Required Text
Notes by Prof. Dimitris Bertsimas are used in lieu of a textbook.
Papers
Halfin, Shlomo, and Ward Whitt. "Heavy-Traffic Limits for Queues with Many Exponential Servers." Operations Research 29, no. 3 (1981): 567-588.
Additional References
Kleinrock, Leonard. Queueing Systems. New York, NY: John Wiley & Sons, 1975-1976. ISBN: 0471491101.
Kelly, Frank P. Reversibility and Stochastic Networks. New York, NY: John Wiley & Sons, 1979. ISBN: 0471276014.
Chen, Hong, and David Yao. Fundamentals of Queueing Networks: Performance, Asymptotics, and Optimization. New York, NY: Springer-Verlag, 2001. ISBN: 0387951660.
| LEC # | TOPICS | READINGS |
|---|---|---|
| 1 | Fundamental Insights: The M/M/s Type Systems | Chapter 1 |
| 2 | Little's Law and Generalizations | Chapter 2 |
| 3 | Distributional Laws | Chapter 2 |
| 4 | Conservation Laws | Chapter 2 |
| 5 | PASTA | Chapter 2 |
| 6 | Systems with No Overtaking: Exact Solutions | Chapter 3 |
| 7 | Systems with No Overtaking: Asymptotic Solutions | Chapter 3 |
| 8 | Priority, Polling Systems | Chapter 3 |
| 9 | Multiserver Queues | Chapter 4 |
| 10 | Queues in Halfin-Whitt Regime Applications to Call Centers |
Papers |
| 11 | Open Jackson Networks | Chapter 5 |
| 12 | Closed Jackson Networks | Chapter 5 |
| 13 | Multiclass Networks | Chapter 6 |
| 14 | Adversarial Queueing Networks I | Papers |
| 15 | Adversarial Queueing Networks II | Papers |
| 16 | Transient Behavior of Queueing Systems | Chapter 7 |
| 17 | Fluid Models of Queueing Systems I | Papers and Notes |
| 18 | Fluid Models of Queueing Systems II | Papers and Notes |
| 19 | Stability of Queueing Networks | Chapter 8 |
| 20 | Optimization of Queueing Systems | Chapter 9 |
| 21 | Optimization of Multiclass Networks and Fluid Models | Chapter 10 |
| 22 | Queues in Heavy Traffic | Chapter 11 |
| 23 | Multiclass Networks in Heavy Traffic | Chapter 11 |
| 24 | Long Range Dependence | Notes |
| 25 | Large Deviations and Queues | Chapter 13 |
| 26 | Take Home Final Exam Period |