Analysis of transient queues with semidefinite optimization
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Publication:1935509
DOI10.1007/s11134-012-9309-7zbMath1278.60140OpenAlexW2074256831MaRDI QIDQ1935509
Takayuki Osogami, Rudy Raymond
Publication date: 18 February 2013
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11134-012-9309-7
momentssemidefinite programmingdualityboundsoccupation measuretransient\(\mathrm{G}/\mathrm{G}/1\) system
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)
Related Items (4)
On Markov-Krein characterization of the mean waiting time in \(M/G/K\) and other queueing systems ⋮ Analysis of transient queues with semidefinite optimization ⋮ Robust transient analysis of multi-server queueing systems and feed-forward networks ⋮ Erratum to: ``Analysis of transient queues with semidefinite optimization
Cites Work
- Analysis of transient queues with semidefinite optimization
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- Lectures on Modern Convex Optimization
- Optimization of Multiclass Queueing Networks with Changeover Times Via the Achievable Region Approach: Part I, The Single-Station Case
- Optimization of Multiclass Queueing Networks with Changeover Times Via the Achievable Region Approach: Part II, The Multi-Station Case
- A semidefinite programming approach to the optimal control of a single server queueing system with imposed second moment constraints
- SDP vs. LP Relaxations for the Moment Approach in Some Performance Evaluation Problems
- Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming
- Inequalities for moments of tails of random variables, with a queueing application
- Exponential bounds with applications to call admission
- Optimal Inequalities in Probability Theory: A Convex Optimization Approach
- PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS
- Some inequalities for the queue GI/G/1
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