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**1 - 1**of**1**### Short Course on Optimization of Stochastic Systems

, 1998

"... Introduction Several systems in manufacturing, communication and transportation are faced with optimization problems that evolve over time and have stochastic components that affect significantly their behavior. One example of such a stochastic and dynamic system is the series of operations in semi ..."

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Introduction Several systems in manufacturing, communication and transportation are faced with optimization problems that evolve over time and have stochastic components that affect significantly their behavior. One example of such a stochastic and dynamic system is the series of operations in semiconductor manufacturing, in which machines need to be scheduled in order to optimize some performance measure (for example minimize cycle time of products or maximize the rate that products are produced). Given the intense competitive environment in this industry and the capital investments involved, it is important for firms to have an optimal use of their resources. In order to understand the problem of scheduling semiconductor operations, each machine is modeled as a queue in which various jobs wait to be processed. The jobs are categorized into classes depending on their routes, processing needs and costs. Such a system is described as a multiclass queueing network. The goal of a