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| Tuesday, January 25 | |||||
| Sean Meyn, University of Illinois | |||||
| Stability and structure of Markov chains on a countable state space | |||||
A survey of results and analytic techniques concerning Markov chains:
This will all follow a recent survey article, Stability, performance evaluation, and optimization. |
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| Tuesday, January 27 | |||||
| Sean Meyn, University of Illinois | |||||
| Markov Decision Processes | |||||
| An application of the development in the previous lecture to Markov decision processes (controlled Markov chains). This will follow two survey articles, stability, performance evaluation, and optimization, and algrorithms for optimization and stabilization of controlled Markov Chains.
We will cover the dynamic programming equations for the average cost optimization problem, algorithms for constructing solutions, and some examples. |
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| Tuesday, February 1 | |||||
| Sean Meyn, University of Illinois | |||||
| Fluid models: stability and optimization | |||||
| A general framework for constructing control algorithms can be developed based upon a law of large numbers limit model. This approximate model may be viewed as a system of leaky buckets and hoses, with controlled taps and drains.
The relationship between the discrete model and the fluid model are surprisingly deep.
In this talk we will concentrate on (1), and present the background required to understand (2) and (3). We will also consider several examples from the recent article, Feedback regulation... |
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| Thursday, February 3 | |||||
| Ioannis Kontoyiannis, Purdue University | |||||
| How Well Can We Compress? | |||||
| The enormous growth of digital communications has made apparent the pressing need for efficient data compression. In this talk we will summarize what is known about the fundamental limits of how well data can be compressed (both in the lossless and lossy case).
After recalling Shannon's classical information-theoretic answer to the data compression question, we will present recent results describing precisely how close one can come to optimality in practice. The main emphasis will be in avoiding and clarifying asymptotics as much as possible. The issues addressed include:
We will provide non-asymptotic results as well as limit theorems, refining Shannon's source coding theorems (in the same way, e.g., that the central limit theorem in probability refines the law of large numbers). Interpreting these results can provide intuition about what is possible in practice (at least in principle), and also offer new insights on how to design efficient compression algorithms. |
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| Thursday, February 10 | |||||
| James R. Morrison, University of Illinois | |||||
| Linear Programming Performance Bounds for Queueing Networks | |||||
| For re--entrant lines operating under affine index policies, we develop linear programs to bound network performance. This is done by identification of polyhedral regions in which the average cost inequality has a fixed form when one proposes certain simple surrogates for the differential cost function. The stationary policies subsumed by affine index policies include buffer priority policies, FSMCT (fluctuation smoothing for the mean of the cycle time) policy, and others. In addition, more realistic model features may be incorporated by the approach. The preceeding will be developed for a fixed arrival rate to the network, and following this, we demonstrate how one may obtain functional bound linear programs which provide a functional form bounding the cost function of interest for all arrival rates. | |||||
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| Thursday, February 17 | |||||
| Shane Henderson, University of Michigan | |||||
| Efficient Simulation of Multiclass Queueing Networks | |||||
| Efficient Simulation of Multiclass Queueing Networks Joint work with Sean P. Meyn. Abstract Multiclass queueing networks are a very general class of models that have proven difficult to analyze when compared with other classes of networks such as Jackson networks. Linear programming approaches have been developed to attempt to bound the steady-state performance of a given multiclass queueing network. Such approaches implicitly or explicitly construct a Lyapunov function that simultaneously establishes that the network is stable, and gives bounds on its performance. The Lyapunov function so constructed may be used in a simulation of the network to reduce the variance of the simulation estimator.
