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In this paper we models and studies a general vacation queueing model with impatient customers. We first propose a sufficient condition for the existence of the stationary workload process. We then give an integral equation for the…

Probability · Mathematics 2017-03-07 Assia Boumahdaf

In this paper, we study the Nash dynamics of strategic interplays of n buyers in a matching market setup by a seller, the market maker. Taking the standard market equilibrium approach, upon receiving submitted bid vectors from the buyers,…

Computer Science and Game Theory · Computer Science 2011-03-23 Ning Chen , Xiaotie Deng

This paper develops a new methodology for studying continuous-time Nash equilibrium in a financial market with asymmetrically informed agents. This approach allows us to lift the restriction of risk neutrality imposed on market makers by…

Probability · Mathematics 2016-09-05 Umut Çetin , Albina Danilova

In this paper we study the number of customers in infinite-server queues with a self-exciting (Hawkes) arrival process. Initially we assume that service requirements are exponentially distributed and that the Hawkes arrival process is of a…

Probability · Mathematics 2018-05-02 David Koops , Mayank Saxena , Onno Boxma , Michel Mandjes

Denied boarding in congested transit systems induces queuing delays and departure-time shifts that can reshape passenger flows. Correctly modeling these responses in transit assignment hinges on the enforcement of two priority rules:…

Computer Science and Game Theory · Computer Science 2026-01-13 Liyang Feng , Hanlin Sun , Yu Marco Nie , Jun Xie , Jiayang Li

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,…

Computer Science and Game Theory · Computer Science 2025-04-01 Yanwei Sun , Zhe Liu , Chiwei Yan

We introduce an atomic congestion game with two types of agents, cars and trucks, to model the traffic flow on a road over various time intervals of the day. Cars maximize their utility by finding a trade-off between the time they choose to…

Computer Science and Game Theory · Computer Science 2014-01-22 Farhad Farokhi , Karl H. Johansson

Inspired by the path coordination problem arising from robo-taxis, warehouse management, and mixed-vehicle routing problems, we model a group of heterogeneous players responding to stochastic demands as a congestion game under Markov…

Multiagent Systems · Computer Science 2022-07-06 Sarah H. Q. Li , Dan Calderone , Behcet Acikmese

In order for an e-commerce platform to maximize its revenue, it must recommend customers items they are most likely to purchase. However, the company often has business constraints on these items, such as the number of each item in stock.…

Optimization and Control · Mathematics 2019-11-19 Andrea Boskovic , Qinyi Chen , Dominik Kufel , Zijie Zhou

We study optimal service pricing in server farms where customers arrive according to a renewal process and have independent and identical ($i.i.d.$) exponential service times and $i.i.d.$ valuations of the service. The service provider…

Optimization and Control · Mathematics 2026-01-01 Ashok Krishnan K. S , Chandramani Singh , Siva Theja Maguluri , Parimal Parag

When a centrally operated ride-hailing company considers to enter a market already served by another company, it has to make a strategic decision about how to distribute its fleet among different regions in the area. This decision will be…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Marko Maljkovic , Gustav Nilsson , Nikolas Geroliminis

We consider Markovian multiserver retrial queues where a blocked customer has two opportunities for abandonment: at the moment of blocking or at the departure epoch from the orbit. In this queueing system, the number of customers in the…

Probability · Mathematics 2014-06-17 Tuan Phung-Duc

We consider a Markovian single server queue with impatient customers. There is a customer abandonment cost and a holding cost for customers in the system. We consider two versions of the problem. In the first version, customers pay a reward…

Optimization and Control · Mathematics 2025-11-12 Runhua Wu , Hayriye Ayhan

This paper investigates the efficiency loss in social cost caused by strategic bidding behavior of individual participants in a supply-demand balancing market, and proposes a mechanism to fully recover equilibrium social optimum via…

Optimization and Control · Mathematics 2021-06-22 Kaiying Lin , Beibei Wang , Pengcheng You

A transport system with passengers traveling between stations in periodically arriving cabins is considered. We propose and evaluate an access control algorithm that dynamically limits the number of passengers who are allowed to board the…

Systems and Control · Computer Science 2019-03-21 Pasquale Grippa , Evşen Yanmaz , Paul Ladinig , Christian Bettstetter

Queueing theory is used for modeling biological processes, traffic flows and many more real-life situations. Beyond that, queues describe systems out of equilibrium and can thus be considered as minimal models of non-equilibrium statistical…

Statistical Mechanics · Physics 2024-05-22 Martin Bruderer

We study a queueing system with Poisson arrivals on a bus line indexed by integers. The buses move at constant speed to the right and the time of service per customer getting on the bus is fixed. The customers arriving at station i wait for…

Probability · Mathematics 2017-09-04 Vincent Bansaye , Alain Camanes

We study a two-stage tandem service queue attended by two servers. Each job-server pair must complete both service phases together, with the server unable to begin a new job until the current one is fully processed after two stages.…

Optimization and Control · Mathematics 2026-01-21 Shuwen Lu , Jamol Pender , Mark E. Lewis

Motivated by demand prediction for the custodial prison population in England and Wales, this paper describes an approach to the study of service systems using infinite server queues, where the system has non-empty initial state and the…

Applications · Statistics 2023-02-23 Nikki Sonenberg , Victoria Volodina , Peter G. Challenor , Jim Q. Smith

When an item goes out of stock, sales transaction data no longer reflect the original customer demand, since some customers leave with no purchase while others substitute alternative products for the one that was out of stock. Here we…

Applications · Statistics 2016-01-15 Benjamin Letham , Lydia M. Letham , Cynthia Rudin
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