Related papers: Stochastic bounds for two-layer loss systems

Evolutions of the trading landscape lead to the capability to exchange the same financial instrument on different venues. Because of liquidity issues, the trading firms split large orders across several trading destinations to optimize…

Edge computing has emerged as a key technology to reduce network traffic, improve user experience, and enable various Internet of Things applications. From the perspective of a service provider (SP), how to jointly optimize the service…

Packet losses in the network significantly impact network performance. Most TCP variants reduce the transmission rate when detecting packet losses, assuming network congestion, resulting in lower throughput and affecting bandwidth-intensive…

Service discovery requests' messages have a vital role in sharing and locating resources in many of service discovery protocols. Sending more messages than a link can handle may cause congestion and loss of messages which dramatically…

Multi-relational clustering is a challenging task due to the fact that diverse semantic information conveyed in multi-layer graphs is difficult to extract and fuse. Recent methods integrate topology structure and node attribute information…

We study how the choice of packet scheduling algorithms influences end-to-end performance on long network paths. Taking a network calculus approach, we consider both deterministic and statistical performance metrics. A key enabling…

Resiliency plays a critical role in designing future communication networks. How to make edge computing systems resilient against unpredictable failures and fluctuating demand is an important and challenging problem. To this end, this paper…

This work develops effective distributed strategies for the solution of constrained multi-agent stochastic optimization problems with coupled parameters across the agents. In this formulation, each agent is influenced by only a subset of…

A single server retrial queueing system with two-classes of orbiting customers, and general class dependent service times is considered. If an arriving customer finds the server unavailable, it enters a virtual queue, called the orbit,…

Motivated by applications such as urban traffic control and make-to-order systems, we study a fluid model of a single-server, on-off system that can accommodate multiple queues. The server visits each queue in order: when a queue is served,…

Fog computing offloads latency critical application services running on the Cloud in close proximity to end-user devices onto resources located at the edge of the network. The research in this paper is motivated towards characterising and…

This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…

Bilevel optimization has been applied to a wide variety of machine learning models, and numerous stochastic bilevel optimization algorithms have been developed in recent years. However, most existing algorithms restrict their focus on the…

In an earlier paper, a randomized load balancing model was studied in a heavy traffic asymptotic regime where the load balancing stream is thin compared to the total arrival stream. It was shown that the limit is given by a system of…

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

We consider a model inspired by compatibility constraints that arise between tasks and servers in data centers, cloud computing systems and content delivery networks. The constraints are represented by a bipartite graph or network that…

In this study, we consider two classes of multicriteria two-stage stochastic programs in finite probability spaces with multivariate risk constraints. The first-stage problem features a multivariate stochastic benchmarking constraint based…

We propose a two-layer stochastic game model to study reinsurance contracting and competition in a market with one insurer and two competing reinsurers. The insurer negotiates with both reinsurers simultaneously for proportional reinsurance…

A stochastic Model Predictive Control strategy for control systems with communication networks between the sensor node and the controller and between the controller and the actuator node is proposed. Data packets are subject to random…

We study a class of two-stage stochastic programs in which the second stage includes a set of components with uncertain capacity, and the expression for the distribution function of the uncertain capacity includes first-stage variables.…