Course QUE: Queueing Theory
Fall 2003


Meetings: Monday 10:00-12:15
Room 107A of the Buys Ballot Lab in the Uithof
Instructor: Ivo Adan
office: HG 9.07 at Eindhoven University of Technology
telephone: (040) 247 29 32
e-mail: iadan@win.tue.nl
Office Hours: when I am in
Examination: Take home assignments

Assignments: (due February 1, 2004)

#1 Subcontracting
#2 Two phase production
#3 Unreliable machines (updated 13-11-03: data part (iv) modified)
#4 Waiting time analysis of a U/PH/1 system
#5 Loading of containers
#6 Priorities

Solutions:

#1 Subcontracting
#2 Two phase production
#3 Unreliable machines
#4 Waiting time analysis of a U/PH/1 system
#5 Loading of containers
#6 Priorities

Course outline from week to week

  1. Basic concepts from probability theory
    Queueing models and some fundamental relations
    Markov chains and Markov processes
    The M/M/1 system
  2. Examples of M/M/1 type models (updated 07-11-03)
  3. M/M/1 type models (updated 12-11-03)
    G/M/1 type models (updated 12-11-03)
  4. G/M/1 type models with linear rates (updated 12-11-03)
    The M/G/1 system (updated 17-11-03)
  5. Variations of the M/G/1 model (updated 18-11-03)
    The M/G/1 system with priorities (updated 18-11-03)
  6. M/G/1 type models

References

  • Adan, I.J.B.F.; Kok A.G. de; Resing, J.A.C.:
    A multi-server queueing model with locking.
    European Journal of Operational Research, Vol. 116, 1999, pp. 249-258.
  • V. Ramaswami:
    Algorithmic analysis of stochastic models; The changing face of Mathematics.
    Ramanujan Endowment Lecture at Anna University, Chennai, India, 2000.