主讲人：庞国栋（美国宾州州立大学工业与制造工程系副教授）

邀请人：杨建奎

时间：2018年12月19日（周三）10:30-11:30

地点：主楼1214会议室

报告摘要：

We study a Markoviansingle-server queue in interactive random environments, where the arrival andservice rates of the queue depend on the environment while the transitiondynamics of the random environment depends on the state of the queue. Weconsider two types of random environments, a pure Markov jump environment and areflected (jump) diffusion environment. In both cases, the generator of theMarkov process of the joint queue length and the environmental process isconstructed in such a way that the stationary distributions can be explicitlycharacterized, a ‘quasi’-product form, and thus, the queueing and theenvironmental effects on the joint dynamics are exhibited. We also derive theexplicit rate of convergence to stationarity via a nontrivial ‘coupling’argument.

报告人简介：

庞国栋，美国宾州州立大学工业与制造工程系副教授，同时也是该校数学系副教授。庞教授2010年美国哥伦比亚大学博士毕业，师从美国工程院Ward Whitt院士，是应用概率、随机控制、随机网络等研究领域冉冉升起的一颗学术明星。在Annals of Applied Probability,Advances in Applied Probability, Manangement Science, Math. OR, Manufacturing & Service OperationsManagement，StochasticProcesses and Their Applications等领域内的顶级期刊上发表文章三十余篇，现任Queueing Systems、ORLetters杂志副主编。