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SEMINAR SERIES: Dr. Guodong Pang | Penn State University

October 19, 2018 @ 11:00 am - 12:00 pm

FREE
SEMINAR SERIES | Guodong Pang

Ergodic Control of Large-Scale Parallel Server Networks

Please welcome Dr. Guodong Pang to the ISE Department. Dr. Pang serves as an associate professor at Penn State University and will discuss how he is working to improve the performance and reduce the costs associated with large-scale parallel server networks.

As always refreshments are available in 428 Daniels Hall 30 minutes before the seminar begins.

Abstract

Parallel server networks are used to study many service systems (customer contact centers and hospital patient
flows) and date networks. We focus on the optimal scheduling and routing problems for large-scale Markovian
multiclass multi-pool networks under the long-run average (ergodic) cost criteria. The optimal solution of each
scheduling problem is approximated by that of the ergodic diffusion control in the limit via the HJB equations.
We introduce a broad class of ergodic diffusion control problems for diffusions, which includes the limiting
diffusions for a large class of parallel server networks. We prove the asymptotic convergence of the values for
the multiclass queueing control problems to the value of the associated ergodic diffusion control problem. The
mathematical challenge lies in the ergodicity properties of the limiting controlled diffusion and the diffusion scaled state process of the stochastic networks. We have identified exponentially ergodic policies for the
diffusion-scaled state processes and the limiting diffusions, which include static priority policies and a family
of state-dependent balanced saturation policies. The proof of asymptotic convergence relies on a spatial
truncation technique and construction of concatenated scheduling policies by using the optimal solution to the
diffusion control problem and the exponentially stable policies. We also discuss constrained control problems,
including fairness in idleness, for which we introduce a class of bounded-queue bounded-state (BQBS) stable
networks.

Bio

Dr. Guodong Pang is currently an associate professor in the Harold and Inge Marcus Department
of Industrial and Manufacturing Engineering at Pennsylvania State University and also an associate professor
by courtesy appointment in the Department of Mathematics. Dr. Pang received his Ph.D. in Operations
Research at Columbia University in 2010. He joined Penn State in 2010, and held the Marcus Early Career
Professorship. He received the Outstanding Faculty Award (in recognition of teaching) by the Penn State
Chapter of the Institute of Industrial and Systems Engineers in 2016. His research interests are in applied
probability, stochastic networks, queueing systems, with applications in service systems (customer contact
centers, healthcare), energy, data centers, cloud computing and telecommunications. He has received funding
from various programs of the U.S. National Science Foundation and the Army Research Office. His work has
been published in journals such as: Annals of Applied Probability, Stochastic Processes and their Applications,
Mathematics of Operations Research, Advances in Applied Probability, Queueing Systems, Management
Science, Manufacturing & Service Operations Management. He currently serves on the editorial board of
Queueing Systems and was a guest editor for a special issue. He is very active in professional societies related
to stochastic systems, and is currently a council member of the INFORMS Applied Probability Society.

Details

Date:
October 19, 2018
Time:
11:00 am - 12:00 pm
Cost:
FREE
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Organizer

ISE Department
Phone
919-515-2362
Email
ise@ncsu.edu
View Organizer Website