1. Review of Stochastic Processes: Markov chains; continuous time Markov chains; Poisson processes; birth and death processes, reversibility, generating functions (S. Ross, Ch. 4, 5 and 6).
   
   
2. Renewal Processes; semi-Markov processes (S. Ross, Ch. 7).
   
   
3. Introduction to queueing systems; Little’s theorem; birth and death queues; Jackson type networks (S. Ross, Ch. 8).
   
   
4. Steady-state relations: DAASSP (departures and arrivals see same picture) theorem; ROSTA (random observer sees time averages); PASTA (Poisson arrivals see time averages).
   
   
5. The random modification (remaining work in service); work conservation and work conserving disciplines.
   
   
6. M/G/1 queue: busy period characteristics; non-preemptive priority queue; optimal priority policies; infinite server queues.
   
   
7. Generalized M/G/1 queues; server’s breakdowns and vacations; Markov modulated arrivals and service; stochastic decomposition; preemptive repeat and resume priorities.
   
   
8. Tandem queues; networks of queues; product form (Kelly type) networks; optimal ordering of stations.
   
   
9. Applications of queueing models: service systems; traffic and transportation; communications; supply-chains.
   

1. S. Ross, Introduction to Probability Models, 8th Ed. Academic Press, 2003.
   
   
2. L. Kleinrock, Queueing Systems, Vol. 1: Theory, Wiley&Sons, 1975.
   
   
3. D. Gross and C. M. Harris, Fundamentals of Queueing Theory, Wiley&Sons, 1974.
   
   
4. W. Wolff, Stochastic Modeling and the Theory of Queues, Prentice Hall, 1989.
   
   

30% Midterm Exam, 30% HWs and Project, 40% Final Exam

You will be provided with a cheat sheet.

If you have a disability that influences testing procedures, provide me an official letter from the Office of Disability Services at the start of the semester.

All exams are closed book, closed notes, and no cell phones, no electronic or hard copy cheat sheets are allowed. Please go over the Rutgers Academic Integrity Policy.

I do NOT tolerate cheating. Students are responsible for understanding the RU Academic Integrity Policy. I will strongly enforce this Policy and pursue all violations. On all examinations and assignments, students must sign the RU Honor Pledge, which states, “On my honor, I have neither received nor given any unauthorized assistance on this examination or assignment.” Don’t let cheating destroy your hard-earned opportunity to learn.