NEU Summer Course

Applied Stochastic Models and Queues (应用随机过程和排队论)

  1. Course syllabus [PDF]
  2. Instructor:
    Yunan Liu（刘雨楠）, Email: yliu48@ncsu.edu
  3. Teaching assistants:
    1. 蒋松辰, qq: 460499514 (responsible for issues on class logistics)
    2. 李亚飞, qq: 515259041 (responsible for discussions on homework problems)
      Office hours: 4:30 – 6:00.
  4. Class materials:
    1. Onenote link: (NeuSummer2020)
      https://oitncsu-my.sharepoint.com/:o:/g/personal/yliu48_ncsu_edu/EqJBfeICTphPh_W1_7eLBT8Bs3yXWMcD1Cdotd5E5d-3UQ?e=KyZSFd
    2. Class notes
      1. Probability review [PDF]
      2. Topic 1: Review of probability theory [PDF]
      3. Topic 2: Discrete-time Markov chain [PDF]
      4. Topic 3: Poisson process [PDF]
      5. Topic 4: Continuous-time Markov chain
      6. Topic 5: Renewal process
    3. In-class problem sets:
      1. ICPS 1 [PDF]
      2. ICPS 2 [PDF]
      3. ICPS 3 [PDF]
      4. ICPS 4 [PDF]
      5. ICPS 5 [PDF]
      6. ICPS 6 [PDF]
      7. ICPS 8 [PDF]
      8. ICPS 9 [PDF]
      9. ICPS 9-a [PDF]
      10. ICPS 10 [PDF]
      11. ICPS 11 [PDF]
      12. ICPS 12 [PDF]
  5. Homework assignments: (HW is not required, but no HW means no learning!)
    1. HW00 [PDF]
    2. HW01 [PDF]
    3. HW02 [PDF]
    4. HW03 [PDF]
    5. HW04 [PDF]
    6. HW05 [PDF]
    7. HW06 [PDF]
    8. HW07 [PDF]
    9. HW08 [PDF]
    10. HW09 [PDF]
    11. HW10 [PDF]
    12. HW11 [PDF]
    13. HW12 [PDF]
    14. HW13 [PDF]
  6. Related papers
    1. Applications of Mt/GI/∞ queues
      1. S. G. Eick, W. A. Massey, W. Whitt. The Physics of The Mt/G/∞ Queue. Operations Research, vol. 41, No. 4, 1993, pp. 731-742. 
      2. Y. Liu, W. Whitt. Stabilizing Customer Abandonment in Many-Server Queues with Time-Varying Arrivals. Operations Research, vol. 60, No. 6, November-December 2012, pp. 1551-1564. (see Sec.2 and Fig.2 for applications of infinite-server queues)
      3. Y. Liu, W. Whitt. Stabilizing Performance in Networks of Queues with Time-Varying Arrival Rates. Probability in the Engineering and Informational Sciences, vol. 28, No. 4, 2014, pp. 419-449. (see Fig.1 for a network of infinite-server queues)
      4. Y. Liu, W. Whitt. Stabilizing Performance in a Service System with Time-Varying Arrivals and Customer Feedback. European Journal of Operational Research, vol. 256, No. 2, 2017, pp. 473-486. (see Fig.1 for a network of infinite-server queues)
    2. More on CTMC
      1. W. Whitt. Time-Varying Queues, Queueing Models and Service Management, vol. 1, No. 2, 2018, pp. 79-164. (see Chapter 2 for time-varying CTMCs)
      2. Ward Whitt’s notes on CTMC [PDF]