This thesis focuses on increasing the efficiency of systems with cross-trained workforce and finite storage spaces. Our objective is to maximize the throughput and minimize the setup costs (if they exist). More specifically, we are interested in determining effective cross-training strategies and dynamic server assignment policies for flexible servers in production lines with finite buffers. In the first part of this thesis, we study non-Markovian systems and support the conjecture that effective server assignment policies are robust to service time distributions. Next, we consider understaffed tandem lines with partially or fully flexible servers, determine optimal and heuristic server assignment policies, and show that most of the benefits of full flexibility can be achieved with limited flexibility. Finally, we incorporate the setups to our model, determine the optimal server assignment policy for some systems and show how the effective assignment of servers depends on the magnitude of the setup costs.

<div>My dissertation consists of three chapters in the field of managerial economics and experimental economics. The first chapter studies the ratchet effect and the possible ways to mitigate it. Specifically, I conduct a controlled experiment to test the effectiveness of job rotation in eliminating the ratchet effect. Additionally, I compare effort provision between the situation where agents are rotated exogenously and the situation where the principal rotates agents endogenously. The experiment shows that the ratchet effect is effectively reduced both when workers are informed that they will be rotated in the future and when a principal has a costly option of rotating agents.</div><div> </div><div><br></div><div>The second and third chapter are based on joint work with Prof. Yaroslav Rosokha. In the second chapter, we study a single-queue system in which human servers have discretion over the effort with which to process orders that arrive stochastically. We show theoretically that the efficient outcome in the form of high effort can be sustained in the subgame perfect equilibrium if the interactions are long term (even when each server has a short-term incentive to free ride). In addition, we show that queue visibility plays an important role in the type of strategies that can sustain high-effort equilibrium. In particular, we show that limiting feedback about the current state of the queue is beneficial if servers are patient enough. We conduct a controlled lab experiment to test the theoretical predictions and find that when the queue is visible, human subjects cooperate if the queue is long, but defect if the queue is short. We also find that cooperation is hard to achieve when the queue is not visible. </div><div><br></div><div>In the third chapter, we report another lab experiment to test the theory developed in the second chapter. In the new experiment, we provide a more natural queueing frame for the subjects rather than the neutral language used in the second chapter. We also increase the number of matches in each treatment. We find that effort increases with the expected duration of the interaction. We also find that visibility has a strong impact on the strategies that human subjects use to provide effort. As a result, providing less visibility makes servers more willing to provide high effort if they are patient enough.</div>

Dažnai realių stochastinių sistemų dinamikos negalime aprašyti Markovo procesu, nes operacijų trukmės paprastai nėra pasiskirstę pagal eksponentinį dėsnį. Darbe buvo išnagrinėtas tokių atsitiktinių dydžių aproksimavimas dviejų eksponentinių atsitiktinių dydžių mišiniu. Paprasčiausioms sistemoms kartais galima gauti analizines formules sistemos būsenų stacionarioms tikimybėms suskaičiuoti, tačiau daugeliui sistemų to padaryti negalima. Būtent tokių sistemų tyrimui, panaudojus aproksimavimo algoritmus, buvo sukurta programinė įranga, kuri leidžia modeliuoti daugelį stochastinių sistemų. Magistro darbo užduotis: Sukurti stochastinių sistemų modelių aproksimavimo Markovo modeliais algoritmus ir programinę įrangą. Buvo iškelti tokie tikslai: Ištirti pasiskirstymo funkcijų aproksimavimo eksponentinių skirstinių mišiniu galimybes; Sukurti universalią programinę priemonę, kuri pagal pateiktą sistemos aprašymą, skaičiuotų jos stacionariąsias tikimybes bei funkcionavimo charakteristikas; Sukurtos programinės priemonės pagalba, sudaryti ir ištirti aptarnavimo sistemų ir vertybinių popierių įkainojimo modelius. Sukurta programinė įranga pasižymi universalumu ir paprastumu vartotojui. Sistemos funkcionavimą galima aprašyti turint minimalias C++ Builder programavimo kalbos žinias. Magistro darbe sukurta programinė įranga buvo pritaikyta aptarnavimo sistemoms modeliuoti, akcijų kainų dinamikai aprašyti bei opcionams įkainoti. / Application of numerical methods with approximation allows to extend a class of systems represented by Markovian processes under investigation compared with analytical methods. So a goal was stated to create algorithms for modeling stochastic systems approximating them by Markovian models. To reach this goal the following tasks were solved: Analyze possibilities to approximate stochastic systems’ models by Markovian models; Create a multipurpose software that would calculate stationary probabilities for given system described in an event-based language; Apply created software for models of service systems and stock valuation. Created software is universal and easy-to-use for anyone that has at least basic knowledge in C++ language. This software was applied for modeling of service systems, for description of share price variability as Markovian process and for option pricing.

