Control of multiclass queueing systems with abandonments and adversarial customers

This thesis considers the defensive surveillance of multiple public areas which are the open, exposed targets of adversarial attacks. We address the operational problem of identifying a real time decision-making rule for a security team in order to minimise the damage an adversary can inflict within the public areas. We model the surveillance scenario as a multiclass queueing system with customer abandonments, wherein the operational problem translates into developing service policies for a server in order to minimise the expected damage an adversarial customer can inflict on the system. We consider three different surveillance scenarios which may occur in realworld security operations. In each scenario it is only possible to calculate optimal policies in small systems or in special cases, hence we focus on developing heuristic policies which can be computed and demonstrate their effectiveness in numerical experiments. In the random adversary scenario, the adversary attacks the system according to a probability distribution known to the server. This problem is a special case of a more general stochastic scheduling problem. We develop new results which complement the existing literature based on priority policies and an effective approximate policy improvement algorithm. We also consider the scenario of a strategic adversary who chooses where to attack. We model the interaction of the server and adversary as a two-person zero-sum game. We develop an effective heuristic based on an iterative algorithm which populates a small set of service policies to be randomised over. Finally, we consider the scenario of a strategic adversary who chooses both where and when to attack and formulate it as a robust optimisation problem. In this case, we demonstrate the optimality of the last-come first-served policy in single queue systems. In systems with multiple queues, we develop effective heuristic policies based on the last-come first-served policy which incorporates randomisation both within service policies and across service policies

Random trees in queueing systems with deadlines

AbstractWe survey our research on scheduling aperiodic tasks in real-time systems in order to illustrate the benefits of modelling queueing systems by means of random trees. Relying on a discrete-time single-server queueing system, we investigated deadline meeting properties of several scheduling algorithms employed for servicing probabilistically arriving tasks, characterized by arbitrary arrival and execution time distributions and a constant service time deadline T. Taking a non-queueing theory approach (i.e., without stable-stable assumptions) we found that the probability distribution of the random time sT where such a system operates without violating any task's deadline is approximately exponential with parameter λT = 1μT, with the expectation E[sT] = μT growing exponentially in T. The value μT depends on the particular scheduling algorithm, and its derivation is based on the combinatorial and asymptotic analysis of certain random trees. This paper demonstrates that random trees provide an efficient common framework to deal with different scheduling disciplines and gives an overview of the various combinatorial and asymptotic methods used in the appropriate analysis

Delay and price differentiation in cloud computing: a service model, supporting architectures, and performance

Many cloud service providers (CSPs) offer an on-demand service with a small delay. Motivated by the reality of cloud ecosystems, we study non-interruptible services and consider a differentiated service model to complement the existing market by offering multiple service level agreements (SLAs) to satisfy users with different delay tolerance. The model itself is incentive compatible by construction. Two typical architectures are considered to fulfill SLAs: (i) non-preemptive priority queues and (ii) multiple independent groups of servers. We leverage queueing theory to establish guidelines for the resultant market: (a) Under the first architecture, the service model can only improve the revenue marginally over the pure on-demand service model and (b) under the second architecture, we give a closed-form expression of the revenue improvement when a CSP offers two SLAs and derive a condition under which the market is viable. Additionally, under the second architecture, we give an exhaustive search procedure to find the optimal SLA delays and prices when a CSP generally offers multiple SLAs. Numerical results show that the achieved revenue improvement can be significant even if two SLAs are offered. Our results can help CSPs design optimal delay-differentiated services and choose appropriate serving architectures

Performance of Computer Systems; Proceedings of the 4th International Symposium on Modelling and Performance Evaluation of Computer Systems, Vienna, Austria, February 6-8, 1979

These proceedings are a collection of contributions to computer system performance, selected by the usual refereeing process from papers submitted to the symposium, as well as a few invited papers representing significant novel contributions made during the last year. They represent the thrust and vitality of the subject as well as its capacity to identify important basic problems and major application areas. The main methodological problems appear in the underlying queueing theoretic aspects, in the deterministic analysis of waiting time phenomena, in workload characterization and representation, in the algorithmic aspects of model processing, and in the analysis of measurement data. Major areas for applications are computer architectures, data bases, computer networks, and capacity planning. The international importance of the area of computer system performance was well reflected at the symposium by participants from 19 countries. The mixture of participants was also evident in the institutions which they represented: 35% from universities, 25% from governmental research organizations, but also 30% from industry and 10% from non-research government bodies. This proves that the area is reaching a stage of maturity where it can contribute directly to progress in practical problems

