病院および地域おける医療サービスシステムの工学的モデル化と検証

科学研究費助成事業 研究成果報告書：基盤研究(C)2014-2017課題番号 : 2633035

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

PRIORITIZATION IN SERVICE SYSTEMS WITH NONLINEAR DELAY COSTS

Prioritization is a common strategy in service systems to improve the overall system performance. In this dissertation, our main objective is to study how priority should be assigned in different systems when the cost of waiting is not linear as is typically assumed in the literature. We study three problems motivated by prioritization decisions in service systems. In the first problem, we consider a single server queueing system with two different types of customers. Each customer incurs a cost depending on its type and waiting time in the queue, and the waiting cost functions are assumed to be nonlinear in the waiting time. We identify the best static policy under different conditions. In the second problem, we consider a stylized, discrete-time model for an Intensive Care Unit (ICU) in which patients' health conditions change over time according to a Markov chain. Our objective is to allocate the ICU beds to minimize the long-run average mortality rate. In the third problem, we consider a multi-server queueing system with impatient customers. Customers are assumed to be in one of two different stages, which can change over time. A reward is obtained at each service completion depending on the stage of the customer. Our objective is to maximize the total discounted reward and the long-run average reward over infinite horizon.Doctor of Philosoph

Scheduling for today’s computer systems: bridging theory and practice

Scheduling is a fundamental technique for improving performance in computer systems. From web servers to routers to operating systems, how the bottleneck device is scheduled has an enormous impact on the performance of the system as a whole. Given the immense literature studying scheduling, it is easy to think that we already understand enough about scheduling. But, modern computer system designs have highlighted a number of disconnects between traditional analytic results and the needs of system designers. In particular, the idealized policies, metrics, and models used by analytic researchers do not match the policies, metrics, and scenarios that appear in real systems. The goal of this thesis is to take a step towards modernizing the theory of scheduling in order to provide results that apply to today’s computer systems, and thus ease the burden on system designers. To accomplish this goal, we provide new results that help to bridge each of the disconnects mentioned above. We will move beyond the study of idealized policies by introducing a new analytic framework where the focus is on scheduling heuristics and techniques rather than individual policies. By moving beyond the study of individual policies, our results apply to the complex hybrid policies that are often used in practice. For example, our results enable designers to understand how the policies that favor small job sizes are affected by the fact that real systems only have estimates of job sizes. In addition, we move beyond the study of mean response time and provide results characterizing the distribution of response time and the fairness of scheduling policies. These results allow us to understand how scheduling affects QoS guarantees and whether favoring small job sizes results in large job sizes being treated unfairly. Finally, we move beyond the simplified models traditionally used in scheduling research and provide results characterizing the effectiveness of scheduling in multiserver systems and when users are interactive. These results allow us to answer questions about the how to design multiserver systems and how to choose a workload generator when evaluating new scheduling designs

Markovian arrivals in stochastic modelling: a survey and some new results

This paper aims to provide a comprehensive review on Markovian arrival processes (MAPs), which constitute a rich class of point processes used extensively in stochastic modelling. Our starting point is the versatile process introduced by Neuts (1979) which, under some simplified notation, was coined as the batch Markovian arrival process (BMAP). On the one hand, a general point process can be approximated by appropriate MAPs and, on the other hand, the MAPs provide a versatile, yet tractable option for modelling a bursty flow by preserving the Markovian formalism. While a number of well-known arrival processes are subsumed under a BMAP as special cases, the literature also shows generalizations to model arrival streams with marks, nonhomogeneous settings or even spatial arrivals. We survey on the main aspects of the BMAP, discuss on some of its variants and generalizations, and give a few new results in the context of a recent state-dependent extension.Peer Reviewe

Markovian arrivals in stochastic modelling : a survey and some new results

This paper aims to provide a comprehensive review on Markovian arrival processes (MAPs), which constitute a rich class of point processes used extensively in stochastic modelling. Our starting point is the versatile process introduced by Neuts (1979) which, under some simplified notation, was coined as the batch Markovian arrival process (BMAP). On the one hand, a general point process can be approximated by appropriate MAPs and, on the other hand, the MAPs provide a versatile, yet tractable option for modelling a bursty flow by preserving the Markovian formalism. While a number of well-known arrival processes are subsumed under a BMAP as special cases, the literature also shows generalizations to model arrival streams with marks, nonhomogeneous settings or even spatial arrivals. We survey on the main aspects of the BMAP, discuss on some of its variants and generalizations, and give a few new results in the context of a recent state-dependent extension

MAP/PH/1 systems with group service: performance analysis under different admission strategies

2015 - 2016Recent advances in wireless communication networks led to possibility of multi-rate transmission of information. The queueing theory represents a valid tool to study how the performances of such communication systems can be improved, and to give proper solutions. Modeling a multi-rate transmission system, in terms of queueing theory, means that a particular discipline has to be considered: a group of requests from users can be processed simultaneously in parallel and processing of the whole group is supposed finished if processing of all individual requests belonging to this group is over. In order to model this typology of telecommunication systems, some particular assumption can be made on arrivals, which occur by a Markovian arrival process, and on service time and length of admission period, which are regulated by phase type distributions. Thus, in this thesis MAP/PH/1 queueing systems have been considered, with and without retrial to take into account all possible behaviours of the customers. The main goal of the research activity presented in this work is to introduce novel admission strategies for the described systems, in order to give a major contribute to the current performance analysys, in particular as regard the choice of the optimal length of admission period and optimal size of the groups. Dynamics of such systems are described by multidimensional Markov chains. Ergodicity condition for these Markov chains have been derived, stationary probability distribution of the states have been computed, formulas for the main performance measures of the system have been attained. Essential advantages of the proposed customer’s service disciplines have been numerically illustrated. [edited by author]I recenti progressi ottenuti per le reti di comunicazione wireless, permettono la trasmissione multi-frequenza delle informazioni. La teoria delle code rappresenta un valido strumento per studiare come le performance di tali sistemi di comunicazione possano essere migliorate, e individuare opportune soluzioni. In termini di teoria delle code, modellare un sistema di trasmissione multi-frequenza significa considerare una determinata disciplina: un gruppo di richieste da parte di utenti possono essere processate simultaneamente in parallelo, e il processo dell’intero gruppo risulta completato se tutte le richieste appartenenti a tale gruppo sono espletate. Al fine di modellare tale tipologia di sistemi di telecomunicazione, si possono definire particolari assunzioni sugli arrivi, determinati da processi di arrivo Markoviani, e sul tempo di servizio e lunghezza del periodo di ammissione, regolati da distribuzioni di tipo a fasi. Pertanto, in tale lavoro di tesi sono stati considerati sistemi a coda di tipo MAP/PH/1, con e senza retrial per considerare tutti i possibili comportamenti degli utenti. Il principale obiettivo dell’attivita` di ricerca presentata in tale lavoro `e introdurre nuove strategie di ammissione per i sistemi descritti, al fine di fornire un maggior contributo alle attuali analisi sulle performance, in particolare relativamente alla scelta della lunghezza ottimale del periodo di ammissione e la dimensione ottimale dei gruppi. Le dinamiche di tali sistemi sono descritte da catene di Markov multidimensionali. `E stata ricavata la condizione di ergodicit`a per tali catene di Markov, `e stata calcolata la distribuzione delle probabilita` stazionarie degli stati, e sono state ottenute le formule per le misure dei principali parametri prestazionali del sistema. I principali vantaggi delle discipline di servizio proposte sono state illustrate numericamente. [a cura dell'autore]XXIX n.s