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November 3-4-5, 2014 Workshop on YEQT VIII "Stochastic Service Systems"
SUMMARY 8th Young European Queueing Theorists workshop.
The YEQT workshops are organized annually by the Eurandom
research institute for stochastics located at the Eindhoven University of
Technology in the Netherlands. The aim of these workshops is to
bring together young researchers (recently appointed lecturers or assistant
professors, post-docs and senior PhD students) and renowned scientists, to share
and discuss research related to The theme of this year’s YEQT workshop is "Service operations", which encompasses operations of companies other than manufacturing and distribution. For the most part, service operations include the following three broad fields:
As examples, one may think of: ORGANISERS
LIST OF SPEAKERSKEYNOTE:
TUTORIAL SPEAKERS
INVITED SPEAKERS
tentative MONDAY NOVEMBER 3
TUESDAY NOVEMBER 4
WEDNESDAY NOVEMBER 5
ABSTRACTSZenyep Akşin Modeling the Customer Role in Services: Examples from Call Centers Queues model random arrivals and random departures from service systems
with limited capacity. The standard paradigm assumes both arrivals and
departures as given features of the system and attempts to model these via
stochastic processes and random variables. Yet as system features change,
one can expect these model primitives to also change in response. In call
centers, as well as many other service systems, the waiting entities are
humans. The most visible manifestation of having a human being waiting in a
queue is the phenomenon of abandonment. Customer patience is an important
feature that needs to be accounted for in modeling services to properly
account for departures from the system. Similarly, customer arrivals to a
system are affected by queue features. As these change, a customer may
decide to join the queue or not, and may choose to behave differently in the
queue. Tejas Bodas Queues, Tolls and Welfare We consider a queueing system with multiple heterogeneous servers serving
a multiclass population. The classes are distinguished by the time costs.
All customers have i.i.d. service requirements. Christian Bohner A Continuous Review, One-Warehouse Multi-Retailer Problem with Non-Homogeneous Poisson Demand We extend the continuous review one-warehouse multi-retailer inventory problem to non-homogeneous Poisson demand. We apply unit-tracking to single-unit subproblems and find optimal time-dependent base-stock levels at the warehouse and the retailers. The procedure of deriving the base-stock levels is presented and uses a decomposition of the subproblems into two stages. Having the optimal base-stock levels, we find their time-dependent changes to be caused by either a quantity effect or an allocation effect that we both characterize. In addition, we show in a numerical study that the solution from a rolling horizon approach is far from optimal. For a linear demand rate, however, we prove that a time-shift of a half lead time applied to the rolling horizon solution yields the optimal retailer base-stock levels. From this result, we derive a simple shift heuristic. Arnoud den Boer Convergence rates of Laplace-transform based estimators http://arxiv.org/abs/1409.7187 Nicaise Choungmo Fofack On-demand caches and content-oriented networks In this talk, we will start by a chronological review of caching from
computer page memories to cache networks with strong emphasis on
applications, challenges, and achievements. Nicolas Gast Asymptotic properties of object-sharing systems An object-sharing systems is a system where a number of objects are available at different locations. Users of such systems arrive at one of these locations; take an object; use it for a while; and return it to another station. Bike-sharing systems are a popular example of such systems. In my talk, I will show how to model such systems by stochastic queuing networks. I will derive asymptotic properties as the number of locations is large. This allows to compute the key performance metrics, such as the number of satisfactory trips, and to propose a few counter-intuitive heuristics, such as forbidding some trips, to improve the performance. Refik Güllü (Tutorial) Pricing in Service Systems with Strategic Customers In this tutorial we consider systems where customers decide to join or not based on their valuation of the service, the waiting cost, and the price charged for the service. The service provider (depending on its objective) decides on the price to be charged, and in the presence of different customer classes, determines any prioritization of the customers. We present the fundamental models in this area, discuss the impact of various forms of information revealed to the customers, and summarize extensions of the fundamental models. Geert-Jan van Houtum System-oriented inventory models for spare parts Stocks of spare parts, located at appropriate locations, can prevent long downtimes of technical systems that are used in the primary processes of their users. Since such downtimes are typically very expensive, generally system-oriented service measures are used in spare parts inventory control. Examples of such measures are system availability and the expected number of backorders over all spare parts. This is one of the key characteristics that distinguishes such inventory control from other fields of inventory control. In this tutorial, we survey models for spare parts inventory control under system-oriented service constraints. We link those models to two archetypical types of spare parts networks: networks of users who maintain their own systems, and networks of original equipment manufacturers who service the installed base of products that they have sold. We discuss both single location and multi-echelon models. We further focus on the use of lateral and emergency shipments, and we refer to applications in practice. We also discuss open research problems. Rouba Ibrahim Managing Call Centers with Many Strategic Agents Motivated by real-life work
arrangements, such as those in place at Hydro-Quebec, Canada, we study
optimal staffing and routing policies in large call centers where agents are
strategic in selecting their own work schedules and handled call types. To
mimic the operations of such call centers, we consider large,
