Conditional dynamics of non-Markovian, infinite-server queues
Name
61463259-MIT.pdf
Description
Full printable version
Size
2.74 MB
Format
Adobe PDF
Checksum (MD5)
8aa02b924b1a449ccd1323564058ecfc
Author(s)
Weber, Theophane
Advisor(s)
Jérémie Gallien.
Date Issued
2005
Publisher
Massachusetts Institute of Technology
Abstract
We study the transient dynamics of a partially observed, infinite server queue fed with a Poisson arrival process whose controlled rate is changed at discrete points in time. More specifically, we define a state that incorporates partial information from the history of the process and write analytical formula for the dynamics of the system (state transition probabilities). Moreover, we develop an approximation method that makes the state finite-dimensional, and introduce techniques to further reduce the dimension of the state. This method could thus enable the formulation of tractable DPs in the future.
Description
Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2005.
Includes bibliographical references (p. 75-79).
Subjects
Operations Research Center.
MIT Department
Massachusetts Institute of Technology. Operations Research Center
Sloan School of Management
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