @article{mantevtor08, Author = {Mania, Michael and Tevzadze, Revaz and Toronjadze, Teimuraz}, Date-Added = {2008-11-03 16:06:34 -0600}, Date-Modified = {2008-11-03 16:06:34 -0600}, Doi = {10.1137/070700061}, Journal = SICON, Keywords = {backward stochastic differential equation; semimartingale market model; incomplete markets; mean-variance hedging; partial information}, Number = {5}, Pages = {2381-2409}, Publisher = {SIAM}, Title = {Mean-Variance Hedging Under Partial Information}, Url = {http://link.aip.org/link/?SJC/47/2381/1}, Volume = {47}, Year = {2008}, Bdsk-Url-1 = {http://link.aip.org/link/?SJC/47/2381/1}, Bdsk-Url-2 = {http://dx.doi.org/10.1137/070700061}} @article{bencakminsehshi08, Author = {Bensoussan, Alain and \c{C}akanyildirim, Metin and Minj\'{a}rez-Sosa, J. Adolfo and Sethi, Suresh P. and Shi, Ruixia}, Date-Added = {2008-11-03 16:06:34 -0600}, Date-Modified = {2008-11-03 16:06:34 -0600}, Doi = {10.1137/070688663}, Journal = SICON, Keywords = {stochastic inventory problem; partial observations; the Zakai equation; rain check}, Number = {5}, Pages = {2490-2519}, Publisher = {SIAM}, Title = {Partially Observed Inventory Systems: The Case of Rain Checks}, Url = {http://link.aip.org/link/?SJC/47/2490/1}, Volume = {47}, Year = {2008}, Bdsk-Url-1 = {http://link.aip.org/link/?SJC/47/2490/1}, Bdsk-Url-2 = {http://dx.doi.org/10.1137/070688663}} @unpublished{linveemey08, Author = {Lin, C. and Veeravalli, V. V. and Meyn, S. P.}, Date-Added = {2008-09-04 08:32:03 -0500}, Date-Modified = {2008-09-04 08:32:03 -0500}, Note = {{Submitted to the {\it IEEE Transactions on Information Theory}. http://arxiv.org/abs/0806.3023}}, Title = {Distributed Beamforming with Feedback: Convergence Analysis}, Year = {2008}} @misc{tomnarbanmey08, Address = {University of Wuppertal, Germany}, Author = {Tomastik, Robert and Narayanan, Satish and Banaszuk, Andrzej and Meyn, Sean}, Date-Added = {2008-08-30 12:55:19 -0500}, Date-Modified = {2008-08-30 12:56:06 -0500}, Howpublished = {{4th International Conference on Pedestrian and Evacuation Dynamics.} {\tt http://www.ped2008.com/}}, Key = {1}, Keywords = {Egress, HVAC}, Month = {February 27--29}, Title = {{Model-based Real-Time Estimation of Building Occupancy During Emergency Egress}}, Year = {2008}} @unpublished{chemey08a, Author = {Chen, W. and Meyn, S. P.}, Date-Added = {2008-04-12 20:28:58 -0500}, Date-Modified = {2008-04-13 13:58:53 -0500}, Note = {In preparation}, Title = {{$h$-MaxWeight} for Control and Performance Evaluation in Wireline Routing Models}, Year = {2008}} @article{cov65, Author = {Cover, T. M.}, Date-Added = {2008-04-05 13:44:19 -0500}, Date-Modified = {2008-04-05 13:44:19 -0500}, Journal = {IEEE Transactions on Elec. Comp.}, Title = {Geometric and statistical properties of systems of linear inequalities with applications to pattern recognition}, Volume = {EC-14}, Year = {1965}, Bdsk-File-1 = {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}} @misc{IMA04, Address = {Institute for Mathematics and its Applications, University of Minnesota, Minneapolis, MN}, Author = {Meyn, S. P.}, Date-Added = {2008-03-18 14:39:36 -0500}, Date-Modified = {2008-03-18 14:41:38 -0500}, Howpublished = {{\tt http://www.ima.umn.edu/complex/abstracts/3-8abs.html/}}, Key = {1}, Month = {March 8-13}, Note = {(invited lecture)}, Title = {{{Dynamics of Ancillary Service Prices In Power Distribution Systems --- IMA Workshop on Control and Pricing in Communication and Power Networks, March, 2004}\\}}, Year = {2004}} @article{med00a, Author = {Medard, M.}, Date-Added = {2008-03-18 13:54:21 -0500}, Date-Modified = {2008-03-18 13:54:35 -0500}, Journal = TIT, Pages = {935-946}, Title = {The Effect Upon Channel Capacity in Wireless Communications of Perfect and Imperfect Knowledge of the Channel}, Volume = {46}, Year = {2000}} @inproceedings{mey07b, Author = {Meyn, Sean}, Booktitle = {Proc.~of the 46th IEEE Conference on Decision and Control}, Date-Added = {2008-03-09 16:49:11 -0500}, Date-Modified = {2008-09-17 06:45:00 -0500}, Doi = {10.1109/CDC.2007.4434508}, Issn = {0191-2216}, Month = {Dec. 12-14}, Pages = {639-646}, Title = {Myopic policies and {MaxWeight} policies for stochastic networks}, Year = {2007}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/CDC.2007.4434508}} @inproceedings{sublei07, Abstract = {Distributed scheduling and routing policies that perform well are increasingly being sought for multi-hop wireless infrastructure networks. The state-of-the-art max-pressure algorithms have provably optimal stability properties but in networks with cycles and loops the delay performance can be quite poor at rates that are not very close to the capacity region boundary. We propose a new scheduling and routing policy to try to address this that results in serving the longest queue but routing packets along (dynamic) shortest-path routes. For a two-node relay we prove stability for our policy using fluid limits.}, Author = {Subramanian, V. and Leith, D.}, Booktitle = {{Proceedings of the 46th IEEE Conf. on Decision and Control}}, Date-Added = {2008-03-06 18:34:08 -0500}, Date-Modified = {2008-03-06 18:34:17 -0500}, Pages = {1162-1167}, Title = {Draining Time based Scheduling Algorithm}, Year = {2007}} @article{borbud05a, Author = {Borkar, V. and Budhiraja, A.}, Date-Added = {2008-02-09 11:01:27 -0600}, Date-Modified = {2008-02-09 11:01:27 -0600}, Issn = {0363-0129}, Journal = SICON, Mrclass = {93E20 (60H20 60H30 60J60)}, Mrnumber = {MR2124281}, Number = {4}, Pages = {1467--1492 (electronic)}, Title = {Ergodic control for constrained diffusions: characterization using {HJB} equations}, Volume = {43}, Year = {2004/05}} @article{bud03a, Author = {Budhiraja, A.}, Date-Added = {2008-02-09 11:01:27 -0600}, Date-Modified = {2008-02-09 11:01:27 -0600}, Issn = {0363-0129}, Journal = SICON, Mrclass = {93E20 (49J55 60H30 60J60)}, Mrnumber = {MR1982282 (2004b:93137)}, Mrreviewer = {{\L}. Stettner}, Number = {2}, Pages = {532--558 (electronic)}, Title = {An ergodic control problem for constrained diffusion processes: existence of optimal {M}arkov control}, Volume = {42}, Year = {2003}} @article{che95a, Abstract = {This paper studies the fluid approximation (also known as the functional strong law of large numbers) and the stability (positive Harris recurrence) for a multiclass queueing network. Both of these are related to the stabilities of a linear fluid model, constructed from the first-order parameters (i.e., long-run average arrivals, services and routings) of the queueing network. It is proved that the fluid approximation for the queueing network exists if the corresponding linear fluid model is weakly stable, and that the queueing network is stable if the corresponding linear fluid model is (strongly) stable. Sufficient conditions are found for the stabilities of a linear fluid model. }, Author = {Chen, H.}, Date-Added = {2008-01-19 21:13:48 -0500}, Date-Modified = {2008-01-19 21:14:06 -0500}, Journal = ANNAP, Number = {3}, Pages = {637-665}, Title = {Fluid Approximations and Stability of Multiclass Queueing Networks: Work-Conserving Disciplines}, Volume = {5}, Year = {1995}} @mastersthesis{nie07, Author = {Niedbalski, Joseph}, Date-Added = {2008-01-07 14:24:51 -0600}, Date-Modified = {2008-01-07 14:25:56 -0600}, School = {Department of Mechanical Science and Engg., UIUC}, Title = {Full and Reduced Order Estimation of Traffic Dynamics using {Markov} Chains}, Year = {2007}} @inproceedings{huamalcai06, Address = {San Diego, CA}, Author = {Huang, M. and Malhame, R.P. and Caines, P.E.}, Booktitle = CDC06, Date-Added = {2008-01-04 08:20:31 -0600}, Date-Modified = {2008-01-04 08:20:31 -0600}, Pages = {4921-4926}, Title = {Nash Certainty Equivalence in Large Population Stochastic Dynamic Games: Connections with the Physics of Interacting Particle Systems}, Year = {2006}} @article{halwhi81, Author = {Halfin, S. and Whitt, W.}, Date-Added = {2008-01-04 06:47:39 -0600}, Date-Modified = {2008-01-04 06:47:56 -0600}, Journal = OR, Pages = {567--588}, Title = {Heavy-traffic limits for queues with many exponential servers}, Volume = {29}, Year = {1981}} @article{harzee04, Abstract = {We consider a {Markov}ian model of a multiclass queueing system in which a single large pool of servers attends to the various customer classes. Customers waiting to be served may abandon the queue, and there is a cost penalty associated with such abandonments. Service rates, abandonment rates, and abandonment penalties are generally different for the different classes. The problem studied is that of dynamically scheduling the various classes. We consider the Halfin-Whitt heavy traffic regime, where the total arrival rate and the number of servers both become large in such a way that the system's traffic intensity parameter approaches one. An approximating diffusion control problem is described and justified as a purely formal (that is, nonrigorous) heavy traffic limit. The Hamilton-Jacobi-Bellman equation associated with the limiting diffusion control problem is shown to have a smooth (classical) solution, and optimal controls are shown to have an extremal or "bang-bang" character. Several useful qualitative insights are derived from the mathematical analysis, including a "square-root rule" for sizing large systems and a sharp contrast between system behavior in the Halfin-Whitt regime versus that observed in the "conventional" heavy traffic regime. The latter phenomenon is illustrated by means of a numerical example having two customer classes.}, Address = {Institute for Operations Research and the Management Sciences (INFORMS), Linthicum, Maryland, USA}, Author = {Harrison, J. M. and Zeevi, A.}, Date-Added = {2008-01-04 06:42:37 -0600}, Date-Modified = {2008-01-04 06:43:37 -0600}, Doi = {http://dx.doi.org/10.1287/opre.1030.0084}, Issn = {0030-364X}, Journal = OR, Number = {2}, Pages = {243--257}, Publisher = {INFORMS}, Title = {Dynamic Scheduling of a Multiclass Queue in the Halfin-Whitt Heavy Traffic Regime}, Volume = {52}, Year = {2004}, Bdsk-Url-1 = {http://dx.doi.org/10.1287/opre.1030.0084}} @unpublished{raiglygly07, Author = {Rai, S. and Glynn, P. and Glynn, J.E.}, Date-Added = {2008-01-03 09:10:20 -0600}, Date-Modified = {2008-01-03 09:10:20 -0600}, Note = {Submitted for publication.}, Title = {Recurrence classification for a family of non-linear storage models}, Year = {2007}} @article{gubgopvar89, Abstract = {Generalized skip free assumption + Foster: A theoretical result is proved, strongly evocative of nonnegative supermartingales. Application is made to the "shortest queue" problem, a problem with an extensive literature, which, in its simplest form, is concerned with the characteristics of a two-server, two-queue queueing system where customers join the shortest queue. In an $N$-server environment it is shown that joining the shortest queue can bound the expected sum of the squares of differences between all queue state pairs, a result which holds under arbitrarily heavy traffic. }, Author = {Gubner, J. A. and Gopinath, B. and Varadhan, S. R. S.}, Coden = {AAPBBD}, Date-Added = {2008-01-02 19:51:05 -0600}, Date-Modified = {2008-01-03 15:00:30 -0600}, Fjournal = {Advances in Applied Probability}, Issn = {0001-8678}, Journal = {Adv. in Appl. Probab.}, Mrclass = {60K25 (90B22)}, Mrnumber = {MR1039631 (91h:60101)}, Mrreviewer = {Brian Conolly}, Number = {4}, Pages = {842--860}, Title = {Bounding functions of {M}arkov processes and the shortest queue problem}, Volume = {21}, Year = {1989}} @unpublished{yukbasmey07, Author = {Yuksel, S. and Basar, T. and Meyn, S.}, Date-Added = {2007-10-04 09:54:26 -0500}, Date-Modified = {2008-09-04 08:28:18 -0500}, Note = {Submitted for publication. Preliminary version presented at the 3rd Annual Information Theory and Applications Workshop, UCSD (invited).}, Title = {Optimal Causal Coding of {Markov} Sources in Continuous Alphabets with Applications in Linear Control Systems}, Year = {2007}} @unpublished{dailin06a, Author = {Dai, J. G. and Lin, Wuqin}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2008-05-22 17:20:17 -0500}, Local-Url = {file://localhost/Users/meyn/ECE/Reprints/Dai/htl-7-21.pdf}, Note = {To appear in {\em The Annals of Applied Probability}}, Title = {Asymptotic Optimality of Maximum Pressure Policies in Stochastic Processing Networks}, Year = {2008}, Bdsk-File-1 = {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}} @article{storam01a, Annote = { In this paper, the authors consider a single-server system with $N$ classes of users. The problem considered is that of quality of service. The largest weighted delay first (LWDF) discipline, which is parametrized by the weight vector $\left(\alpha_1,\dots,\alpha_N\right)$, is introduced. It is assumed that the input flows have stationary increments and satisfy a sample path large deviation principle, and the system is stable. It is shown that, under the LWDF discipline, the sequence of scaled distributions of the delay of each flow satisfies a large-deviation principle, where the rate function is given in terms of a finite-dimensional optimization problem. Large-deviation techniques are utilized in the proofs. In much earlier work, a policy was fixed a priori, and the emphasis was then on performance analysis. In this work, a desired performance objective is fixed and the focus is on determining the policy that is best suited to achieve it. Reviewed by K. M. Ramachandran}, Author = {Stolyar, Alexander L. and Ramanan, Kavita}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Applied Probability}, Issn = {1050-5164}, Journal = ANNAP, Mrclass = {60F10 (60K25 90B36)}, Mrnumber = {MR1825459 (2002a:60039)}, Mrreviewer = {K. M. Ramachandran}, Number = {1}, Pages = {1--48}, Title = {Largest weighted delay first scheduling: large deviations and optimality}, Volume = {11}, Year = {2001}} @inbook{har96a, Address = {Oxford, UK}, Author = {Harrison, J.M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Editors = {F.P. Kelly, S. Zachary, and I. Ziedins}, Pages = {57-90}, Publisher = {Oxford University Press}, Series = {Stochastic Networks: Theory and Applications}, Title = {The {BIGSTEP} approach to flow management in stochastic processing networks}, Year = {1996}} @inproceedings{gibkel97a, Address = {Amsterdam}, Author = {Gibbens, R. J. and Kelly, F. P.}, Booktitle = {Teletraffic Contributions for the Information Age, ITC15}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Editor = {Ramaswami, V. and Wirth, P.E.}, Pages = {879-888}, Publisher = {Elsevier}, Title = {Measurement-Based Connection Admission Control}, Year = {1997}} @article{dailin05a, Author = {Dai, J. G. and Lin, Wuqin}, Coden = {OPREAI}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Operations Research}, Issn = {0030-364X}, Journal = OR, Mrclass = {90B15 (90B80)}, Mrnumber = {MR2131925 (2005m:90015)}, Mrreviewer = {Giovanni Andreatta}, Number = {2}, Pages = {197--218}, Title = {Maximum pressure policies in stochastic processing networks}, Volume = {53}, Year = {2005}} @article{shasum87b, Author = {Shanthikumar, J. George and Sumita, Ushio}, Coden = {JPRBAM}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Journal of Applied Probability}, Issn = {0021-9002}, Journal = JAP, Mrclass = {60K25 (90B22)}, Mrnumber = {MR900313 (89c:60112)}, Number = {3}, Pages = {737--748}, Title = {Convex ordering of sojourn times in single-server queues: extremal properties of {FIFO} and {LIFO} service disciplines}, Volume = {24}, Year = {1987}} @unpublished{henmey97a, Author = {Henderson, S. and Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Invited presentation at the \textit{INFORMS Applied Probability Meeting}, February, 1997}, Title = {Variance Reduction in Queueing Networks}, Year = {1997}} @article{helfarvic00, Author = {Helbing, Dirk and Farkas, Ill\'es and Vicsek, Tam\'as}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Nature}, Pages = {487 - 490}, Title = {Simulating Dynamical Features of Escape Panic}, Volume = {407}, Year = {2000}} @article{persri01a, Author = {Perkins, J. R. and Srikant, R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Pages = {441-449}, Title = {Failure-prone production systems with uncertain demand}, Volume = {46}, Year = {2001}} @article{zoukevarm06, Abstract = {The computer-assisted modeling of re-entrant production lines, and, in particular, simulation scalability, is attracting a lot of attention due to the importance of such lines in semiconductor manufacturing. Re-entrant flows lead to competition for processing capacity among the items produced, which significantly impacts their throughput time (TPT). Such production models naturally exhibit two time scales: a short one, characteristic of single items processed through individual machines, and a longer one, characteristic of the response time of the entire factory. Coarse-grained partial differential equations for the spatio-temporal evolution of a "phase density" were obtained through a kinetic theory approach in Armbruster et al. [2]. We take advantage of the time scale separation to directly solve such coarse-grained equations, even when we cannot derive them explicitly, through an equation-free computational approach. Short bursts of appropriately initialized stochastic fine-scale simulation are used to perform coarse projective integration on the phase density. The key step in this process is lifting: the construction of fine-scale, discrete realizations consistent with a given coarse-grained phase density field. We achieve this through computational evaluation of conditional distributions of a "phase velocity" at the limit of large item influxes. }, Author = {Zou, Y. and Kevrekidis, I. G. and Armbruster, D.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Physica A: Statistical Mechanics and its Applications}, Pages = {1-13}, Title = {Multiscale analysis of re-entrant production lines: An equation-free approach}, Volume = {363}, Year = {2006}} @article{mit73a, Author = {Mitchell, B.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = SIJAM, Number = {1}, Pages = {19--35}, Title = {Optimal service-rate selection in an {M/G/$\hat{1}$} Queue}, Volume = {24}, Year = {1973}} @article{ngu95, Address = {Institute for Operations Research and the Management Sciences (INFORMS), Linthicum, Maryland, USA}, Author = {Nguyen, V.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Issn = {0364-765X}, Journal = MOR, Number = {2}, Pages = {321--354}, Publisher = {INFORMS}, Title = {Fluid and diffusion approximations of a two-station mixed queueing network}, Volume = {20}, Year = {1995}} @phdthesis{ing93, Address = {Madison, WI, USA}, Author = {Ingenoso, M. J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, School = {University of Wisconsin, Madison}, Title = {Stability Analysis for Certain Queueing Systems and Multi-Access Communication Channels}, Year = {2004}} @unpublished{budlee07a, Abstract = {In a recent paper (Gamarnik and Zeevi, Ann. App. Prob. (2006)) it was shown that under suitable conditions stationary distributions of the (scaled) queue lengths process for a generalized Jackson network converge to the stationary distribution of the associated reflected Brownian motion in the heavy traffic limit. The proof relied on certain exponential integrability assumptions on the primitives of the network. In this note we provide an alternative proof of this result that does not require exponential integrability. The conditions that we impose (in addition to natural heavy traffic and stability assumptions) are precisely the i.i.d. and square integrability assumptions on the network primitives that are typically made in heavy traffic analysis. The paper can be downloaded from http://www.stat.unc.edu/faculty/amarjit/abpubs.html }, Author = {Budhiraja, A. and Lee, C.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Submitted for Publication}, Title = {Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic}, Year = {2007}} @book{schsha02, Address = {Berlin}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Editor = {Schreckenberg, M. and Sharma, S.D.}, Pages = {193--202}, Publisher = {Springer}, Title = {Pedestrian and Evacuation Dynamics}, Year = 2002} @inproceedings{kel95a, Abstract = {One of the promising approaches of the last few years has been the development of upper bounds on the performance of any dynamic routing scheme for a stochastic network \cite{gibkel90,berpastsi92a,lawlou90,ouwei92}. We describe two classes of bound, each with an associated limiting regime under which it is conjectured that the bound is tight. Further open questions concern whether the bounds can be approached by dynamic routing schemes that are simple in some sense, perhaps depending only on local rules" }, Address = {New York}, Author = {Kelly, F. P.}, Booktitle = {Volume 71 of IMA volumes in Mathematics and its Applications}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Editor = {Kelly, F. and Williams, R.}, Pages = {169-186}, Publisher = {Springer-Verlag}, Title = {Dynamic Routing in Stochastic Networks}, Year = {1995}} @book{whi07, Author = {Whittle, P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {Cambridge University Press}, Series = {Cambridge Series in Statistical and Probabilistic Mathematics}, Title = {Networks: Optimisation and Evolution}, Year = {2007}} @article{faymalmensid93, Address = {Institute for Operations Research and the Management Sciences (INFORMS), Linthicum, Maryland, USA}, Author = {Fayolle, G. and Malyshev, V. A. and Menshikov, M. V. and Sidorenko, A. F.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Issn = {0364-765X}, Journal = MOR, Number = {4}, Pages = {916--927}, Publisher = {INFORMS}, Title = {Lyapunov functions for Jackson networks}, Volume = {18}, Year = {1993}} @article{sig88a, Author = {Sigman, K.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Queueing Systems}, Pages = {179--198}, Title = {Queues as Harris-Recurrent {Markov} Chains}, Volume = {3}, Year = {1988}} @article{sig90a, Author = {Sigman, K.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = SPA, Pages = {11--25}, Title = {The Stability of Open Queueing Networks}, Volume = {35}, Year = {1990}} @article{bor86, Author = {Borovkov, A. A.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TPA, Pages = {413--427}, Title = {Limit Theorems for Queueing Networks}, Volume = {31}, Year = {1986}} @misc{muhtsi03, Author = {Muharremoglu, A. and Tsitsiklis, J. N.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Howpublished = {{Under revision for Operations Research. Preprint available at {\tt http://web.mit.edu/jnt/www/publ.html}}}, Title = {A Single-Unit Decomposition Approach to Multi-Echelon Inventory Systems}, Year = {2003}} @article{mcb98, Address = {Philadelphia, PA, USA}, Author = {McBride, R. D.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Doi = {http://dx.doi.org/10.1137/S1052623496304542}, Issn = {1052-6234}, Journal = SICON, Number = {4}, Pages = {947--955}, Publisher = {Society for Industrial and Applied Mathematics}, Title = {Progress Made in Solving the Multicommodity Flow Problem}, Volume = {8}, Year = {1998}, Bdsk-Url-1 = {http://dx.doi.org/10.1137/S1052623496304542}} @article{csijohkenorlshoweb06, Address = {New York, NY, USA}, Author = {Csirik, J. and Johnson, D. S. and Kenyon, C. and Orlin, J. B. and Shor, P. W. and Weber, R. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Doi = {http://doi.acm.org/10.1145/1120582.1120583}, Issn = {0004-5411}, Journal = JACM, Number = {1}, Pages = {1--65}, Publisher = {ACM Press}, Title = {On the Sum-of-Squares algorithm for bin packing}, Volume = {53}, Year = {2006}, Bdsk-Url-1 = {http://doi.acm.org/10.1145/1120582.1120583}} @book{bolgremeetri06, Address = {New York, NY, USA}, Author = {Bolch, G. and Greiner, S. and de Meer, H. and Trivedi, K. S.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Edition = {Second}, Publisher = {Wiley-Interscience}, Title = {Queueing networks and {Markov} chains: modeling and performance evaluation with computer science applications}, Year = {2006}} @incollection{vea02a, Address = {New York}, Author = {Veatch, M. H.}, Booktitle = {Analysis and Modeling of Manufacturing Systems}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Editor = {Gershwin, S. B. and Dallery, Y. and Papadopoulos, C. T. and Smith, J. M.}, Pages = {399--426}, Publisher = {Kluwer-Academic International}, Series = {Operations Research and Management Science}, Title = {Using fluid solutions in dynamic scheduling}, Year = {2002}} @article{dalger92, Address = {Red Bank, NJ, USA}, Author = {Dallery, Y. and Gershwin, S. B.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Doi = {http://dx.doi.org/10.1007/BF01158636}, Issn = {0257-0130}, Journal = QS, Number = {1-2}, Pages = {3--94}, Publisher = {J. C. Baltzer AG, Science Publishers}, Title = {Manufacturing flow line systems: a review of models and analytical results}, Volume = {12}, Year = {1992}, Bdsk-Url-1 = {http://dx.doi.org/10.1007/BF01158636}} @book{altgauhor04, Address = {Secaucus, NJ, USA}, Author = {Altman, E. and Gaujal, B. and Hordijk, A.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Isbn = {3540203583}, Publisher = {Springer-Verlag New York, Inc.}, Title = {Discrete-Event Control of Stochastic Networks: Multimodularity and Regularity (Lecture Notes in Mathematics)}, Year = {2004}} @inproceedings{ger87a, Author = {Gershwin, S. B.}, Booktitle = {Proceedings of {IIASA} Conference on Discrete Event System: Models and Applications (Sopron. Hungary, 1987)}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Pages = {197-216}, Title = {A hierarchical framework for discrete event scheduling in manufacturing systems}, Year = {1988}} @article{perkum89a, Author = {Perkins, J. R. and Kumar, P. