FUNDAMENTALS OF QUEUEING NETWORKS: PERFORMANCE...
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Journal of Applied Mathematics and Stochastic Analysis, :4 (2002), 387. 15 Printed in the U.S.A. ©2002 by North Atlantic Science Publishing Company 387 FUNDAMENTALS OF QUEUEING NETWORKS: PERFORMANCE, ASYMPTOTICS AND OPTIMIZATION by Hong Chen and David D. Yao A BOOK REVIEW H.M. SRIVASTAVA University of Victoria Department of Mathematics and Statistics Victoria, British Columbia V W P 8 3 4, Canada E-mail: [email protected] (Received June, 2002; Revised September, 2002) This book has stemmed essentially from the lecture notes which were accumulated over many years of teaching of graduate-level courses on stochastic networks by the authors at the University of British Columbia (Vancouver, Canada) and Columbia University (New York, USA), respectively. Its main objective is to collect, in one single volume, the essentials of stochastic networks, right from the classical product-form theory to such more recent developments as diffusion and fluid limits, stochastic comparisons, stability, control (dynamic scheduling), and optimization. The book consists of three parts. The first part, Chapters 1 through 4, covers (continuous- time) Markov-chain models, including the classical Jackson and Kelly networks, the notion of quasi-reversible queues, and stochastic comparisons. The second part, Chapters 5 through 10, focuses on Brownian models, including limit theorems for generalized Jackson networks and multiclass feedforward networks, an in-depth examination of stability in a Kumar- Seidman network, and Brownian approximations for general multiclass networks with a mixture of priority and first-in-first-out disciplines. The third part, Chapters 11 and 12, discusses scheduling in both queueing (stochastic) and fluid (deterministic) networks, along with topics such as conservation laws, polymatroid optimization, and linear programming. Although as remarked by the authors themselves, the selection of materials for this book inevitably is a reflection upon their own bias and preference, the book under review is also driven largely by their desire to provide a graduate-level text, that is well balanced in breadth and depth, suitable for the classroom. In light of the wide-ranging applications of stochastic networks in recent years, from supply chains to telecommunications, this book is intended also to serve as a useful reference for teachers, researchers, and students alike in many of these diverse fields. Fundamentals of Queueing Networks: Performance, Asymptotics and Optimization by Hong Chen and David D. Yao Publisher: Springer-Verlag Publication Year: 2001 ISBN: 0-387-95166-0 Price: $64.95
Transcript of FUNDAMENTALS OF QUEUEING NETWORKS: PERFORMANCE...
Journal of Applied Mathematics and Stochastic Analysis, :4 (2002), 387.15
Printed in the U.S.A. ©2002 by North Atlantic Science Publishing Company 387
FUNDAMENTALS OF QUEUEING NETWORKS:PERFORMANCE, ASYMPTOTICS AND OPTIMIZATION
by Hong Chen and David D. Yao
A BOOK REVIEW
H.M. SRIVASTAVAUniversity of Victoria
Department of Mathematics and StatisticsVictoria, British Columbia V W P8 3 4, Canada
E-mail: [email protected]
(Received June, 2002; Revised September, 2002)
This book has stemmed essentially from the lecture notes which were accumulated over manyyears of teaching of graduate-level courses on stochastic networks by the authors at theUniversity of British Columbia (Vancouver, Canada) and Columbia University (New York,USA), respectively. Its main objective is to collect, in one single volume, the essentials ofstochastic networks, right from the classical product-form theory to such more recentdevelopments as diffusion and fluid limits, stochastic comparisons, stability, control (dynamicscheduling), and optimization. The book consists of three parts. The first part, Chapters 1 through 4, covers (continuous-time) Markov-chain models, including the classical Jackson and Kelly networks, the notion ofquasi-reversible queues, and stochastic comparisons. The second part, Chapters 5 through10, focuses on Brownian models, including limit theorems for generalized Jackson networksand multiclass feedforward networks, an in-depth examination of stability in a Kumar-Seidman network, and Brownian approximations for general multiclass networks with amixture of priority and first-in-first-out disciplines. The third part, Chapters 11 and 12,discusses scheduling in both queueing (stochastic) and fluid (deterministic) networks, alongwith topics such as conservation laws, polymatroid optimization, and linear programming. Although as remarked by the authors themselves, the selection of materials for this bookinevitably is a reflection upon their own bias and preference, the book under review is alsodriven largely by their desire to provide a graduate-level text, that is well balanced in breadthand depth, suitable for the classroom. In light of the wide-ranging applications of stochasticnetworks in recent years, from supply chains to telecommunications, this book is intendedalso to serve as a useful reference for teachers, researchers, and students alike in many ofthese diverse fields.
Fundamentals of Queueing Networks: Performance, Asymptotics and Optimizationby Hong Chen and David D. YaoPublisher: Springer-VerlagPublication Year: 2001ISBN: 0-387-95166-0Price: $64.95
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