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Study on congestion and optimal control for fluid networks of queues

Research Project

Project/Area Number 21510165
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Social systems engineering/Safety system
Research InstitutionTokyo University of Science

Principal Investigator

MIYAZAWA Masakiyo  東京理科大学, 理工学部, 教授 (80110948)

Co-Investigator(Renkei-kenkyūsha) SAKUMA Yutaka  東京理科大学, 理工学部, 助教 (00434027)
KOBAYASHI Masahiro  東京理科大学, 理工学部, 助教 (90609356)
Project Period (FY) 2009 – 2011
Project Status Completed (Fiscal Year 2011)
Budget Amount *help
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2011: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2010: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2009: ¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
KeywordsOR / 待ち行列ネットワーク / 反射型多次元確率過程 / 稀少確率の漸近理論 / 反射型ランダムウォーク / 反射型多次元ブラン運動 / 定常分布の裾の漸近特性 / サーバー協力の効果 / マルコフ加法過程 / マルコフ変調型流体モデル / 定常不等式と不動点方程式 / 解析関数の特異点 / 反射型多次元ランダムウォーク / 流体型待ち行列ネットワーク / 反射壁を持つ多次元ランダムウォーク / 反射壁を持つ多次元ブラン運動 / 非線形最適化問題
Research Abstract

This research aims to elucidate congestion mechanism of queueing networks with large numbers of customers and to establish theoretical basics for their optimal design and operations. For this, we described the network systems by reflecting processes(of diffusion and random walk) on multidimensional nonnegative orthants, and studied the tail asymptotics of their stationary distributions. In particular, we have obtained those tail asymptotics for the two dimensional reflecting processes, and apply the solutions to the optimal design and operations.

Report

(4 results)
  • 2011 Annual Research Report   Final Research Report ( PDF )
  • 2010 Annual Research Report
  • 2009 Annual Research Report
  • Research Products

    (49 results)

All 2012 2011 2010 2009 Other

All Journal Article (15 results) (of which Peer Reviewed: 14 results) Presentation (29 results) Book (2 results) Remarks (3 results)

  • [Journal Article] Revisit to the tail asymptotics of the double QBD process : Refinement and complete solutions for the coordinate and diagonal directions to appear in the proceeding of MAM2012

    • Author(s)
      Masahiro Kobayashi, Masakiyo Miyazawa
    • Volume
      7
    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Wiener-Hopf factorizations for a multidimensional Markov additive process and their applications to reflected processes2012

    • Author(s)
      Masakiyo Miyazawa, Bert Zwart
    • Journal Title

      Stochastic Systems

      Volume: Vol.2 Pages: 1-48

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Conjectures on tail asymptotics of the stationary distribution for a multidimensional SRBM2011

    • Author(s)
      Masakiyo Miyazawa, Masahiro Kobayashi
    • Journal Title

      Queueing Systems

      Volume: Vol.68 Pages: 251-260

    • Related Report
      2011 Annual Research Report 2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Reflecting Brownian motion in two dimensions : Exact asymptotics for the stationary distribution2011

    • Author(s)
      Jim G. Dai, Masakiyo Miyazawa
    • Journal Title

      Stochastic Systems

      Volume: Vol.1 Pages: 146-208

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Light tail asymptotics in multidimensional reflecting processes for queueing networks2011

    • Author(s)
      Masakiyo Miyazawa
    • Journal Title

      TOP

      Volume: Vol.19 Pages: 233-299

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Rejoinder on : Light tail asymptotics in multidimensional reflecting processes for queueing networks2011

    • Author(s)
      Masakiyo Miyazawa
    • Journal Title

      TOP

      Volume: Vol.19 Pages: 313-316

    • Related Report
      2011 Final Research Report
  • [Journal Article] Reflecting Brownian motion in two dimensions : Exact asymptotics for the stationary distribution2011

    • Author(s)
      Jii G.Dai, Masakiyo Miyazawa
    • Journal Title

      Stochastic Systems

      Volume: 1 Issue: 1 Pages: 146-208

    • DOI

      10.1214/10-ssy022

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Light tail asymptotics in Multidimensional reflecting processes for queueing networks2011

    • Author(s)
      Masakiyo Miyazawa
    • Journal Title

      TOP (An Official Journal of the Spanish Society of Statistics and Operations Research)