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Pages = {139--148}, Title = {Stable distributed real-time scheduling of flexible manufacturing/assembly/disassembly systems}, Volume = {AC-34}, Year = {1989}} @article{perkum95a, Abstract = {We consider the problem of optimal control of pull manufacturing systems. We study a fluid model of a flow shop, with buffer holding costs non-decreasing along the route. The system is subject to a constant exogenous demand, thus incurring additional shortfall/inventory costs. The objective is to determine the optimal control for the production rate at each machine in the system. We exhibit a decomposition of the flow shop into sections of contiguous machines, where, in each section, the machine is the bottleneck for the downstream system. We exhibit the form of an optimal control, and show that it is characterized by a set of deferral times, one for each head machine. Machines which are upstream of a head machine simply adopt a just-in-time production policy. The head machines initially stay idle for a period equal to their deferral time, and thereafter produce as fast as possible, until the initial shortfall is eliminated. The optimal values of these deferral times are simply obtained by solving a set of quadratic programming problems. We also exhibit special cases of re-entrant lines, for which the optimal control is similarly computable. }, Author = {Perkins, J. R. and Kumar, P. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Pages = {2040--2051}, Title = {Optimal control of pull manufacturing systems}, Volume = {AC-40}, Year = {1995}} @article{new93a, Author = {Newell, G. F.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Trans. Res.}, Number = {4}, Pages = {281--287}, Title = {A simplified theory on kinematic waves in highway traffic, Part I: General Theory}, Volume = {27B}, Year = {1993}} @article{new93b, Author = {Newell, G. F.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Trans. Res.}, Number = {4}, Pages = {289--303}, Title = {A simplified theory on kinematic waves in highway traffic, Part II: Queuing at Freeway Bottlenecks}, Volume = {27B}, Year = {1993}} @article{new93c, Author = {Newell, G. F.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Trans. Res.}, Number = {4}, Pages = {305--313}, Title = {A simplified theory on kinematic waves in highway traffic, Part III: Multi-destination Flows}, Volume = {27B}, Year = {1993}} @article{erysriper05b, Abstract = {We consider the problem of scheduling the transmissions of multiple data users (flows) sharing the same wireless channel (server). The unique feature of this problem is the fact that the capacity (service rate) of the channel varies randomly with time and asynchronously for different users. We study a scheduling policy called the exponential scheduling rule, which was introduced in an earlier paper. Given a system with N users, and any set of positive numbers...we show that in a heavy-traffic limit, under a nonrestrictive `complete resource pooling' condition, }, Author = {Shakkotai, S. and Srikant, R. and Stolyar, A. L.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = AAP, Number = {4}, Pages = {1021--1045}, Title = {Pathwise optimality of the exponential scheduling rule for wireless channels}, Volume = {36}, Year = {2004}} @article{bhawilaca07, Abstract = {A MIMO downlink system in which data is transmitted to two users over a common wireless channel is considered. The channel is assumed to be fixed for all transmissions over the period of interest and the ratio of anticipated average arrival rates for the two users, also known as the relative traffic rate, is the system design parameter. A packet-based traffic model is considered where data for each user is queued at the transmit end. A queueing analogue for this system leads to a coupled queueing system for which a simple policy is known to be throughput-optimal under {Markov}ian assumptions. Since an exact expression for the performance is not available, as a measure of performance (in heavy traffic), a diffusion approximation is established. This diffusion process is a two-dimensional semimartingale reflecting Brownian motion living in the positive quadrant of two-dimensional space. }, Author = {Bhardwaj, S. and Williams, R. J. and Acampora, A. S.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TIT, Notes = {To appear}, Number = {5}, Title = {On the performance of a two-user MIMO downlink system in heavy traffic}, Volume = {53}, Year = {2007}} @article{kus90a, Address = {Philadelphia, PA, USA}, Author = {Kushner, H. J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Doi = {http://dx.doi.org/10.1137/0328056}, Issn = {0363-0129}, Journal = {SIAM J. Control Optim.}, Number = {5}, Pages = {999--1048}, Publisher = {Society for Industrial and Applied Mathematics}, Title = {Numerical methods for stochastic control problems in continuous time}, Volume = {28}, Year = {1990}, Bdsk-Url-1 = {http://dx.doi.org/10.1137/0328056}} @book{kusdup92a, Address = {London, UK}, Author = {Kushner, H. J. and Dupuis, P. G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Isbn = {0-387-97834-8}, Publisher = {Springer-Verlag}, Title = {Numerical methods for stochastic control problems in continuous time}, Year = {1992}} @article{kusmar91a, Author = {Kushner, H. J. and Martins, L. F.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = SICON, Keywords = {numerical methods for stochastic control; singular stochastic control; ergodic stochastic control; {Markov} chain approximations; weak convergence methods; constrained ergodic problems; optimal stochastic control}, Number = {6}, Pages = {1443-1475}, Publisher = {SIAM}, Title = {Numerical Methods for Stochastic Singular Control Problems}, Volume = {29}, Year = {1991}} @article{wei90a, Author = {Wein, L. M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = OR, Number = {6}, Pages = {1065-1078}, Title = {Scheduling Networks of Queues: Heavy Traffic Analysis of a Two-Station Network with Controllable Inputs}, Volume = {38}, Year = {1990}} @article{smitow81, Abstract = {Egress problems within buildings are evaluated with the theory and computational methods of analytical queuing network models. Floor layouts of buildings are modeled as hierarchical queuing networks. Overall exit times are estimated together with variation in occupant exit times during the evacuation. Additionally, the effects of blocking and congestion in the exits and corridors are examined }, Author = {Smith, J. M. and Towsley, D.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Environment and Planning {B}: Planning and Design}, Number = {2}, Pages = {125--139}, Title = {The use of queuing networks in the evaluation of egress from buildings}, Volume = {8}, Year = {1981}} @article{tatmit06, Adsnote = {Provided by the Smithsonian/NASA Astrophysics Data System}, Adsurl = {http://adsabs.harvard.edu/cgi-bin/nph-bib_query?bibcode=2006cs........9139T&db_key=PRE}, Author = {Tatikonda, S. and Mitter, S.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Eprint = {cs/0609139}, Journal = {ArXiv Computer Science e-prints}, Month = sep, Title = {{The Capacity of Channels with Feedback}}, Year = 2006} @article{maysch97, Abstract = {A version of dynamic programming, which computes level sets of the value function rather than the value function set itself, is used to design robust non-linear controllers for linear, discrete-time, dynamical systems subject to hard constraints on controls and states. The controller stabilizes the system and steers all trajectories emanating in a prescribed set to a control invariant set in minimum time. For the robust regulator problem, the control invariant terminal set is a neighborhood, preferably small, of the origin; for the robust tracking problem, the control invariant terminal set is a neighborhood of the invariant set in which the tracking error is zero. Two non-linear controllers which utilize the level sets of the value function, are described. The first requires the controller to solve, on-line, a modest linear program whose dimension is approximately the same as that of the control variable. The second decomposes each level set into a set of simplices; a piecewise linear control law, affine in each simplex, is then constructed.}, Address = {Tarrytown, NY, USA}, Author = {Mayne, D. Q. and Schroeder, W. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Doi = {http://dx.doi.org/10.1016/S0005-1098(97)00157-X}, Issn = {0005-1098}, Journal = {Automatica}, Number = {12}, Pages = {2103--2118}, Publisher = {Pergamon Press, Inc.}, Title = {Robust time-optimal control of constrained linear systems}, Volume = {33}, Year = {1997}, Bdsk-Url-1 = {http://dx.doi.org/10.1016/S0005-1098(97)00157-X}} @unpublished{abbmedmeyzhe07, Author = {Abbe, E. and M\'edard, M. and Meyn, S. and Zheng, L.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Keywords = {Information Theory}, Note = {Submitted to IEEE International Symposium on Information Theory}, Title = {Geometry of Mismatched Decoders}, Year = {2007}} @article{csikor81, Abstract = {"A new and simple method is proposed for finding good encoders both for channels and for sources with side information. This method relies on the continuous version of a graph decomposition result of L. Lov{\'a}sz [Studia Sci. Math. Hungar. 1 (1966), 237--238; MR0202630 (34 \#2492)]. The presently known best exponential error bounds for both problems follow in a unified manner with an improvement on the source coding bound. The previous bounds for universal codes of the authors and K. Marton ["A new look at the error exponent of a discrete memoryless channel", 1977 IEEE International Symposium on Information Theory\/ (Ithaca, N.Y., 1977), IEEE, New York, 1977; see MR0469478 (57 \#9264)] are also improved."}, Author = {Csisz{\'{a}}r, I. and K{\"{o}}rner, J.}, Coden = {IETTAW}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Institute of Electrical and Electronics Engineers. Transactions on Information Theory}, Issn = {0018-9448}, Journal = {IEEE Trans. Inform. Theory}, Mrclass = {94A29 (05C70 94A40)}, Mrnumber = {MR605933 (83h:94011)}, Number = {1}, Pages = {5--12}, Title = {Graph decomposition: a new key to coding theorems}, Volume = {27}, Year = {1981}} @article{csinar95, Abstract = {"For discrete memoryless channels $\{W\colon X\to Y\}$, we consider decoders, possibly suboptimal, which minimize a metric defined additively by a given function $d(x,y)\geq 0$. The largest rate achievable by codes with such a decoder is called the $d$-capacity $C_d(W)$. The choice $d(x,y)=0$ if and only if $W(y|x)>0$ makes $C_d(W)$ equal to the `zero undetected error' or `erasures-only' capacity $C_{\rm eo}(W)$. The graph-theoretic concepts of Shannon capacity and Sperner capacity are also special cases of $d$-capacity, viz. for a noiseless channel with a suitable $\{0,1\}$-valued function $d$. "We show that the lower bound on $d$-capacity given previously by Csisz{\'a}r and K{\"o}rner and by Hui, is not tight in general, but $C_d(W)>0$ iff this bound is positive. The `product space' improvement of the lower bound is considered, and a `product space characterization' of $C_{\rm eo}(W)$ is obtained. We also determine the erasures-only capacity of a deterministic arbitrarily varying channel defined by a bipartite graph, and show that it equals capacity. We conclude with a list of challenging open problems."}, Author = {Csisz{\'a}r, I. and Narayan, P.}, Coden = {IETTAW}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Institute of Electrical and Electronics Engineers. Transactions on Information Theory}, Issn = {0018-9448}, Journal = {IEEE Trans. Inform. Theory}, Mrclass = {94A40 (94A24)}, Mrnumber = {MR1366743 (96j:94011)}, Number = {1}, Pages = {35--43}, Title = {Channel capacity for a given decoding metric}, Volume = {41}, Year = {1995}} @article{merkaplapsha94, Author = {Kaplan, G. and Lapidoth, A. and Shamai, S. and Merhav, N.}, Bibsource = {DBLP, http://dblp.uni-trier.de}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TIT, Number = {6}, Pages = {1953-1967}, Title = {On information rates for mismatched decoders.}, Volume = {40}, Year = {1994}} @article{jinvisgol04, Abstract = {We define a duality between Gaussian multiple-access channels (MACs) and Gaussian broadcast channels (BCs). The dual channels we consider have the same channel gains and the same noise power at all receivers. We show that the capacity region of the BC (both constant and fading) can be written in terms of the capacity region of the dual MAC, and vice versa. We can use this result to find the capacity region of the MAC if the capacity region of only the BC is known, and vice versa. For fading channels we show duality under ergodic capacity, but duality also holds for different capacity definitions for fading channels such as outage capacity and minimum-rate capacity. Using duality, many results known for only one of the two channels can be extended to the dual channel as well.}, Author = {Jindal, N. and Vishwanath, S. and Goldsmith, A.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TIT, Keywords = {2004 broadcast capacity fading gaussian journal_trans_it mac mimo rate-region}, Number = {5}, Pages = {768--783}, Priority = {2}, Title = {On the duality of {Gaussian} multiple-access and broadcast channels}, Url = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1291726}, Volume = {50}, Year = {2004}, Bdsk-Url-1 = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1291726}} @article{bernin00, Author = {Bertsimas, D. and Ni{\~n}o-Mora, J.}, Coden = {OPREAI}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Operations Research}, Issn = {0030-364X}, Journal = OR, Mrclass = {90C59 (90C05 90C15)}, Mrnumber = {MR1753226 (2000m:90059)}, Number = {1}, Pages = {80--90}, Title = {Restless bandits, linear programming relaxations, and a primal-dual index heuristic}, Volume = {48}, Year = {2000}} @article{nin06, Abstract = {Summary: "This paper presents a framework grounded on convex optimization and economics ideas to solve by index policies problems of optimal dynamic allocation of effort to a discrete-state (finite or countable) binary-action (work/rest) semi-{Markov} restless bandit project, elucidating issues raised by previous work. Its contributions include: (i) the concept of a restless bandit's marginal productivity index (MPI), characterizing optimal policies relative to general cost and work measures; (ii) the characterization of indexable restless bandits as those satisfying diminishing marginal returns to work, consistently with a nested family of threshold policies; (iii) sufficient indexability conditions via partial conservation laws (PCLs); (iv) the characterization of the MPI as an optimal marginal productivity rate relative to feasible active-state sets; (v) application to semi-{Markov} bandits under several criteria, including a new mixed average-bias criterion; and (vi) PCL-indexability analyses and MPIs for optimal service control of make-to-order/make-to-stock queues with convex holding costs, under discounted and average-bias criteria."}, Author = {Ni{\~n}o-Mora, J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Mathematics of Operations Research}, Issn = {0364-765X}, Journal = MOR, Mrclass = {90B36 (90B22 90B30 90C40 91B82 91B99)}, Mrnumber = {MR2205519 (2006m:90065)}, Mrreviewer = {Xianyi Wu}, Number = {1}, Pages = {50--84}, Title = {Restless bandit marginal productivity indices, diminishing returns, and optimal control of make-to-order/make-to-stock {$M/G/1$} queues}, Volume = {31}, Year = {2006}} @article{dufoco95, Abstract = { The authors consider queueing systems where the "workload process" $(W_t; t\geq 0)$ satisfies a large deviation asymptotic, i.e., $\lim_{\to\infty}v^{-1}_t\log P(W_t/a_t>w)=-I(w)$ with suitable scaling functions $(a_t,v_t; t\geq 0)$ and a rate function $I$. It turns out that, under suitable hypotheses, the tail probabilities of the "queue-length" $Q=\sup_{t\geq 0}W_t$ decay like $P(Q>b)\sim\exp\{-\delta v(a^{-1}(b))\}$ (as $b\to\infty$), where $\delta$ is related to the rate function $I$, and $a^{-1}$ denotes the generalized inverse of $a$. So, the queue-length distribution has an exponential tail only if $a_t/v_t$ tends to a finite and strictly positive limit as $t\to\infty$. Some applications are discussed, including fractional Brownian motion and, more generally, Gaussian processes with stationary increments. Finally, a non-Gaussian example is considered in which the arrivals are modelled by a squared Bessel process.}, Author = {Duffield, N. G. and O'Connell, Neil}, Coden = {MPCPCO}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Mathematical Proceedings of the Cambridge Philosophical Society}, Issn = {0305-0041}, Journal = {Math. Proc. Cambridge Philos. Soc.}, Mrclass = {60F10 (60K25 90B22)}, Mrnumber = {MR1341797 (96f:60039)}, Mrreviewer = {J. Steinebach}, Number = {2}, Pages = {363--374}, Title = {Large deviations and overflow probabilities for the general single-server queue, with applications}, Volume = {118}, Year = {1995}} @incollection{koo07a, Abstract = {This paper focuses on monotonicity results for dynamic systems that take values in the natural numbers or in more-dimensional lattices. The results are mostly formulated in terms of controlled queueing systems, but there are also applications to maintenance systems, revenue management, and so forth. We concentrate on results that are obtained by inductively proving properties of the dynamic programming value function. We give a framework for using this method that unifies results obtained for different models. We also give a comprehensive overview of the results that can be obtained through it, in which we discuss not only (partial) characterizations of optimal policies but also applications of monotonicity to optimization problems and comparisons of systems.}, Author = {Koole, G.}, Booktitle = {{Foundations and Trends in Stochastic Systems}}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Editor = {Yao, David}, Note = {To appear}, Publisher = {{Now Publishers Inc.}}, Title = {Monotonicity in {Markov} reward and decision chains: Theory and applications}, Year = {2007}} @article{kulpal05, Author = {Kulik, R. and Palmowski, Z.}, Bibsource = {DBLP, http://dblp.uni-trier.de}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Ee = {http://dx.doi.org/10.1007/s11134-005-0926-2}, Journal = QS, Number = {2-3}, Pages = {299-323}, Title = {Tail Behaviour of the Area Under the Queue Length Process of the Single Server Queue with Regularly Varying Service Times.}, Volume = {50}, Year = {2005}} @article{murkab87, Address = {Secaucus, NJ, USA}, Author = {Murty, K. G. and Kabadi, S. N.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Issn = {0025-5610}, Journal = {Math. Program.}, Number = {2}, Pages = {117--129}, Publisher = {Springer-Verlag New York, Inc.}, Title = {Some NP-complete problems in quadratic and nonlinear programming}, Volume = {39}, Year = {1987}} @article{xiajohboy04a, Abstract = {In wireless data networks, the optimal routing of data depends on the link capacities which, in turn, are determined by the allocation of communications resources (such as transmit powers and bandwidths) to the links. The optimal performance of the network can only be achieved by simultaneous optimization of routing and resource allocation. In this paper, we formulate the simultaneous routing and resource allocation (SRRA) problem, and exploit problem structure to derive efficient solution methods. We use a capacitated multicommodity flow model to describe the data flows in the network. We assume that the capacity of a wireless link is a concave and increasing function of the communications resources allocated to the link, and the communications resources for groups of links are limited. These assumptions allow us to formulate the SRRA problem as a convex optimization problem over the network flow variables and the communications variables. These two sets of variables are coupled only through the link capacity constraints. We exploit this separable structure by dual decomposition. The resulting solution method attains the optimal coordination of data routing in the network layer and resource allocation in the radio control layer via pricing on the link capacities.}, Author = {Xiao, L. and Johansson, M. and Boyd, S. P.}, Bibsource = {DBLP, http://dblp.uni-trier.de}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Ee = {http://doi.ieeecomputersociety.org/10.1109/TCOMM.2004.831346}, Journal = TCOM, Number = {7}, Pages = {1136-1144}, Title = {Simultaneous routing and resource allocation via dual decomposition.}, Volume = {52}, Year = {2004}} @article{fle01b, Abstract = {Consider a network $G=(V,E)$ such that each vertex $i$ has a supply $\gamma_i$ and each edge $(i,j)$ has a capacity $u_{ij}$. A transshipment over time that completes by time $T$ is a time-dependent flow $f\colon \{1, 2, \dots , T\}\rightarrow\bold R$ through the network such that $f_{ij}(t) \leq u_{ij}$ for $1\leq t\leq T$, $\sum_{t=1}^r\sum_{j}(f_{ij}(t) -f_{ji}(t)) \leq \max(0,\gamma_i)$ for $1\leq r \leq T$ and $i\in V$, and $\sum_{t=1}^T\sum_{j}(f_{ij}(t) -f_{ji}(t)) = \gamma_i$ for $i \in V$. The quickest transshipment problem is a transshipment over time with smallest $T$. In this paper, the author proposes an algorithm which computes a quickest transshipment using a polynomial number of maximum flow computations. When there is only one sink, the algorithm requires only $O(k)$ maximum flow computations, where $k$ is the number of sources.}, Author = {Fleischer, L. K.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {SIAM Journal on Optimization}, Issn = {1052-6234}, Journal = SICON, Mrclass = {90C27 (68Q25 90C35 90C60)}, Mrnumber = {MR1870585 (2002h:90057)}, Mrreviewer = {Ding Zhu Du}, Number = {1}, Pages = {18--35 (electronic)}, Title = {Faster algorithms for the quickest transshipment problem}, Volume = {12}, Year = {2001}} @article{atkche95, Author = {Atkins, D. and Chen, H.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Queueing Systems. Theory and Applications}, Issn = {0257-0130}, Journal = QS, Mrclass = {93E20 (60K25 90B35)}, Mrnumber = {MR1375682}, Number = {3-4}, Pages = {391--413}, Title = {Performance evaluation of scheduling control of queueing networks: fluid model heuristics}, Volume = {21}, Year = {1995}} @article{berset02a, Author = {Bertsimas, D. and Sethuraman, J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Mathematical Programming. A Publication of the Mathematical Programming Society}, Issn = {0025-5610}, Journal = {Math. Program.}, Mrclass = {90B35 (68M20)}, Mrnumber = {MR1892297 (2003a:90011)}, Mrreviewer = {Yuri Nazarovich Sotskov}, Number = {1, Ser. A}, Pages = {61--102}, Title = {From fluid relaxations to practical algorithms for job shop scheduling: the makespan objective}, Volume = {92}, Year = {2002}} @article{coxrosrub79, Author = {Cox, J. and Ross, S. and Rubinstein, M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {J. Financial Economics}, Pages = {229-263}, Title = {Option Pricing: A Simplified Approach}, Volume = {7}, Year = {1979}} @article{paptsi99, Author = {Papadimitriou, C. H. and Tsitsiklis, J. N.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:58:17 -0500}, Journal = MOR, Keywords = {Complexity theory}, Number = {2}, Pages = {293--305}, Title = {The Complexity of Optimal Queueing Network Control}, Volume = {24}, Year = {1999}} @article{kin61b, Author = {Kingman, J. F. C.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Proc. Cambridge Philos. Soc.}, Mrclass = {60.80}, Mrnumber = {MR0131298 (24 \#A1150)}, Mrreviewer = {G. Newell}, Pages = {902--904}, Title = {The single server queue in heavy traffic}, Volume = {57}, Year = {1961}} @article{kasman92a, Abstract = {The authors consider a closed queueing network of single-server stations with independent {Markov}ian routing and service times with general distributions. The network process is modeled by a piecewise-deterministic {Markov} process representing the numbers of customers at the nodes and the residual service times. The authors show that if one of the service times is unbounded, then the process has a unique stationary distribution. Also, if the unbounded service time is non-lattice, then the stationary distribution is also unique. The proofs use ergodic techniques for {Markov} processes with continuous state spaces. They also show that as the number of customers in the system tends to infinity, then the network process converges to a reflected Brownian motion on a simplex. }, Author = {Kaspi, H. and Mandelbaum, A.}, Coden = {STOCBS}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Stochastics and Stochastics Reports}, Issn = {1045-1129}, Journal = {Stochastics Stochastics Rep.}, Mrclass = {60K25 (60J25)}, Mrnumber = {MR1275124 (95g:60131)}, Mrreviewer = {Richard F. Serfozo}, Number = {4}, Pages = {239--258}, Title = {Regenerative closed queueing networks}, Volume = {39}, Year = {1992}} @article{har73, Abstract = { Consider a sequence of single server two priority queueing systems the members of which are identical in all regards except for the low priority service time distribution. The author shows that for such a sequence and under certain mild conditions, ... where $W_0{}^n(t)$ is the low priority customer's virtual waiting time process in the $n$th queue, $\xi(.)$ is a normalised Brownian motion, $\rho_1$ is the traffic intensity of the high priority customers in each queue and $\sigma$ is a constant determined by the first two moments of the input and output processes of the queues}, Author = {Harrison, J. M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Journal of Applied Probability}, Issn = {0021-9002}, Journal = JAP, Mrclass = {60K25}, Mrnumber = {MR0359067 (50 \#11522)}, Mrreviewer = {E. Kyprianou}, Pages = {907--912}, Title = {A limit theorem for priority queues in heavy traffic}, Volume = {10}, Year = {1973}} @article{bergamtsi01a, Abstract = {The focus of this paper is to estimate the steady-state queue lengths of a multiclass queueing network when interarrival and service times are exponentially distributed, assuming that a stable scheduling policy is used which brings the system to a steady state. The authors analyze the performance of multiclass {Markov}ian queueing networks by applying the steady-state behaviour of the embedded {Markov} chain and by constructing suitable linear or piecewise linear {Lyapunov} functions. The usage of the techniques developed in the paper is demonstrated with several examples. Reviewed by Sreenivasan Ravi}, Author = {Bertsimas, D. and Gamarnik, D. and Tsitsiklis, J. N.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Applied Probability}, Issn = {1050-5164}, Journal = ANNAP, Mrclass = {60K25 (60K30)}, Mrnumber = {MR1878302 (2002m:60177)}, Mrreviewer = {Sreenivasan Ravi}, Number = {4}, Pages = {1384--1428}, Title = {Performance of multiclass {M}arkovian queueing networks via piecewise linear {L}yapunov functions}, Volume = {11}, Year = {2001}} @article{bergamset03a, Author = {Bertsimas, D. and Gamarnik, D. and Sethuraman, J.