- Advanced Queuing Theory Analysis
- Probability and Risk Models
- Supply Chain and Inventory Management
- Reliability and Maintenance Optimization
- Matrix Theory and Algorithms
- Scheduling and Optimization Algorithms
- Statistical Distribution Estimation and Applications
- Healthcare Operations and Scheduling Optimization
- Mathematical functions and polynomials
- Transportation Planning and Optimization
- Advanced Wireless Network Optimization
- Random Matrices and Applications
- Petri Nets in System Modeling
- Network Traffic and Congestion Control
- Wireless Communication Networks Research
- Bayesian Methods and Mixture Models
- Financial Risk and Volatility Modeling
- Simulation Techniques and Applications
- Optimization and Search Problems
- Stochastic processes and statistical mechanics
- Graph theory and applications
- Advanced Manufacturing and Logistics Optimization
- Advanced Statistical Process Monitoring
- Economic theories and models
- Markov Chains and Monte Carlo Methods
University of Waterloo
2015-2024
Dalhousie University
2001-2010
Open Evidence
2010
Tsinghua University
2004
Tel Aviv University
2002
University of Maryland, College Park
2002
Wuhan University
1996
Chinese Academy of Sciences
1990-1994
Academia Sinica
1993
Cloud computing is emerging as an alternative platform to bridge the gap between scientists' growing computational demands and their capabilities. A scientist who wants run HPC applications can obtain massive resources 'in cloud' quickly (in minutes), opposed days or weeks it normally takes under traditional business processes. Due popularity of Amazon EC2, most HPC-in-the-cloud research has been conducted using EC2 a target platform. Previous work not investigated how results might depend...
Queueing systems with distinguished arrivals are described on the basis of Markov arrival processes marked transitions. Customers by their types arrival. Usually, queues observed customers different different, especially for queueing bursty processes. We study from points view types. A detailed analysis fundamental period, queue lengths and waiting times at epochs is given. The results obtained generalizations MAP/G /1 queue.
Abstract The benefits of pooling risks, manifested in inventory management by consolidating multiple random demands one location, are well known. What is less understood the determinants magnitude savings. Recently there has been speculation about impact demand variabilities on risk pooling. We provide an example where increased variability individual actually reduces prove, however, that if we restrict to a common linear transformation, greater larger them, agreement with intuition. also...
In this paper we introduce certain Hankel matrices that can be used to study ME (matrix exponential) distributions, in particular compute their orders. The for a given probability distribution constructed if one of the following five types information about is available: (i) an representation, (ii) its moments, (iii) derivatives function, (iv) Laplace-Stieltjes transform, or (v) function. Using matrices, necessary and sufficient condition found method computing order developed. Implications...
In this paper, we study the optimal control of service rates in a queueing system with Markovian arrival process (MAP) and exponential times. The rate is allowed to be state dependent, i.e., can adjust according queue length phase MAP. cost function consists holding operating cost. goal find that minimize long-run average total To achieve that, use matrix-analytic methods (MAM) together sensitivity-based optimization (SBO) theory. A performance difference formula derived, which quantify...
This paper develops two algorithms for computing the average total cost per product and other performance measures a make-to-order inventory-production system. The are developed by using matrix analytic methods. first algorithm is based on matrix-geometric solution of Quasi-Birth-and-Death (QBD) Markov process. second fundamental period QBD advantages disadvantages discussed.
In this paper, we develop two spectral polynomial algorithms for computing bi-diagonal representations of matrix-exponential distributions and phase type (PH) distributions. The only use information about the spectrum original representation and, consequently, are efficient easy to implement. For PH-representations with real eigenvalues, some conditions identified be ordered Coxian representations. It is shown that every PH-representation a symmetric PH-generator has an equivalent same or...
This paper presents an algorithm for computing minimal ordered Coxian representations of phase-type distributions whose Laplace-Stieltjes transform has only real poles. We first identify a set necessary and sufficient conditions representation to be with respect the number phases involved. The establish relationship between distribution derivatives its function at zero. Based on conditions, is developed. Three numerical examples show effectiveness some geometric properties associated representations.
Abstract This article is concerned with a general multi‐class multi‐server priority queueing system customer upgrades. The has various applications in inventory control, call centers operations, and health care management. Through novel design of Lyapunov functions, using matrix‐analytic methods, sufficient conditions for the to be stable or instable are obtained. Bounds on queue length process obtained by sample path method, help an auxiliary system. © 2012 Wiley Periodicals, Inc. Naval...
This study considers a situation where contractor receives an order that it commits to satisfy in full. The fulfillment of the contract requires manufacturing and inspection. Because number defective units within produced lot is not known advance, possible after examining lot, learned conforming short demand. If so, further inspection are required. Once enough found, terminates, remaining uninspected units, as well all defectives, scrapped. Whereas previous “multiple production runs” studies...
Abstract This paper studies a make-to-order inventory-production system consisting of warehouse and workshop. The concept information level as the detail available on number unfilled demands at workshop is introduced. focal point value used in inventory control warehouse. Dynamic programming to develop an algorithm for computing optimal replenishment policy average total cost per product. Numerical analysis carried out results show that can reduce significantly. It shown classical (Q, R) may...
This article studies the dispatch of consolidated shipments. Orders arrive to a depot at discrete time epochs following batch Markov arrival process (BMAP). The weight an order is measured in units and may be correlated with time. As soon as total accumulated orders reaches threshold, which function elapsed since last dispatch, all are shipment dispatched. A chain for system introduced analyzed. distributions arbitrary time, consolidation cycle, excess per obtained. By introducing absorption...
Abstract This paper develops two algorithms for computing the average total cost per product and other performance measures a make-to-order inventory-production system. The are developed by using matrix analytic methods. first algorithm is based on matrix-geometric solution of Quasi-Birth-and-Death (QBD) Markov process. second fundamental period QBD advantages disadvantages discussed