      Volume: 19 Issue: 2 Pages: 233-299

    • DOI

      10.1007/s11750-011-0179-7

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotic behaviors of the loss rate for Markov modulated fluid queue with a finite buffer2010

    • Author(s)
      Yutaka Sakama, Masakiyo Miyazawa
    • Journal Title

      Queueing Systems

      Volume: Vol.65 Pages: 19-42

    • Related Report
      2011 Final Research Report 2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Tail asymptotics of the occupation measure for a Markov additive process with an M/G/1-type background process2010

    • Author(s)
      Masahiro Kobayashi, Masakiyo Miyazawa, Yiqiang Q. Zhao
    • Journal Title

      Stochastic Models

      Volume: Vol.26 Pages: 463-486

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Tail asymptotics of the occupation measure for a Markov additive process with an M/G/1-type background process2010

    • Author(s)
      Masahiro Kobayashi, Masakiyo Miyazawa, Yiqiang Q.Zhao
    • Journal Title

      Stochastic Models

      Volume: 26 Pages: 463-496

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Exact asymptotics for a Levy-driven tandem queue with an intermediate input2009

    • Author(s)
      Masakiyo Miyazawa, Tomasz Rolski
    • Journal Title

      Queueing Systems

      Volume: Vol.63 Pages: 323-353

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks2009

    • Author(s)
      Masakiyo Miyazawa
    • Journal Title

      Mathematics of Operations Research 34

      Pages: 547-575

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Exact asymptotics for a Levy-driven tandem queue with an intermediate input2009

    • Author(s)
      Masakiyo Miyazawa, Tomasz Rolski
    • Journal Title

      Queueing Systems 63

      Pages: 323-353

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotic Behavior of Loss Rate for Feedback Finite Fluid Queue with Download Jumps2009

    • Author(s)
      Yutaka Sakuma, Masakiyo Miyazawa
    • Journal Title

      Advances in Queueing Theory and Network Applications

      Pages: 195-211

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Presentation] A geometric interpretation for the large deviations rate function for the stationary distribution of a two dimensional SRBM2011

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      International Confrence on Mathematical and Computational Models, PSG Collage of Technology
    • Place of Presentation
      Coimbatore, India
    • Year and Date
      2011-12-21
    • Related Report
      2011 Final Research Report
  • [Presentation] A geometric interpretation for the large deviations rate function for the stationary distribution of a two dimensional SRBM2011

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      International Conference on Mathematical and Computational Models
    • Place of Presentation
      PSG College of Technology
    • Year and Date
      2011-12-21
    • Related Report
      2011 Annual Research Report
  • [Presentation] Reflecting Brownian motion in two dimensions : Exact asymptotics for the stationary distribution and their applications2011

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      International Conference on Stochastic Modeling and Simulation
    • Place of Presentation
      India
    • Year and Date
      2011-12-16
    • Related Report
      2011 Final Research Report
  • [Presentation] Reflecting Brownian motion in two dimensions : Exact asymptotics for the stationary distribution and their applications2011

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      International Conference on Stochastic Modeling and Simulations
    • Place of Presentation
      Vel Tech Institute of Science and Technology
    • Year and Date
      2011-12-16
    • Related Report
      2011 Annual Research Report
  • [Presentation] 確率ネットワークの漸近特性:幾何的表現とその応用2011

    • Author(s)
      宮沢政清
    • Organizer
      日本オペレーションズリサーチ学会秋期研究発表会
    • Place of Presentation
      甲南大学,神戸
    • Year and Date
      2011-09-16
    • Related Report
      2011 Final Research Report
  • [Presentation] 多次元境界を持つランダムウォークと最小待ち行列モデルへの応用2011

    • Author(s)
      小林正弘, 佐久間大, 宮沢政清
    • Organizer
      日本オペレーションズリサーチ学会秋期研究発表会
    • Place of Presentation
      甲南大学,神戸
    • Year and Date
      2011-09-16
    • Related Report
      2011 Final Research Report
  • [Presentation] 確率ネットワークの漸近特性;幾何的表現とその応用2011

    • Author(s)
      宮沢政清
    • Organizer
      日本オペレーションズリサーチ学会秋季研究発表会
    • Place of Presentation
      甲南大学
    • Year and Date
      2011-09-16
    • Related Report
      2011 Annual Research Report
  • [Presentation] Revisit the large deviations rate function for the stationary distribution of a 2-dimensional SRBM : Geometric interpretation and related results2011

