Performance Models and Risk Management in Communications Systems

This volume covers recent developments in the design, operation, and management of telecommunication and computer network systems in performance engineering and addresses issues of uncertainty, robustness, and risk. Uncertainty regarding loading and syste

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Springer Optimization and Its Applications VOLUME 46 Managing Editor Panos M. Pardalos (University of Florida) Editor–Combinatorial Optimization Ding-Zhu Du (University of Texas at Dallas) Advisory Board J. Birge (University of Chicago) C.A. Floudas (Princeton University) F. Giannessi (University of Pisa) H.D. Sherali (Virginia Polytechnic and State University) T. Terlaky (McMaster University) Y. Ye (Stanford University)

Aims and Scope Optimization has been expanding in all directions at an astonishing rate during the last few decades. New algorithmic and theoretical techniques have been developed, the diffusion into other disciplines has proceeded at a rapid pace, and our knowledge of all aspects of the field has grown even more profound. At the same time, one of the most striking trends in optimization is the constantly increasing emphasis on the interdisciplinary nature of the field. Optimization has been a basic tool in all areas of applied mathematics, engineering, medicine, economics and other sciences. The series Springer Optimization and Its Applications publishes undergraduate and graduate textbooks, monographs and state-of-the-art expository works that focus on algorithms for solving optimization problems and also study applications involving such problems. Some of the topics covered include nonlinear optimization (convex and nonconvex), network flow problems, stochastic optimization, optimal control, discrete optimization, multiobjective programming, description of software packages, approximation techniques and heuristic approaches.

For other titles published in this series, go to http://www.springer.com/series/7393

PERFORMANCE MODELS AND RISK MANAGEMENT IN COMMUNICATIONS SYSTEMS

By

ˆ GÜLPINAR NALAN Warwick Business School Coventry, UK PETER HARRISON Imperial College London, UK BERÇ RÜSTEM Imperial College London, UK

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Editors Nalân Gülpınar Warwick Business School The University of Warwick Coventry, CV4 7AL, UK [email protected]

Peter Harrison Department of Computing Imperial College London London, SW7 2BZ, UK [email protected]

Berç Rüstem Department of Computing Imperial College London London, SW7 2BZ, UK [email protected]

ISSN 1931-6828 ISBN 978-1-4419-0533-8 e-ISBN 978-1-4419-0534-5 DOI 10.1007/978-1-4419-0534-5 Springer New York Dordrecht Heidelberg London Mathematics Subject Classification (2010): 90B15, 90B18, 90C15, 90C90, 91A40, 93E03 Library of Congress Control Number: 2010937634 c Springer Science+Business Media, LLC 2011  All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher (Springer Science+Business Media, LLC, 233 Spring Street, New York, NY 10013, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use in this publication of trade names, trademarks, service marks,