Stochastic networks are used as models for complex processing systems involving dynamic interactions subject to uncertainty. Applications arise in high-tech manufacturing, the service industry, telecommunications, computer systems and bioengineering. The control and analysis of such networks present challenging mathematical problems. In this talk, a concrete application will be used to illustrate a general approach to the study of stochastic processing networks based on deriving more tractable approximate models. Specifically, we will consider a model of Internet congestion control in which processing can involve the simultaneous use of several resources (or links), a phenomenon that is not well understood. Elegant fluid and diffusion approximations will be derived and used to study the performance of this model. A key insight from this analysis is a geometric representation of the consequences of using a "fair" policy for the sharing of resources. The talk will conclude with a summary of the current status and description of open problems associated with approximate models for general stochastic processing networks.


Prof Ruth Williams

Research Area

Statistics Seminar


University of California, San Diego


Fri, 20/07/2012 - 4:00pm to 5:00pm


OMB-145, Old Main Building, UNSW Kensington Campus