Stochastics Seminar :: Generalized Jackson Networks with Reneging and the Regulated Ornstein-Uhlenbeck Process

Event Details
  • Date/Time:
    • Wednesday October 6, 2004
      4:00 am - 12:00 am
  • Location: 304 Groseclose
  • Phone:
  • URL:
  • Email:
  • Fee(s):
    N/A
  • Extras:
Contact
Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102
Summaries

Summary Sentence: Stochastics Seminar :: Generalized Jackson Networks with Reneging and the Regulated Ornstein-Uhlenbeck Process

Full Summary: Stochastics Seminar :: Generalized Jackson Networks with Reneging and the Regulated Ornstein-Uhlenbeck Process

We consider a generalized Jackson network with reneging customers in heavy traffic. In particular, each customer joining a particular station may abandon the network if his service does not begin within a station-dependent, exponential, amount of time. We establish that in heavy traffic this system can be approximated by a multi-dimensional regulated Ornstein-Uhlenbeck process (RO-U). We also derive necessary and sufficient conditions under which the RO-U has a stationary distribution, explicitly determining the analytical form of this distribution under some special conditions.
(Joint with Amy Ward)

Additional Information

In Campus Calendar
No
Groups

H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

Invited Audience
No audiences were selected.
Categories
Seminar/Lecture/Colloquium
Keywords
No keywords were submitted.
Status
  • Created By: Barbara Christopher
  • Workflow Status: Published
  • Created On: Oct 8, 2010 - 7:39am
  • Last Updated: Oct 7, 2016 - 9:52pm