ACM SIGMETRICS 2018
Irvine, California, USA
June 18-22, 2018
ACM SIGMETRICS 2018
Irvine, California, USA
June 18-22, 2018
Institute for Data and Decision Analytics
The Chinese University of Hong Kong, Shenzhen
School of Operations Research and Information Engineering
Cornell University
Steady-state Approximations
Tuesday, June 19th, 2018, 9:00-10:00
Abstract
Diffusion models and mean-field models have been used to
approximate many stochastic dynamical systems. A functional
strong law of large numbers or a functional central limit
theorem justifies such an approximation. Such a result,
however, does not justify the convergence of the equilibria of
pre-limit systems to the equilibrium of a limit system. In
this talk, I will touch on three recently developed methods
for justifying equilibrium convergence in the setting of
bandwidth sharing networks and multiclass queueing networks,
with a focus on moment generating function method and the
state-space-collapse. Based on joint works with Anton
Braverman, Chang Cao, Masakiyo Miyazawa, and Xiangyu Zhang.
Biography
Jim Dai holds a Presidential Chair at The Chinese University of Hong
Kong, Shenzhen, co-directing the Institute for Data and Decision
Analytics (iDDA). He is currently on leave from Cornell University,
where he is the Leon C. Welch Professor of Engineering in the School
of Operations Research and Information Engineering (ORIE). Prior
joining Cornell in 2012, he held the Chandler Family Chair of
Industrial and Systems Engineering at Georgia Institute of Technology,
where he was a faculty member from 1990 to 2012.
Dai studies applied probability models for efficient resource
allocations in processing networks that model service systems such
as customer contact centers, data centers, hospital patient flow
management, airline yield management, and ridesharing networks.
Dai received his BA and MA in mathematics from Nanjing University and
his PhD in mathematics from Stanford. He is an elected fellow of Institute of
Mathematical Statistics and an elected fellow of Institute for
Operations Research and the Management Sciences (INFORMS). He received
the Erlang Prize in 1998 from the Applied Probability Society (APS) of
INFORMS. He also received two Best Publication Awards from APS, one in
1997 and one in 2017. Dai has been the Editor-In-Chief of Mathematics
of Operations Research since 2013.