Research Initiation Award: Resource Allocation in Queueing and Inventory Systems

众所周知，制造系统中的随机性 由于机器故障、维护和 许多其他因素。 最近的研究表明，跳跃扩散是 很好的近似这些分析棘手的系统。 本研究的目的是模拟和分析 多类跳跃随机资源分配问题 产生于生产系统和计算机中的扩散网络 通信网络。 随机强度模型允许资源分配 在强度调度和漂移方面要描述的问题 控制 有了这样一个框架， 网络模型和流体网络模型是其特例。 这项研究将表征，计算和搜索 通过使用以下方法定义分配规则， 状态空间分解与充分最优性 在定义的控制集上的条件。 直观的调度 控制规则将通过仿真获得，并 将使用离散时间近似法验证结果。

It is well understood that randomness in manufacturing systems is a common occurrence due to machine breakdowns, maintenance and many other factors. Recent studies show that jump diffusions are good approximations for these analytically intractable systems. The objective of this research is to model and analyze the stochastic resource allocation problem in multiple class jump diffusion networks which arise in production systems and computer communication networks. A stochastic intensity model allows resource allocation problems to be described in terms of intensity scheduling and drift control. With such a framework, schedulings in discrete queueing network model and fluid network model turn out to be special cases. This research will characterize, compute, and search for heuristics of the optimal allocation rule by defining allocation rules using state space decomposition and finding sufficient optomality condition on the defined control sets. Intuitive scheduling control rules will be obtained by simulation; and the conjectured results will be verified using discrete time approximation.