Related papers: Diffusion limits for shortest remaining processing…
In this paper, we analyse a single server polling model with two queues. Customers arrive at the two queues according to two independent Poisson processes. There is a single server that serves both queues with generally distributed service…
In previous papers we developed a deterministic fluid approximation for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call-center literature as the X model. The system uses the…
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…
Cross layer techniques applied to various protocols stacks provide fair information sharing between OSI model layers. The performance gains have been demonstrated for many studied systems within protocols interactions. The example is…
In Internet environment, traffic flow to a link is typically modeled by superposition of ON/OFF based sources. During each ON-period for a particular source, packets arrive according to a Poisson process and packet sizes (hence service…
We develop a robust queueing network analyzer algorithm to approximate the steady-state performance of a single-class open queueing network of single-server queues with Markovian routing. The algorithm allows non-renewal external arrival…
We propose a model uncertainty approach to heavy traffic asymptotics that allows for a high level of uncertainty. That is, the uncertainty classes of underlying distributions accommodate disturbances that are of order 1 at the usual…
The fundamental problem in the study of parallel-server systems is that of finding and analyzing `good' routing policies of arriving jobs to the servers. It is well known that, if full information regarding the workload process is available…
We consider a generalized processing system having several queues, where the available service rate combinations are fluctuating over time due to reliability and availability variations. The objective is to allocate the available resources,…
We consider a GI/GI/1 queue with the shortest remaining processing time discipline (SRPT) and light-tailed service times. Our interest is focused on the tail behavior of the sojourn-time distribution. We obtain a general expression for its…
This paper studies a single server queue in heavy traffic, with general inter-arrival and service time distributions, where arrival and service rates vary discontinuously as a function of the (diffusively scaled) queue length. It is proved…
In this paper, we analyze the quality of a large class of simple dynamic resource allocation (DRA) strategies which we name priority planning. Their aim is to control an undesired diffusion process by distributing resources to the…
Load balancing systems, comprising a central dispatcher and a scheduling policy at each server, are widely used in practice, and their response time has been extensively studied in the theoretical literature. While much is known about the…
We consider a queueing system consisting of two non-identical exponential servers, where each server has its own dedicated queue and serves the customers in that queue FCFS. Customers arrive according to a Poisson process and join the queue…
Multiserver jobs, which are jobs that occupy multiple servers simultaneously during service, are prevalent in today's computing clusters. But little is known about the delay performance of systems with multiserver jobs. We consider queueing…
In this paper we consider a single-server, cyclic polling system with switch-over times. A distinguishing feature of the model is that the rates of the Poisson arrival processes at the various queues depend on the server location. For this…
We present an analysis of large-scale load balancing systems, where the processing time distribution of tasks depends on both the task and server types. Our study focuses on the asymptotic regime, where the number of servers and task types…
In this paper, we study an $N$ server fork-join queue with nearly deterministic arrival and service times. Specifically, we present a fluid limit for the maximum queue length as $N\to\infty$. This fluid limit depends on the initial number…
The maximum possible throughput (or the rate of job completion) of a multi-server system is typically the sum of the service rates of individual servers. Recent work shows that launching multiple replicas of a job and canceling them as soon…
In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…