Please use this identifier to cite or link to this item: http://arks.princeton.edu/ark:/88435/dsp01fj236222f
 Title: Dynamic Rate Queues: Estimation, Stabilization, and Control Authors: Pender, Jamol Advisors: Massey, William A Contributors: Operations Research and Financial Engineering Department Keywords: AbandonmentHermite PolynomialsMarkov ProcessesQueueing TheoryTime Varying RatesWiener Chaos Expansions Subjects: Operations researchMathematics Issue Date: 2013 Publisher: Princeton, NJ : Princeton University Abstract: Queueing models are used in a variety of application settings. In this thesis we combine dynamic rate queueing models wit novel closure approximations for stochastic processes. In the quest for understanding the dynamics time varying queues, we use Poisson random measures, the functional Kolmogorov forward equations, and orthogonal polynomials (Hermite polynomials) as the main ingredients for constructing our approximation methods. Lastly, in order to validate the applicability of our methods, numerous simulation studies are performed to demonstrate that our approximations are accurate in a large number of parameter settings. URI: http://arks.princeton.edu/ark:/88435/dsp01fj236222f Alternate format: The Mudd Manuscript Library retains one bound copy of each dissertation. Search for these copies in the library's main catalog Type of Material: Academic dissertations (Ph.D.) Language: en Appears in Collections: Operations Research and Financial Engineering

Files in This Item:
File Description SizeFormat