heavily-loaded, queueing systems with customer abandonment and many
strategic agents. We present a model where strategic agents make decisions
by maximizing their individual utilities, and characterize the resulting
symmetric Nash equilibrium in the system. We formulate and solve the
operational problems faced by the system manager, both with and without
strategic agents. As such, we quantify the operational impact of strategic
agent behaviour in the system. We then propose compensation schemes that
make strategic agents voluntarily behave in line with the optimal solutions
of the system manager. We also study optimal operational decisions in a
centralized system, where a social planner maximizes the total social
welfare. Willem van Jaarsveld Optimization of Industrial-Scale Assemble-To-Order Systems We provide insights and algorithms
to improve inventory control in industrial-sized Assemble-To-Order (ATO)
systems. We seek base-stock levels for components that minimize the sum of
holding costs and product-specific backorder costs. Our initial focus is on
first-come first-serve (FCFS) allocation of components to products. By
developing a novel stochastic programming (SP) formulation for this setting,
we compute solutions that are within one percent of the lower bound for
realistically sized systems. We then answer the following questions for such
systems: How do common heuristics used in practice compare to our
performance, and how costly is the FCFS assumption? Marijn Jansen Overflow asymptotics for an infinite-server queue in different random environments In this talk, we will consider an
infinite-server queue in two different random environments. A random
environment is represented by a stochastic background process, which
modulates both the arrival process and the service process of the queue. The
two different background processes that we will consider are a
continuous-time Markov chain and a reflected Brownian motion. We will look
at a queue that has to divide its attention between allowing customers to
enter and serving the customers. The background process determines how much
attention goes to either task. We will study the probability that the number
of jobs in the system becomes unusually large, i.e. we will study overflow.
Scaling the arrival process and using large deviations techniques, we
compute the rate functions that describe the exponential rate of convergence
of the overflow probabilities in the respective random environments.
Surprisingly, the rate functions turn out to be the same for both random
environments. Apparently, two very different modulating processes may lead
to the same large deviations principle. Jeff Kharoufeh Optimal Replacement Policies for Wind Energy Systems We present a framework within which real-time, condition-based data can be exploited to optimally time the replacement of a critical wind turbine component. First, we develop hybrid analytical-statistical tools to estimate the current health of the component and approximate the expected time at which it will fail by observing a surrogate signal of degradation. The signal is assumed to evolve as a switching diffusion process, and its parameters are estimated via a novel Markov chain Monte Carlo procedure. Next, we address the problem of optimally replacing a critical component that resides in a partially-observable environment. Two models are formulated using a partially-observed Markov decision process (POMDP) framework. The first model ignores the cost of turbine downtime, while the second includes this cost explicitly. For both models, it is shown that a threshold replacement policy is optimal with respect to the cumulative level of component degradation. Moreover, these thresholds depend on the decision maker’s assessment of the environmental conditions. Time permitting, a third model will be presented that considers cases in which the environment is partially observed and degradation measurements are uncertain. It will be shown that a threshold policy is also optimal for this challenging scenario. Several numerical examples illustrate the main results and the value of including environmental observations in the wind energy setting. Maialen Larrañaga Index policies for scheduling problems We develop a unifying framework to obtain efficient
index policies for restless multi-armed bandit problems with birth-and-death
state evolution. This is a broad class of stochastic resource allocation
problems whose objective is to determine efficient policies to share
resources among competing projects. In a seminal work, Whittle developed a
methodology to derive well-performing (Whittle's) index policies that are
obtained by solving a relaxed version of the original problem. We first
derive a closed-form expression for Whittle's index as a function of the
steady-state probabilities. It can be efficiently calculated, however, it
requires several technical conditions to be verified and, in addition, it
does not provide qualitative insights into Whittle's index. We therefore
formulate a fluid version of the relaxed optimization problem and we develop
a fluid index policy. The latter does provide qualitative insights and is
close to Whittle's index. The applicability of our approach is illustrated
by two important problems: optimal class selection and optimal load
balancing. Allowing state-dependent capacities we can model important
phenomena: e.g. power-aware server-farms and opportunistic scheduling in
wireless systems. Chiel van Oosterom Maintenance Optimization for a Markovian Deteriorating System with Population Heterogeneity We develop a partially observable Markov decision process (POMDP) model to incorporate population heterogeneity when scheduling replacements for a deteriorating system. The single-component system deteriorates over a finite set of deterioration levels according to a Markov chain. The population of spare components that is available for replacements is composed of multiple component types that cannot be distinguished by their exterior appearance but deteriorate according to different transition matrices. As a consequence, the type of an installed component is not known, but partial information can be inferred from the history of observed deterioration levels. We provide a set of conditions for which we characterize the structure of the optimal policy to minimize the total expected discounted operating and replacement costs over an infinite horizon. By a numerical experiment, we benchmark the optimal policy against a heuristic policy that neglects population heterogeneity. Justus Arne Schwarz A classification of approaches to the performance evaluation of time-dependent queues Many queueing systems are subject to time-dependent changes of system
