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In this paper, we consider the classic stochastic (dynamic) knapsack problem, a fundamental mathematical model in revenue management, with general time-varying random demand. Our main goal is to study the optimal policies, which can be…

Optimization and Control · Mathematics 2018-07-19 Yingdong Lu

In this paper we establish a necessary and sufficient stability condition for a stochastic ring network. Such networks naturally appear in a variety of applications within communication, computer, and road traffic systems. They typically…

Probability · Mathematics 2023-09-04 Jaap Storm , Wouter Kager , Michel Mandjes , Sem Borst

This paper presents a comprehensive review of stochastic processes, with a particular focus on Markov chains and jump processes. The main results related to queuing systems are analyzed. Additionally, conditions that ensure the stability,…

Probability · Mathematics 2025-07-30 Carlos E. Martínez-Rodríguez

Statistical node clustering in discrete time dynamic networks is an emerging field that raises many challenges. Here, we explore statistical properties and frequentist inference in a model that combines a stochastic block model (SBM) for…

Methodology · Statistics 2016-06-23 Catherine Matias , Vincent Miele

The practicality of the stochastic network calculus (SNC) is often questioned on grounds of potential looseness of its performance bounds. In this paper it is uncovered that for bursty arrival processes (specifically Markov-Modulated On-Off…

Performance · Computer Science 2013-07-23 Florin Ciucu , Felix Poloczek , Jens Schmitt

Increasing availability and quality of actual, as opposed to scheduled, open transport data offers new possibilities for capturing the spatiotemporal dynamics of the railway and other networks of social infrastructure. One way to describe…

Social and Information Networks · Computer Science 2020-12-11 Georg Anagnostopoulos , Vahid Moosavi

Graphical models are widely used in diverse application domains to model the conditional dependencies amongst a collection of random variables. In this paper, we consider settings where the graph structure is covariate-dependent, and…

Machine Learning · Statistics 2025-04-24 Jiahe Lin , Yikai Zhang , George Michailidis

Randomized load balancing networks arise in a variety of applications, and allow for efficient sharing of resources, while being relatively easy to implement. We consider a network of parallel queues in which incoming jobs with independent…

Probability · Mathematics 2017-10-13 Reza Aghajani , Kavita Ramanan

Traffic prediction has been an active research topic in the domain of spatial-temporal data mining. Accurate real-time traffic prediction is essential to improve the safety, stability, and versatility of smart city systems, i.e., traffic…

Machine Learning · Computer Science 2024-06-19 Xunlian Luo , Chunjiang Zhu , Detian Zhang , Qing Li

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

Applying the mathematical circulation theory of Markov chains, we investigate the synchronized stochastic dynamics of a discrete network model of yeast cell-cycle regulation where stochasticity has been kept rather than being averaged out.…

Molecular Networks · Quantitative Biology 2009-04-16 Hao Ge , Hong Qian , Min Qian

Automated vehicles require efficient and safe planning to maneuver in uncertain environments. Largely this uncertainty is caused by other traffic participants, e.g., surrounding vehicles. Future motion of surrounding vehicles is often…

Systems and Control · Electrical Eng. & Systems 2022-06-09 Tim Brüdigam , Michael Olbrich , Dirk Wollherr , Marion Leibold

Nowadays, the bulk of Internet traffic uses TCP protocol for reliable transmission. But the standard TCP's performance is very poor in High Speed Networks (HSN) and hence the core gigabytes links are usually underutilization. This problem…

Networking and Internet Architecture · Computer Science 2021-03-18 Shahram Jamali , Mir Mahmoud Talebi , Reza Fotohi

This work proposes to model the space environment as a stochastic dynamic network where each node is a group of objects of a given class, or species, and their relationship is represented by stochastic links. A set of stochastic dynamic…

Dynamical Systems · Mathematics 2025-05-23 Yirui Wang , Pietro De Marchi , Massimiliano Vasile

In traditional priority queues, we assume that every customer upon arrival has a fixed, class-dependent priority, and that a customer may not commence service if a customer with a higher priority is present in the queue. However, in…

In this article, we consider transport networks with uncertain demands. Network dynamics are given by linear hyperbolic partial differential equations and suitable coupling conditions, while demands are incorporated as solutions to…

Optimization and Control · Mathematics 2022-08-16 Simone Göttlich , Thomas Schillinger

In this paper the chaotic properties of the TCP congestion avoidance mechanism are investigated. The analysis focuses on the origin of the complex behavior appearing in deterministic TCP/IP networks. From the traffic modeling point of view…

Disordered Systems and Neural Networks · Physics 2007-05-23 A. Fekete , M. Marodi , G. Vattay

Forecasting traffic flows is a central task in intelligent transportation system management. Graph structures have shown promise as a modeling framework, with recent advances in spatio-temporal modeling via graph convolution neural…

Machine Learning · Computer Science 2021-10-05 Yuanjie Lu , Parastoo Kamranfar , David Lattanzi , Amarda Shehu

We investigate the stochastic transfer synchronization problem, which seeks to synchronize the timetables of different routes in a transit network to reduce transfer waiting times, delay times, and unnecessary in-vehicle times. We present a…

Optimization and Control · Mathematics 2024-03-06 Zahra Ansarilari , Merve Bodur , Amer Shalaby

In this paper, with the aid of the mathematical tool of stochastic geometry, we introduce analytical and computational frameworks for the distribution of three different definitions of delay, i.e., the time that it takes for a user to…

Information Theory · Computer Science 2021-12-28 Fadil Habibi Danufane , Marco Di Renzo