Related papers: Stochastic bounds for two-layer loss systems
It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…
Consider a first-come, first-served single server queue with an initial workload $x>0$ and customers who arrive according to an inhomogeneous Poisson process with rate function $\lambda:[0,\infty)\rightarrow[0,\lambda_h ]$ for some…
We study a general problem of allocating limited resources to heterogeneous customers over time under model uncertainty. Each type of customer can be serviced using different actions, each of which stochastically consumes some combination…
In this paper, we develop mixed integer linear programming models to compute near-optimal policy parameters for the non-stationary stochastic lot sizing problem under Bookbinder and Tan's static-dynamic uncertainty strategy. Our models…
Cache-aided content delivery is studied in a multi-server system with $P$ servers and $K$ users, each equipped with a local cache memory. In the delivery phase, each user connects randomly to any $\rho$ out of $P$ servers. Thanks to the…
To keep up with demand, servers will scale up to handle hundreds of thousands of clients simultaneously. Much of the focus of the community has been on scaling servers in terms of aggregate traffic intensity (packets transmitted per…
We consider multistage stochastic optimization problems involving multiple units. Each unit is a (small) control system. Static constraints couple units at each stage. We present a mix of spatial and temporal decompositions to tackle such…
A basic calculus is presented for stochastic service guarantee analysis in communication networks. Central to the calculus are two definitions, maximum-(virtual)-backlog-centric (m.b.c) stochastic arrival curve and stochastic service curve,…
Motivated by applications in online marketplaces such as ride-hailing, we study how strategic servers impact the system performance. We consider a discrete-time process in which, heterogeneous types of customers and servers arrive. Each…
This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…
We review several competing chaining methods to estimate the supremum, the diameter of the range or the modulus of continuity of a stochastic process in terms of tail bounds of their two-dimensional distributions. Then we show how they can…
Multilayer networks describe well many real interconnected communication and transportation systems, ranging from computer networks to multimodal mobility infrastructures. Here, we introduce a model in which the nodes have a limited…
A solution to the problem of ensuring quality of service, providing a greater number of services with higher efficiency taking into account network security is proposed. In this paper, experiments were conducted to analyze the effect of…
In the bounded delay buffer management problem unit size packets arrive online to be sent over a network link. The objective is to maximize the total weight of packets sent before their deadline. In this paper we are interested in the…
Stochastic comparisons of series and parallel systems are important in many areas of engineering, operations research and reliability analysis. These comparisons allow for the evaluation of the performance and reliability of systems under…
Recent studies on many-to-one matching markets have explored agents with flexible capacity and truthful preference reporting, focusing on mechanisms that jointly design capacities and select a matching. However, in real-world applications…
We consider an extension of the classical machine-repair model, where we assume that the machines, apart from receiving service from the repairman, also serve queues of products. The extended model can be viewed as a layered queueing…
We study many-server queues with abandonment in which customers have general service and patience time distributions. The dynamics of the system are modeled using measure- valued processes, to keep track of the residual service and patience…
Recently a majorization method for optimizing partition functions of log-linear models was proposed alongside a novel quadratic variational upper-bound. In the batch setting, it outperformed state-of-the-art first- and second-order…
Scheduling control problems for a family of unitary networks under heavy traffic with general interarrival and service times, probabilistic routing and an infinite horizon discounted linear holding cost are studied. Diffusion control…