}, Coden = {OPREAI}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Operations Research}, Issn = {0030-364X}, Journal = OR, Mrclass = {90B35 (90B50)}, Mrnumber = {MR2002758 (2004f:90034)}, Mrreviewer = {Edward J. Anderson}, Number = {5}, Pages = {798--813}, Title = {From fluid relaxations to practical algorithms for high-multiplicity job-shop scheduling: the holding cost objective}, Volume = {51}, Year = {2003}} @article{csitus84, Author = {Csisz{\'a}r, I. and Tusn{\'a}dy, G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Issn = {0721-2631}, Journal = {Statistics \&\ Decisions. International Journal for Statistical. Supplemental Issue \# 1.}, Mrclass = {60A10 (62B10 94A15)}, Mrnumber = {MR785210 (86i:60008)}, Mrreviewer = {A. I. Dale}, Pages = {205--237}, Title = {Information geometry and alternating minimization procedures}, Year = {1984}} @article{csitus69, Author = {Csisz{\'a}r, I. and Katona, G. and Tusn{\'a}dy, G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ZW, Mrclass = {94.20}, Mrnumber = {MR0255291 (40 \#8496)}, Mrreviewer = {E. C. Posner}, Pages = {185--222}, Title = {Information sources with different cost scales and the principle of conservation of entropy}, Volume = {12}, Year = {1969}} @incollection{csitus68, Address = {Budapest}, Author = {Csisz{\'a}r, I. and Katona, G. and Tusn{\'a}dy, G.}, Booktitle = {Proc. Colloquium on Information Theory (Debrecen, 1967), Vol. I}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Mrclass = {94.20}, Mrnumber = {MR0250768 (40 \#4000)}, Mrreviewer = {E. A. Robinson}, Pages = {101--128}, Publisher = {J\'anos Bolyai Math. Soc.}, Title = {Information sources with different cost scales and the principle of conservation of entropy}, Year = {1968}} @article{gankooman03, Abstract = {Telephone call centers are an integral part of many businesses, and their economic role is significant and growing. They are also fascinating socio-technical systems in which the behavior of customers and employees is closely intertwined with physical performance measures. In these environments traditional operational models are of great value -- and at the same time fundamentally limited -- in their ability to characterize system performance. We review the state of research on telephone call centers. We begin with a tutorial on how call centers function and proceed to survey academic research devoted to the management of their operations. We then outline important problems that have not been addressed and identify promising directions for future research.}, Address = {Institute for Operations Research and the Management Sciences (INFORMS), Linthicum, Maryland, USA}, Author = {Gans, N. and Koole, G. and Mandelbaum, A.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Doi = {http://dx.doi.org/10.1287/msom.5.2.79.16071}, Issn = {1526-5498}, Journal = {Manufacturing {\&} Service Operations Management}, Number = {2}, Pages = {79--141}, Publisher = {INFORMS}, Title = {Commissioned Paper: Telephone Call Centers: Tutorial, Review, and Research Prospects}, Volume = {5}, Year = {2003}, Bdsk-Url-1 = {http://dx.doi.org/10.1287/msom.5.2.79.16071}} @book{kel79, Address = {Chichester, U.K.}, Author = {Kelly, F. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Wiley Series in Probability and Mathematical Statistics}, Pages = {viii+230}, Publisher = {John Wiley \& Sons Ltd.}, Title = {Reversibility and stochastic networks}, Year = {1979}} @phdthesis{yan88, Address = {Stanford, CA, USA}, Author = {Yang, P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Department of Operations Research}, School = {Stanford University}, Title = {Pathwise solutions for a class of linear stochastic systems}, Year = {1988}} @article{chezha00a, Address = {Institute for Operations Research and the Management Sciences (INFORMS), Linthicum, Maryland, USA}, Author = {Chen, H. and Zhang, H.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = OR, Number = {1}, Pages = {26--37}, Publisher = {INFORMS}, Title = {Stability of Multiclass Queueing Networks Under Priority Service Disciplines}, Volume = {48}, Year = {2000}} @inproceedings{gal94a, Address = {Norwell, MA, USA}, Author = {Gallager, R. G.}, Booktitle = {Communications and Cryptography: Two Sides of One Tapestry}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Editor = {Richard E. Blahut, Daniel J. Costello Jr., Ueli Maurer and Mittelholzer, Thomas}, Pages = {129--139}, Publisher = {Kluwer}, Series = {The International Series in Engineering and Computer Science}, Title = {An inequality on the capacity region of multiaccess multipath channels}, Year = {1994}} @article{shawyn97a, Author = {Shamai, S. and Wyner, A.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TIT, Number = {6}, Pages = {1877-1894}, Title = {Information Theoretic Considerations for symmetric, cellular, multiple-access fading channels - {Part I }}, Volume = {43}, Year = {1997}} @article{erysriper05, Abstract = { We study the problem of stable scheduling for a class of wireless networks. The goal is to stabilize the queues holding information to be transmitted over a fading channel. Few assumptions are made on the arrival process statistics other than the assumption that their mean values lie within the capacity region and that they satisfy a version of the law of large numbers. We prove that, for any mean arrival rate that lies in the capacity region, the queues will be stable under our policy. Moreover, we show that it is easy to incorporate imperfect queue length information and other approximations that can simplify the implementation of our policy. }, Address = {Piscataway, NJ, USA}, Author = {Eryilmaz, A. and Srikant, R. and Perkins, J. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Doi = {http://dx.doi.org/10.1109/TNET.2004.842226}, Issn = {1063-6692}, Journal = IANET, Number = {2}, Pages = {411--424}, Publisher = {IEEE Press}, Title = {Stable scheduling policies for fading wireless channels}, Volume = {13}, Year = {2005}, Bdsk-Url-1 = {http://dx.doi.org/10.1109/TNET.2004.842226}} @article{dupram00b, Author = {Dupuis, P. and Ramanan, K.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Theory Probab. Math. Stat. 63, 33-49 (2001) and Teor. Jmovirn. Mat. Stat. 63, 32-48 (2000).}, Pages = {32--48}, Title = {An explicit formula for the solution of certain optimal control problems on domains with corners}, Year = {2000}} @article{wei90, Address = {Red Bank, NJ, USA}, Author = {Weiss, G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Issn = {0254-5330}, Journal = AOR, Number = {1-4}, Pages = {195--242}, Publisher = {J. C. Baltzer AG, Science Publishers}, Title = {Approximation results in parallel machines stochastic scheduling}, Volume = {26}, Year = {1990}} @article{ram06, Author = {Ramanan, K.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Electron. J. Probab.}, Pages = {934-992 (electronic)}, Title = {Reflected diffusions defined via the extended {Skorokhod} map}, Volume = {11}, Year = {2006}} @inproceedings{cofjohshoweb93, Address = {New York, NY, USA}, Author = {{Coffman Jr.}, E. G. and Johnson, D. S. and Shor, P. W. and Weber, R. R.}, Booktitle = {STOC '93: Proceedings of the twenty-fifth annual ACM symposium on Theory of computing}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2009-05-31 10:54:17 -0500}, Doi = {http://doi.acm.org/10.1145/167088.167203}, Isbn = {0-89791-591-7}, Location = {San Diego, California, United States}, Pages = {412--421}, Publisher = {ACM Press}, Title = {{Markov} chains, computer proofs, and average-case analysis of best fit bin packing}, Year = {1993}, Bdsk-Url-1 = {http://doi.acm.org/10.1145/167088.167203}} @article{mayrawraosco00, Author = {Mayne, D. Q. and Rawlings, J. B. and Rao, C. V. and Scokaert, P. O. M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = AUTOM, Month = {June}, Number = {6}, Pages = {789--814}, Title = {Constrained model predictive control: Stability and optimality}, Url = {http://www.sciencedirect.com/science/article/B6V21-400WJCC-1/2/c1870155b0a62030b5189b5c95f28938}, Volume = {36}, Year = {2000}, Bdsk-Url-1 = {http://www.sciencedirect.com/science/article/B6V21-400WJCC-1/2/c1870155b0a62030b5189b5c95f28938}} @book{hillie02, Address = {New York, NY}, Author = {Hillier, F. S. and Lieberman, G. J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {McGraw-Hill}, Title = {Introduction to operations research, 7th ed.}, Year = {2002}} @book{setzha94, Address = {Basel, Switzerland, Switzerland}, Author = {Sethi, S. P. and Zhang, Q.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Isbn = {3-7643-3735-4}, Publisher = {Birkhauser Verlag}, Title = {Hierarchical decision making in stochastic manufacturing systems}, Year = {1994}} @article{tsi84, Author = {Tsitsiklis, J. N.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = MS, Number = {10}, Pages = {1250-1254}, Title = {Periodic Review Inventory Systems with Continuous Demand and Discrete Order Sizes}, Volume = {30}, Year = {1984}} @article{rybsto92, Author = {Rybko, A. N. and Stolyar, A. L.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Rossi\u\i skaya Akademiya Nauk. Problemy Peredachi Informatsii}, Issn = {0555-2923}, Journal = {Problemy Peredachi Informatsii}, Mrclass = {60K25 (90B22)}, Mrnumber = {MR1189331 (94d:60147)}, Mrreviewer = {Pavel P. Bocharov}, Number = {3}, Pages = {3--26}, Title = {On the ergodicity of random processes that describe the functioning of open queueing networks}, Volume = {28}, Year = {1992}} @article{atabuddup01b, Author = {Atar, R. and Budhiraja, A. and Dupuis, P.}, Coden = {APBYAE}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Probability}, Issn = {0091-1798}, Journal = ANNP, Mrclass = {60J60 (60J65 60K25)}, Mrnumber = {MR1872747 (2002k:60157b)}, Mrreviewer = {Ingemar Kaj}, Number = {3}, Pages = {1404}, Title = {Correction note: ``{O}n positive recurrence of constrained diffusion processes''}, Volume = {29}, Year = {2001}} @article{atabuddup01, Author = {Atar, R. and Budhiraja, A. and Dupuis, P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Probability}, Issn = {0091-1798}, Journal = ANNP, Mrclass = {60J60 (60J65 60K25)}, Mrnumber = {MR1849184 (2002k:60157a)}, Mrreviewer = {Ingemar Kaj}, Number = {2}, Pages = {979--1000}, Title = {On positive recurrence of constrained diffusion processes}, Volume = {29}, Year = {2001}} @article{budgho05a, Author = {Budhiraja, A. and Ghosh, Arka Prasanna}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Applied Probability}, Issn = {1050-5164}, Journal = ANNAP, Mrclass = {60K25 (60F10 60J60 60J70 90B22 90B35)}, Mrnumber = {MR2152248}, Number = {3}, Pages = {1887--1935}, Title = {A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic}, Volume = {15}, Year = {2005}} @article{atabud06a, Abstract = {We study a class of stochastic control problems where a cost of the form }, Author = {Atar, R. and Budhiraja, A.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ANNP, Number = {5}, Pages = {1864--1909}, Title = {Singular control with state constraints on unbounded domain}, Volume = {34}, Year = {2006}} @article{horpop03, Abstract = { In this article, we analyze the large deviations bounds for the nonergodic face-homogeneous random walk in the positive quadrant. Under some condition the value of the local rate function for the path identically equal to zero is found, and an explicit expression is derived for it. This makes the computation of its value possible for specific stochastic networks. Some numerical examples are given. horpop03 Thesis under Hordijk: Nikolay Popov, ``Analysis of Face-Homogeneous Random Walks on Low Dimensional Lattices'' was defended at the end of 2003. "Arie has focused on studying practical methods for computing large deviations bounds for multi-dimensional queueing models. {Lyapunov} functions continue to play an important role in this setting. "}, Address = {New York, NY, USA}, Author = {Hordijk, A. and Popov, N.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Probab. Eng. Inf. Sci.}, Number = {3}, Publisher = {Cambridge University Press}, Title = {Large deviations bounds for face-homogeneous random walks in the quarter-plane}, Volume = {17}, Year = {2003}} @article{folmcd01, Author = {Foley, R. D. and McDonald, D. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ANNAP, Number = {3}, Pages = {569--607}, Title = {Join the shortest queue: stability and exact asymptotics}, Volume = {11}, Year = {2001}} @article{folmcd05, Author = {Foley, R. D. and McDonald, D. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ANNAP, Number = {1B}, Pages = {519--541}, Title = {Large deviations of a modified {Jackson network}: Stability and rough asymptotics}, Volume = {15}, Year = {2005}} @book{gal68, Address = {New York, NY, USA}, Author = {Gallager, R. G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Isbn = {0471290483}, Publisher = {John Wiley \& Sons, Inc.}, Title = {Information Theory and Reliable Communication}, Year = {1968}} @inproceedings{borzhe06, Address = {UIUC, Illinois, USA}, Author = {Borade, S. and Zheng, L.}, Booktitle = {Proceedings of the Forty-Fourth Annual Allerton Conference on Communication, Control, and Computing, Sept 27-29, 2006}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Keywords = {Information Theory}, Title = {I-Projection and the Geometry of Error Exponents}, Year = {2006}} @article{abotrosha01, Author = {Abou-Faycal, I. C. and Trott, M. D. and Shamai, S.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {TIT}, Month = {May}, Number = {4}, Pages = {1290-1301}, Title = {The capcity of discrete-time memoryless {Rayleigh-fading} channels}, Volume = {47}, Year = {2001}} @article{mit01, Author = {Mitzenmacher, M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {IEEE Transactions on Parallel and Distributed Systems}, Number = {10}, Pages = {1094--1104}, Title = {The Power of Two Choices in Randomized Load Balancing}, Volume = {12}, Year = {2001}} @phdthesis{mit96, Abstract = {Abstract: The Power of Two Choices in Randomized Load Balancing by M. David Mitzenmacher Doctor of Philosophy in Computer Science University of California at Berkeley Professor Alistair Sinclair, Chair Suppose that n balls are placed into n bins, each ball being placed into a bin chosen independently and uniformly at random. Then, with high probability, the maximum load in any bin is approximately log n log log n . Suppose instead that each ball is placed sequentially into the least full of d...}, Address = {Berkeley, CA, USA}, Author = {Mitzenmacher, M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, School = {UC Berkeley}, Title = {The power of two choices in randomized load balancing}, Year = {1996}} @article{azabrokarupf99, Abstract = { Suppose that we sequentially place $n$ balls into $n$ boxes by putting each ball into a randomly chosen box. It is well known that when we are done, the fullest box has with high probability\break $(1+o(1))\ln n/\ln \ln n$ balls in it. Suppose instead that for each ball we choose two boxes at random and place the ball into the one which is less full at the time of placement. The authors show that with high probability, the fullest box contains only $\ln \ln n/\ln 2+O(1)$ balls---exponentially less than before. Furthermore, they show that a similar gap exists in the infinite process, where at each step one ball, chosen uniformly at random, is deleted, and one ball is added in the manner described above. They discuss consequences of this and related theorems for dynamic resource allocation, hashing, and on-line load balancing. }, Author = {Azar, Y. and Broder, A. Z. and Karlin, A. R. and Upfal, E.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {SIAM Journal on Computing}, Issn = {0097-5397}, Journal = SIJC, Mrclass = {90C40 (60C05 60G99 68M10 68P10)}, Mrnumber = {MR1710347 (2000f:90093)}, Mrreviewer = {Xueliang Li}, Number = {1}, Pages = {180--200 (electronic)}, Title = {Balanced allocations}, Volume = {29}, Year = {1999}} @article{glywhi89a, Abstract = { Summary: "This paper extends the fundamental queueing relations $L=\lambda W$ and $H=\lambda G$ that relate customer averages (the customer-average waiting time $W$ or cost $G$) to associated time averages (the time-average queue length $L$ or cost $H$) given an arrival process with arrival rate $\lambda$. These relations can be established by focusing attention on a two-dimensional cumulative input process that has the two one-dimensional cumulative input processes of interest as marginals. Relations between the marginal averages are established for cumulative input processes that may not be representable as integrals or sums. The general framework includes the continuous versions of $L=\lambda W$ and $H=\lambda G$ due to \n T. Rolski\en and \n S. Stidham\en as well as the standard version of $H=\lambda G$, and can be extended to higher dimensions. Inequalities are also established when some of the conditions for equality do not hold. Moreover, central limit theorem versions of $H=\lambda G$ are established, extending our recent results for $L=\lambda W$."}, Author = {Glynn, P. W. and Whitt, W.}, Coden = {OPREAI}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Operations Research}, Issn = {0030-364X}, Journal = OR, Mrclass = {60K25 (90B22)}, Mrnumber = {MR1006815 (91e:60269)}, Number = {4}, Pages = {634--644}, Title = {Extensions of the queueing relations {$L=\lambda W$} and {$H=\lambda G$}}, Volume = {37}, Year = {1989}} @article{glywhi91, Author = {Glynn, P. W. and Whitt, W.}, Coden = {ORLED5}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Operations Research Letters}, Issn = {0167-6377}, Journal = ORL, Mrclass = {62F10}, Mrnumber = {MR1141337}, Number = {8}, Pages = {431--435}, Title = {Estimating the asymptotic variance with batch means}, Volume = {10}, Year = {1991}} @article{glywhi93, Abstract = { Summary: "Necessary and sufficient conditions are established for cumulative processes (associated with regenerative processes) to obey several classical limit theorems, e.g., a strong law of large numbers, a law of the iterated logarithm and a functional central limit theorem. The key random variables are the integral of the regenerative process over one cycle and the supremum of the absolute value of this integral over all possible initial segments of a cycle. The tail behavior of the distribution of the second random variable determines whether the cumulative process obeys the same limit theorem as the partial sums of the cycle integrals. Interesting open problems are the necessary conditions for the weak law of large numbers and the ordinary central limit theorem." Reviewed by Richard F. Serfozo}, Author = {Glynn, P. W. and Whitt, W.}, Coden = {STOPB7}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Stochastic Processes and their Applications}, Issn = {0304-4149}, Journal = SPA, Mrclass = {60K05 (60F05 60F15)}, Mrnumber = {MR1239842 (95a:60116)}, Mrreviewer = {Richard F. Serfozo}, Number = {2}, Pages = {299--314}, Title = {Limit theorems for cumulative processes}, Volume = {47}, Year = {1993}} @article{glywhi94b, Abstract = {Consider a standard single-server queue with a buffer of infinite capacity and first-in first-out service discipline. However, unlike a $GI/G/1$ queue there is no independence assumption regarding the interarrival and service times. It is only assumed that the sequence of service times minus interarrival times is stationary. In addition, the cumulant-generating function of the partial sum of the above stationary sequence satisfies the G{\"a}rtner-Ellis condition. In such a general setting the logarithmic asymptotics for the tail of the waiting time and queue length are derived, that is, it is shown that $\theta^*>0$ exists such that $x^{-1}\log {\rm Pr}\{W>x\}\to -\theta^*$, where $W$ is the steady-state waiting time. Several generalizations and examples are considered in some detail. In particular, an example is constructed to show that the above conditions are sufficient but not necessary for the logarithmic asymptotics. In summary, this generalizes an old result of Feller and his followers where a single-server queue with the independence assumption was treated in a fairly detailed manner. Reviewed by Wojciech Szpankowski }, Author = {Glynn, P. W. and Whitt, W.}, Coden = {JPRBAM}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Journal of Applied Probability}, Issn = {0021-9002}, Journal = JAP, Mrclass = {60K25}, Mrnumber = {MR1274722 (95c:60087)}, Mrreviewer = {Wojciech Szpankowski}, Note = {Studies in applied probability}, Pages = {131--156}, Title = {Logarithmic asymptotics for steady-state tail probabilities in a single-server queue}, Volume = {31A}, Year = {1994}} @article{glywhi94a, Abstract = { Suppose that $\{T(t)\}$ is an increasing process in $t$, with inverse process $N(s)= \inf\{t\colon T(t)>s \}$. The discussion here is mainly in terms of an increasing sequence of random variables, $\{T(n)\}$, when $N$ is the corresponding counting process. G\"{a}rtner-Ellis large deviation theory allows the asymptotics, as $t \rightarrow \infty$, of $\log P(t^{-1}T(t) \in A)$ to be deduced from the convergence of the logarithmic moment generating function $t^{-1} \log E \exp( \theta T(t))$ to a limit satisfying suitable conditions. This paper shows that such large deviation results hold for $T$ and $N$ together, in the sense that if the result holds for one it holds for the other. The paper goes on to show that in some circumstances the large deviation theory will apply to the counting process $N$ when it has an embedded regenerative structure. The immediate motivation for the work is provided by queueing theory. Reviewed by J. D. Biggins}, Author = {Glynn, P. W. and Whitt, W.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Queueing Systems. Theory and Applications}, Issn = {0257-0130}, Journal = QS, Mrclass = {60G55 (60F10 60K25)}, Mrnumber = {MR1295409 (95h:60075)}, Mrreviewer = {J. D. Biggins}, Number = {1-2}, Pages = {107--128}, Title = {Large deviations behavior of counting processes and their inverses}, Volume = {17}, Year = {1994}} @article{vistselar02, Author = {Viswanath, P. and Tse, D. and Laroia, R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TIT, Number = {6}, Pages = {1277-1294}, Title = {Opportunistic beam-forming using dumb antennas}, Volume = {48}, Year = {2002}} @inproceedings{shasri99, Address = {Seattle, WA, USA}, Author = {Shakkottai, S. and Srikant, R.}, Booktitle = {Proceedings of the 2nd ACM international workshop on Wireless mobile multimedia}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Pages = {35-42}, Title = {Scheduling real-time traffic with deadlines over a wireless channel}, Year = {1999}} @inproceedings{bhabhakritri96, Author = {Bhagwat, P. and Bhattacharya, P. P. and Krishna, A. and Tripathi, S. K.}, Booktitle = {{INFOCOM} (3)}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Pages = {1133-1140}, Title = {Enhancing Throughput over Wireless {LANs} Using Channel State Dependent Packet Scheduling}, Year = {1996}} @unpublished{diafu06, Author = {Diaz, A. and Fu, M.C.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2008-04-12 19:43:51 -0500}, Note = {Unpublished ms.}, Title = {Multi-Echelon Models for Repairable Items: A Review}, Year = {2006}} @unpublished{girchi99, Abstract = {This paper has a double purpose. First, it provides a historical analysis of the developments leading to the Stanford Studies", a collection of papers which probably can be considered even today as the single most fundamental reference in the mathematical handling of inventories. From this point of view, the paper is about people and their works. Secondly, we give an insight into the interrelation of mathematics and inventory modelling in a historical context. We will sketch on the one hand the development of the mathematical tools for inventory modelling first of all in statistics, probability theory and stochastic processes but also in game theory and dynamic programming up to the 1950s. }, Author = {Girlich, Hans-Joachim and Chikan, Attila}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Unpublished ms.}, Title = {The Origins of Dynamic Inventory Modelling under Uncertainty (The men, their work and connection with the {Stanford} Studies)}, Year = {1999}} @article{bra99a, Abstract = { The question of whether the converse is also true, i.e., whether all fluid model solutions of a stable network have to be stable, has been open for several years. The author fills this gap by presenting an example which shows that a stable queueing network can have an unstable fluid model solution.}, Author = {Bramson, M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Applied Probability}, Issn = {1050-5164}, Journal = ANNAP, Mrclass = {60K25 (90B22)}, Mrnumber = {MR1722284 (2000k:60180)}, Mrreviewer = {N. B{\"a}uerle}, Number = {3}, Pages = {818--853}, Title = {A stable queueing network with unstable fluid model}, Volume = {9}, Year = {1999}} @article{har00aErrata, Abstract = {From the text: "The paper above contains a substantial error, as shown by example in Section 7.1 of \ref[M. Bramson and R. J. Williams, "Two workload properties of Brownian networks", \url{http://math.ucsd.edu/ williams/dyn/workload.pdf}]. To correct this error one needs to add a restriction on the data of the model being analyzed, thus making explicit an assumption that is implicit in the original development."}, Author = {Harrison, J. M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Applied Probability}, Issn = {1050-5164}, Journal = ANNAP, Mrclass = {60K25 (60J70 90B15)}, Mrnumber = {MR1952004 (2004a:60145)}, Number = {1}, Pages = {390--393}, Title = {Correction: ``{B}rownian models of open processing networks: canonical representation of workload'' [{A}nn.\ {A}ppl.\ {P}robab.\ {\bf 10} (2000), no.