Stochastic Network Optimization Theory

This course will give an in-depth introduction to the recently developed Lyapunov optimization theory for stochastic networks. It aims at introducing to the students various concepts of queue stability, general models for stochastic queueing networks, the minimum-drift algorithm design principle, and the Lyapunov drift analysis technique. It will also present applications of the theory to both networking and operations research problems, and encourage the students to apply the theory to their own problems of interest.