Les réseaux de cinquième génération sont en cours de définition et leurs différentes composantes commencent à émerger: nouvelles technologies d'accès à la radio, convergence fixe et mobile des réseaux et virtualization.Le contrôle et la gestion de bout en bout (E2E) du réseau ont une importance particulière pour les performances du réseau. Cela étant, nous segmentons le travail de thèse en deux parties: le réseau d’accès radio (RAN) axé sur la technologie MIMO Massif (M-MIMO) et la connexion E2E du point de vue de la couche transport.Dans la première partie, nous considérons la formation de faisceaux focalisés avec un structure hiérarchique dans les réseaux sans fil. Pour un ensemble de flots donnée, nous proposons des algorithmes efficaces en terme de complexité pour une allocation avec alpha-équité. Nous proposons ensuite des formules exactes pour la performance au niveau du flot, à la fois pour le trafic élastique (avec une équité proportionnelle et équité max-min) et le trafic en continu. Nous validons les résultats analytiques par des simulations.La seconde partie de la thèse vise à développer une fonction de réseau auto-organisant (SON) qui améliore la qualité d'expérience (QoE) des connexions en bout-en-bout. Nous considérons un service de type vidéo streaming et développons une fonctionnalité SON qui adapte la QoE de bout-en-bout entre le serveur vidéo et l'utilisateur. La mémoire-tampon reçoit les données d'un serveur avec une connexion E2E en suivant le protocole TCP. Nous proposons un modèle qui décrit ce comportement et nous comparons les formules analytiques obtenues avec les simulations. Enfin, nous proposons un SON qui donne la qualité vidéo de sorte que la probabilité de famine soit égale à une valeur cible fixée au préalable. / Fifth generation networks are being defined and their different components are beginning to emerge: new technologies for access to radio, fixed and mobile convergence of networks and virtualization.End-to-end (E2E) control and management of the network have a particular importance for network performance. Having this in mind, we segment the work of the thesis in two parts: the radio access network (RAN) with a focus on Massive MIMO (M-MIMO) technology and the E2E connection from a point of view of the transport layer.In the first part, we consider hierarchical beamforming in wireless networks. For a given population of flows, we propose computationally efficient algorithms for fair rate allocation. We next propose closed-form formulas for flow level performance, for both elastic (with either proportional fairness and max-min fairness) and streaming traffic. We further assess the performance of hierarchical beamforming using numerical experiments.In the second part, we identify an application of SON namely the control of the starvation probability of video streaming service. The buffer receives data from a server with an E2E connection following the TCP protocol. We propose a model that describes the behavior of a buffer content and we compare the analytical formulas obtained with simulations. Finally, we propose a SON function that by adjusting the application video rate, achieves a target starvation probability.

Numerous studies on Queueing systems, such as Internet traffic flows, have shown to be bursty, self-similar and/or long-range dependent, because of the heavy (long) tails for the various distributions of interest, including intermittent intervals and queue lengths. Other studies have addressed vacation in no-customers’ queueing system or when the server fails. These patterns are important for capacity planning, performance prediction, and optimization of networks and have a negative impact on their effective functioning. Heavy-tailed distributions have been commonly used by telecommunication engineers to create workloads for simulation studies, which, regrettably, may show peculiar queueing characteristics. To cost-effectively examine the impacts of different network patterns on heavy- tailed queues, new and reliable analytical approaches need to be developed. It is decided to establish a brand-new analytical framework based on optimizing entropy functionals, such as those of Shannon, Rényi, Tsallis, and others that have been suggested within statistical physics and information theory, subject to suitable linear and non-linear system constraints. In both discrete and continuous time domains, new heavy tail analytic performance distributions will be developed, with a focus on those exhibiting the power law behaviour seen in many Internet scenarios. The exposition of two major revolutionary approaches, namely the unification of information geometry and classical queueing systems and unifying information length theory with transient queueing systems. After conclusions, open problems arising from this thesis and limitations are introduced as future work.