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      5th CONFERENCE on Limit Theorems in Probability Theory and Their Applications
    • Place of Presentation
      Novosibirsk, Russia
    • Year and Date
      2011-08-16
    • Related Report
      2011 Final Research Report
  • [Presentation] Revisit the large deviations rate function for the stationary distribution of a two dimensional SRBM : Geometric interpretation and related results2011

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      Limit Theorems in Probability Theory and Their Applications
    • Place of Presentation
      Sobolev Institute of Mathematics
    • Year and Date
      2011-08-16
    • Related Report
      2011 Annual Research Report
  • [Presentation] Revisit to the tail asymptotics of the double QBD process by the analytic function method2011

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      The Seventh International Conference on Matrix-Analytic Methods in Stochastic Models
    • Place of Presentation
      Columbia University, New York
    • Year and Date
      2011-06-13
    • Related Report
      2011 Final Research Report
  • [Presentation] Revisit to the tail asymptotics of the double QBD process for refinement and complete solutions2011

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      The Seventh International Conference on Matrix-Analytic Methods in Stochastic Models
    • Place of Presentation
      Columbia University
    • Year and Date
      2011-06-13
    • Related Report
      2011 Annual Research Report
  • [Presentation] Reflecting Brownian motion in two dimensions : Exact asymptotics for the stationary distribution and some related topics2011

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      Stochastic networks and related topics IIIStefan Banach International Mathematical Center
    • Place of Presentation
      Bedlewo, Poland
    • Year and Date
      2011-05-25
    • Related Report
      2011 Final Research Report
  • [Presentation] Reflecting Brownian motion in two dimensions : Exact asymptotics for the stationary distribution and some related topics2011

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      stochastic networks and related topics III
    • Place of Presentation
      Mathematical Research and Conference Center, Bedlewo
    • Year and Date
      2011-05-25
    • Related Report
      2011 Annual Research Report
  • [Presentation] 最小待ち行列選択式M/M/c待ち行列モデルの漸近解析2010

    • Author(s)
      小林正弘, 佐久間大, 宮沢政清
    • Organizer
      日本オペレーションズリサーチ学会秋期研究発表会
    • Place of Presentation
      コラッセふくしま、福島市
    • Year and Date
      2010-09-17
    • Related Report
      2011 Final Research Report
  • [Presentation] Tail Asymptotics for Stochastic Networks and Queues with Server Cooperation2010

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      Seminar on OR
    • Place of Presentation
      California University, Berkeley
    • Year and Date
      2010-08-25
    • Related Report
      2011 Final Research Report
  • [Presentation] Light tail asymptotics in multidimensional reflected random walks and queueing networks2010

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      Third Madrid Conference on Queueing Theory
    • Place of Presentation
      Hotel San Juan de Los Reyes, Toledo, Spain
    • Year and Date
      2010-06-28
    • Related Report
      2011 Final Research Report
  • [Presentation] Tail Asymptotics in Multidimensional Reflecting Light Incremental Processes for Queueing Networks2010

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      Third Madrid conference on Queueing Theory
    • Place of Presentation
      トレド(スペイン)
    • Year and Date
      2010-06-28
    • Related Report
      2010 Annual Research Report
  • [Presentation] Tail asymptotics of the occupation measure for a Markov additive process with infinitely many background states2010

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      Seminar on applied probability
    • Place of Presentation
      The University of Liverpool, England
    • Year and Date
      2010-04-27
    • Related Report
      2011 Final Research Report
  • [Presentation] 多次元反射型拡散過程の定常分布の漸近特性:結果と予想2010

    • Author(s)
      宮沢政清
    • Organizer
      待ち行列研究部会
    • Place of Presentation
      東京工業大学
    • Year and Date
      2010-04-17
    • Related Report
      2011 Final Research Report
  • [Presentation] マルコフ加法過程の占有測度の裾の減少率2010

    • Author(s)
      小林正弘, 宮沢政清, Yiqiang Q. Zhao
    • Organizer
      日本オペレーションズリサーチ学会春期研究発表会
    • Place of Presentation
      首都大学東京,東京
    • Year and Date
      2010-03-05
    • Related Report
      2011 Final Research Report
  • [Presentation] Conjectures on tail asymptotics of the stationary distribution for a multidimensional SRBM2010

