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Title: Dynamic Rate Queues: Estimation, Stabilization, and Control
Authors: Pender, Jamol
Advisors: Massey, William A
Contributors: Operations Research and Financial Engineering Department
Keywords: Abandonment
Hermite Polynomials
Markov Processes
Queueing Theory
Time Varying Rates
Wiener Chaos Expansions
Subjects: Operations research
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.
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

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