第325回部会 (3月7日) の開催案内
第325回 「待ち行列研究部会」
日時:2026年3月7日 14:00~17:00
場所:ハイブリッド (東海大学品川キャンパス 1号館2階 1-2会議室 + オンライン)
※詳細な経路については,本部会のトップページもご覧ください.
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■ 講師とテーマ
1. Liron Ravner(University of Haifa)
タイトル:Stochastic Approximation Algorithms for Queueing Systems with Strategic Customers
概要:
Performance analysis and control of non-Markovian queueing systems often require simulation, as closed-form solutions are rarely available. This challenge becomes even more complex when customers behave strategically by adjusting their decisions (e.g., whether to
join) based on expected delay, thus creating a feedback loop between customer strategies and system performance. In this talk, we present adaptive stochastic approximation algorithms that can be applied to a general class of models. We demonstrate their efficiency in two canonical regulation problems: (1) Decentralized Nash equilibrium and
(2) Monopolistic revenue maximization. Our approach leverages the regenerative structure of the queueing system, enabling asymptotic performance guarantees under mild regularity assumptions.
