STAR Seminar on
Stochastic Networks
Monthly meeting, alternating in Eindhoven and
Amsterdam This seminar aims to offer a dayfull program of
activities, such as
invited talks, an open problem session, a reading seminar and room for
discussion and collaboration
Organisers:
Michel Mandjes (UvA, CWI, EURANDOM) &
Ivo Adan
(TU/e, UvA, EURANDOM)
2010:
April 14  September 17
 December 10
2009:
October 7 
December 16
December 10, 2010
The next STAR
seminar on Stochastic Networks will take place on Friday 10 December
2010 (HG 6.96).
This seminar aims to offer a dayfull program of activities, such
as invited talks, an open problem session, a reading seminar, and room
for discussion and collaboration.
Programme:
09.30  10.00 
Coffee and tea 




10.00  10.30 
Kamil Kosinski 
Extremes of
multidimensional Gaussian processes 

(EURANDOM, CWI,
Amsterdam) 
10.30  11.00 
Arnoud den Boer 
Simultaneously
Learning and Optimizing using Controlled Variance Pricing 

(CWI, Amsterdam) 







11.00  11.15 
Break 




11.15  12.15 
Reading seminar 
Topic will be
provided later. 

Speaker: Maria
Vlasiou (TU/e, Eindhoven) 






12.15  13.45 
Lunch break 




13.45  14.45 
Problem Session 
Topics will be
provided later 

First speaker:
Marko Boon 

(TU/e, Eurandom,
Eindhoven) 




Second speaker:
TBA 







14.45  15.00 
Break 




15.00  16.00 
Sasha Gnedin 
Perturbed random
walks and the occupancy problems 

(Utrecht
University, Utrecht) 
September 17,
2010
The morning talks
(1013 hrs) will be in Room P2.27 of the P building (former math
building);
the afternoon talks in Room A3.06 (1416 hrs) of the A building. There
will be a lunch at the mensa between 13 and 14 hrs.
10:3011:10
Maartje Zonderland (LUMC/UT): Design of Appointment Systems
for Outpatient Clinics with Scheduled and Unscheduled Arrivals
11:1011:30 coffee
break
11:3012:15 Paulien Koeleman (CC Zorgadviseurs/VU): Optimal
outpatient appointment scheduling
12:1513:00 Melania Calinescu (CBS/VU): Forecasting and Capacity
Planning for Ambulance Services
13:0014:00 lunch
14:0014:40 Annemieke van Dongen (VUmc): Completion times at the
VUmc Emergency Department
14:4015:20 Benjamin Kemper (IBISUvA): Process improvement in
healthcare: A model for overall resource efficiency
15:2016:00 Sandjai Bhulai (VU): Optimal personnel planning and
admission scheduling in rehabilitation facilities
Route
description
April 14, 2010
(Yellow room)
9.3010.00 Coffee
and tea
10.0010.30
Ohad Perry (CWI, Amsterdam)
HeavyTraffic
Limits Via an Averaging Principle; Convergence and Stability Analysis
Abstract
We consider a
parallelserver system with two customer classes and two server pools
operating under a FixedQueueRatio with Thresholds (FQRT) routing rule.
In this talk I will outline the proof of convergence to the fluid limit,
which builds on a heavytraffic averaging principle and a resulting
statespace collapse. I will then discuss properties of the fluid limit,
such as stability and interchange of limits. Building on the fluid,
convergence to diffusion limits are also established.
10.3011.00
Bahar Kaynar (VU, Amsterdam)
Finitestate
Markov Chains obey Benford's Law
Abstract
A sequence of real numbers
(x_n) is Benford if the significands, i.e. the fraction parts in the
floatingpoint representation of (x_n) are distributed logarithmically.
Similarly, a
discretetime irreducible and aperiodic finitestate Markov chain with
probability transition matrix P and limiting matrix P^* is Benford if
every component of both sequences of matrices (P^n  P^*) and
(P^{n+1}P^n) is Benford or eventually zero. Using recent tools that
established Benford behavior both for Newton's method and for
finitedimensional linear maps, via the classical theories of uniform
distribution modulo 1 and PerronFrobenius, this talk shows the
derivation of a simple sufficient condition (``nonresonant'')
guaranteeing that P, or the Markov chain associated with it, is Benford.
This result in
turn is used to show that almost all Markov chains are Benford, in the
sense that if the transition probabilities are chosen independently and
continuously, then the resulting Markov chain is Benford with
probability one.
Concrete examples
illustrate the various cases that arise, and the theory is complemented
with several simulations and potential applications.
11.0011.15 Break
11.1512.15
Reading seminar
Speaker: Werner
Scheinhardt (Universiteit Twente, Enschede)
He will discuss a
topic in road traffic, admission control on motorways by ramp
metering:
 Heavy
traffic on a controlled motorway
By F.P. Kelly and R.J. Williams (pdf on
http://arxiv.org/abs/1002.4591)
 An
investigation of proportionally fair ramp metering
By R.J. Gibbens and F.P.
Kelly
12.1513.45 Lunch
break
13.4514.45
Problem Session
Onno Boxma (EURANDOM,
TU/e) on "Semiopen problems for open and
closed queuing systems"
Peter van de Ven (EURANDOM, TU/e) on "Stability of randomaccess
networks"
14.4515.00 Break
15.0016.00
Doug Down (McMaster University, Canada)
Control of a
single server with abandonments
We consider a
single server with two types of arrivals, where customers may abandon
while waiting. In a system with no abandonments, a cmu rule is known to
be optimal. We discuss the applicability of the cmu rule in this
setting as well as novel difficulties the analysis of such a model
presents.
There will also be a reading seminar (in which a set of important
papers from the literature is reviewed).
December 16, 2009
Place:
University of
Amsterdam, Nwe. Achtergracht 166, 1018 WV Amsterdam, zaal B 2.40:
Time: 10.00  16.00 h.
10.0010.30
Bernardo D'Auria (Universidad Carlos III de Madrid, Spain)"Brownian
queues with modulated buffer"
Abstract
In this talk we analyze a twosided regulated Brownian motion, generally
known as Brownian queue, whose reflecting barriers depend on an
independent random environment. The environment is an irreducible finite
state space Markov chain and depending on its state we assume that
the Brownian Motion's parameters change together with the level value of
the upper reflecting barrier. What makes this model interesting and
different form the classical ones is the intrinsic presence of
discontinuities in its dynamics due to the abrupt changes of the barrier
level that imply impulsive losses in the buffer content of the queue.
For this model we study the stationary distribution, and in the special
case of a
twostate environment we analyze in more detail the time duration from a
fixed instant up to the next discontinuity ofthe process.
Joint work with Offer Kella.
10.3011.00 Remco
Germs (Rijksuniversiteit Groningen) "Analysis of Finite Buffer State
Dependent Bulk Queues"
Abstract
In this talk we discuss the analysis of a finite buffer bulk queue
wherein the arrival and service rates and the arrival and service batch
sizes may depend on the number of customers in the queue. Using
semiregenerative analysis we develop a numerically stable method for
calculating the
limiting probability distribution of the queue length process. Based on
these limiting probabilities, we present various performance measures
for evaluating admission control and batch service policies, such as the
loss probability for an arriving group of customers and for individual
customers within a group. Finally, after presenting the algorithmic
aspects of our solution method we shall illustrate how a large class of
wellknown finite buffer single server queueing models are covered in
this framework.
11.0011.15 Break
11.1512.15 Reading seminar by
12.1513.45 Lunch
break
13.4514.45 Problem Session by

