OR 647

Queueing Theory

Spring 2008

Important Announcements & Deadlines

Instructor: Chun-Hung Chen
Email: cchen9@gmu.edu
Office: Science & Tec II, Room 319
Phone: 703-993-3572
Fax: 703-993-1521
Office Hours: Tuesday 4:00 - 6:00 PM.

Course Description:

Unified approach to queuing, organized by type of model. Single- and multiple-channel exponential queues; Erlangian models, bulk and priority queues, networks of queues; general arrival and/ or service times; and statistical inference and simulation of queues are covered.

Examples of queueing systems are all around us: multiteller banks; telecommunication networks; manufacturing systems; airport terminals; and traffic control systems.  Queueing theory offers analytical solution for performance measures of complex stochastic dynamic systems, such as average waiting time, average total process time, and data loss probability.  This is a significant advantage over simulation, because simulation requires extensive efforts for model construction and execution.  This class will discuss those analytical solutions, their derivation and implications.  While queueing theory enjoys the advantage of quick close-form analytical solution, it suffers from several limitations when deriving such analytical solutions.  Several approximation schemes have been developed in order to extend queueing theory to more general problems.  This class will also cover some state-of-the-art queueing network approximation techniques.

Prerequisites: OR 542, STAT 544, or permission of instructor.

Grading: Homework 20%; Midterm 30%; Term Project 50%.

Required Text: Gross, D., Harris, C. 1998. Fundamentals of Queueing Theory, 3rd ed.

Exam:
Midterm Exam will be held on Tuesday, March 25. There is no final exam. Make up exam questions will be MUCH MORE DIFFICULT than regular exam questions.

General Rules:

  1. Late homework and term project report is always allowed. No need to get advanced permission. However, the penalty for late homework and term project report is 25% for the first day and then 5% per day. No exemption.
  2. Turning in HW through email is subject to a 20% penalty; but fax is OK.
  3. No collaborations are allowed for homework, although discussions are encouraged.
  4. Team work are encouraged for term project.
  5. Comments are strongly encouraged.
  6. No cheating.

Course Schedule & Reading Assignment:

 

Topics

Time (week)

Reading Assignment

1

Introduction

0.5

 

2

Queueing fundamentals

1

Chapter 1 

3

Simple Markovian queues

3.5

Chapter 2

4

Advanced Markovian queues

2

Chapter 3

5

Queueing networks

1.5

Chapter 4

6

Advanced study on queueing extension and network approximation, and Project Presentation

4

Chapters 5, 6, & 7, and handouts

 

Project Presentation Schedule & Reading Assignment:

 Date

Topics

Members

Reading Assignment

4/8

2. General Arrival and Service

Valadez & Ray

Chapter 6

4/8

3. Bounds and Approximations

Burdette & Kolstad

Sections 7.1 & 7.2

4/15

1. General Arrival or Service

Lee & Lippert

Chapter 5

4/15

4. QNA

Hall & Zhang

Section 7.3 and handouts*

4/22

5. QNET

Crain & Rogers

Handouts*

4/22

6. Transient Queues

De Cicco & Shaw

Handouts*

 

* Please email the reading materials of your choice (preferably a good paper or report) to the instructor at least one week before your presentation. Then the instructor will distribute them to the class.

The length of presentation is 40 ~ 60 minutes. Please use power point to make your presentation, which is due 24 hours before your presentation. While it is useful to highlight some critical derivations, it is a bad idea to spend the majority of time on math derivation. 

The presentation will be graded by the instructor and the class.  All students are required to read the paper before presentation and so will be able to ask good in-depth questions at the presentation.

Homework Assignments & Others

Go to Professor Chun-Hung Chen's Page