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3月15日工业工程与管理系——A New Perspective on Performance Optimization of Queueing Systems

讲座题目A New Perspective on Performance Optimization of Queueing Systems

报告人Li Xia

时 间315日(周二)上午9:00~11:30
地 点:方正大厦608会议室


The performance analysis and optimization of queueing systems have been intensively studied in the field of queueing theory. However, exploring special features of queueing systems directly in performance optimization still seems to be a territory not very well cultivated. Recent progresses of perturbation analysis (PA) and sensitivity-based optimization provide a new perspective of performance optimization of queueing systems. PA utilizes the structural information of queueing systems to efficiently extract the performance sensitivity information from a sample path of system.
This talk will give an introduction of PA theory and its application to the performance optimization of queueing systems, focusing on a fundamental concept called perturbation realization factors. With the perturbation realization factors as building blocks, the performance derivative formula and performance difference formula can be obtained. With performance derivatives, gradient-based optimization can be derived, while with performance difference, policy iteration and optimality equations can be derived. These two fundamental formulas provide a foundation for the performance optimization of queueing systems from a sensitivity-based point of view.


Dr. Li Xia received his Bachelor and Ph.D. degree from the Department of Automation, Tsinghua University in 2002 and 2007, respectively. Then he joined IBM China Research and worked for 2 years. Currently, he is a post-doctoral fellow with the Division of Mathematical and Computer Science and Engineering, King Abdullah University of Science and Technology, Saudi Arabia. His research interests mainly include discrete event dynamic systems, perturbation analysis, queueing theory, and stochastic optimization.