Liqiang Liu (Eurandom,
Eindhoven)"Compact Picking Systems"

Bert Zwart (CWI,
Amsterdam) "Are symmetric queues only quasireversible or is there
more to it?"
14.4515.00 Break
15.0016.00 Bernd Heidergott (Vrije Universiteit, Amsterdam) to be
announced.
First meeting
October 7, 2009
Place:
EURANDOM, Laplace
Building, LG 1.110 (Yellow Room), Eindhoven
Time: 10.00  16.00 h.
Office
space (LG 1.34, LG 1.115, LG 1.110 LG, LG 1.24) and notebooks are
available.
Programme
09.3010.00 Coffee and
tea
10.0011.00 Gideon Weiss (The University of Haifa)
"Optimal Control of Manufacturing Systems: Solution of Fluid
Approximation and Tracking by Queueing Model"
Abstract
We consider the optimal control of a large manufacturing system,
over a finite time horizon, e.g. a semiconductor wafer fabrication
plant. We model this as a multiclass queueing network. We
approximate the queueing network by a fluid network, and obtain an
optimal fluid solution by solving a separated continuous linear
program (SCLP). To track this fluid solution we model the deviations
of the real system from the fluid by a multiclass queueing network
with infinite virtual queues (IVQ). By keeping these deviations
stable we obtain an asymptotically optimal control policy. We shall
explain our motivation and the main features of this approach. We
will then introduce the two themes on which it is based: A novel
simplex like algorithm for the solution of SCLP, and the modeling
device of IVQs. While this talk combines ideas from Manufacturing,
Optimization and Queueing, it should be accessible to a wide audience.
11.0011.15 Break
11.1512.15 Reading
seminar  Speaker: Matthieu Jonckheere (EURANDOM, TU/e)
He will present a review of the socalled ODE method for Markov chains
based on the two following papers:

Differential equation
approximations for Markov chains, Darling, R., Norris J., (2008).
Probability Surveys, Vol. 5, 3779.

The ODE method for
stability of skipfree Markov chains with applications to MCMC,
Fort, G., Meyn, S., Moulines, E. and Priouret, P. (2008). Ann. Appl.
Probab., Vol. 18, 664707.
12.1513.45 Lunch break
13.4514.45 Problem
Session  First speaker: Jan Tijmen Udding (TU/e)
"Dispatching strategies for Straddle Carriers in a Container Terminal"
Abstract
We consider the discharging process in a Container Terminal. In
this process Quay Cranes take containers from a vessel and put
them on the Quay. Straddle Carriers are then dispatched to pick up
those containers and move them to their final positions in the
yard. Quite often Straddle Carriers are dispatched to the Quay
Crane that needs a container to be moved most urgently, in order
not to become idle. This strategy, however, turns out to favor
particular Quay Cranes depending on the speed with which they
operate. The question is whether we can quantify this phenomenon
Second speaker: Maria
Vlasiou (TU/e)
"Lindleytype connections between warehousing and independent sets in
random graphs"
14.4515.00 Break
15.0016.00 Pieter
Trapman (VU)
"A birth and death model for the spread of SIR epidemics: a relation
with queueing theory"
Abstract
In this
talk I will discuss a relation between the spread of infectious diseases
and the dynamics of so called M/G/1 queues with processor sharing. The
relation between the spread of epidemics and branching processes, which
is well known in epidemiology, and the relation between M/G/1
queues and birth death processes,
which is well known in queueing theory, will be exploited. In particular,
I will consider the number of infectious individuals in a standard SIR (Susceptible,
Infectious, Removed) epidemic model at the moment of the first detection
of the epidemic, where infectious individuals are detected at a constant
per capita rate. I will use a result from the literature on queueing
processes to show that this number of infectious individuals is
geometrically distributed. This result has important consequences for
statistical inference of infectious disease data, such as data on the
spread of the hospital bacteria MRSA.
Last modified:
111011
Maintained by
E. van HoofRompen