\ 1, 75--103; {MR}1765204 (2001g:60230)]}, Volume = {13}, Year = {2003}} @article{bradai01, Abstract = {Summary: "Using a slight modification of the framework of M. D. Bramson\ \ref[Queueing Systems Theory Appl. 30 (1998), no. 1-2, 89--148; MR1663763 (99k:60225)] and R. J. Williams \ref[Queueing Systems Theory Appl. 30 (1998), no. 1-2, 27--88; MR1663759 (99m:60145)], we prove heavy traffic limit theorems for six families of multiclass queueing networks. The first three families are single-station systems operating under first-in--first-out (FIFO), generalized-head-of-the-line proportional processor sharing (GHLPPS) and static buffer priority (SBP) service disciplines. The next two families are reentrant lines that operate under first-buffer--first-serve (FBFS) and last-buffer--first-serve (LBFS) service disciplines; the last family consists of certain two-station, five-class networks operating under an SBP service discipline. Some of these heavy traffic limits have appeared earlier in the literature; our new proofs demonstrate the significant simplifications that can be achieved in the present setting." }, Author = {Bramson, M. and Dai, J. G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Applied Probability}, Issn = {1050-5164}, Journal = ANNAP, Mrclass = {60K25 (60F17 60G17 68M20 90B22)}, Mrnumber = {MR1825460 (2002m:60179)}, Number = {1}, Pages = {49--90}, Title = {Heavy traffic limits for some queueing networks}, Volume = {11}, Year = {2001}} @incollection{alt01, Address = {Holland}, Author = {Altman, E.}, Booktitle = {{Markov} Decision Processes: Models, Methods, Directions, and Open Problems}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Editor = {Feinberg, E. and Shwartz, A.}, Pages = {489--536}, Publisher = {Kluwer}, Title = {Applications of {Markov} Decision Processes in Communication Networks: a Survey}, Year = {2001}} @book{sobhey04b, Address = {Mineola, NY}, Author = {Heyman, Daniel P. and Sobel, Matthew J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Isbn = {0-486-43260-2}, Mrclass = {60-01 (90-01)}, Mrnumber = {MR2026754 (2004i:60003b)}, Note = {Stochastic optimization, Reprint of the 1984 original}, Pages = {xviii+555}, Publisher = {Dover Publications Inc.}, Title = {Stochastic models in operations research. {V}ol. {II}}, Year = {2004}} @book{sobhey04a, Address = {Mineola, NY}, Author = {Heyman, Daniel P. and Sobel, Matthew J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Isbn = {0-486-43259-9}, Mrclass = {60-01 (90-01)}, Mrnumber = {MR2026753 (2004i:60003a)}, Note = {Stochastic processes and operating characteristics, Reprint of the 1982 original}, Pages = {xii+547}, Publisher = {Dover Publications Inc.}, Title = {Stochastic models in operations research. {V}ol. {I}}, Year = {2004}} @article{linkum84, Author = {Lin, W. and Kumar, P. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Month = {August}, Pages = {696--703}, Title = {Optimal Control of a Queueing System with Two Heterogeneous Servers}, Volume = {AC-29}, Year = {1984}} @article{horiglsch79, Author = {Hordijk, A. and Iglehart, D. L. and Schassberger, R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = AAP, Pages = {772--788}, Title = {Discrete time methods for simulating continuous time {Markov} chains}, Volume = {8}, Year = {1979}} @article{gresti00a, Author = {T.~C.~Green and S.~Stidham}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = QS, Pages = {175--199}, Title = {Sample-path conservation laws, with applications to scheduling queues and fluid systems}, Volume = {36}, Year = {2000}} @article{dacglanin99, Author = {M.~Dacre and K.~Glazebrook and J.~Ni{\~n}o-Mora}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = JRSSB, Number = {4}, Pages = {747--791}, Title = {The achievable region approach to the optimal control of stochastic systems}, Volume = {61}, Year = {1999}} @article{bernin99, Author = {Bertsimas, D. and J.~Ni{\~n}o-Mora}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = MOR, Number = {2}, Pages = {331--361}, Title = {Optimization of multiclass queueing networks with changeover times via the achievable region approach: {Part II}, the multi-station case}, Volume = {24}, Year = {1999}} @article{bernin96, Author = {Bertsimas, D. and Ni{\~n}o-Mora, J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = MOR, Number = {2}, Pages = {257--306}, Title = {Conservation laws, extended polymatroids and multiarmed bandit problems: a polyhedral approach to indexable systems}, Volume = {21}, Year = {1996}} @article{fedgro88, Author = {Federgruen, A. and Groenevelt, H.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = OR, Pages = {733--741}, Title = {Characterization and Control of Achievable Performance in General Queueing Systems}, Volume = {36}, Year = {1988}} @book{gelmit80, Author = {Gelenbe, E. and Mitrani, I.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {Academic Press}, Title = {Analysis and synthesis of computer systems}, Year = {1980}} @book{bacbre03, Author = {F.~Baccelli and P.~Br{\'e}maud}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {Springer}, Title = {Elements of Queueing Theory: {Palm} Martingale Calculus and Stochastic Recurrences}, Year = {2003}} @misc{miy94, Author = {{Miyazawa}}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Howpublished = {Queueing Systems}, Title = {Rate conservation laws: {A} survey}, Year = {1994}} @book{wol89, Address = {New Jersey}, Author = {R.~Wolfe}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {Prentice-Hall}, Title = {Stochastic modeling and the theory of queues}, Year = {1989}} @misc{box89, Author = {O.~Boxma}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Howpublished = {Queueing Systems}, Title = {Workload and weighting times}, Year = {1989}} @article{cofmit80, Abstract = {In this paper we study the problem of designing scheduling strategies when the demand on the system is known and waiting time requirements are pre-specified. This important synthesis problem has received little attention in the literature, and contrasts with the common analytical approach to the study of service systems. This latter approach contributes only indirectly to the problem of finding satisfactory scheduling rules when the desired (or required) response-time performance is known in advance. Briefly, the model studied assumes a {Markov} queueing system with M (priority) classes of jobs. For each class, a desired mean waiting time is given in advance. Making use of a well known conservation law, we prove a necessary and sufficient condition for the existence of a scheduling strategy that achieves the desired performance. We also give a constructive procedure for checking the condition and, if a solution exists, a procedure for finding one such strategy. Our assumptions are discussed and the possibility of relaxing them is explored.}, Author = {{Coffman Jr.}, E. G. and Mitrani, I.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2009-05-31 10:53:14 -0500}, Journal = OR, Pages = {810--821}, Title = {A Characterization of Waiting Times Realizable by Single Server Queues}, Volume = {28}, Year = {1980}} @article{harmousti97, Author = {R.~Hariharan and M.~S.~Moustafa and S.~Stidham, ~Jr.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = QS, Pages = {83--89}, Title = {Scheduling in a Multi-Class Series of Queues with Deterministic Service Times}, Volume = {24}, Year = {1997}} @article{spehopwoo89, Author = {M.~L.~Spearman and W.~J.~Hopp and D.~L.~Woodruff}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = JMOM, Pages = {147--171}, Title = {A Hierarchical Control Architecture for {CONWIP} Production Systems}, Volume = {3}, Year = {1989}} @article{spehopwoo90, Author = {M.~L.~Spearman and D.~L.~Woodruff and W.~J.~Hopp}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Internl. Journal of Production Research}, Pages = {879--894}, Title = {{CONWIP}: A pull alternative to {KANBAN}}, Volume = {28}, Year = {1990}} @article{glashases96, Author = {C.~R.~Glassey and J.~G.~Shanthikumar and S.~Seshadri}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ITSM, Month = {November}, Number = {4}, Pages = {536--549}, Title = {Linear control rules for production control of semiconductor fabs}, Volume = {9}, Year = {1996}} @article{due94, Author = {Duenyas, I.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = OR, Number = {6}, Pages = {1162--1171}, Title = {A Simple Release Policy for Networks of Queues with Controllable Inputs}, Volume = {42}, Year = {1994}} @article{gibkel90, Author = {Gibbens, R. J. and Kelly, F. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {{IMA J. Math. Cont. Inf.}}, Pages = {77--111}, Title = {Dynamic routing in fully connected networks}, Volume = {7}, Year = {1990}} @article{har75, Author = {Harrison, J. M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = OR, Month = {March-April}, Number = {2}, Pages = {370--382}, Title = {Dynamic Scheduling of a Multiclass Queue: Discount Optimality}, Volume = {23}, Year = {1975}} @article{tsi94, Author = {Tsitsiklis, J. N.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ANNAP, Number = {1}, Pages = {194--199}, Title = {A Short Proof of the {Gittins} Index Theorem}, Volume = {4}, Year = {1994}} @article{git79, Author = {{Gittins}, J. C.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = JRSSB, Pages = {148--177}, Title = {Bandit processes and dynamic allocation indices}, Volume = {41}, Year = {1979}} @article{whi80, Author = {Whittle, P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = JRSSB, Pages = {143--149}, Title = {Multi-armed bandits and the {Gittins} index}, Volume = {42}, Year = {1980}} @article{rosvarwal82, Author = {Rosberg, Z. and P.~P.~Varaiya and J.~C.~Walrand}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Pages = {600--610}, Title = {Optimal Control of Service in Tandem Queues}, Volume = {27}, Year = {1982}} @article{huameymed06, Author = {Huang, J. and Meyn, S. and Medard, M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2009-05-06 06:50:44 -0500}, Journal = SAC, Note = {Special issue on {NONLINEAR OPTIMIZATION OF COMMUNICATION SYSTEMS}. Guest Editors M. Chiang, S. H. Low, Z.-Q. Luo, N. B. Shroff, and W. Yu}, Number = {8}, Pages = {1647-1661}, Title = {Error exponents for channel coding and signal constellation design}, Volume = {24}, Year = {2006}} @article{tsowal89, Author = {Tsoucas, P. and Walrand, J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = JAP, Pages = {134--141}, Title = {Monotonicity of Throughput in Non-{M}arkovian Networks}, Volume = {26}, Year = 1989} @article{shayao92, Author = {Shanthikumar, J.G. and Yao, D.D.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = OR, Pages = {S293--S299}, Title = {Multiclass Queueing Systems: Polymatroid Structure and Optimal Scheduling Control}, Volume = {40}, Year = 1992} @article{sig91a, Author = {Sigman, K.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = AAP, Pages = {662-665}, Title = {A Note On A Sample-Path Rate Conservation Law and its Relationship with $H= \lambda G$}, Volume = {23}, Year = {1991}} @phdthesis{nas73, Address = {Cambridge, England}, Author = {Nash, P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, School = {Cambridge University}, Title = {Optimal allocation of resources between research projects}, Year = {1973}} @article{fossal78, Author = {Foschini, G. and Salz, J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TCOM, Pages = {320-327}, Title = {A basic dynamic routing problem and diffusion}, Volume = {26}, Year = {1978}} @article{ephvarwal80, Author = {Ephrimedes, A. and Varaiya, P. and Walrand, J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Pages = {690--693}, Title = {A Simple Dynamic Routing Problem}, Volume = {25}, Year = 1980} @article{web78, Author = {Weber, R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = JAP, Pages = {406--413}, Title = {On the optimal assignment of customers to parallel servers}, Volume = {15}, Year = 1978} @article{kim93, Author = {Kimura, T.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Economic J. of {Hokkaido University}}, Pages = {167-179}, Title = {A Bibliography of Research on Heavy Traffic Limit Theorems for Queues}, Volume = {22}, Year = {1993}} @phdthesis{koo92, Address = {Leiden, Netherlands}, Author = {Koole, G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, School = {Leiden University}, Title = {Stochastic scheduling and dynamic programming}, Year = {1992}} @techreport{for56, Author = {Jr., L.R. Ford}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Institution = {The RAND Corperation, Santa Moncia, California}, Month = {August}, Number = {P-923}, Title = {Network Flow Theory}, Type = {Paper}, Url = {http://www.rand.org/cgi-bin/Abstracts/ordi/getabbydoc.pl?doc=P-923}, Year = {1956}, Bdsk-Url-1 = {http://www.rand.org/cgi-bin/Abstracts/ordi/getabbydoc.pl?doc=P-923}} @article{lawlou90, Abstract = {Kelly's paper: Laws and Louth \cite{lawlou90} analyse a queueing network where two of the generalized cut constraints (2.5) are close to saturation: they show that a bound can be constructed using the pathwise minimum of two queues, each representing a pooled resource, and provide numerical evidence that this bound is approached under the ...}, Author = {Laws, C. N. and Louth, G. M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Prob. Eng. Inf. Sci.}, Pages = {131--156}, Title = {Dynamic scheduling of a four-station queueing network}, Volume = {4}, Year = {1990}} @book{for22, Address = {Montana}, Author = {Ford, Henry}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Reprint January 2003}, Publisher = {Kessinger Publishing}, Title = {My Life and Work}, Year = {1922}} @article{erysri06, Author = {Eryilmaz, A. and R., Srikant}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = SAC, Number = {8}, Pages = {1514-1524}, Title = {Joint Congestion Control, Routing, and {MAC} for Stability and Fairness in Wireless Networks}, Volume = {24}, Year = {2006}} @article{sko61, Author = {Skorokhod, A. V.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TPA, Pages = {264--274}, Title = {Stochastic equations for diffusions in a bounded region}, Volume = {6}, Year = {1961}} @unpublished{chomey06b, Author = {Cho, I.-K. and Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2010-03-27 16:06:33 -0500}, Note = {{To appear in {\it J. Theo. Economics}}}, Title = {Efficiency and Marginal Cost Pricing in Dynamic Competitive Markets}, Year = {2006}} @article{stro01a, Author = {Strogatz, S. H.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Nature}, Pages = {268-276}, Title = {Exploring complex networks}, Volume = {410}, Year = {2001}} @article{shechedaidai02, Author = {Shen, X. and Chen, H. and Dai, J. G. and Dai, W.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Queueing Systems. Theory and Applications}, Journal = QS, Number = {1}, Pages = {33--62}, Title = {The finite element method for computing the stationary distribution of an {SRBM} in a hypercube with applications to finite buffer queueing networks}, Volume = {42}, Year = {2002}} @book{neu94a, Address = {New York}, Author = {Neuts, M. F.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Isbn = {0-486-68342-7}, Mrclass = {60K25 (60-04 60J10)}, Mrnumber = {MR1313503 (95k:60241)}, Note = {An algorithmic approach, Corrected reprint of the 1981 original}, Pages = {xiv+332}, Publisher = {Dover Publications Inc.}, Title = {Matrix-geometric solutions in stochastic models}, Year = {1994}} @article{baschamunpal75, Author = {Baskett, F. and K.~M.~Chandy and Muntz, R.~R.\ and Palacios., F.~G.\}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Journal of the ACM}, Pages = {248--260}, Title = {Open, closed, and mixed networks of queues with different classes of customers.}, Volume = {22}, Year = {1975}} @article{jac63, Author = {Jackson, J. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = MS, Pages = {131--142}, Title = {Jobshop-like queueing systems}, Volume = {10}, Year = {1963}} @book{buzsha93, Address = {Englewood Cliffs, NJ}, Author = {Buzacott, J.~A.\ and Shanthikumar, J.~G.\}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {Prentice Hall}, Title = {Stochastic Models of Manufacturing Systems}, Year = {1993}} @book{lav83, Address = {New York, NY}, Author = {Lavenberg, S.\}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {Academic Press}, Title = {Computer Performance Modeling Handbook}, Year = {1983}} @article{kesidis00, Author = {G.~Kesidis and T.~Konstantopoulos}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TCOM, Number = {5}, Pages = {813--819}, Title = {Extremal shape-controlled traffic patterns in high-speed networks}, Volume = {48}, Year = {2000}} @misc{robmas98, Author = {Roberts, J. and Massouli\'{e}, L.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Howpublished = {ITC Specialists Seminar}, Title = {Bandwidth sharing and admission control for elastic traffic}, Year = {1998}} @techreport{shak03, Author = {Shakkottai, S. and Srikant, R. and Brownlee, N. and Broido, A. and Claffy, K. C.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Institution = {CAIDA}, Number = {Tech Report number tr-2004-02}, Title = {The {RTT} distribution of {TCP} flows on the Internet and its impact on {TCP} based flow control}, Year = {January 2004}} @inproceedings{mazum01, Author = {F.~Guillemin and R.~Mazumdar}, Booktitle = {Proceedings of the Forty-first Annual Allerton Conference on Communication, Control, and Computing}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Title = {Extremal traffic and bounds on the loss probability in buffers fed with regulated traffic}, Year = {2002}} @article{hajwel95, Author = {Hajek, Bruce and Weller, Timothy}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TIT, Number = {2}, Pages = {358-365}, Title = {Scheduling nonuniform traffic in a packet switching system with large propagation delay.}, Volume = {41}, Year = {1995}} @article{welhaj97a, Address = {Piscataway, NJ, USA}, Author = {Weller, Timothy and Hajek, Bruce}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Issn = {1063-6692}, Journal = IANET, Number = {6}, Pages = {813--823}, Publisher = {IEEE Press}, Title = {Scheduling nonuniform traffic in a packet-switching system with small propagation delay}, Volume = {5}, Year = {1997}} @article{panmey06b, Abstract = {This paper presents models, algorithms and analysis for measurement-based admission control in network applications in which there is high uncertainty concerning source statistics. In the process it extends and unifies several recent approaches to admission control. A new class of algorithms is introduced based on results concerning {Markov}'s canonical distributions. In addition, a new model is developed for the evolution of the number of flows in the admission control system. Performance evaluation is done through both analysis and simulation. Results show that the proposed algorithms minimize buffer-overflow probability among the class of all moment-consistent algorithms}, Author = {Pandit, C. and Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2009-01-02 07:17:18 -0600}, Journal = TIT, Keywords = {Internet, {Markov} processes, statistical distributions, telecommunication congestion controlMarkov canonical distribution, buffer-overflow probability, measurement-based admission control, moment-consistent algorithm, network application, source statistics}, Month = {Oct.}, Note = {Presented at the Conference on Information Sciences and Systems, 2003}, Number = {10}, Pages = {4504- 4518}, Title = {Robust Measurement-Based Admission Control Using {Markov}'s Theory of Canonical Distributions}, Volume = {52}, Year = {2006}, Bdsk-File-1 = {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}} @article{mowal00, Address = {Piscataway, NJ, USA}, Author = {Mo, Jeonghoon and Walrand, Jean}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Issn = {1063-6692}, Journal = {IEEE/ACM Trans. Netw.}, Number = {5}, Pages = {556--567}, Publisher = {IEEE Press}, Title = {Fair end-to-end window-based congestion control}, Volume = {8}, Year = {2000}} @article{tas97, Author = {Tassiulas, L.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Institute of Electrical and Electronics Engineers. Transactions on Information Theory}, Journal = TIT, Number = {3}, Pages = {1067--1073}, Title = {Scheduling and performance limits of networks with constantly changing topology}, Volume = {43}, Year = {1997}} @book{arr63, Address = {New York}, Author = {Arrow, K. J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {John Wiley \& Sons Inc.}, Title = {Social choice and individual values (2nd edition)}, Year = {1963}} @book{glayao94, Address = {New York}, Author = {Glasserman, P. and Yao, D. D.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Isbn = {0-471-58041-4}, Mrclass = {93-02 (90B12 93C55)}, Mrnumber = {MR1266839 (95f:93002)}, Mrreviewer = {Vijay Kumar Garg}, Note = {A Wiley-Interscience Publication}, Pages = {xiv+297}, Publisher = {John Wiley \& Sons Inc.}, Series = {Wiley Series in Probability and Mathematical Statistics: Applied Probability and Statistics}, Title = {Monotone structure in discrete-event systems}, Year = {1994}} @book{caslaf99, Address = {Boston, MA}, Author = {Cassandras, C. G. and Lafortune, S.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Isbn = {0-7923-8609-4}, Mrclass = {93-02 (60Jxx 60K25 68Q45 68Q60 93C65)}, Mrnumber = {MR1728175 (2002f:93002)}, Mrreviewer = {Bart De Schutter}, Pages = {xxii+822}, Publisher = {Kluwer Academic Publishers}, Series = {The Kluwer International Series on Discrete Event Dynamic Systems, 11}, Title = {Introduction to discrete event systems}, Year = {1999}} @article{saumac78, Address = {New York, NY, USA}, Author = {Sauer, C. H. and MacNair, E. A.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Doi = {http://doi.acm.org/10.1145/1041766.1041771}, Issn = {0163-5999}, Journal = {SIGMETRICS Perform. Eval. Rev.}, Number = {1-2}, Pages = {41--52}, Publisher = {ACM Press}, Title = {Simultaneous resource possession in queueing models of computers}, Volume = {7}, Year = {1978}, Bdsk-Url-1 = {http://doi.acm.org/10.1145/1041766.1041771}} @inproceedings{cofrei83, Address = {New York, NY, USA}, Author = {{Coffman Jr.}, E. G. and Reiman, M. I.}, Booktitle = {SIGMETRICS '83: Proceedings of the 1983 ACM SIGMETRICS conference on Measurement and modeling of computer systems}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2009-05-31 10:54:07 -0500}, Doi = {http://doi.acm.org/10.1145/800040.801398}, Isbn = {0-89791-112-1}, Location = {Minneapolis, Minnesota, United States}, Pages = {93--117}, Publisher = {ACM Press}, Title = {Diffusion approximations for storage processes in computer systems}, Year = {1983}, Bdsk-Url-1 = {http://doi.acm.org/10.1145/800040.801398}} @article{jaclaz82a, Address = {New York, NY, USA}, Author = {Jacobson, Patricia A. and Lazowska, Edward D.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Doi = {http://doi.acm.org/10.1145/358396.358449}, Issn = {0001-0782}, Journal = {Commun. ACM}, Number = {2}, Pages = {142--151}, Publisher = {ACM Press}, Title = {Analyzing queueing networks with simultaneous resource possession}, Volume = {25}, Year = {1982}, Bdsk-Url-1 = {http://doi.acm.org/10.1145/358396.358449}} @article{sch01a, Author = {Schwerer, E.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = SM, Number = {3}, Pages = {341--368}, Title = {A linear programming approach to the steady-state analysis of reflected {B}rownian motion}, Volume = {17}, Year = {2001}} @article{taseph92b, Author = {Tassiulas, L. and Ephremides, A.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TIT, Number = {1}, Pages = {165-168}, Title = {Jointly optimal routing and scheduling in packet radio networks}, Volume = {38}, Year = {1992}} @article{taseph94a, Author = {Tassiulas, L. and Ephremides, A.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Annals of Operations Research}, Journal = AOR, Number = {1-4}, Pages = {333--355}, Title = {Dynamic scheduling for minimum delay in tandem and parallel constrained queueing models}, Volume = {48}, Year = {1994}} @article{shawis06, Author = {Shah, D. and WIschik, D.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {IEEE INFOCOM}, Title = {Optimal Scheduling Algorithm for Input-Queued Switch}, Year = {2006}} @article{altjimkoo01, Author = {Altman, E. and Jim\'enez, T. and Koole, G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Probability in the Engineering and Informational Sciences}, Issn = {0269-9648}, Journal = PEIS, Mrclass = {90B22 (60K25)}, Mrnumber = {MR1828572 (2002a:90019)}, Number = {2}, Pages = {165--178}, Title = {On the comparison of queueing systems with their fluid limits}, Volume = {15}, Year = {2001}} @article{karhlumor86, Author = {Karol, M. J. and Hluchyj, M. G. and Morgan, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TCOM, Pages = {1347--1356}, Title = {Input versus output queueing on a spacedivision packet switch}, Volume = {35}, Year = {1987}} @article{jew67, Author = {Jewell, William S.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Operations Research}, Issn = {0030-364X}, Journal = OR, Mrclass = {60.80}, Mrnumber = {MR0231458 (37 \#7013)}, Mrreviewer = {S. Ekberg}, Pages = {1109--1116}, Title = {A simple proof of: {$L=\lambda W$}}, Volume = {15}, Year = {1967}} @book{coh76a, Address = {Berlin}, Author = {Cohen, J. W.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Mrclass = {60K25 (60K05)}, Mrnumber = {MR0420906 (54 \#8917)}, Mrreviewer = {Shaler Stidham, Jr.}, Note = {Lecture Notes in Economics and Mathematical Systems, Vol. 121}, Pages = {ix+93}, Publisher = {Springer-Verlag}, Title = {On regenerative processes in queueing theory}, Year = {1976}} @article{igl72a, Author = {Iglehart, D. L.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = AMS, Mrclass = {60K25}, Mrnumber = {MR0305498 (46 \#4628)}, Mrreviewer = {T. Kawata}, Pages = {627--635}, Title = {Extreme values in the {$GI/G/1$} queue}, Volume = {43}, Year = {1972}} @article{kin70a, Author = {Kingman, J. F. C.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Journal of the Royal Statistical Society. Series B. Methodological}, Issn = {0035-9246}, Journal = JRSSB, Mrclass = {60.80}, Mrnumber = {MR0266333 (42 \#1239)}, Pages = {102--110}, Title = {Inequalities in the theory of queues}, Volume = {32}, Year = {1970}} @article{borboxpal03, Abstract = { This paper is devoted to a study of the integral of the workload process of the single server queue, in particular during one busy period. Firstly, we find asymptotics of the area A swept under the workload process W(t) during the busy period when the service time distribution has a regularly varying tail. We also investigate the case of a light-tailed service time distribution. Secondly, we consider the problem of obtaining an explicit expression for the distribution of A. In the general GI/G/1 case, we use a sequential approximation to find the Laplace-Stieltjes transform of A. In the M/M/1 case, this transform is obtained explicitly in terms of Whittaker functions. Thirdly, we consider moments of A in the GI/G/1 queue. Finally, we show asymptotic normality of }, Author = {Borovkov, A. A. and Boxma, O. J. and Palmowski, Z.