We describe the general theory behind this approach, provide some examples to show that the variance reduction can be dramatic, and discuss some related problems. |
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| Thursday, February 24 | |||||
| Jenny Steichen, University of Illinois | |||||
| A heavy traffic limit theorem for the closed Lu-Kumar network | |||||
| A functional central limit theorem for a class of time-homogeneous continuous-time Markov processes is presented. This theorem is then applied to the closed Lu-Kumar network to get a heavy traffic limit theorem for the queue lengths in the network. | |||||
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| Thursday, March 2 | |||||
| Sanjay Shakkottai, University of Illinois | |||||
| An Introduction to Large Deviations in Communication Networks | |||||
| In this talk, we will review the basic ideas in large deviations and look at some of its applications in communication networks. In particular, we will consider applications to admission control in single class networks as studied in Botvich & Duffield and deVeciana & Walrand. |
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| Thursday, March 30 | |||||
| Maury Bramson, University of Minnesota | |||||
| State Space Collapse and Heavy Traffic Limits | |||||
| The class of multiclass queueing networks for which heavy traffic limits have been rigorously derived is limited. State space plays an important role, and allows one to reduce the state at each station to a single work parameter. Under appropriate conditions, heavy traffic limits then follow from state space collapse through work of Williams. Disciplines under which state space collapse and the corresponding heavy traffic limits hold include FIFO networks of Kelly type, HLPPS networks, and certain static priority networks such as FBFS and LBFS.We will summarize relevant aspects of the above work. The main ideas behind the demonstration of state space collapse will be discussed. | |||||
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| Thursday, April 6 | |||||
| Ruth Williams, University of California, San Diego | |||||
| Dynamic Control of Stochastic Networks in Heavy Traffic | |||||
| Stochastic networks are used as models for complex manufacturing, telecommunications and computer systems. Some of these networks allow for flexible scheduling of jobs through dynamic (state-dependent) alternate routing and sequencing, hereafter collectively referred to as dynamic scheduling. Usually these models cannot be analyzed exactly, and it is a challenging problem to design dynamic scheduling policies for such networks that are simple to implement and yet are approximately optimal in an appropriate sense.
As one approach to this problem, J. M. Harrison proposed Brownian control problems (BCPs) as formal heavy traffic approximations to dynamic scheduling problems for stochastic networks. Subsequently, various authors combined analysis of their optimal solutions to suggest original and attractive policies for certain specific stochastic network control problems. Despite these successes for specific problems, there is, as yet, no general rigorous approach to analyzing BCPs, inferring good policies from their solutions, and proving asymptotic optimality of such policies. This talk will survey developments in this direction to date. |
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| Friday, April 7
269 Everitt Lab 3-4 pm |
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| Ruth Williams, University of California, San Diego | |||||
| The measure-valued fluid limit for a processor sharing queue | |||||
| This talk concerns a single server queue with a processor sharing service discipline. This system is naturally modeled using a measure-valued process that keeps track of the residual service times of all customers currently in the system. The fluid limit for this model will be established as the unique solution of a nonlinear integral equation. The large time asymptotics of this fluid model will be described.
This talk is based on joint work with Christian Gromoll and Amber Puha. |
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| Thursday, April 13 | |||||
| Pierre Seri, CSL, UIUC | |||||
| Applying heavy traffic limits to the control of networks: the BIGSTEP approach | |||||
| This seminar considers the application of heavy traffic limits to control of highly loaded networks. Despite the extent of the literature on heavy traffic limits in different types of networks, little is known about the translation of these results into techniques that can be used to control practical networks. Indeed there is no general theory that relates the properties of the heavy traffic limits to that of the sequences of heavily loaded networks that yield these limits. However, developing such a theory is of importance if heavy traffic limits are to be applied to the analysis of heavily loaded networks.
J. Harrison, with the BIGSTEP approach, presents a method to apply heavy traffic limits to controlling networks. The idea is to use properties of the optimal control of the {\em Brownian} limit to devise discrete-review policies for practical networks. The review points in these policies are widely spaced in time---thus justifying the name of the method. This seminar reviews the BIGSTEP approach and its application to examples of networks, and {\em investigates } the relationship between the control policy obtained through the BIGSTEP approach and that obtained through a similar technique applied to the fluid limit of the sequence of networks. |
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| Thursday, April 13 | ||||||||||||||||||||||||||||||||||||||||||||||||
| Richard Dubrawski, CSL, UIUC | ||||||||||||||||||||||||||||||||||||||||||||||||
| Open Processing Networks: Canonical Representation of Workload | ||||||||||||||||||||||||||||||||||||||||||||||||
| The talk will cover J. Michael Harrison's 1999 paper, Brownian Models of Open Processing Networks: Canonical Representation of Workload. The paper develops definitions of workload, sysem load, and sensitivity for a general class network models. The talk will draw upon the recent talks by Maury Bramson, Ruth WIlliams and Pierre Francios regarding model reduction realized through the workload formulation denoted by W(t)=MZ(t). A canonical choice for the basis matrix M will be constructed. | ||||||||||||||||||||||||||||||||||||||||||||||||
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