Advanced Queueing Theory with Applications
Avancerad köteori med tillämpningar

MIO005F, 7.5 credits

Valid from: Spring 2013
Decided by: FN3/Per Tunestål
Date of establishment: 2013-03-05

General Information

Division: Production Management
Course type: Third-cycle course
Teaching language: English

Aim

Queueing theory is one of the main tools for performance evaluation and dimensioning of production systems, inventory systems, telecommunication and computer communication networks, road traffic systems, and transport systems in general. This course treats queueing systems with an emphasis on the classical models. The theory is illustrated by problems drawn mainly from production and inventory control.

Goals

Knowledge and Understanding

For a passing grade the doctoral student must

• For a passing grade the student must:
• - be able to use advanced queueing theory and methodology to formulate, analyze and solve business problems relating to operational and managerial decisions
• - be able to derive and prove classical theorems in advanced queueing theory.
• In more detail this means:
• - to be able to formulate relevant business problems characterized by uncertainty in the availability and demand for capacity as queueing problems
• - to understand and explain principles for analytical modeling of advanced queueing systems
• - to be able to compute steady-state probability distributions of events as well as mean values of various performance measures as waiting times, queue lengths and costs
• - to be able to use mathematical transforms (such as z-transform and Laplace-transform) to derive mean values of various performance measures
• - to be able to use concepts related to stochastic processes in order to prove various properties of the system.

Competences and Skills

For a passing grade the doctoral student must

• For a passing grade the student must be able to independently formulate, solve and interpret:
• - birth and death processes, such as M/M/c, M/M/c/K, M/M/c/infinity/N.
• - Markovian queues.
• - M/G/1-queues.

Judgement and Approach

For a passing grade the doctoral student must

• For a passing grade the student must:
• - be able to understand relations and limitations when advanced models are used to describe complex queueing systems
• - be able to evaluate how various assumptions affect the performance of the queueing system.

Course Contents

This course includes the classical theory for queueing systems: - Basic terminology, Kendall's notation and Little's theorem. - Discrete and continuous time Markov chains, birth-death processes, and the Poisson process. - Markovian waiting systems with one or more servers, and systems with infinite as well as finite buffers and finite user populations (M/M/). - Systems with general service distributions (M/G/1): the method of stages, Pollaczek-Khinchin mean-value formula and systems with priority and interrupted service. - Loss systems according to Erlang, Engset and Bernoulli. The theory is illustrated by examples from production and inventory control.

Course Literature

Kleinrock, L.: Queueing Systems. Volume 1: Theory.. Wiley, 1975. ISBN 0471491101.

Instruction Details

Type of instruction: Lectures

Examination Details

Examination formats: Oral exam, written assignments. Assessment: Individual written home assignments together with an oral exam.
Grading scale: Failed, pass
Examiner:

Admission Details

Admission requirements: Basic course in Mathematical statistics.
Assumed prior knowledge: Basic courses in Probability theory, Queueing theory, and knowledge regarding mathematical transforms.

Further Information

The course will be given in the spring of 2013 and thereafter upon demand.

Course Occasion Information

Contact and Other Information

Course coordinator: Fredrik Olsson <fredrik.olsson@iml.lth.se>