}, Coden = {JPRBAM}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Journal of Applied Probability}, Issn = {0021-9002}, Journal = JAP, Mrclass = {60K25 (60F05 60F17 60G70 90B22 91B30)}, Mrnumber = {MR1953775 (2003m:60255)}, Mrreviewer = {Jozef L. Teugels}, Number = {1}, Pages = {200--225}, Title = {On the integral of the workload process of the single server queue}, Volume = {40}, Year = {2003}} @article{guipin98, Author = {Guillemin, F. and Pinchon, D.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Queueing Systems. Theory and Applications}, Issn = {0257-0130}, Journal = QS, Number = {2-4}, Pages = {383--398}, Title = {On the area swept under the occupation process of an {$M/M/1$} queue in a busy period}, Volume = {29}, Year = {1998}} @misc{itrs, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Key = {0}, Note = {``Provides a roadmap of the needs and challenges facing the semiconductor industry.'' {\tt http://public.itrs.net/}}, Title = {{ITRS} Public Home Page}, Url = {http://www.itrs.net/}, Bdsk-Url-1 = {http://www.itrs.net/}} @article{whi80a, Author = {Whitt, W.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Mathematics of Operations Research}, Journal = MOR, Number = {1}, Pages = {67--85}, Title = {Some useful functions for functional limit theorems}, Volume = {5}, Year = {1980}} @article{kli74, Author = {Klimov, G. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Akademija Nauk SSSR. Teorija Verojatnoste\u\i\ i ee Primenenija}, Journal = {Teor. Verojatnost. i Primenen.}, Pages = {558--576}, Title = {Time-sharing queueing systems. {I}}, Volume = {19}, Year = {1974}} @inproceedings{pal02, Author = {Palanki, R.}, Booktitle = {Proceedings of the Fortieth Annual Allerton Conference on Communication, Control, and Computing}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Conference held at Allerton House, Monticello, Illinois, on October 2, thru October 4, 2002.}, Pages = {337-346}, Title = {On the capacity-achieving distributions of some fading channels}, Year = {2002}} @book{tak93c, Address = {Amsterdam}, Author = {Takagi, H.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Discrete-time systems}, Pages = {xiv+470}, Publisher = {North-Holland Publishing Co.}, Title = {Queueing analysis: a foundation of performance evaluation. {V}ol. 3}, Year = {1993}} @book{tak93b, Address = {Amsterdam}, Author = {Takagi, H.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Finite systems}, Pages = {xiv+546}, Publisher = {North-Holland Publishing Co.}, Title = {Queueing analysis: a foundation of performance evaluation. {V}ol. 2}, Year = {1993}} @book{tak91a, Address = {Amsterdam}, Author = {Takagi, H.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Vacation and priority systems. Part 1}, Pages = {xii+487}, Publisher = {North-Holland Publishing Co.}, Title = {Queueing analysis: a foundation of performance evaluation. {V}ol. 1}, Year = {1991}} @article{sto95a, Author = {Stolyar, A. L.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {{Markov} Processes and Related Fields}, Issn = {1024-2953}, Journal = MPRF, Mrclass = {60K25 (90B15)}, Mrnumber = {MR1403094 (98k:60172)}, Number = {4}, Pages = {491--512}, Title = {On the stability of multiclass queueing networks: a relaxed sufficient condition via limiting fluid processes}, Volume = {1}, Year = {1995}} @article{benkimvis04, Author = {Benjaafar, Saif and Kim, Joon-Seok and Vishwanadham, N.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Annals of Operations Research}, Issn = {0254-5330}, Journal = AOR, Mrclass = {90B30 (90B05)}, Mrnumber = {MR2052331 (2005b:90035)}, Mrreviewer = {S. Kalpakam}, Note = {Stochastic models of production-inventory systems. Part II}, Pages = {71--101}, Title = {On the effect of product variety in production-inventory systems}, Volume = {126}, Year = {2004}} @article{atakum05, Abstract = {"We consider a class of open stochastic processing networks, with feedback routing and overlapping server capabilities, in heavy traffic. The networks we consider satisfy the so-called complete resource pooling condition and therefore have one-dimensional approximating Brownian control problems. We propose a simple discrete review policy for controlling such networks. Assuming $2+\epsilon$ moments on the interarrival times and processing times, we provide a conceptually simple proof of asymptotic optimality of the proposed policy."}, Author = {Ata, B. and Kumar, S.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Applied Probability}, Issn = {1050-5164}, Journal = ANNAP, Mrclass = {60K25 (60F17 68M20 90B15 90B22)}, Mrnumber = {MR2115046 (2005k:60283)}, Mrreviewer = {Richard F. Serfozo}, Number = {1A}, Pages = {331--391}, Title = {Heavy Traffic Analysis of Open Processing Networks with Complete Resource Pooling: Asymptotic Optimality of Discrete Review Policies complete resource pooling: asymptotic optimality of discrete review policies}, Volume = {15}, Year = {2005}} @article{magzee04, Author = {Maglaras, Constantinos and Zeevi, Assaf}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Mathematics of Operations Research}, Journal = MOR, Number = {4}, Pages = {786--813}, Title = {Diffusion approximations for a multiclass {M}arkovian service system with ``guaranteed'' and ``best-effort'' service levels}, Volume = {29}, Year = {2004}} @incollection{shasto02a, Address = {Providence, RI}, Author = {Shakkottai, S. and Stolyar, A. L.}, Booktitle = {Analytic methods in applied probability}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Mrclass = {60K25 (60F15)}, Mrnumber = {MR1992215 (2004d:60242)}, Pages = {185--201}, Publisher = {Amer. Math. Soc.}, Series = {Amer. Math. Soc. Transl. Ser. 2}, Title = {Scheduling for multiple flows sharing a time-varying channel: the exponential rule}, Volume = {207}, Year = {2002}} @article{shasto04a, Author = {Shakkottai, S. and Srikant, R. and Stolyar, A. L.}, Coden = {AAPBBD}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Advances in Applied Probability}, Issn = {0001-8678}, Journal = AAP, Mrclass = {60K25 (90B18)}, Mrnumber = {MR2119854 (2005j:60174)}, Mrreviewer = {P. R. Parthasarathy}, Number = {4}, Pages = {1021--1045}, Title = {Pathwise optimality of the exponential scheduling rule for wireless channels}, Volume = {36}, Year = {2004}} @article{and04a, Author = {Andrews, M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TWC, Number = {5}, Pages = {1422-1426}, Title = {Instability of the proportional fair scheduling algorithm for {HDR}}, Volume = {3}, Year = {2004}} @article{ver90, Author = {Verdu, S.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TIT, Number = {5}, Pages = {1019-1030}, Title = {On channel capacity per unit cost}, Volume = {36}, Year = {1990}} @article{kob74a, Author = {Kobayashi, Hisashi}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Journal of the Association for Computing Machinery}, Issn = {0004-5411}, Journal = JACM, Mrclass = {60K25}, Mrnumber = {MR0350899 (50 \#3391)}, Mrreviewer = {C. Mohan}, Pages = {316--328}, Title = {Application of the diffusion approximation to queueing networks. {I}. {E}quilibrium queue distributions}, Volume = {21}, Year = {1974}} @article{kob74b, Author = {Kobayashi, Hisashi}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Journal of the Association for Computing Machinery}, Issn = {0004-5411}, Journal = JACM, Mrclass = {60K25}, Mrnumber = {MR0467959 (57 \#7802)}, Mrreviewer = {C. Mohan}, Pages = {459--469}, Title = {Application of the diffusion approximation to queueing networks. {II}. {N}onequilibrium distributions and applications to computer modeling}, Volume = {21}, Year = {1974}} @article{kobkon77a, Author = {Kobayashi, Hisashi and Konheim, Alan G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Institute of Electrical and Electronics Engineers. Transactions on Communications}, Issn = {0090-6778}, Journal = TCOM, Mrclass = {60K25 (94A05)}, Mrnumber = {MR0445633 (56 \#3969)}, Mrreviewer = {Stuart Schwartz}, Note = {Special issue on computer communications}, Number = {1}, Pages = {2--29}, Title = {Queueing models for computer communications system analysis}, Volume = {COM-25}, Year = {1977}} @article{kin62a, Abstract = { Queueing theory, which has endured a long period in which people treated one example after another, is finally breaking out of its confinement to independent arrivals, service times, etc. The present paper represents a significant step in that direction. The author considers a single-server queue in heavy traffic, i.e., traffic intensity close to 1, or more properly a small value of $\alpha=-E(u)/\text{Var}\,(u)$, where $u=s-t$ is the difference between the service times and the interarrival times chosen here to be stationary but not necessarily independent. The object is to show that for $\alpha\rightarrow 0$, the waiting time $w$ times $\alpha$ typically has a limit distribution which is exponential with mean $\frac 1{2}$. This is proved first for independent arrivals and service times with mild restrictions on their distributions and then extended to a class of inputs for which the arrivals differ from a renewal process by (dependent) random variables dominated by one with a finite second moment. The results are shown to be applicable to tandem queues and scheduled arrivals. In fact, the theorems, or rather obvious extensions of them, can be made to apply to most of the common queueing type problems where one is sufficiently close to the critical intensity. Reviewed by G. Newell}, Author = {Kingman, J. F. C.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Journal of the Royal Statistical Society. Series B. Methodological}, Issn = {0035-9246}, Journal = {J. Roy. Statist. Soc. Ser. B}, Mrclass = {60.80}, Mrnumber = {MR0148146 (26 \#5654)}, Mrreviewer = {G. Newell}, Pages = {383--392}, Title = {On queues in heavy traffic}, Volume = {24}, Year = {1962}} @article{gamhas05a, Author = {Gamarnik, D. and Hasenbein, J. J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Applied Probability}, Issn = {1050-5164}, Journal = ANNAP, Mrclass = {60K30 (60K25 90B22)}, Mrnumber = {MR2152240}, Mrreviewer = {Gautam Choudhury}, Number = {3}, Pages = {1652--1690}, Title = {Instability in stochastic and fluid queueing networks}, Volume = {15}, Year = {2005}} @article{daihasvan04, Abstract = {This paper proves that the stability region of a 2-station, 5-class re-entrant queueing network, operating under a non-preemptive static buffer priority service policy, depends on the distributions of the interarrival and service times. In particular, our result shows that conditions on the mean interarrival and service times are not enough to determine the stability of a queueing network, under a particular policy. We prove that when all distributions are exponential, the network is unstable in the sense that, with probability one, the total number of jobs in the network goes to infinity with time. We show that the same network with all interarrival and service times being deterministic is stable. When all distributions are uniform with a given range, our simulation studies show that the stability of the network depends on the width of the uniform distribution. Finally, we show that the same network, with deterministic interarrival and service times, is unstable when it is operated under the preemptive version of the static buffer priority service policy. Thus, our examples also demonstrate that the stability region depends on the preemption mechanism used. }, Author = {Dai, J. G. and Hasenbein, J. J. and Vande Vate, J. H.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Applied Probability}, Issn = {1050-5164}, Journal = ANNAP, Mrclass = {60K20 (60K25 90B15 90B22)}, Mrnumber = {MR2023024 (2004m:60195)}, Mrreviewer = {Leonardo Pasini}, Number = {1}, Pages = {326--377}, Title = {Stability and instability of a two-station queueing network}, Volume = {14}, Year = {2004}} @book{klegai96, Address = {New York}, Author = {Kleinrock, L. and Gail, R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Isbn = {0-471-55568-1}, Mrclass = {60K25 (90B22)}, Mrnumber = {MR1383820 (97c:60224)}, Note = {Problems and solutions}, Pages = {xii+227}, Publisher = {John Wiley \& Sons Inc.}, Series = {A Wiley-Interscience Publication}, Title = {Queueing systems}, Year = {1996}} @book{kle76, Address = {New York}, Author = {Kleinrock, L.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Pages = {--576}, Publisher = {John Wiley \& Sons Inc.}, Title = {Queueing Systems Vol.~2: Computer Applications}, Year = {1976}} @article{iglwhi70a, Author = {Iglehart, D. L. and Whitt, W.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Advances in Applied Probability}, Issn = {0001-8678}, Journal = {Advances in Appl. Probability}, Mrclass = {60.80}, Mrnumber = {MR0266331 (42 \#1237)}, Mrreviewer = {D. J. Daley}, Pages = {150--177}, Title = {Multiple channel queues in heavy traffic. {I}}, Volume = {2}, Year = {1970}} @article{iglwhi70b, Author = {Iglehart, D. L. and Whitt, W.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Advances in Applied Probability}, Issn = {0001-8678}, Journal = {Advances in Appl. Probability}, Mrclass = {60.80}, Mrnumber = {MR0282443 (43 \#8154)}, Mrreviewer = {D. J. Daley}, Pages = {355--369}, Title = {Multiple channel queues in heavy traffic. {II}. {S}equences, networks, and batches}, Volume = {2}, Year = {1970}} @article{borwhi01a, Author = {Borst, S.C. and Whiting, P.A.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {{IEEE INFOCOM}}, Pages = {976-985}, Title = {Dynamic rate control algorithms for HDR throughput optimization}, Year = {2001}} @article{bergafgal84, Author = {Bertsekas, D. P. and Gafni, Eli M. and Gallager, R. G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Institute of Electrical and Electronics Engineers. Transactions on Communications}, Journal = TCOM, Number = {8}, Pages = {911--919}, Title = {Second derivative algorithms for minimum delay distributed routing in networks}, Volume = {32}, Year = {1984}} @article{gal77, Abstract = { From the summary: "An algorithm is defined for establishing routing tables in the individual nodes of a data network. The routing table at a node $i$ specifies, for each other node $j$, what fraction of the traffic destined for node $j$ should leave node $i$ on each of the links emanating from node $i$. The algorithm is applied independently at each node and successively updates the routing table at that node based on information communicated between adjacent nodes about the marginal delay to each destination. For stationary input traffic statistics, the average delay per message through the network converges, with successive updates of the routing tables, to the minimum average delay over all routing assignments. The algorithm has the additional property that the traffic to each destination is guaranteed to be loop-free at each iteration of the algorithm. In addition, a new global convergence theorem for noncontinuous iteration algorithms is developed."}, Author = {Gallager, R. G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Institute of Electrical and Electronics Engineers. Transactions on Communications}, Journal = TCOM, Note = {Special issue on computer communications}, Number = {1}, Pages = {73--85}, Title = {A minimum delay routing algorithm using distributed computation}, Volume = {COM-25}, Year = {1977}} @article{bergamtsi97, Author = {Bertsimas, D. and Gamarnik, D. and Tsitsiklis, J. N.}, Coden = {IETAA9}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Issn = {0018-9286}, Journal = TAC, Mrclass = {90B22 (93D05)}, Mrnumber = {MR1439374}, Number = {1}, Pages = {128}, Title = {Correction to: ``{S}tability conditions for multiclass fluid queueing networks'' [{IEEE} {T}rans.\ {A}utomat.\ {C}ontrol.\ {\bf 41} (1996), no.\ 11, 1618--1631; {MR}1419686 (97f:90028)]}, Volume = {42}, Year = {1997}} @article{bergamtsi96, Author = {Bertsimas, D. and Gamarnik, D. and Tsitsiklis, J. N.}, Coden = {IETAA9}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Issn = {0018-9286}, Journal = TAC, Mrclass = {90B22 (93D05)}, Mrnumber = {MR1419686 (97f:90028)}, Number = {11}, Pages = {1618--1631}, Title = {Stability conditions for multiclass fluid queueing networks}, Volume = {41}, Year = {1996}} @article{gamzee06a, Author = {Gamarnik, D. and Zeevi, A.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = AAP, Number = {1}, Pages = {56--90}, Title = {Validity of heavy traffic steady-state approximations in generalized Jackson networks}, Volume = {16}, Year = {2006}} @article{BF02, Author = {Barg, A. and Forney, Jr., G. D.}, Coden = {IETTAW}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Institute of Electrical and Electronics Engineers. Transactions on Information Theory}, Issn = {0018-9448}, Journal = {TIT}, Mrclass = {94A15 (94A24)}, Mrnumber = {MR1929465 (2003i:94022)}, Number = {9}, Pages = {2568--2573}, Title = {Random codes: minimum distances and error exponents}, Volume = {48}, Year = {2002}} @book{silpykpet98, Address = {Indianapolis, {IN}}, Author = {Silver, E. and Pyke, D. and Peterson, R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Edition = {3rd}, Publisher = {Wiley}, Title = {{Management and Production Planning and Scheduling}}, Year = {1998}} @book{simsimkam99, Address = {Columbus, {OH}}, Author = {Simchi-Levi, D. and Simchi-Levi, E. and Kaminsky, P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {McGraw-Hill/Irwin}, Title = {{Designing and Managing the Supply Chain: Concepts, Strategies, and Cases}}, Year = {1999}} @phdthesis{dek85a, Address = {Leiden, Netherlands}, Author = {Dekker, R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, School = {Univ. of Leiden}, Title = {Denumerable {Markov} decision chains: optimal policies for small interest rate}, Year = {1985}} @incollection{hor88, Address = {Amsterdam}, Author = {Hordijk, A.}, Booktitle = {Queueing theory and its applications}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Mrclass = {60K25 (90B22)}, Mrnumber = {MR966218 (89k:60136)}, Mrreviewer = {Ralph L. Disney}, Pages = {363--373}, Publisher = {North-Holland}, Series = {CWI Monogr.}, Title = {Insensitivity, sensitivity and partial insensitivity for some queueing models}, Volume = {7}, Year = {1988}} @article{hordekkal85, Author = {Hordijk, A. and Dekker, R. and Kallenberg, L. C. M.}, Coden = {ORSPDS}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {OR Spektrum. Quantitative Approaches in Management}, Issn = {0171-6468}, Journal = {OR Spektrum}, Mrclass = {90C40}, Mrnumber = {MR806729 (87f:90136)}, Mrreviewer = {Seiichi Iwamoto}, Number = {3}, Pages = {143--151}, Title = {Sensitivity-analysis in discounted {M}arkovian decision problems}, Volume = {7}, Year = {1985}} @book{sen99a, Address = {New York}, Author = {Sennott, L. I.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Isbn = {0-471-16120-9}, Note = {A Wiley-Interscience Publication}, Pages = {xvi+328}, Publisher = {John Wiley \&\ Sons Inc.}, Series = {Wiley Series in Probability and Statistics: Applied Probability and Statistics}, Title = {Stochastic dynamic programming and the control of queueing systems}, Year = {1999}} @article{libdal00, Author = {Liberopoulos, G. and Dallery, Y.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = AOR, Number = {1}, Pages = {325--355}, Title = {A unified framework for pull control mechanisms in multi-stage manufacturing systems}, Volume = {93}, Year = {2000}} @article{akterh99a, Author = {Akturk, M. S. and Erhun, F.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {International Journal of Production Research}, Number = {17}, Pages = {3859--3881}, Title = {An overview of design and operational issues of {KANBAN} systems}, Volume = {37}, Year = {1999}} @article{seihol02a, Author = {Seidman, T.I. and Holloway, L.E.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Number = {10}, Pages = {1637--1647}, Title = {Stability of pull production control methods for systems with significant setups}, Volume = {47}, Year = {2002}} @article{boncouger97a, Author = {Bonvik, A.M. and Couch, C. and Gershwin, S.B.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {International Journal of Production Research}, Number = {3}, Pages = {789--804}, Title = {A comparison of production-line control mechanisms}, Volume = {35}, Year = {1997}} @article{ger00a, Author = {Gershwin, S.B.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {IIE Transactions on Design and Manufacturing}, Note = {Special Issue on Decentralized Control of Manufacturing Systems}, Number = {2}, Pages = {891--906}, Title = {Production and subcontracting strategies for manufacturers with limited capacity and volatile demand}, Volume = {32}, Year = {2000}} @article{gam02a, Author = {Gamarnik, D.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Mathematics of Operations Research}, Issn = {0364-765X}, Journal = MOR, Mrclass = {90B22 (60G50 60K25)}, Mrnumber = {MR1908527 (2003c:90022)}, Mrreviewer = {Antonio G{\'o}mez-Corral}, Number = {2}, Pages = {272--293}, Title = {On deciding stability of constrained homogeneous random walks and queueing systems}, Volume = {27}, Year = {2002}} @article{van83, Author = {Vandergraft, J. S.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = MS, Pages = {1198-1208}, Title = {A fluid flow model of networks of queues}, Volume = {29}, Year = {1983}} @book{har85, Address = {New York}, Author = {Harrison, J. M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {John Wiley}, Title = {Brownian Motion and Stochastic Flow Systems}, Year = {1985}} @phdthesis{ChenThesis, Address = {University of Illinois, Urbana, IL, USA}, Author = {Chen, M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, School = {University of Illinois at Urbana Champaign}, Title = {Modelling and control of complex stochastic networks, with applications to manufacturing systems and electric power transmission networks}, Year = {2005}} @article{duff00, Author = {Duffield, N. G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = QS, Number = {1-4}, Pages = {131--168}, Title = {A large deviation analysis of errors in measurement based admission control to buffered and bufferless resources}, Volume = {34}, Year = {2000}} @article{tse03, Author = {Grossglauser, M. and Tse, D. N. C.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = IANET, Number = {4}, Pages = {550--563}, Title = {A time-scale decomposition approach to measurement-based admission control}, Volume = {11}, Year = {2003}} @article{rob04a, Author = {Roberts, J. W.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Issn = {1389-1286}, Journal = CNETS, Number = {3}, Pages = {319--332}, Title = {A survey on statistical bandwidth sharing}, Volume = {45}, Year = {2004}} @misc{IMA05, Address = {Institute for Mathematics and its Applications, University of Minnesota, Minneapolis, MN}, Author = {Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2008-04-12 19:42:23 -0500}, Howpublished = {{\tt http://www.ima.umn.edu/wireless/}}, Key = {1}, Keywords = {Information Theory}, Month = {June 22--July 1}, Note = {(invited tutorial lectures)}, Title = {{{2005 IMA Summer Workshop}, {\it Wireless Communications}}}, Year = {2005}} @article{may01a, Author = {Mayne, D. Q.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {European J. of Control}, Pages = {87--99}, Title = {Control of constrained dynamic systems}, Volume = {7}, Year = {2001}} @article{bembormor02a, Author = {Bemporad, A. and Borrelli, F. and Morari, M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Institute of Electrical and Electronics Engineers. Transactions on Automatic Control}, Journal = TAC, Number = {12}, Pages = {1974--1985}, Title = {Model predictive control based on linear programming---the explicit solution}, Volume = {47}, Year = {2002}} @phdthesis{borrelli:2002, Author = {Borrelli, F.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, School = {Swiss Federal Instritute of Technology, Zurich}, Title = {Discrete Time Constrained Optimal Control}, Year = {2002}} @book{new82, Abstract = { The book appears to be a good supplement to the existing literature on the theory of queues. Though the book seems to have been primarily written for the engineering students taking courses in transportation theory, others interested in inventory control, dam theory, etc., are likely to derive benefit from it. The novel feature of the book which makes it different from other books on queues is that customers are assumed to be continuous fluid and discussion of such an assumption is achieved by using the classical fluid and diffusion approximations. The emphasis has been mainly on the approximate solutions of time-dependent behaviour of the queues. The author, while suggesting these approaches and discussing the mathematical analysis of some hypothetical queueing problems, has not, unfortunately, considered solutions to some real world queueing processes. Inclusion of solutions of some problems of the latter type would have enhanced the value of the theory proposed by the author in this book. It should also be pointed out that the method suggested would not apply to all queueing problems as stated by the author in Chapter 8 of the book. The description, by chapters, may be given as follows: The first introductory chapter discusses the graphs of arrival and departure processes and some nomenclature. The second chapter discusses the approximation of a discrete random variable (such as number of arrivals or departures) by a continuous random variable (such as fluid) and ends with examples of applications. The third chapter deals with multi-channel queues, tandem queues, queues concerning optimal priorities and some cost analysis. The fourth chapter, after discussing the binomial and Poisson distributions and their approximation by the normal distribution, discusses the estimation problems connected with arrival, departure and other related processes. The classical steady-state queueing models such as $M/M/1$, $M/M/s$ and $M/M/\infty$ are discussed in Chapter 5, whereas Chapters 6 and 7 analyze more properties of the steady-state and time-dependent queues by further exploiting the partial differential equations of the diffusion type and its approximations. The book ends with Chapter 8 which contains a discussion of some neglected problems. }, Address = {London}, Author = {Newell, G. F.