Processing Networks with Parameter Uncertainty
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Date: 04-19-2007
Start Time:
1:00pm
End Time: 2:00pm
Speaker: John Hasenbein, University of Texas at Austin
Location: Uris 333
Abstract
We consider discrete and fluid queueing models in which there is uncertainty in the parameters defining the networks. Our model is motivated by applications in semiconductor wafer fabrication, traffic light control in urban areas, and call center operations. We investigate the problem of minimizing makespan when a stochastic programming decision structure is imposed on the control mechanisms. In particular, we are interested in the case where certain irrevocable design or control decisions must be made before the decision maker has full knowledge of parameters such as arrival rates, service rates, or initial network inventory.
In the fluid network model, the optimization problem turns out to be a nonlinear stochastic program, which is in general not analytically tractable. However, we are able to obtain interesting, and in some cases, counterintuitive structural results which aid in the numerical solution of these problems. Furthermore, we develop specialized solution techniques which allow us to solve relatively large problems in a reasonable amount of time.
Finally, in the discrete queueing network, we show that asymptotically optimal policies can be obtained by solving the aforementioned stochastic programming problem for the fluid network.
This is joint work with Burak Buke, David Morton, and A. Kranthi Mitra at the University of Texas at Austin.
Bio
John Hasenbein is an Associate Professor in the Graduate Program in
Operations Research and Industrial Engineering at the University of
Texas at Austin. He obtained his Ph.D. in Operations Research from the
Georgia Institute of Technology in 1998. Since then he has held
positions at the University of Texas in Austin and the Center for
Mathematical Research in Guanajuato, Mexico. His work has been funded
by NSF through the CAREER, Small Business Innovation Research,
Semiconductor Factory and Supply Chain Operations II, and International
Research Fellowship initiatives. He has also worked with the
Semiconductor Research Corporation, International SEMATECH, and Harris
Semiconductor on applications in semiconductor wafer fab control and
scheduling. His current work focuses on parameter uncertainty in
queueing networks and integration of automatic process control and
scheduling in wafer fabrication.