Queueing Theory and Simulation

Uitgebreide vaknaam	Queueing Theory and Simulation
Leerdoelen	Upon completion of the course the student is able to: 1. develop models and algorithms to analyze queueing systems; 2. modify example code that is made available in the study material, with the aim to analyze complicated queueing systems; 3. use and modify provided simulation tools for system analysis; 4. use mean value analysis algorithm to analyse queueing networks; 5. analyze, validate and interpret output of the implemented simulation models.
Omschrijving	Queueing systems pervade our society, at shops, supermarkets, call centers and so on. It is common in such systems to make trade-offs between the costs of operation, e.g., hiring personnel, and service as perceived by customers, e.g., mean waiting time. To make such trade-offs one should be able to analyze the behavior of queueing systems and compute relevant key performance indicators. For this purpose we need models of queueing systems. The simple models can typically be solved with mathematical tools, but the analysis of difficult models requires simulation. However, even though simulation is very powerful, the development of useful simulators is based on profound insight into queueing systems in general, such as the dominating factors and aspects of the system’s behavior. Moreover, simulators require extensive testing, as bugs are easily made. Hence, mathematical models are also key ingredients in the development process of a simulator, to provide insight and a suitable testing ground. The aim of this course is to equip a student with a set of tools to analyze and improve queueing systems by means of simple mathematical models on the one hand, and with simulation on the other. The student should realize that both approaches complement each other: the simulations to analyze realistic queueing systems, the mathematical models to provide intuition, insight and tests. The course starts with providing a set of simple numerical models (recursions) to analyze and simulate realistic queueing systems. Then we develop mathematical models to analyse single server queueing systems and queueing networks, and show how simulation and analysis interact in the understanding of queueing systems and queueing networks.
Uren per week	6
Onderwijsvorm	-groepsbegeleiding ,  -hoorcollege ,  -werkcollege
Toetsvorm	-groepsopdracht,  -schriftelijk tentamen (open vragen)
Vaksoort	bachelor
Coördinator	dr. N.D. van Foreest
Docent(en)	student-assistants ,dr. N.D. van Foreest ,Dr. X. Zhu
Verplichte literatuur	Titel Auteur ISBN Prijs lecture notes
Entreevoorwaarden	Participants should have an understanding of basic probability concepts such as taught in the course Probability Theory for EOR. In particular: *Probability density and distribution function *Joint distribution and density, marginal distributions and densities *Conditional probability for (mixtures of) discrete and continuous random variables (Condition distribution functions, conditional density functions) *Expectation *Conditional expectation *Moment generation functions
Opmerkingen	Info: Dr Nicky van Foreest, phone: +3150 36 35178, e-mail: n.d.van.foreest@rug.nl. Secr: Operations, phone: +3150 36 37020, e-mail: secr.operations.feb@rug.nl.
Opgenomen in	Opleiding Jaar Periode Type BSc Econometrics and Operations Research/EOR  (basisprogramma BSc EOR) 2 semester II a verplicht BSc Technische Wiskunde 3 semester II a keuze Courses Exchange (BSc)  (Courses Exchange Students (BSc) without limited access) 2 semester II a keuze