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Edition = {Second}, Isbn = {0-412-24500-0}, Mrclass = {60K25}, Mrnumber = {MR737381 (85h:60138)}, Mrreviewer = {M. L. Chaudhry}, Pages = {xvi+303}, Publisher = {Chapman \& Hall}, Series = {Monographs on Statistics and Applied Probability}, Title = {Applications of queueing theory}, Year = {1982}} @incollection{kumkum96, Address = {New York}, Author = {Kumar, S. and Kumar, P.R.}, Booktitle = {Stochastic Networks: Stability and Rare Events}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Editor = {Glasserman, P. and Sigman, K. and Yao, D.}, Pages = {41-64}, Publisher = {Springer-Verlag}, Series = {Lecture Notes in Statistics}, Title = {Closed queueing networks in heavy traffic: Fluid limits and efficiency}, Volume = {117}, Year = {1996}} @article{morkum98, Author = {Morrison, J.R. and Kumar, P.R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = QS, Pages = {33-54}, Title = {On the guaranteed throughput and efficiency of closed re-entrant lines}, Volume = {28}, Year = {1998}} @article{tanger04, Author = {Tan, B. and Gershwin, S. B.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = AOR, Note = {Stochastic models of production-inventory systems. Part I}, Pages = {205--232}, Title = {Production and subcontracting strategies for manufacturers with limited capacity and volatile demand}, Volume = {125}, Year = {2004}} @incollection{sca63, Address = {Stanford, Calif.}, Author = {Scarf, H. E.}, Booktitle = {Multistage Inventory Models and Techniques}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Mrclass = {90.30}, Mrnumber = {MR0186412 (32 \#3872)}, Pages = {185--225}, Publisher = {Stanford Univ. Press}, Title = {A survey of analytic techniques in inventory theory}, Year = {1963}} @incollection{sca60, Address = {Stanford, Calif.}, Author = {Scarf, H. E.}, Booktitle = {Mathematical methods in the social sciences, 1959}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Mrclass = {90.00}, Mrnumber = {MR0115832 (22 \#6630)}, Mrreviewer = {G. Tintner}, Pages = {196--202}, Publisher = {Stanford Univ. Press}, Title = {The optimality of {$(S,\,s)$} policies in the dynamic inventory problem}, Year = {1960}} @article{clasca60, Author = {Clark, A. J. and Scarf, H. E.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = MS, Pages = {465-490}, Title = {Optimal policies for a multi-echelon inventory problem}, Volume = 6, Year = {1960}} @article{kelwil04a, Author = {Kelly, F. P. and Williams, R. J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ANNAP, Number = {3}, Pages = {1055--1083}, Title = {Fluid model for a network operating under a fair bandwidth-sharing policy}, Volume = {14}, Year = {2004}} @article{daimey95a, Author = {Dai, J. G. and Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Month = {November}, Pages = {1889--1904}, Title = {Stability and Convergence of moments for Multiclass Queueing Networks Via Fluid Limit Models}, Volume = {40}, Year = {1995}, Bdsk-File-1 = {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}} @unpublished{chomey05c, Address = {New Orleans, LA / San Francisco, CA}, Author = {Cho, I.-K. and Meyn, S. 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S. and Givan, R. and Immerman, N. and Zilberstein, S.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Doi = {http://dx.doi.org/10.1287/moor.27.4.819.297}, Issn = {0364-765X}, Journal = MOR, Number = {4}, Pages = {819--840}, Publisher = {INFORMS}, Title = {The Complexity of Decentralized Control of {Markov} Decision Processes}, Volume = {27}, Year = {2002}, Bdsk-Url-1 = {http://dx.doi.org/10.1287/moor.27.4.819.297}} @article{caswarmelsunpan02a, Author = {Cassandras, C.G. and Wardi, Y. and Melamed, B. and Sun, G. and Panayiotou, C.G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Number = {8}, Pages = {1234-1248}, Title = {Perturbation Analysis for On-Line Control and Optimization of Stochastic Fluid Models}, Volume = {47}, Year = {2002}} @book{corleiriv90, Author = {Cormen, T. H. and Leiserson, C., E. and Rivest, R. 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M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Institute of Electrical and Electronics Engineers. Trans. on Information Theory}, Journal = TIT, Note = {Information theory: 1948--1998}, Number = {6}, Pages = {2524--2530}, Title = {Comments on broadcast channels}, Volume = {44}, Year = {1998}} @article{chejiavar01, Author = {Chen, C. and Jia, Z. and Varaiya, P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {{IEEE} Control Systems Magazine}, Month = {December}, Pages = {26-32}, Title = {Causes and Cures of Highway Congestion}, Year = {2001}} @inproceedings{chomey03b, Author = {Cho, I.-K. and Meyn, S. P.}, Booktitle = {Proceedings of the 42nd IEEE Conference on Decision and Control}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Month = {December 9-12}, Pages = {2094- 2099}, Title = {The dynamics of the ancillary service prices in power networks}, Volume = {3}, Year = {2003}} @article{chechomey06a, Author = {Chen, M. and Cho, I.-K. and Meyn, S.P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Automatica}, Month = {August}, Note = {(invited)}, Pages = {1267-1281}, Title = {Reliability by design in a distributed power transmission network}, Volume = {42}, Year = {2006}} @article{hantse98a, Author = {Tse, D. N. C. and Hanly, S. V.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Institute of Electrical and Electronics Engineers. Trans. on Information Theory}, Journal = TIT, Number = {7}, Pages = {2796--2815}, Title = {Multiaccess fading channels. {I}. {P}olymatroid structure, optimal resource allocation and throughput capacities}, Volume = {44}, Year = {1998}} @article{hantse98b, Author = {Hanly, S. V. and Tse, D. N. C.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Institute of Electrical and Electronics Engineers. Trans. on Information Theory}, Journal = TIT, Number = {7}, Pages = {2816--2831}, Title = {Multiaccess fading channels. {II}. {D}elay-limited capacities}, Volume = {44}, Year = {1998}} @incollection{har02a, Address = {Providence, RI}, Author = {Harrison, J. M.}, Booktitle = {Analytic methods in applied probability. In memory of {Fridrih Karpelevich}}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Editor = {Suhov, Y.}, Publisher = {American Mathematical Society}, Title = {Stochastic Networks and Activity Analysis}, Year = {2002}} @article{harwil92a, Author = {Harrison, J. M. and Williams, R. J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Applied Probability}, Journal = ANNAP, Number = {2}, Pages = {263--293}, Title = {Brownian models of feedforward queueing networks: quasireversibility and product form solutions}, Volume = {2}, Year = {1992}} @article{harwil87b, Abstract = {In this paper, the authors study the invariant measure of a multidimensional Brownian motion with constant drift, reflected at the boundary of a given domain along a given vector field. It is shown that the invariant measure takes a certain exponential form if and only if the "reflection vector field" satisfies some appropriate skew symmetry condition. In addition vector fields satisfying this condition are characterized, various examples are given and the extension to convex polyhedral domains---important for applications to queueing theory---is studied.}, Author = {Harrison, J. M. and Williams, R. J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ANNP, Number = {1}, Pages = {115--137}, Title = {Multidimensional reflected {B}rownian motions having exponential stationary distributions}, Volume = {15}, Year = {1987}} @article{harwil90a, Author = {Harrison, J. M. and Williams, R. J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Probability}, Journal = ANNP, Number = {3}, Pages = {1249--1268}, Title = {On the quasireversibility of a multiclass {B}rownian service station}, Volume = {18}, Year = {1990}} @book{hopspe01a, Address = {New York, NY}, Author = {Hopp, W. J. and Spearman, M.L.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {Irwin/McGraw-Hill}, Title = {Factory Physics : Foundations of Manufacturing Management}, Year = {2001}} @book{bergal92, Address = {Englewood Cliffs, NJ}, Author = {Bertsekas, D. and Gallager, R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {Prentice-Hall}, Title = {{Data Networks}}, Year = {1992}} @book{cheyao01a, Address = {New York}, Author = {Chen, H. and Yao, D. D.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Stochastic Modelling and Applied Probability}, Publisher = {Springer-Verlag}, Title = {Fundamentals of queueing networks: Performance, asymptotics, and optimization}, Year = {2001}} @article{dai95a, Author = {Dai, J. G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ANNAP, Number = {1}, Pages = {49--77}, Title = {On positive {H}arris recurrence of multiclass queueing networks: a unified approach via fluid limit models}, Volume = {5}, Year = {1995}} @article{harpic96a, Author = {Harrison, J. M. and Pich, M. T.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = OR, Number = {6}, Pages = {936--950}, Title = {Two-moment analysis of open queueing networks with general workstation capabilities}, Volume = {44}, Year = {1996}} @article{harvan97a, Author = {Harrison, J. M. and Van Mieghem, J. A.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ANNAP, Number = {3}, Pages = {747--771}, Title = {Dynamic control of {B}rownian networks: state space collapse and equivalent workload formulations}, Volume = {7}, Year = {1997}} @article{harngu93a, Author = {Harrison, J. M. and Nguyen, Vi\^{e}n}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = QS, Number = {1-3}, Pages = {5--40}, Title = {Brownian models of multiclass queueing networks: current status and open problems}, Volume = {13}, Year = {1993}} @incollection{har88a, Address = {New York}, Author = {Harrison, J. M.}, Booktitle = {Stochastic differential systems, stochastic control theory and applications (Minneapolis, Minn., 1986)}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Pages = {147--186}, Publisher = {Springer}, Title = {Brownian models of queueing networks with heterogeneous customer populations}, Year = {1988}} @article{kru00b, Author = {Kruk, L.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = SICON, Issn = {1095-7138}, Journal = SICON, Mrclass = {93E20 (60J65)}, Mrnumber = {2001i:93134}, Mrreviewer = {{\L}. Stettner}, Number = {2}, Pages = {635--659}, Title = {Optimal policies for {$n$}-dimensional singular stochastic control problems. {II}. {T}he radially symmetric case. {E}rgodic control}, Volume = {39}, Year = {2000}} @article{kru00a, Author = {Kruk, L.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = SICON, Issn = {1095-7138}, Journal = SICON, Mrclass = {93E20 (60J65)}, Mrnumber = {2001d:93092}, Mrreviewer = {{\L}. Stettner}, Number = {5}, Pages = {1603--1622}, Title = {Optimal policies for {$n$}-dimensional singular stochastic control problems. {I}. {T}he {S}korokhod problem}, Volume = {38}, Year = {2000}} @article{kusche00a, Author = {Kushner, H. J. and Chen, Y. N.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Stochastics and Stochastics Reports}, Journal = STOCH, Number = {3-4}, Pages = {177--228}, Title = {Optimal control of assignment of jobs to processors under heavy traffic}, Volume = {68}, Year = {2000}} @article{kusche74a, Author = {Kushner, H. J. and Chen, H.-H.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Pages = {501--507}, Title = {Decomposition of systems governed by {M}arkov chains}, Volume = {AC-19}, Year = {1974}} @article{kusmar96a, Author = {Kushner, H. J. and Martins, L. F.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = SICON, Number = {5}, Pages = {1781--1797}, Title = {Heavy Traffic Analysis of a Controlled Multiclass Queueing Network via Weak Convergence Methods}, Volume = {34}, Year = {1996}} @book{kus01a, Address = {New York}, Author = {Kushner, H. J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Stochastic Modelling and Applied Probability}, Pages = {xx+513}, Publisher = {Springer-Verlag}, Title = {Heavy traffic analysis of controlled queueing and communication networks}, Year = {2001}} @article{van03a, Author = {Van Mieghem, J. A.}, Coden = {OPREAI}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Issn = {0030-364X}, Journal = OR, Mrclass = {90B36 (60K25 90B22)}, Mrnumber = {2003m:90044}, Number = {1}, Pages = {113--122}, Title = {Due-date scheduling: asymptotic optimality of generalized longest queue and generalized largest delay rules}, Volume = {51}, Year = {2003}} @article{van95a, Author = {Van Mieghem, J. A.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Applied Probability}, Issn = {1050-5164}, Journal = ANNAP, Mrclass = {90B35 (60K99)}, Mrnumber = {96g:90030}, Number = {3}, Pages = {809--833}, Title = {Dynamic scheduling with convex delay costs: the generalized {$c$-$\mu$} rule}, Volume = {5}, Year = {1995}} @misc{vea04a, Author = {Veatch, M. H.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Submitted for publication.}, Title = {Approximate dynamic programming for networks: Fluid models and constraint reduction}, Year = {2004}} @article{cheyao93, Author = {Chen, H. and Yao, D. D.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = OR, Month = {{November-December}}, Number = {6}, Pages = {1104--1115}, Title = {Dynamic Scheduling of a Multiclass Fluid Network}, Volume = {41}, Year = {1993}} @article{berkha91a, Author = {Bernard, A. and el Kharroubi, A.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Stochastics and Stochastics Reports}, Journal = STOCH, Number = {3-4}, Pages = {149--167}, Title = {R\'egulations d\'eterministes et stochastiques dans le premier ``orthant'' de {${R^n}$}}, Volume = {34}, Year = {1991}} @book{gihsko72a, Address = {New York}, Author = {G{\=\i}hman, {\u{I}}. {\=I}. and Skorohod, A. V.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Translated from the Russian by Kenneth Wickwire, Ergebnisse der Mathematik und ihrer Grenzgebiete, Band 72}, Pages = {viii+354}, Publisher = {Springer-Verlag}, Title = {Stochastic differential equations}, Year = {1972}} @article{dupram99c, Author = {Dupuis, P. and Ramanan, K.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Probability Theory and Related Fields}, Journal = PRF, Number = {2}, Pages = {153--195, 197--236}, Title = {Convex duality and the {S}korokhod problem. {I}, {I}{I}}, Volume = {115}, Year = {1999}} @article{dupish93a, Author = {Dupuis, P. and Hitoshi, I.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Probability}, Journal = ANNP, Number = {1}, Pages = {554--580}, Title = {S{DE}s with oblique reflection on nonsmooth domains}, Volume = {21}, Year = {1993}} @article{dupish91a, Author = {Dupuis, P. and Hitoshi, I.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Stochastics and Stochastics Reports}, Journal = STOCH, Number = {1}, Pages = {31--62}, Title = {On {L}ipschitz continuity of the solution mapping to the {S}korokhod problem, with applications}, Volume = {35}, Year = {1991}} @article{dupram00a, Author = {Dupuis, P. and Ramanan, K.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Queueing Systems. Theory and Applications}, Journal = QS, Number = {4}, Pages = {327--349}, Title = {A multiclass feedback queueing network with a regular {S}korokhod problem}, Volume = {36}, Year = {2000}} @article{dupram99cI, Author = {Dupuis, P. and Ramanan, K.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Probability Theory and Related Fields}, Journal = PRF, Number = {2}, Pages = {153--195}, Title = {Convex duality and the {S}korokhod problem. {I}}, Volume = {115}, Year = {1999}} @article{dupram99cII, Author = {Dupuis, P. and Ramanan, K.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Probability Theory and Related Fields}, Journal = PRF, Number = {2}, Pages = {197--236}, Title = {Convex duality and the {S}korokhod problem. {I}{I}}, Volume = {115}, Year = {1999}} @unpublished{chedaidai01a, Author = {Chen, H. and Dai, J. G. and Dai, W. Y.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Preprint, University of British Columbia}, Title = {The finite element method for computing the stationary distribution of an SRBM in a hypercube with applications to finite buffer queueing networks}, Year = {2001}} @book{set00, Address = {Boston}, Author = {Sethi, S. P. and Thompson, G. L.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {Kluwer Academic Publishers}, Title = {Optimal Control Theory: Applications to Management Science and Economics}, Year = {2000}} @article{koo96a, Author = {Koole, G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = MOR, Pages = {469--476}, Title = {On the pathwise optimal {Bernoulli} routing policy for homogeneous parallel servers}, Volume = {21}, Year = {1996}} @article{kusram89, Author = {Kushner, H. J. and Ramchandran, K. M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = SICON, Pages = {1293-1318}, Title = {Optimal and approximately optimal control policies for queues in heavy traffic}, Volume = {27}, Year = {1989}} @misc{midwestprice98, Author = {FERC}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Key = {0}, Note = {FERC study, September 22, 1998}, Title = {{Staff Report to the Federal Energy Regulatory Commission on the Causes of Wholesale Electric Pricing Abnormalities in the Midwest During June 1998}}, Year = {1998}} @article{mil69a, Author = {Miller, B.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = MS, Number = {3}, Pages = {234--245}, Title = {A queueing reward system with several customer classes}, Volume = {16}, Year = {1969}} @book{mosnewtre94a, Address = {Spring, TX}, Author = {Mostafa, J. and Newell, T. and Trenthem, R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {Hi Willow Research and Publishing}, Title = {{The Easy {I}nternet handbook}}, Year = {1994}} @book{hui95, Address = {Englewood Cliffs, NJ}, Author = {Huitema, C.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {Prentice-Hall, Inc.}, Title = {{Routing in the Internet}}, Year = {1999}} @article{markus90, Author = {Martins, L. F. and Kushner, H. J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = SICON, Pages = {1209-1233}, Title = {Routing and singular control for queueing networks in heavy traffic}, Volume = {28}, Year = {1990}} @article{mou98a, Author = {Moustakides, G.V.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = IJACSP, Number = {12}, Pages = {579-597}, Title = {Exponential convergence of products of random matrices, application to the study of adaptive algorithms}, Volume = {2}, Year = {1998}} @book{dupkus01, Address = {New York}, Author = {Dupuis, P. and Kushner, H.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Applications of Mathematics, Vol 24}, Publisher = {Springer Verlag}, Title = {Numerical Methods for Stochastic Control Problems in Continuous Time}, Year = {2001}} @article{agrcruokiraj99a, Author = {Agrawal, R. and Cruz, R. L. and Okino, C. and Rajan, R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = IANET, Pages = {310-323}, Title = {Performance Bounds for Flow Control Protocols}, Volume = {7}, Year = {1999}} @article{cru91a, Author = {Cruz, R. L.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TIT, Number = {1}, Pages = {132--141}, Title = {A calculus for network delay. {II}. {N}etwork analysis}, Volume = {37}, Year = {1991}} @article{cru91b, Author = {Cruz, R. L.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TIT, Number = {1}, Pages = {114--131}, Title = {A calculus for network delay. {I}. {N}etwork elements in isolation}, Volume = {37}, Year = {1991}} @article{daiwei02, Author = {Dai, J. G. and Weiss, G.}, Coden = {OPREAI}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Issn = {0030-364X}, Journal = OR, Mrclass = {90C59 (90B35)}, Mrnumber = {1 918 551}, Number = {4}, Pages = {692--707}, Title = {A fluid heuristic for minimizing makespan in job shops}, Volume = {50}, Year = {2002}} @article{daiwei96a, Author = {Dai, J. G. and Weiss, G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Mathematics of Operations Research}, Journal = MOR, Number = {1}, Pages = {115--134}, Title = {Stability and instability of fluid models for reentrant lines}, Volume = {21}, Year = {1996}} @article{dos78, Author = {Doshi, B. T.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = AAP, Pages = {682--701}, Title = {Optimal control of the service rate in an {M/G/1} queueing system}, Volume = {10}, Year = {1978}} @article{confeiyao94, Author = {Connors, D. P. and Feigin, G. and Yao, D.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {IEEE Trans. on Robotics and Automation}, Pages = {88--98}, Title = {Scheduling semiconductor lines using a fluid network model}, Volume = {10}, Year = {1994}} @article{kum00a, Abstract = {The paper is devoted to the asymptotic analysis of the Harrison-Wein policy in closed queueing networks with two servers that are balanced, that is, networks that have the same relative load factor at each server. The main results of the paper are the following. The scaled workload imbalance process under the Harrison-Wein policy converges weakly to a two-sided regulator applied to Brownian motion. The Harrison-Wein policy is asymptotically optimal in the following sense. Let $U_1^r(t)$ denote the cumulative idleness incurred by server 1 up to time $t$ in the network with population level $r$. Then under the Harrison-Wein policy the limit $\lim_{r\to\infty}EU_1^r(r^2T)/(rT)$ exists and is finite for fixed and large $T$. Furthermore that limit is not greater than for any other policy.}, Author = {Kumar, S.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ANNAP, Number = {3}, Pages = {930--961}, Title = {Two-server closed networks in heavy traffic: diffusion limits and asymptotic optimality}, Volume = {10}, Year = {2000}} @inproceedings{kummut00, Author = {Kumar, S. and Muthuraman, M.}, Booktitle = CDC00, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Title = {A Numerical Method for Solving Singular {Brownian} Control Problems}, Year = {2000}} @inproceedings{brawil00a, Author = {Bramson, M. and Williams, R. J.}, Booktitle = CDC00, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Pages = {516}, Title = {On dynamic scheduling of stochastic networks in heavy traffic and some new results for the workload process}, Year = {2000}} @article{brawil03a, Abstract = {Dynamic scheduling of open stochastic processing networks is handled via a heavy traffic approximation known as Brownian networks. The present work establishes two results for such networks. The first result is a formula of the dimension of any workload process. The formula is proven under the usual assumptions of an open stochastic processing network in heavy traffic. The second result deals with the possible choices of a workload process which are infinite but of the same dimension. A canonical choice reduces the possibilities to a finite number. Sufficient conditions beyond those already existing are provided for the canonical choice to be valid and to yield a nonnegative workload process.}, Author = {Bramson, M. and Williams, R. J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = QS, Keywords = {heavy traffic}, Number = {3}, Pages = {191--221}, Title = {Two workload properties for {B}rownian networks}, Volume = {45}, Year = {2003}} @article{morkum99a, Author = {Morrison, J. R. and Kumar, P. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Journal of Optimization Theory and Applications}, Journal = JOTA, Number = {3}, Pages = {575--597}, Title = {New linear program performance bounds for queueing networks}, Volume = {100}, Year = {1999}} @book{baccohols92, Address = {New York}, Author = {Baccelli, F.L. and Cohen, G. and Olsder, G.J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {Wiley Series in Probability and Mathematical Statistics}, Title = {Synchronization and Linearity : An Algebra for Discrete Event Systems}, Year = {1992}} @article{bacfos94a, Author = {Baccelli, F. and Foss, S.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = QS, Pages = {5--72}, Title = {Ergodicity of {Jackson-type} queueing networks}, Volume = {17}, Year = {1994}} @article{pul93a, Author = {Pullan, M.C.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = SICON, Pages = {1558-1577}, Title = {An algorithm for a class of continuous linear programs}, Volume = {31}, Year = {1993}} @article{pul95a, Author = {Pullan, M.C.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = SICON, Pages = {1952-1977}, Title = {Forms of optimal solutions for separated continuous linear programs}, Volume = {33}, Year = {1995}} @article{pul97a, Author = {Pullan, M.C.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Mathematical Modeling of Systems}, Number = {3}, Pages = {219-245}, Title = {Existence and duality theory for separated continuous linear programs}, Volume = {3}, Year = {1995}} @article{berpas01a, Author = {Bertsimas, D. and Paschalidis, I. Ch.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = OR, Number = {1}, Pages = {119--133}, Title = {Probabilistic service level guarantees in make-to-stock manufacturing systems}, Volume = {49}, Year = {2001}} @article{berpastsi94a, Author = {D.~Bertsimas and I.~Paschalidis and J.~N.~Tsitsiklis}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ANNAP, Pages = {43--75}, Title = {Optimization of multiclass queueing networks: polyhedral and nonlinear characterizations of achievable performance}, Volume = {4}, Year = {1994}} @article{asm92, Author = {S.~Asmussen}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = MOR, Pages = {84--111}, Title = {Queueing simulation in heavy traffic}, Volume = {17}, Year = {1992}} @article{alahaj98a, Author = {Alanyali, M. and Hajek, B.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Applied Probability}, Journal = ANNAP, Number = {1}, Pages = {67--97}, Title = {On large deviations in load sharing networks}, Volume = {8}, Year = {1998}} @article{alahaj97a, Author = {Alanyali, M. and Hajek, B.