Sessenta anos de Shop Scheduling : uma revisão sistemática da literatura

Orientador : Prof. Dr. Cassius Tadeu ScarpinDissertação (mestrado) - Universidade Federal do Paraná, Setor de Tecnologia, Programa de Pós-Graduação em Engenharia de Produção. Defesa: Curitiba, 09/02/2017Inclui referências : f. 449-492Resumo: Desde o seminal artigo de Johnson em 1954, a Programação da Produção em Shop Scheduling tem se tornado uma área relevante dentro da Pesquisa Operacional e, atualmente, duzentos trabalhos tangentes à temática são publicados anualmente. Dentre os artigos aqui citados tem-se aqueles que se dedicam à apresentação e síntese do estado da arte desse assunto, intitulados artigos de revisão. Quando tais artigos são elaborados a partir de um conjunto objetivo de critérios, relativos à categorização dos artigos selecionados, tem-se a Revisão Sistemática da Literatura (RSL). O presente trabalho realiza uma RSL em Shop Scheduling, a partir da análise de cada ambiente fabril que o compõe. Fez-se o escrutínio de 560 artigos, à luz de um conjunto de métricas, que constitui a estrutura basilar da proposta de nova taxonomia do Shop Scheduling, complementar à notação de Graham, objetivo fulcral do presente trabalho. Além disso, utilizou-se uma representação em redes dos resultados obtidos em algumas das métricas empregadas, como a característica dos itens, algo outrora inaudito em estudos de revisão desse assunto. Ademais, outro ponto relevante desse estudo repousa na identificação de campos pouco explorados, de modo a colaborar com a pesquisa futura neste tomo. Palavras-chave: Shop Scheduling. Revisão Sistemática da Literatura. Taxonomia. Representação em Redes.Abstract: Since Johnson's seminal article in 1954, Shop Scheduling in Production Scheduling has become a relevant area within Operational Research, and currently hundreds of tangential works on the subject are published annually. Among the articles cited here are those dedicated to the presentation and synthesis of the state of the art of this subject, which are entitled review articles. When these articles are elaborated from an objective set of criteria, regarding the categorization of the selected articles, we have the Systematic Review of Literature (SLR). The present work performs a SLR in Shop Scheduling, based on the analysis of each manufacturing environment that composes it. There were 560 articles scrutinized based on a set of metrics, which is the basic structure of the proposed new Taxonomy of Shop Scheduling, complementary to Graham's notation, the main objective of this work. In addition to that a network representation of the results was obtained in some of the metrics used, such as the job characteristics, something previously unheard of in review studies of this subject. Moreover, another relevant point of this study lies in the identification of less explored fields in order to collaborate with future research in this matter. Keywords: Shop Scheduling. Systematic Literature Review. Taxonomy. Network Representation

A multiple channel queueing model under an uncertain environment with multiclass arrivals for supplying demands in a cement industry

In recent years, cement consumption has increased in most Asian countries, including Malaysia. There are many factors which affect the supply of the increasing order demands in the cement industry, such as traffic congestion, logistics, weather and machine breakdowns. These factors hinder smooth and efficient supply, especially during periods of peak congestion at the main gate of the industry where queues occur as a result of inability to keep to the order deadlines. Basic elements, such as arrival and service rates, that cannot be predetermined must be considered under an uncertain environment. Solution approaches including conventional queueing techniques, scheduling models and simulations were unable to formulate the performance measures of the cement queueing system. Hence, a new procedure of fuzzy subset intervals is designed and embedded in a queuing model with the consideration of arrival and service rates. As a result, a multiple channel queueing model with multiclass arrivals, (M1, M2)/G/C/2Pr, under an uncertain environment is developed. The model is able to estimate the performance measures of arrival rates of bulk products for Class One and bag products for Class Two in the cement manufacturing queueing system. For the (M1, M2)/G/C/2Pr fuzzy queueing model, two defuzzification techniques, namely the Parametric Nonlinear Programming and Robust Ranking are used to convert fuzzy queues into crisp queues. This led to three proposed sub-models, which are sub-model 1, MCFQ-2Pr, sub-model 2, MCCQESR-2Pr and sub-model 3, MCCQ-GSR-2Pr. These models provide optimal crisp values for the performance measures. To estimate the performance of the whole system, an additional step is introduced through the TrMF-UF model utilizing a utility factor based on fuzzy subset intervals and the α-cut approach. Consequently, these models help decision-makers deal with order demands under an uncertain environment for the cement manufacturing industry and address the increasing quantities needed in future