Readings

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

Amazon logo Kleinrock, Leonard. Queueing Systems. New York, NY: John Wiley & Sons, 1975-1976. ISBN: 0471491101.

Amazon logo Kelly, Frank P. Reversibility and Stochastic Networks. New York, NY: John Wiley & Sons, 1979. ISBN: 0471276014.

Amazon logo 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