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Mathematics of Operations Research}, Journal = MOR, Number = {4}, Pages = {840--871}, Title = {Analysis of simple algorithms for dynamic load balancing}, Volume = {22}, Year = {1997}} @article{hajogi84, Abstract = {New characterizations of optimal state-dependent routing strategies are obtained for the continuous traffic network model proposed by Segall (1979) for linear cost with unity weighting at each node and for constant inputs. The concept of flow relaxation is introduced and is used to transform the optimal routing problem into an initial flow optimization problem with convex cost and linear constraints. Three algorithms are given for open-loop computation of the optimal initial flow. The first is a simple iterative algorithm based on gradient descent with bending, and it is well suited for decentralized computation. The second algorithm reduces the problem to a series of maximum flow problems, and it computes the exact optimal initial flow in 0(/N/4) computations where /N/ is the number of nodes in the network. The third algorithm is based on a search for successive bottlenecks in the network}, Author = {Hajek, B. and Ogier, R. G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Networks}, Number = {3}, Pages = {457--487}, Title = {Optimal dynamic routing in communication networks with continuous traffic}, Volume = {14}, Year = {1984}} @article{haj84, Author = {Hajek, B.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Pages = {491--499}, Title = {Optimal control of two interacting service stations}, Volume = {AC-29}, Year = {1984}} @article{haj00a, Author = {Hajek, B.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Pages = {116-118}, Title = {Large bursts don't cause instability}, Volume = {45}, Year = {2000}} @phdthesis{HenThesis, Address = {Stanford, California, USA}, Author = {Henderson, S.G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, School = {Stanford University}, Title = {Variance Reduction Via an Approximating {Markov} Process}, Year = {1997}} @mastersthesis{hum95a, Address = {Urbana, Illinois, USA}, Author = {Humphrey, J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, School = {Department of Electrical Engineering, UIUC}, Title = {Fluid Network Models: Linear Programs For Control And Performance Bounds}, Year = {1995}} @mastersthesis{cho98a, Address = {Urbana, Illinois, USA}, Author = {Choi, J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, School = {Department of Electrical Engineering, UIUC}, Title = {Linear programming and optimization of fluid network models}, Year = {1998}} @mastersthesis{dub00b, Address = {Urbana, Illinois, USA}, Author = {Dubrawski, R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, School = {Department of Electrical Engineering, UIUC}, Title = {Myopic and far-sighted strategies for control of demand-driven networks}, Year = {2000}} @mastersthesis{hua00a, Address = {Urbana, Illinois, USA}, Author = {Huang, J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, School = {Department of Electrical Engineering, UIUC}, Title = {Capacity of Time-slotted ALOHA systems}, Year = {2000}} @mastersthesis{che01a, Address = {Urbana, Illinois, USA}, Author = {Chen, M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, School = {Department of Electrical Engineering, UIUC}, Title = {Sensitivity in network optimization with hard and soft constraints}, Year = {2001}} @phdthesis{ray96a, Address = {Urbana, Illinois, USA}, Author = {Rayadurgam, R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, School = {Department of Electrical Engineering, UIUC}, Title = {Performance Evaluation in Identification and Adaptive Control of Time Varying Systems}, Year = {1996}} @misc{ColumbiaWeb, Author = {Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Howpublished = {{http://black.csl.uiuc.edu/{\~{ }}meyn/pages/ColumbiaLectures.pdf}}, Month = {July}, Title = {{Columbia University} Lecture Series on Stochastic Networks}, Year = {2001}} @misc{KeralaWeb, Author = {Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Howpublished = {{http://black.csl.uiuc.edu/{\~{ }}meyn/Kerala/index.html}}, Month = {December 19-22}, Title = {International Conference on Stochastic Optimization and Adaptation}, Year = {2000}} @misc{SpringNetworksWeb, Author = {Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Howpublished = {{http://black.csl.uiuc.edu/\~{ }meyn/pages/SpringNetworks.html}}, Month = {May}, Title = {{NSF/UIUC} Seminar Series on Stochastic Networks}, Year = {2000}} @article{medmeyhuagol03a, Abstract = { We study different notions of capacity for time-slotted ALOHA systems. In these systems, multiple users synchronously send packets in a bursty manner over a common additive white Gaussian noise (AWGN) channel. The users do not coordinate their transmissions, which may collide at the receiver. For such a system, we define both single-slot capacity and multiple-slot capacity. We then construct a coding and decoding scheme for single-slot capacity that achieves any rate within this capacity region. This coding and decoding scheme for a single time slot combines aspects of multiple access rate splitting and of broadcast codes for degraded AWGN channels. This design allows some bits to be reliably received even when collisions occur and more bits to be reliably received in the absence of collisions. The exact number of bits reliably received under both of these scenarios is part of the code design process, which we optimize to maximize the expected rate in each slot. Next, we examine the behavior of the system asymptotically over multiple slots. We show that there exist coding and decoding strategies such that regardless of the burstiness of the traffic, the system is stable as long as the average rate of the users is within the multiple access capacity region of the channel. In other words, we show that bursty traffic does not decrease the Cover-Wyner capacity region of the multiple access channel. A vast family of codes, which includes the type of codes we introduce for the single-slot transmission, achieve the capacity region, in a sense we define, for multiple-slot transmissions. These codes are stabilizing, using only local information at each of the individual queues. The use of information regarding other queues or the use of scheduling does not improve the multiple-slot capacity region.}, Author = {Medard, M. and Meyn, S. P. and Huang, J. and Goldsmith, A. J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2009-01-02 07:15:17 -0600}, Journal = TWC, Keywords = {AWGN channels, access protocols, channel coding, codes, multi-access systems, optimisation, queueing theory, stability, telecommunication traffic AWGN channel, Cover-Wyner capacity, additive white channel noise, broadcast codes, bursty traffic, coding scheme, decoding scheme, multiple-slot capacity, optimization, packetized multiple access systems, rate splitting, single-slot capacity, stability, time-slotted ALOHA}, Note = {Proceedings of ISIT, p. 407, 2000}, Number = {2}, Pages = {486-499}, Title = {Capacity of Time-Slotted {ALOHA} Systems}, Volume = {3}, Year = {2004/03}} @article{huamey05a, Author = {Huang, J. and Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TIT, Number = {7}, Pages = {1--16}, Title = {Characterization and computation of optimal distribution for channel coding}, Volume = {51}, Year = {2005}} @article{chedubmey04a, Abstract = {Control-synthesis techniques are developed for demand-driven production systems. The resulting policies are time-optimal for a deterministic model, and approximately time-optimal for a stochastic model. Moreover, they are easily adapted to take into account a range of issues that arise in a realistic, dynamic environment. In particular, control synthesis techniques are developed for models in which resources are temporarily unavailable. This may be due to failure, maintenance, or an unanticipated change in demand. These conclusions are based upon the following development. i) Workload models are investigated for demand-driven systems, and an associated workload-relaxation is introduced as an approach to model-reduction. ii) The impact of hard constraints on performance, and on optimal control solutions is addressed via Lagrange multiplier techniques. These include deadlines and buffer constraints. iii) Rules for choosing appropriate safety-stocks as well as hedging-points are described to ensure robustness of control solutions with respect to persistent disturbances, such as variability in demand and yield}, Author = {Chen, M. and Dubrawski, R. and Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2009-01-02 07:15:59 -0600}, Journal = TAC, Keywords = {control system synthesis, production control, queueing theory, reduced order systems, scheduling, stochastic processes, stock control, time optimal control Lagrange multiplier technique, buffer constraints, control synthesis technique, deadline constraints, demand-driven production system, optimal control, production management, robustness, safety-stocks, stochastic model, time optimal policies, workload-relaxation}, Month = {May}, Number = {2}, Pages = {686-698}, Title = {Management of Demand-Driven Production Systems}, Volume = {49}, Year = {2004}} @unpublished{dubchehenmey01a, Address = {Miami, Florida}, Author = {Dubrawski, R. and Chen, M. and Henderson, S. and Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {{Performance and Stability of Multiclass Queueing Networks}, invited session at the {INFORMS} Annual Meeting}, Title = {Myopic and far-sighted strategies for control of demand-driven networks}, Year = {November, 2001}} @unpublished{mey01c, Address = {Berlin, Germany}, Author = {Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Invited presentation in {Extracting Low Dimensional Effective Dynamics: Algorithms, Analysis and Applications}, Berlin, September, 2001. First SIAM-EMS Conference on Applied Mathematics in Our Changing World}, Title = {{Multiplicative ergodicity, spectral theory, and phase transitions for {Markov}ian models}}, Year = {September 2-6, 2001}} @article{chepanmey03a, Author = {Chen, M. and Pandit, C. and Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = QS, Number = {4}, Pages = {313--363}, Title = {In search of sensitivity in network optimization}, Volume = {44}, Year = {2003}} @article{bra98a, Abstract = {It is well known that a local stability in any site of a multiclass queueing network (more precisely, the condition $\rho_j<1$ for all $j$, where $\rho_j$ is the load in the site $j$) does not guarantee the global stability of the network (i.e. the positive recurrency of the relevant {Markov} process). However, the global stability is ensured for a particular class of the so-called Kelly network. Not suprisingly, these facts are manifested in the non-trivial behaviour of a rather general network in the heavy traffic limit (HTL). An important concept in this context is the state space collapse (SSC) which means that customers in the different classes at a station occur (asymptotically) in fixed proportions. The author studies a somewhat weaker concept of multiplicative state space collapse (MSSC). More precisely, $$\frac{\|Z-\Delta W\|_T}{\max(\|W\|_T,1)}\to 0$$ as the traffic in the network increases. Here $Z$ and $W$ are the processes of the customer numbers and waiting times constructed on $[0,T]$ in the fluid model approximation, $\| \cdot \|_T$ is the uniform norm over $[0,T]$ and $\Delta$ is an appropriate "lifting" linear map. The fluid model approximation means that in the queueing network equations, the input flows, the customer service times and routing indicators are substituted by the relevant mean values. Moreover, the process $W$ converges in the HTL to a semimartingale reflecting Brownian motion (SRBM).}, Author = {Bramson, M.}, Booktitle = {State space collapse with application to heavy traffic limits for multiclass queueing networks}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = QS, Pages = {89--148}, Title = {State space collapse with application to heavy traffic limits for multiclass queueing networks}, Volume = {30}, Year = {1998}} @article{bradai01a, Author = {Bramson, M. and Dai, J. G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Applied Probability}, Journal = ANNAP, Number = {1}, Pages = {49--90}, Title = {Heavy traffic limits for some queueing networks}, Volume = {11}, Year = {2001}} @article{hal79a, Author = {Halpern, J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Networks. An International Journal}, Journal = {Networks}, Number = {2}, Pages = {133--167}, Title = {A generalized dynamic flows problem}, Volume = {9}, Year = {1979}} @article{hal77a, Author = {Halpern, J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Management Science. Journal of the Institute of Management Science. Application and Theory Series}, Journal = {Management Sci.}, Number = {5}, Pages = {535--544}, Title = {Finding minimal center-median convex combinations (cent-dian) of a graph}, Volume = {24}, Year = {1977/78}} @article{hal77b, Author = {Halpern, J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Z. Operations Res. Ser. A-B}, Number = {3}, Pages = {A117--A124}, Title = {Shortest route with time dependent length of edges and limited delay possibilities in nodes}, Volume = {21}, Year = {1977}} @article{har00a, Author = {Harrison, J. M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ANNAP, Pages = {75-103}, Title = {Brownian Models of Open Processing Networks: Canonical Representations of Workload}, Volume = {10}, Year = {2000}} @techreport{xiajohhinboygol01, Author = {Xiao, L. and Johansson, M. and Hindi, H. and Boyd, S. and Goldsmith, A.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Institution = {Stanford University}, Note = {Presented at the \textit{2001 Conference on Decision and Control, December 2001, session WP07-4. }}, Title = {Joint optimization of communication rates and linear systems}, Year = {2001}} @article{harlop99a, Author = {Harrison, J. M. and L\'opez, M. J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = QS, Pages = {339-368}, Title = {Heavy Traffic Resource Pooling in Parallel-Server Systems}, Volume = {33}, Year = {1999}} @inproceedings{armbam99a, Author = {Armony, M. and Bambos, N.}, Booktitle = {Proceedings of the Thirty-Seventh Annual Allerton Conference on Communication, Control, and Computing}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Title = {Queueing Networks with Shared Service Resources}, Year = {1999}} @article{mey95a, Author = {Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ANNAP, Pages = {946-957}, Title = {Transience of Multiclass Queueing Networks Via Fluid Limit Models}, Volume = {5}, Year = {1995}} @article{mey05b, Abstract = {This paper concerns control and performance evaluation for stochastic network models. Structural properties of value functions are developed for controlled Brownian motion (CBM) and deterministic (fluid) workload-models, leading to the following conclusions: Outside of a null-set of network parameters, the following hold. The fluid value-function is a smooth function of the initial state. Under further minor conditions, the fluid value-function satisfies the derivative boundary conditions that are required to ensure it is in the domain of the extended generator for the CBM model. Exponential ergodicity of the CBM model is demonstrated as one consequence. The fluid value-function provides a shadow function for use in simulation variance reduction for the stochastic model. The resulting simulator satisfies an exact large deviation principle, while a standard simulation algorithm does not satisfy any such bound. The fluid value-function provides upper and lower bounds on performance for the CBM model. This follows from an extension of recent linear programming approaches to performance evaluation.}, Author = {Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2009-01-02 07:13:56 -0600}, Journal = TAC, Keywords = {Brownian motion, {Lyapunov} methods, linear programming, stochastic systems controlled Brownian motion, exponential ergodicity, fluid value function, linear programming, performance evaluation, stochastic network, workload models}, Month = {August}, Number = {8}, Pages = {1106-1122}, Title = {Workload Models for Stochastic Networks: Value Functions and Performance Evaluation}, Volume = {50}, Year = {2005}} @article{mey05a, Author = {Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = QS, Pages = {255--297}, Title = {Dynamic safety-stocks for asymptotic optimality in stochastic networks}, Volume = {50}, Year = {2005}} @article{mey03a, Author = {Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = SICON, Number = {1}, Pages = {178-217}, Title = {Sequencing and Routing in Multiclass Queueing Networks. {Part II}: Workload Relaxations}, Volume = {42}, Year = {2003}, Bdsk-File-1 = {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}} @article{mey01a, Author = {Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = SICON, Number = {3}, Pages = {741-776}, Title = {Sequencing and Routing in Multiclass Queueing Networks. {Part I}: Feedback Regulation}, Volume = {40}, Year = {2001}, Bdsk-File-1 = {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}} @article{lewayhfol99a, Author = {Lewis, M. E. and Ayhan, H. and Foley, R. D.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Probability in the Engineering and Informational Sciences}, Journal = {Probab. Engrg. Inform. Sci.}, Number = {3}, Pages = {309--327}, Title = {Bias optimality in a queue with admission control}, Volume = {13}, Year = {1999}} @article{luober98a, Author = {Luo, X. and Bertsimas, D.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = SICON, Pages = {177--210}, Title = {A New Algorithm for State-Constrained Separated Continuous Linear Programs}, Volume = {37}, Year = {1998}} @article{gajhorrid03, Author = {Gajrat, A. and Hordijk, A. and Ridder, A.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ANNAP, Pages = {1423--1448}, Title = {Large deviations analysis of the fluid approximation for a controllable tandem queue}, Volume = {13}, Year = {2003}} @book{ganocowis04, Address = {Berlin}, Author = {Ganesh, A. and O'Connell, N. and Wischik, D.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Isbn = {3-540-20912-3}, Mrclass = {60-02 (60F10 60K25 90B22)}, Mrnumber = {2 045 489}, Pages = {xii+254}, Publisher = {Springer-Verlag}, Series = {Lecture Notes in Mathematics}, Title = {Big queues}, Volume = {1838}, Year = {2004}} @article{bau00a, Author = {B{\"a}uerle, N.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Applied Probability}, Journal = ANNAP, Number = {4}, Pages = {1065--1083}, Title = {Asymptotic optimality of tracking policies in stochastic networks}, Volume = {10}, Year = {2000}} @article{bau02a, Author = {B{\"a}uerle, N.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = AAP, Journal = {Adv. in Appl. Probab.}, Number = {2}, Pages = {313--328}, Title = {Optimal control of queueing networks: an approach via fluid models}, Volume = {34}, Year = {2002}} @inproceedings{mag97a, Author = {Maglaras, C.}, Booktitle = CDC99, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Pages = {1208-1213}, Title = {Design of dynamic control policies for stochastic processing networks via fluid models}, Year = {1997}} @article{mag99a, Author = {Maglaras, C.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = QS, Pages = {171-206}, Title = {Dynamic scheduling in multiclass queueing networks: Stability under discrete-review policies}, Volume = {31}, Year = {1999}} @article{mag00a, Author = {Maglaras, C.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Applied Probability}, Issn = {1050-5164}, Journal = ANNAP, Number = {3}, Pages = {897--929}, Title = {Discrete-review policies for scheduling stochastic networks: trajectory tracking and fluid-scale asymptotic optimality}, Volume = {10}, Year = {2000}} @article{dai96b, Author = {Dai, J. G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ANNAP, Pages = {751--757}, Title = {A fluid-limit model criterion for instability of multiclass queueing networks}, Volume = {6}, Year = {1996}} @article{daihar92a, Author = {Dai, J. G. and Harrison, J. M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Applied Probability}, Issn = {1050-5164}, Journal = ANNAP, Mrclass = {60J70 (60K30 65U05)}, Mrnumber = {MR1143393 (92k:60191)}, Number = {1}, Pages = {65--86}, Title = {Reflected {B}rownian motion in an orthant: numerical methods for steady-state analysis}, Volume = {2}, Year = {1992}} @article{daivan00a, Author = {Dai, J. G. and Vate, J. H. Vande}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = OR, Pages = {721--744}, Title = {The Stability of Two-Station Multi-Type Fluid Networks}, Volume = {48}, Year = {2000}} @article{daihar91, Author = {Dai, J. G. and Harrison, J. M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ANNAP, Pages = {16--35}, Title = {Steady-state analysis of {RBM} in a rectangle: Numerical methods and a queueing application}, Volume = {1}, Year = {1991}} @article{daihar92, Author = {Dai, J. G. and Harrison, J. M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ANNAP, Pages = {65--86}, Title = {Reflected {Brownian} motion in an orthant: Numerical methods for steady-state analysis}, Volume = {2}, Year = {1992}} @article{deb90a, Author = {DeBlassie, R. Dante}, Coden = {STOPB7}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Stochastic Processes and their Applications}, Issn = {0304-4149}, Journal = SPA, Mrclass = {60J65 (60H20 60J50)}, Mrnumber = {91h:60091}, Mrreviewer = {R. W. R. Darling}, Number = {1}, Pages = {67--97}, Title = {Explicit semimartingale representation of {B}rownian motion in a wedge}, Volume = {34}, Year = {1990}} @article{kimger83, Author = {Kimemia, J J. and Gershwin, S.B.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {IIE Trans.}, Pages = {353-362}, Title = {An algorithm for the computer control of a flexible manufacturing system}, Volume = {15}, Year = {1983}} @article{kimvan98, Author = {Kim, E. and Van Oyen, M. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Mathematical Methods of Operations Research}, Issn = {1432-2994}, Journal = MMOR, Mrclass = {60K25 (90B22)}, Mrnumber = {99k:60231}, Mrreviewer = {Srinivas Chakravarthy}, Number = {1}, Pages = {17--36}, Title = {Beyong the {$c$-$\mu$} rule: dynamic scheduling of a two-class loss queue}, Volume = {48}, Year = {1998}} @article{chachapinweb92, Author = {Chang, C.-S. and Chao, X. and Pinedo, M. and Weber, R.}, Coden = {JPRBAM}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Journal of Applied Probability}, Issn = {0021-9002}, Journal = JAP, Mrclass = {90B35}, Mrnumber = {93d:90025}, Number = {3}, Pages = {667--681}, Title = {On the optimality of {LEPT} and {$c$-$\mu$} rules for machines in parallel}, Volume = {29}, Year = {1992}} @article{buyvarwal85, Author = {Buyukkoc, C. and Varaiya, P. and Walrand, J.}, Coden = {AAPBBD}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = AAP, Issn = {0001-8678}, Journal = AAP, Mrclass = {90B22 (60K25)}, Mrnumber = {87e:90040}, Number = {1}, Pages = {237--238}, Title = {The {$c$-$\mu$} rule revisited}, Volume = {17}, Year = {1985}} @article{des91a, Author = {De Serres, Y.}, Coden = {ORLED5}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Issn = {0167-6377}, Journal = ORL, Mrclass = {90B35 (60K25 90B22)}, Mrnumber = {1 101 278}, Number = {2}, Pages = {103--112}, Title = {Simultaneous optimization of flow control and scheduling in a single server queue with two job classes}, Volume = {10}, Year = {1991}} @article{fedzip86a, Author = {Federgruen, A. and Zipkin, P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Mathematics of Operations Research}, Issn = {0364-765X}, Journal = MOR, Mrclass = {90C40 (90B05)}, Mrnumber = {87k:90275b}, Mrreviewer = {L. C. Thomas}, Number = {2}, Pages = {208--215}, Title = {An inventory model with limited production capacity and uncertain demands. {II}. {T}he discounted-cost criterion}, Volume = {11}, Year = {1986}} @article{fedzip86b, Author = {Federgruen, A. and Zipkin, P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Mathematics of Operations Research}, Issn = {0364-765X}, Journal = MOR, Mrclass = {90C40 (90B05)}, Mrnumber = {87k:90275a}, Mrreviewer = {L. C. Thomas}, Number = {2}, Pages = {193--207}, Title = {An inventory model with limited production capacity and uncertain demands. {I}. {T}he average-cost criterion}, Volume = {11}, Year = {1986}} @article{fedzip85a, Author = {Federgruen, A. and Zipkin, P.}, Coden = {AAPBBD}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = AAP, Issn = {0001-8678}, Journal = AAP, Mrclass = {90B05 (90C40)}, Mrnumber = {86h:90028}, Mrreviewer = {Heinz-Uwe K{\"u}enle}, Number = {2}, Pages = {424--442}, Title = {Computing optimal {$(s,S)$} policies in inventory models with continuous demands}, Volume = {17}, Year = {1985}} @book{forful62, Abstract = { Table of Contents: Chapter I, Static maximal flow: (1) Networks, (2) Flows in networks, (3) Notation, (4) Cuts, (5) Maximal flow, (6) Disconnecting sets and cuts, (7) Multiple sources and sinks, (8) The labeling method for solving maximal flow problems, (9) Lower bounds on arc flows, (10) Flows in undirected and mixed networks, (11) Node capacities and other extensions, (12) Linear programming and duality principles, (13) Maximal flow value as a function of two arc capacities; Chapter II, Feasibility theorems and combinatorial applications: (1) A supply-demand theorem, (2) A symmetric supply-demand theorem, (3) Circulation theorem, (4) The Knig-Egervry and Menger graph theorems, (5) Construction of a maximal independent set of admissible cells, (6) A bottleneck assignment problem, (7) Unicursal graphs, (8) Dilworth's chain decomposition theorem for partially ordered sets, (9) Minimal number of individuals to meet a fixed schedule of tasks, (10) Set representatives, (11) The subgraph problem for directed graphs, (12) Matrices composed of 0's and 1's; Chapter III, Minimal cost flow problems: (1) The Hitchcock problem, (2) The optimal assignment problem, (3) The general minimal cost flow problem, (4) Equivalence of Hitchcock and minimal cost flow problems, (5) A shortest chain algorithm, (6) The minimal cost supply-demand problem: non-negative directed cycle costs, (7) The warehousing problem, (8) The caterer problem, (9) Maximal dynamic flow, (10) Project cost curves, (11) Constructing minimal cost circulations; Chapter IV, Multi-terminal maximal flows: (1) Forests, trees, and spanning subtrees, (2) Realization conditions, (3) Equivalent networks, (4) Network synthesis. }, Address = {Princeton, N.J.}, Author = {Ford, Jr., L. R. and Fulkerson, D. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Mrclass = {90.30}, Mrnumber = {28 \#2917}, Mrreviewer = {S. W. Golomb}, Pages = {xii+194}, Publisher = {Princeton University Press}, Title = {Flows in networks}, Year = {1962}} @article{forful58a, Author = {Ford, Jr., L. R. and Fulkerson, D. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = OR, Mrclass = {65.00 (90.00)}, Mrnumber = {20 \#1403}, Mrreviewer = {M. M. Flood}, Pages = {419--433}, Title = {Constructing maximal dynamic flows from static flows}, Volume = {6}, Year = {1958}} @article{forful57a, Abstract = { Let the set of nodes $P_1,\cdots,P_n$ of a finite graph be given, and for $i,j=1,\cdots,n$ let $c_{ij}$ be a nonnegative integer denoting the capacity of the directed arc $(P_iP_j)$. The problem of determining the maximal flow (of an homogeneous commodity conserved at nodes) through the graph from the source $P_1$ to the sink $P_n$ is that of finding $x_{ij}$ such that $0\leq x_{ij}\leq c_{ij} (i,j=1,\cdots,n)$, $\sum_{j=1}^n(x_{ij}-x_{ji})=0 (i=2,\cdots,n)$, and such that $\sum_jx_{1j}$ is maximized. The authors presented earlier [same J. 8 (1956), 399--404; MR 18, 56] a combinatorial algorithm for solving this problem in the case of a planar graph. This paper gives an algorithm for the case of a general graph, and employs it in a further algorithm for the solution of the ordinary transportation problem: Minimizing the "cost" $\sum_{i,j}C_{ij}x_{ij}$ of flow through a graph whose nodes consist only of sources and sinks having specified flows and which has only arcs of the form $(P_iQ_j)$, where $P_i$ is a source, $Q_j$ a sink, $C_{ij}$ is the cost of transportation from $P_i$ to $Q_j$, and $x_{ij}$ is the corresponding flow to be determined. Proofs for these procedures are given here in full; a detailed description of the efficient use of the transportation algorithm is given elsewhere [Management Sci. 3 (1956), 24--32]. This procedure is now the most commonly used for problems of this class.}, Author = {Ford, Jr., L. R. and Fulkerson, D. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Canad. J. Math.}, Mrclass = {90.0X}, Mrnumber = {19,1244d}, Mrreviewer = {P. Wolfe}, Pages = {210--218}, Title = {A simple algorithm for finding maximal network flows and an application to the {H}itchcock problem}, Volume = {9}, Year = {1957}} @article{forful57b, Author = {Ford, Jr., L. R. and Fulkerson, D. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Naval Res. Logist. Quart.}, Mrclass = {90.0X}, Mrnumber = {19,619h}, Pages = {47--54}, Title = {A primal-dual algorithm for the capacitated {H}itchcock problem}, Volume = {4}, Year = {1957}} @incollection{danforful56a, Address = {Princeton, N. J.}, Author = {Dantzig, G. B. and Ford, Jr., L. R. and Fulkerson, D. R.}, Booktitle = {Linear inequalities and related systems}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Mrclass = {90.0X}, Mrnumber = {19,719c}, Mrreviewer = {P. S. Dwyer}, Pages = {171--181}, Publisher = {Princeton University Press}, Series = {Annals of Mathematics Studies, no. 38}, Title = {A primal-dual algorithm for linear programs}, Year = {1956}} @article{forful56, Abstract = {The determination of the maximal steady flow in certain transportation networks can be formalized as follows. A graph $G$ is a finite collection of vertices $a,b,\cdots$, and arcs joining them. A positive capacity is assigned each arc of $G$. A chain joining the vertices $a$ and $h$ is a set of distinct arcs which can be arranged as $(ab),(bc),\cdots,(gh)$, where the vertices are distinct. A chain flow from $a$ to $b$ is a chain from $a$ to $b$ and a nonnegative number $k$ representing the flow along the chain from $a$ to $b$. A flow from $a$ to $b$ is a collection of chain flows from $a$ to $b$ such that the sum of the $k$'s for the chains that contain each arc does not exceed the capacity of that arc. A collection $D$ of arcs which meets every chain from $a$ to $b$ is a disconnecting set with value $v(D)$ equal to the sum of the capacities of its members; an irreducible disconnecting set is a cut. A graph is $ab$-planar if, together with arc $(ab)$, it is planar; i.e. can be drawn in the plane without crossing of arcs. Theorem 1: the maximum flow from $a$ to $b$ is the minimum of $v(D)$ over all disconnecting sets $D$. Theorem 2: an $ab$-planar graph contains a chain joining $a$ and $b$ that meets every cut precisely once. A specialized computing procedure for obtaining maximal flows (a problem in the general category of linear programming) can be based on these theorems. -Reviewed by T. E. Harris }, Author = {Ford, Jr., L. R. and Fulkerson, D. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Canad. J. Math.}, Mrclass = {54.0X}, Mrnumber = {18,56h}, Mrreviewer = {T. E. Harris}, Pages = {399--404}, Title = {Maximal flow through a network}, Volume = {8}, Year = {1956}} @article{flojac93, Author = {Floyd, S. and Jacobson, V.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Doi = {http://doi.acm.org/10.1145/169931.169935}, Issn = {1063-6692}, Journal = IANET, Number = {4}, Pages = {397--413}, Publisher = {ACM Press}, Title = {Random early detection gateways for congestion avoidance}, Volume = {1}, Year = {1993}, Bdsk-Url-1 = {http://doi.acm.org/10.1145/169931.169935}} @inproceedings{belwil99a, Address = {Phoenix, Arizona}, Author = {Bell, S.L. and Williams, R.J.}, Booktitle = CDC99, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Pages = {1743--1748}, Title = {Dynamic Scheduling of a System with Two Parallel Servers: Asymptotic Optimality of a Continuous Review Threshold Policy in Heavy Traffic}, Year = {1999}} @article{belgligro55, Author = {Bellman, R. and Glicksberg, I. and Gross, O.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Management Sci.}, Mrclass = {90.0X}, Mrnumber = {17,641j}, Mrreviewer = {S. A. O. Thore}, Pages = {83--104}, Title = {On the optimal inventory equation}, Volume = {2}, Year = {1955}} @article{bel58a, Author = {Bellman, R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Quart. Appl. Math.}, Pages = {87--90}, Title = {On a routing problem}, Volume = {16}, Year = {1958}} @article{belwil01, Author = {Bell, S. L. and Williams, R. J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ANNAP, Pages = {608-649}, Title = {Dynamic Scheduling of a System with Two Parallel Servers in Heavy Traffic with Complete Resource Pooling: Asymptotic Optimality of a Continuous Review Threshold Policy}, Volume = {11}, Year = {2001}} @unpublished{chemey98a, Author = {Chen, R-R. and Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {Invited presentation at the {INFORMS} International Conference, Tel Aviv, Israel, June 28 -- July 1}, Title = {Value Iteration and Network Optimization}, Year = {1998}} @article{chemey99a, Author = {Chen, R-R. and Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = QS, Number = {1-3}, Pages = {65--97}, Title = {Value iteration and optimization of multiclass queueing networks}, Volume = {32}, Year = {1999}} @article{sen96a, Author = {Sennott, L.I.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = ORL, Pages = {11-16}, Title = {The Convergence of Value Iteration in Average Cost {Markov} decision chains}, Volume = {19}, Year = {1996}} @article{sen89a, Author = {Sennott, L.I.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = OR, Pages = {626--633}, Title = {Average cost optimal stationary policies in infinite state {Markov} decision processes with unbounded cost}, Volume = {37}, Year = {1989}} @book{shasha94, Address = {Boston, MA}, Author = {Shaked, M. and Shanthikumar, J. G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Isbn = {0-12-638160-7}, Mrclass = {60E15 (60K10 62N05)}, Mrnumber = {95m:60031}, Mrreviewer = {Subhash C. Kochar}, Pages = {xvi+545}, Publisher = {Academic Press Inc.}, Series = {Probability and Mathematical Statistics}, Title = {Stochastic orders and their applications}, Year = {1994}} @article{sto04a, Author = {Stolyar, A. L.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = AAP, Number = {1}, Pages = {1--53}, Title = {Maxweight scheduling in a generalized switch: state space collapse and workload minimization in heavy traffic}, Volume = {14}, Year = {2004}} @article{tas95a, Author = {Tassiulas, L.}, Coden = {IETAA9}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Institute of Electrical and Electronics Engineers. Transactions on Automatic Control}, Issn = {0018-9286}, Journal = TAC, Mrclass = {93C83 (90B12 94C10)}, Mrnumber = {MR1312890 (95i:93093)}, Number = {2}, Pages = {236--250}, Title = {Adaptive back-pressure congestion control based on local information}, Volume = {40}, Year = {1995}} @article{tehwar02a, Author = {Teh, Y-C and Ward, A. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = QS, Number = {3}, Pages = {297--316}, Title = {Critical thresholds for dynamic routing in queueing networks}, Volume = {42}, Year = {2002}} @article{taywil93a, Abstract = {This work is concerned with the existence and uniqueness of a class of semimartingale reflecting Brownian motions which live in the nonnegative orthant of $\bbfR\sp d$. Loosely speaking, such a process has a semimartingale decomposition such that in the interior of the orthant the process behaves like a Brownian motion with a constant drift and covariance matrix, and at each of the $(d-1)$-dimensional faces that form the boundary of the orthant, the bounded variation part of the process increases in a given direction (constant for any particular face) so as to confine the process to the orthant. For historical reasons, this ``pushing'' at the boundary is called instantaneous reflection. {\it M. I. Reiman} and {\it R. J. Williams} [ibid. 77, No. 1, 87-97 (1988; Zbl 0617.60081)] proved that a necessary condition for the existence of such a semimartingale reflecting Brownian motion (SRBM) is that the reflection matrix formed by the directions of reflection be completely-${\cal S}$. We prove that this condition is sufficient for the existence of an SRBM and that the SRBM is unique in law. It follows from the uniqueness that an SRBM defines a strong {Markov} process. Our results have potential application to the study of diffusions arising as approximations to multiclass queueing networks.}, Author = {Taylor, L. M. and Williams, R. J.}, Coden = {PTRFEU}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2008-01-04 07:08:25 -0600}, Fjournal = {Probability Theory and Related Fields}, Issn = {0178-8051}, Journal = PRF, Mrclass = {60J60 (60G44 60J65 60K25)}, Mrnumber = {94m:60161}, Mrreviewer = {S. Ramasubramanian}, Number = {3}, Pages = {283--317}, Title = {Existence and uniqueness of semimartingale reflecting {B}rownian motions in an orthant}, Volume = {96}, Year = {1993}} @unpublished{henmey03a, Author = {Henderson, S.G. and Meyn, S.P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {{To appear, {\em IIE Trans. on Operations Engineering}}}, Title = {Variance Reduction for Simulation in Multiclass Queueing Networks}, Year = {2004}} @article{har98, Author = {Harrison, J. M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {The Annals of Applied Probability}, Issn = {1050-5164}, Journal = ANNAP, Mrclass = {60K25 (90B22)}, Mrnumber = {99c:60203}, Number = {3}, Pages = {822--848}, Title = {Heavy traffic analysis of a system with parallel servers: asymptotic optimality of discrete-review policies}, Volume = {8}, Year = {1998}} @article{xuche93, Author = {Xu, S.H. and Chen, H.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Pages = {187-189}, Title = {A note on the optimal control of two interacting service stations}, Volume = {38}, Year = {1993}} @article{dvokiewol52, Author = {Dvoretzky, A. and Kiefer, J. and Wolfowitz, J.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Econometrica}, Mrclass = {90.0X}, Mrnumber = {13,856a}, Mrreviewer = {R. Solow}, Pages = {187--222}, Title = {The inventory problem. {I}. {C}ase of known distributions of demand}, Volume = {20}, Year = {1952}} @article{daiyehzho97a, Author = {Dai, J. G. and Yeh, Din-Horng and Zhou, Chen}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = OR, Pages = {610-623}, Title = {The {QNET} method for re-entrant queueing networks with priority disciplines}, Volume = {45}, Year = {1997}} @book{ger93, Address = {Englewood Cliffs, {NJ}}, Author = {Gershwin, S. B.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {Prentice--Hall}, Title = {{Manufacturing Systems Engineering}}, Year = {1993}} @article{gre85a, Author = {L.~Green}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = OR, Pages = {168--182}, Title = {A queueing system with general-use and limited-use servers}, Volume = {33}, Year = {1985}} @book{har90, Abstract = {One half of this book is a survey of the basics of Brownian motion processes and the Ito integral of stochastic calculus. This is aimed at researchers in engineering, economics, and operations research who have a measure-theoretic understanding of probability. The other half of the book is a study of stochastic input-output flow systems that are modeled as regulated Brownian motion processes. }, Address = {Malabar, FL}, Author = {Harrison, J. M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Isbn = {0-89464-455-6}, Mrclass = {60J65 (60-01)}, Mrnumber = {92d:60084}, Note = {Reprint of the 1985 original}, Pages = {xxiv+140}, Publisher = {Robert E. Krieger Publishing Co. Inc.}, Title = {Brownian motion and stochastic flow systems}, Year = {1990}} @unpublished{che96a, Author = {Chen, H.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Institution = {Faculty of Commerce and Business Administration, University of British Columbia, Vancouver, B.C. V6T 1Y8, Canada}, Note = {{Technical Note}}, Title = {Optimal Routing Control of a Fluid Model}, Year = {1996}} @article{las96a, Author = {Lasserre, J.B.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {J. Theor. Prob.}, Pages = {595-612}, Title = {Existence and uniqueness of an invariant probability for a class of {Feller {Markov}} chains}, Volume = {9}, Year = {1996}} @article{caoche97, Author = {Cao, Xi-Ren and Chen, Han-Fu}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Pages = {1382-1393}, Title = {Potentials, Perturbation Realization, and Sensitivity Analysis of {Markov} Processes}, Volume = {42}, Year = {1997}} @article{websti87, Author = {Weber, R. and Stidham, S.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = AAP, Pages = {202-218}, Title = {Optimal control of service rates in networks of queues}, Volume = {19}, Year = {1987}} @article{borkum03a, Author = {Borkar, V. and Kumar, P. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Pages = {382--396}, Title = {Dynamic {Cesaro-Wardrop} Equilibration in Networks}, Volume = {48}, Year = {2003}} @book{put94, Address = {New York}, Author = {Puterman, M. L.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {Wiley}, Title = {{{Markov} Decision Processes}}, Year = {1994}} @misc{APXnl, Address = {Strawinskylaan 729, 1077 XX Amsterdam, The Netherlands}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Howpublished = {{\tt http://www.apx.nl/home.html}}, Key = {0}, Note = {(formally Amsterdam Power Exchange)}, Title = {{APX homepage}}, Year = {2004}} @misc{CALiso, Address = {California ISO, P.O.~Box 639014, Folsom, CA 95763-9014}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Howpublished = {{\tt http://www.caiso.com/}}, Key = {0}, Title = {{California ISO homepage}}, Year = {2005}} @misc{Spring00Web, Author = {Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Howpublished = {Coordinated Science Laboratory, University of Illinois, Spring, 2000. \\ {http://black.csl.uiuc.edu/{\~{ }}meyn/pages/SpringNetworks.html}}, Title = {{NSF-UIUC} Seminar Series on Stochastic Networks}, Year = {2001}} @misc{UsCan04, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Howpublished = {{\tt https://reports.energy.gov/}}, Institution = {U.S.-Canada Power System Outage Task Force}, Key = {0}, Keywords = {electric power}, Month = {April}, Title = {Final Report on the {August} 14, 2003 Blackout in the {United States and Canada}: Causes and Recommendations}, Year = {2004}} @misc{UIC04, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Howpublished = {{Uranium Information Centre}, \ {\tt http://www.uic.com.au/nip61.htm}}, Key = {0}, Month = {May}, Title = {{California's Electricity, UIC Nuclear Issues Briefing Paper No. 61}}, Year = {2004}} @inproceedings{atlepehen02, Author = {Atlason, J. and Epelman, M. and Henderson, S. G.}, Booktitle = {Proceedings of the 2002 National Science Foundation Design, Service and Manufacture Grantees and Research Conference}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Editor = {Reinig, P.\}, Title = {Combining simulation and cutting plane methods in servicesystems}, Year = {2002}} @article{kelley60, Author = {{Kelley, Jr}, J.E.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {Journal of the Society for Industrial and Applied Mathematics}, Number = {4}, Pages = {703--712}, Title = {The Cutting-Plane Method for Solving Convex Programs}, Volume = {8}, Year = {1960}} @misc{CBS04b, Address = {NY, NY}, Author = {CBS}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Howpublished = {{\tt http:// www.cbsnews.com/stories/ 2004/06/08/eveningnews/\~{ }main621856.shtml}}, Month = {June 8}, Publisher = {CBS News.Com}, Title = {More {Enron} Tapes, More Gloating}, Year = {2004}} @misc{simalorei02, Author = {Simon, R. and Alonso-Zldivar, R. and Reiterman, T.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Howpublished = {Los Angeles Times}, Month = {July}, Title = {Enron Memos Prompt Calls for a Wider Investigation Electricity: Regulators order all energy trading companies to preserve documents on tactics}, Year = {2002}} @article{marshrson96, Abstract = {In this work, the authors study a family of two-station queueing networks with Poisson arrivals and exponential service times. A rigorous proof of the connection between the optimal sequencing problem for the two-station, two-customer-class queueing network and the problem of control of a multi-dimensional diffusion process is provided as a heavy traffic limit of the queueing problem. The goals are to represent the limit of the value functions for a sequence of queueing systems as the value function for a diffusion control problem and to use this representation to construct asymptotically optimal policies for the queueing systems. The analysis is based on the Hamilton-Jacobi-Bellman equation and uses the theory of viscosity solutions of the HJB equation. }, Author = {Martins, L. F. and Shreve, S. E. and Soner, H. M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = SICON, Month = {November}, Number = {6}, Pages = {2133--2171}, Title = {Heavy traffic convergence of a controlled, multiclass queueing system}, Volume = {34}, Year = {1996}} @incollection{mey97a, Address = {Providence, RI}, Author = {Meyn, S. P.}, Booktitle = {Mathematics of stochastic manufacturing systems (Williamsburg, VA, 1996)}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Pages = {175--199}, Publisher = {Amer. Math. Soc.}, Title = {Stability and optimization of queueing networks and their fluid models}, Year = {1997}} @article{mey97b, Author = {Meyn, S. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Number = {12}, Pages = {1663--1680}, Title = {The policy iteration algorithm for average reward {M}arkov decision processes with general state space}, Volume = {42}, Year = {1997}} @unpublished{dai96a, Author = {Dai, J. G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {{Presented at the {\it Workshop On Stochastic Networks: Stability And Rare Events}, Center For Applied Probability, Columbia University, November 3 --- November 4}}, Title = {The stability region of two-station queueing networks}, Year = {1995}} @inproceedings{avrberric95a, Address = {New York}, Author = {Avram, F. and Bertsimas, D. and Ricard, M.}, Booktitle = {Volume 71 of IMA volumes in Mathematics and its Applications}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Editor = {Kelly, F. and Williams, R.}, Note = {Proceedings of Workshop on Queueing Networks of the Mathematical Inst., Minneapolis, 1994.}, Publisher = {Springer-Verlag}, Title = {An Optimal Control Approach to Optimization of Multi-class Queueing Networks}, Year = {1995}} @unpublished{avrberric95, Author = {Avram, F. and Bertsimas, D. and Ricard, M.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {{Technical Report, Massachussetts Institute of Technology}}, Title = {Fluid Models of Sequencing Problems in Open Queueing Networks: an Optimal Control Approach}, Year = {1995}} @unpublished{sanobaqurwid95, Author = {Sanders, W. H. and Obal, W. D. and Qureshi, M. A. and Widjanarko, F. K.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Note = {{Accepted for Publication in Performance Evaluation}}, Title = {The UltraSAN Modeling Environment}, Year = {1995}} @article{hum94, Author = {Jr., C. Humes}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Pages = {191-196}, Title = {A regulator stabilization technique: {Kumar \&\ Seidman} revisited}, Volume = {AC-39}, Year = {1994}} @article{sha96, Author = {Shamma, J.S.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Pages = {533--544}, Title = {Optimization of the $l^\infty$-induced norm under full state feedback}, Volume = {AC-41}, Year = {1996}} @article{perhumkum94, Author = {Perkins, J.R. and Jr., C. Humes and Kumar, P. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {IEEE Trans. on Robotics and Automation}, Pages = {132-141}, Title = {Distributed control of flexible manufacturing systems: stability and performance}, Volume = {37}, Year = {1994}} @book{san95, Address = {Urbana, Il}, Author = {W. H. Sanders, et. al.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {University of Arizona and University of Illinois}, Title = {{UltraSAN User's Manual, Version 3.0}}, Year = {1995}} @article{kellaw93a, Author = {F.P. Kelly and C.N. Laws}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2010-12-27 09:37:16 -0600}, Journal = QS, Pages = {47--86}, Title = {Dynamic routing in open queueing networks: {Brownian} models, cut constraints and resource pooling}, Volume = {13}, Year = {1993}} @article{kli74a, Author = {Klimov, G. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TV, Mrclass = {60K25}, Mrnumber = {51 \#2013}, Mrreviewer = {Frantisek Zitek}, Pages = {558--576}, Title = {Time-sharing queueing systems. {I}}, Volume = {19}, Year = {1974}} @book{kli78a, Address = {Berlin}, Author = {Klimow, G. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Mrclass = {60K25}, Mrnumber = {81b:60094a}, Note = {Eine Einf{\"u}hrung, Translated from the Russian by Volker Schmidt}, Pages = {244}, Publisher = {Akademie-Verlag}, Series = {Mathematische Lehrb{\"u}cher und Monographien, I. Abteilung: Mathematische Lehrb{\"u}cher [Mathematical Textbooks and Monographs, Part I: Mathematical Textbooks]}, Title = {Bedienungsprozesse}, Volume = {32}, Year = {1978}} @article{kli78b, Author = {Klimov, G. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Fjournal = {Akademiya Nauk SSSR. Teoriya Veroyatnoste\u\i\ i ee Primeneniya}, Issn = {0040-361X}, Journal = TV, Mrclass = {60K25}, Mrnumber = {80i:60129}, Mrreviewer = {Kh. T. Tashmanov}, Number = {2}, Pages = {331--339}, Title = {Time-sharing queueing systems. {II}}, Volume = {23}, Year = {1978}} @book{kli79a, Address = {Warsaw}, Author = {Klimov, G. P.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Isbn = {83-204-0136-4}, Mrclass = {60K25}, Mrnumber = {81b:60094c}, Note = {Translated from the Russian by Eugeniusz Fidelis and Tomasz Rolski}, Pages = {343 pp. (loose errata)}, Publisher = {Wydawnictwa Naukowo-Techniczne (WNT)}, Title = {Procesy obs\l ugi masowej (Polish) [Queueing theory]}, Year = {1979}} @book{kle75a, Author = {Kleinrock, L.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {Wiley}, Title = {Queueing Systems Vol.~1: Theory}, Year = {1975}} @book{kul95a, Address = {London}, Author = {Kulkarni, V. G.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Publisher = {Chapman and Hall Ltd.}, Series = {Texts in Statistical Science Series}, Title = {Modeling and analysis of stochastic systems}, Year = {1995}} @phdthesis{law90a, Address = {Cambridge, UK}, Author = {Laws, N.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, School = {Cambridge University}, Title = {Dynamic routing in queueing networks}, Year = {1990}} @article{luramkum94, Author = {Lu, S. H. and Ramaswamy, D. and Kumar, P. R.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = {{IEEE} Trans. on Semiconductor Manufacturing}, Month = {August}, Number = {3}, Pages = {374--385}, Title = {Efficient scheduling policies to reduce mean and variance of cycle--time in semiconductor manufacturing plants}, Volume = {7}, Year = {1994}} @article{kumsei90a, Author = {Kumar, P. R. and Seidman, T. I.}, Date-Added = {2007-09-01 07:57:12 -0500}, Date-Modified = {2007-09-01 07:57:12 -0500}, Journal = TAC, Month = {March}, Number = {3}, Pages = {289--298}, Title = {Dynamic Instabilities and Stabilization Methods in Distributed Real-Time Scheduling of Manufacturing Systems}, Volume = {AC-35}, Year = {1990}} @article{fle01a, Abstract = {In the 1960s, Ford and Fulkerson introduced flows over time to add time to the standard network flow model. Since then, flows over time have been used widely to model network-structured, decision-making problems over time: problems in electronic communication, production and distribution, economic planning, cash flow, job scheduling, and transportation. A maximum flow over time generalizes standard maximum flow by introducing a time component. The objective is to send as much flow from source to sink in $T$ time units as possible, where capacities are interpreted as an upper bound on the rate of flow entering an arc. A related problem is the universally maximum flow, which is to send a flow from source to sink that maximizes the amount of flow arriving at the sink by time $t$ simultaneously for all $t\le T$. The author considers a further generalization of this problem that allows arc and node capacities to change over time. In particular, given a network with $m$ arcs and $n$ nodes, arc and node capacities that are piecewise constant functions of time with at most $k$ breakpoints and a time bound $T$, she shows how to compute a flow that maximizes the amount of flow reaching the sink in all time intervals $(0,t]$ simultaneously for all $0