A general multiserver state-dependent queueing system

The work studies a general multiserver queue in which the service time of an arriving customer and the next interarrival period may depend on both the current waiting time and the server assigned to the arriving customer. Stability of the system is proved under general assumptions on the predetermined distributions describing the model. The proof exploits a combination of the Markov property of the workload process with a regenerative property of the process. The key idea leading to stability is a characterization of the limit behavior of the forward renewal process generated by regenerations. Extensions of the basic model are also studied

Simulation optimization: A comprehensive review on theory and applications

For several decades, simulation has been used as a descriptive tool by the operations research community in the modeling and analysis of a wide variety of complex real systems. With recent developments in simulation optimization and advances in computing technology, it now becomes feasible to use simulation as a prescriptive tool in decision support systems. In this paper, we present a comprehensive survey on techniques for simulation optimization with emphasis given on recent developments. We classify the existing techniques according to problem characteristics such as shape of the response surface (global as compared to local optimization), objective functions (single or multiple objectives) and parameter spaces (discrete or continuous parameters). We discuss the major advantages and possible drawbacks of the different techniques. A comprehensive bibliography and future research directions are also provided in the paper. © "IIE"

Model-Oriented Data Analysis; Proceedings of the 3rd International Workshop in Petrodvorets, Russia, May 25-30 1992

This volume contains the majority of papers presented at the Third Model-Oriented Data Analysis Workshop/Conference (MODA3) in Petrodvorets, Russia on 25-30 May 1992. As with the previous two workshops in 1987 and 1990, the conference covers theoretical and applied statistics with a heavy emphasis on experimental design. Under these broad headings other specialised topics can be mentioned, particularly quality improvements and optimization. This proceedings volume consists of three main parts: I. Optimal Design, II. Statistical Applications, III. Stochastic Optimization. A constant theme at MODA conferences is the subject of optimal experimental design. This was well represented at MODA3 and readers will find important contributions. In recent years the model investigated under this heading have become progressively more complex and adaptive