parameters, such as time-varying arrival rates, Raik Stolletz Decisions in time-dependent service queues Many service systems, for example call centers or distribution centers, have to cope with uncertain and time-dependent arrivals or service capacities. An overview of evaluation and optimization models for time-dependent and stochastic service systems is given.As an example, we provide a methodology to evaluate and optimize the arrival pattern for the time-dependent queueing system of truck handling operations at an air cargo terminal. Our optimization approach is based on the stationary backlog-carryover approach to analyze the system's performance. In the related optimization model, the time-dependent arrival rates serve as decision variables, i.e., changes in the original demand pattern are allowed and intentional. The objective of this non-linear optimization model is to minimize total expected waiting times while the corresponding change in the arrival pattern is limited. A numerical example compares the performance measures for original and optimized arrival patterns. It shows that significant reduction in waiting times can be reached even with minor shifts in arrival rates. Peter Vanberkel Designing Offload Zones to reduce Offload Delay Offload delay occurs when the transfer of a patient from an ambulance service to an emergency department is prolonged. Offload delay negatively impacts patient care (e.g. poor pain control, delayed time to antibiotics, etc.) and ambulance coverage by delaying the return of an ambulance to service. In Nova Scotia the 90th percentile of offload delay has increased by a factor of 4 since 2002. The Halifax Infirmary and Dartmouth General Hospital have implemented Offload Zones as a solution to the offload delay problem. The Offload Zone is an area where patients can wait with a paramedic and a nurse allowing the ambulance to return to service immediately. Ingrid Vliegen Designing cyclic appointment schedules for outpatient clinics with scheduled and unscheduled patient arrivals We present a methodology to design appointment systems for outpatient clinics and diagnostic facilities that offer both walk-in and scheduled service. The developed blueprint for the appointment schedule prescribes the number of appointments to plan per day and the moment on the day to schedule the appointments. The method consists of two models; one for the day process that governs scheduled and unscheduled arrivals on the day and one for the access process of scheduled arrivals. Appointment schedules that balance the waiting time at the facility for unscheduled patients and the access time for scheduled patients are calculated iteratively using the outcomes of the two models. Two methods to calculate appointment schedules, complete enumeration and a heuristic procedure, are compared in various numerical experiments. Furthermore, an appointment schedule for the CT-scan facility at the Academic Medical Center Amsterdam, The Netherlands, is developed to demonstrate the practical merits of the methodology. The method is of general nature and can therefore also be applied to scheduling problems in other sectors than health care.
PRACTICAL INFORMATION● VenueEurandom, Mathematics and Computer Science Dept, TU Eindhoven, Den Dolech 2, 5612 AZ EINDHOVEN, The Netherlands
Eurandom is located on the campus of
Eindhoven University of
Technology, in the
brand new
TU/e
Metaforum building
(4th floor) (about
the building). The university is
located at 10 minutes walking distance from Eindhoven main railway station (take
the exit north side and walk towards the tall building on the right with the
sign TU/e).
● RegistrationTo register for the workshop, please fill out the registration form. There is no fee for participation.
● Accommodation / FundingHotel will be booked for all invited speakers. Please give your arrival and departure date on the registration form. Other participants have to make their own arrangements. For hotels around the university, please see: Hotels (please note: prices listed are "best available"). More hotel options can be found on the webpages of the Tourist Information Eindhoven, Postbus 7, 5600 AA Eindhoven.
● TravelFor those arriving by plane, there is a convenient direct train connection between Amsterdam Schiphol airport and Eindhoven. This trip will take about one and a half hour. For more detailed information, please consult the NS travel information pages or see Eurandom web page location. Many low cost carriers also fly to Eindhoven Airport. There is a bus connection to the Eindhoven central railway station from the airport. (Bus route number 401) For details on departure times consult http://www.9292ov.nl The University can be reached easily by car from the highways leading to Eindhoven (for details, see our route descriptions or consult our map with highway connections.
● Conference facilities : Conference room, Metaforum Building MF11&12The meeting-room is equipped with a data projector, an overhead projector, a projection screen and a blackboard. Please note that speakers and participants making an oral presentation are kindly requested to bring their own laptop or their presentation on a memory stick.
● Conference SecretariatUpon arrival, participants should register with the workshop officer, and collect their name badges. The workshop officer will be present for the duration of the conference, taking care of the administrative aspects and the day-to-day running of the conference: registration, issuing certificates and receipts, etc.
● CancellationShould you need to cancel your participation, please contact Patty Koorn, the Workshop Officer.
● ContactMrs. Patty Koorn, Workshop Officer, Eurandom/TU Eindhoven, koorn@eurandom.tue.nl SPONSORSThe organisers acknowledge the financial support/sponsorship of:
Last updated
22-01-15, |