Conditional dynamics of non-Markovian, infinite-server queues

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.

Department dc:contributor.department

Massachusetts Institute of Technology. Operations Research Center

Grantor dc:publisher

Massachusetts Institute of Technology

Year dc:date.issued

2005

Author dc:creator

• Weber, Theophane

Advisor dc:contributor.advisor

• Jérémie Gallien.

• Operations Research Center.

Statement 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.

Licence dc:rights.uri

• http://dspace.mit.edu/handle/1721.1/7582

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/1721.1/32339

OAI identifier oai:identifier

oai:dspace.mit.edu:1721.1/32339