Course S1: Stochastic Operations Research 1

Lecturer: Ivo Adan
Department of Mathematics and Computing Science
Eindhoven University of Technology
P.O. Box 513, 5600 MB Eindhoven
e-mail: iadan@win.tue.nl
Examination: Exercises
Due date: January 20, 2000

Literature

Lecture notes on Queueing Theory (in PostScript) are available. These notes cover a lot of the material treated in this part of the course. The development of new lecture notes is in progress. Hopefully they will be finished before the end of this course. The old lecture notes are of course also available.

Exercises

  1. Priorities
  2. Two-phase production
  3. Production system
  4. Paternoster elevator
  5. Setup problem
  6. Dairy barn
  7. Gas station
The exercises should be sent by electronic or postal mail before January 20, 2000.

References

  • M.F. Neuts:
    Matrix-geometric solutions in stochastic models: an algorithmic approach, Johns Hopkins University Press, 1981.
  • V. Ramaswami, G. Latouche:
    A general class of Markov processes with explicit matrix-geometric solutions.
    OR Spektrum, vol. 8, 1986, pp. 209-218.
  • G. Latouche, V. Ramaswami:
    A logarithmic reduction algorithm for quasi-birth-death processes.
    J. Appl. Prob., vol. 30, 1993, pp. 650-674.
  • I. Mitrani:
    The spectral expansion solution method for Markov processes on lattice strips.
    In: Advances in queueing : theory, methods, and open problems, J.H. Dshalalow (ed.), CRC Press, 1995.
  • I.J.B.F. Adan, J.A.C. Resing:
    A class of Markov processes on a semi-infinite strip.
    3rd International Meeting on the Numerical Solution of Markov Chains, 1999.
  • I.J.B.F. Adan, A.G. de Kok, J.A.C. Resing:
    A multi-server queueing model with locking.
    European Journal of Operational Research, Vol. 116, 1999, pp. 249-258.
  • Adan, I.J.B.F.; Waarsenburg, W. A. van de; Wessels, J.:
    Analyzing Ek | Er | c queues.
    European Journal of Operational Research, Vol. 92, 1996, pp. 112-124.