Monitoring and control of stochastic systems

[摘要] The questions treated in this thesis are motivated by practical applications with a particular focus on the monitoring and,control of telecommunication networks. The thesis is divided into three parts. Part I is about the static control of such,stochastic systems with the objective of meeting certain performance criteria. In particular, we provide performance evaluation,techniques for call centres based on queuing models. We find asymptotic expressions as well as provably efficient simulation,algorithms for the purpose of estimating certain rare event probabilities of interest such as the probability of overload.

[发布机构] University of Amterdam