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Robust fluid control of multiclass queueing networks

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dc.contributor.advisor Dimitris J. Bertsimas. en_US
dc.contributor.author Su, Hua, S.M. Massachusetts Institute of Technology en_US
dc.contributor.other Massachusetts Institute of Technology. Computation for Design and Optimization Program. en_US
dc.date.accessioned 2007-10-19T20:31:51Z
dc.date.available 2007-10-19T20:31:51Z
dc.date.copyright 2006 en_US
dc.date.issued 2006 en_US
dc.identifier.uri http://hdl.handle.net/1721.1/39212
dc.description Thesis (S.M.)--Massachusetts Institute of Technology, Computation for Design and Optimization Program, 2006. en_US
dc.description Includes bibliographical references (p. 89-92). en_US
dc.description.abstract This thesis applies recent advances in the field of robust optimization to the optimal control of multiclass queueing networks. We develop models that take into account the uncertainty of interarrival and service time in multiclass queueing network problems without assuming a specific probability distribution, while remaining highly tractable and providing insight into the corresponding optimal control policy. Our approach also allows us to adjust the level of robustness of the solution to trade off performance and protection against uncertainty. We apply robust optimization to both open and closed queueing networks. For open queueing networks, we study control problems that involve sequencing, routing and input control decision, and optimize the total holding cost. For closed queueing networks, we focus on the sequencing problem and optimize the throughput. We compare the robust solutions to those derived by fluid control, dynamic programming and stochastic input control. We show that the robust control policy leads to better performance. Robust optimization emerges as a promising methodology to address a wide range of multiclass queueing networks subject to uncertainty, as it leads to representations of randomness that make few assumptions on the underlying probabilities. It also remains numerically tractable, and provides theoretical insights into the structure of the optimal control policy. en_US
dc.description.statementofresponsibility by Hua Su. en_US
dc.format.extent 92 p. en_US
dc.language.iso eng en_US
dc.publisher Massachusetts Institute of Technology en_US
dc.rights M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. en_US
dc.rights.uri http://dspace.mit.edu/handle/1721.1/7582
dc.subject Computation for Design and Optimization Program. en_US
dc.title Robust fluid control of multiclass queueing networks en_US
dc.title.alternative Robust fluid control of multiclass queuing networks en_US
dc.type Thesis en_US
dc.description.degree S.M. en_US
dc.contributor.department Massachusetts Institute of Technology. Computation for Design and Optimization Program. en_US
dc.identifier.oclc 85843832 en_US


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