Tuesday, November 23, 1999
4:00 PM (reception following)
Room 35-225
LIDS Colloquium
Abstract
The existing literature on network and queuing analysis makes little use of sample path descriptions and/or the It\^o calculus. In this talk we formulate and solve a number of general questions in this area using sample path methods as an important part of the process. Relying, as it does, on the theory of stochastic differential equations, this approach brings to bear a heretofore ignored but quite effective problem solving methodology. It also serves to bring the subject of controlling queues in closer contact with other branches of automatic control.
Based on joint work with Weibo Gong and Yang Guo of UMass, Amherst
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Modified: Nov 15, 1999|
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