"A distributed queueing Medium Access Control (MAC) protocol is used in Distributed Queue Dual Bus (DQDB) networks. A modified version of the MAC protocol was proposed by R.R. Pillai and U. Mukherji in an attempt to overcome some of the shortcomings of the DQDB MAC protocol. They analyzed the performance of the system for Bernoulli arrivals and for large propagation delays between the nodes. We extend the performance analysis of the modified MAC protocol for a DQDB type of Network. The parameter of interest to us is the bus access delay. This has two components, viz., the request bus access delay and the data bu6 access delay. We use the model at the request point at node and present methods to evaluate the delay experienced in such a model. The model is an n-priority ./D/l queue with D vacations (non-preemptive priority) where n is the number of nodes sending requests on the request bus for transmission on the data bus. The methods presented help to evaluate the request bus access delay when the arrivals at each node are Markovian Arrival Processes (MAPs). The algorithms for evaluating the mean request bus access delay are based on matrix geometric techniques. Thus, one can use the algorithms developed in the literature to solve for the finite buffers case too. This model, for the request bus access delay, holds irrespective of the propagation delay between the nodes. We also evaluate the inter-departure time of class 1 customers and virtual customers in a 2-priority M/G/l system with G vacations (non-preemptive priority). In the case of Poisson arrivals at all the nodes, we would have a 2-priority M/D/l system with D vacations (non-preemptive priority). We thus evaluate the inter-arrival time of the free slots on the data bus as seen by Node 2. Note that this is independent of the number of active nodes in the network We then develop methods to evaluate the mean data bus access delay experienced by the customers at Node 2 in a three-node network with 2 nodes communicating with the third when the propagation delay between the nodes is large. We consider the case of finite Local Queue buffers at the two nodes. Using this assumption we arrive at process of arrivals to the Combined Queue and the process of free slots on the data bus to be Markov Modulated Bernoulli processes. The model at the combined queue at Node 2 then has a Quasi Birth-Death evolution. Thus, this system is solved by using the Ramaswami-Latouche algorithm. The stationary probabilities are then used to evaluate the mean data bus access delay experienced at Node 2. The finite buffer case of this system can be solved by G.Wi Stewart's algorithm. The method in modelling the system and the results are presented in detail for Poisson arrivals. The extension of this to more complex processes is also explained. We encounter in the analysis an explosion of the state-space of the system. We try to counter this by considering approximations to the process of free slots on the data bus. The approximations considered are on the basis of what are known as Idealized Aggregates. The performance of the approximation is also detailed. It works very well under low and moderate load but underestimates the mean delay under heavy load. Thereafter, we discuss the performance of the system with reference to the mean of the access delay and the standard deviation of the access delay under varying traffic at the two nodes. For this part we use simulation results to discuss the performance. The comparison between the performance measures at both the nodes is also done. Then we develop methods/techniques to understand the performance of the system when we have finite propagation delays between the nodes. We concentrate on the 3-node problem and calculate performance bounds based on linear programs. This is illustrated in detail for Bernoulli arrivals for the case of 1 slot propagation delay between the nodes as well as for the case of 2 slots propagation delay. The performance of the bounds obtained is also detailed. The presence of an idling system at the combined queue of Node 2 makes the bounds somewhat loose. Finally, we discuss the performance of the system with reference to the mean access delay and the standard deviation of the access delay under varying load on the system. Again, we rely on simulation studies. Finally, we study the performance of the system as a multiplexer. For this, we re­strict the traffic to Markov Modulated Processes (or those which would satisfy the Gartner-Ellis Theorem requirements). The traffic is characterized by what are known as Envelope Processes - Lower and Upper. The class of processes which satisfy the conditions of the Gartner-Ellis theorem come under the category where both the Envelope Processes exist and the Minimum Envelope Rate and the Maximum Lower Envelope Rate are the same. We use the system evolution equations at the combined queue at any node to develop re­lations between the various input and output processes. First, this is done for a. system of this kind, in isolation. Then, we consider this system as a part of the modified protocol and present relations, among the various input and output processes, which are specific to the modified protocol. The possible use of all of the above to do Admission Control at the entry point to the Asynchronous Transfer Mode (ATM) network is also presented.

This master's thesis deals with queueing theory and its application in designing node models in packet-switched network. There are described general principles of designing queueing theory models and its mathematical background. Further simulator of packet delay in network was created. This application implements two described models - M/M/1 and M/G/1. Application can be used for simulating network nodes and obtaining basic network characteristics like packet delay or packet loss. Next, lab exercise was created, in that exercise students familiarize themselves with basic concepts of queueing theory and examine both analytical and simulation approach to solving queueing systems.