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      The international research program on Stochastic Processes in Communication Sciences
    • Place of Presentation
      Cambridge, England
    • Year and Date
      2010-02-26
    • Related Report
      2011 Final Research Report
  • [Presentation] Conjectures on tail asymptotica of the stationary distribution for a multidimensional SRBM2010

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      Newton 数理科学研究所研究プログラム Stochastic Processes in Communication Sciences
    • Place of Presentation
      Cambridge 大学 Newton数理科学研究所
    • Year and Date
      2010-02-26
    • Related Report
      2010 Annual Research Report
  • [Presentation] Light Tail Asymptotics for Stochastic Networks, Invited four days tutorial at Fields-MITACS Workshop on Approximations2010

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      Asymptotics and Resource Management for Stochastic Networks
    • Place of Presentation
      Carleton University, Ottawa
    • Related Report
      2011 Final Research Report
  • [Presentation] The tail asymptotic behavior of the stationary distribution of a double M/G/1 process and their applications to a batch arrival Jackson network2009

    • Author(s)
      Masahiro Kobayashi, Masakiyo Miyazawa
    • Organizer
      4th International Conference on Queueing Theory and Network Applications
    • Place of Presentation
      Fusionopolis, Singapore
    • Year and Date
      2009-07-30
    • Related Report
      2011 Final Research Report
  • [Presentation] An Analytic Approach for Tail Asymptotics of Stationary Distributions in Multidimensional Reflected Processes2009

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      Institute of Operations Research and Management Sciences
    • Place of Presentation
      Cornell 大学(米国)
    • Year and Date
      2009-07-14
    • Related Report
      2009 Annual Research Report
  • [Presentation] Tail asymptotics for a L'evy-driven tandem queue with an intermediate input and its extensions2009

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      Columbia University, Applied Probability Center
    • Place of Presentation
      Columbia 大学(米国)
    • Year and Date
      2009-07-10
    • Related Report
      2009 Annual Research Report
  • [Presentation] An Analytic Approach for Tail Asymptotics of Stationary Distributions in Multidimensional Reflected Processes2009

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      The 2009 INFORMS Applied Probability Society Conference
    • Place of Presentation
      Cornell University, Ithaca
    • Year and Date
      2009-06-15
    • Related Report
      2011 Final Research Report
  • [Presentation] Exact asymptotics for a Levy-driven tandem queue with an intermediate input2009

    • Author(s)
      Masakiyo Miyazawa, Tomasz Rolski
    • Organizer
      The international conference on 100 Years of Queueing-The Erlang Centennial Technical
    • Place of Presentation
      University of Denmark, Copenhagen
    • Year and Date
      2009-04-12
    • Related Report
      2011 Final Research Report
  • [Presentation] Tail asymptotics for a Levy-driven tandem queue with an intermediate input and its extensions

    • Author(s)
      Masakiyo Miyazawa
    • Organizer
      16th Annual Applied Probability Day
    • Place of Presentation
      Columbia University, New York
    • Related Report
      2011 Final Research Report
  • [Book] Palm Calculus, Reallocatable GSMP and Insensitivity Structure in Queueing Networks : A Fundamental Approach(International Series in Operations Research & Management Science)2010

    • Author(s)
      Masakiyo Miyazawa
    • Publisher
      Springer
    • Related Report
      2011 Final Research Report
  • [Book] Queueing Network : A Fundamental Appsroach (R.J.Boucherie, N.M.van Di jk 編集)の第4章 Palm Calculus and Reallocatable GSMP and Insensitivityを執筆2010

    • Author(s)
      Masakiyo Miyazawa
    • Publisher
      Springer
    • Related Report
      2010 Annual Research Report
  • [Remarks]

    • URL

      http://queue3.is.noda.sut.ac.jp/miyazawa/

    • Related Report
      2011 Final Research Report
  • [Remarks]

    • URL

      http://queue3.is.noda.tus.ac.jp/miyazawa/

    • Related Report
      2011 Annual Research Report
  • [Remarks]

    • URL

      http://queue3.is.noda.sut.ac.jp/miyazawa/index-j.html

    • Related Report
      2009 Annual Research Report

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Published: 2009-04-01   Modified: 2016-04-21  

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