Related papers: Recursive equations based models of queueing syste…
We present a broad literature survey of parameter and state estimation for queueing systems. Our approach is based on various inference activities, queueing models, observations schemes, and statistical methods. We categorize these into…
In this short note, we discuss the basic approach to computational modeling of dynamical systems. If a dynamical system contains multiple time scales, ranging from very fast to slow, computational solution of the dynamical system can be…
In stochastic models for queues and their networks, random events evolve in time. A process for their backward evolution is referred to as a time reversed process. It is often greatly helpful to view a stochastic model from two different…
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We propose a wide class of recursive estimation procedures for the general…
In this research a continuous model for resource allocations in a queuing system is considered and a local prediction on the system behavior is developed. As a result we obtain a set of possible cases, some of which lead to quite clear…
Different kinds of models are used to study various natural and technical phenomena. Usually, the researcher is limited to using a certain kind of model approach, not using others (or even not realizing the existence of other model…
Recently multiserver queues with setup times have been extensively studied because they have applications in power-saving data centers. The most challenging model is the M/M/$c$/Setup queue where a server is turned off when it is idle and…
We introduce a novel single-server queue with general retrial times and event-dependent arrivals. This is a versatile model for the study of service systems, in which the server needs a non-negligible time to retrieve waiting customers upon…
Large networks of queueing systems model important real-world systems such as MapReduce clusters, web-servers, hospitals, call centers and airport passenger terminals. To model such systems accurately, we must infer queueing parameters from…
Collision models describe the sequential interactions of a system with independent ancillas. Motivated by recent advances in neutral atom arrays, in this Letter we investigate a model where the ancillas are governed by a classical…
The problem at the heart of this tutorial consists in modeling the path choice behavior of network users. This problem has been extensively studied in transportation science, where it is known as the route choice problem. In this…
Time delay estimation plays a critical role in control, stabilization and state estimation of many practical system with time delay. In this paper, we propose a method to estimate delay for discrete time linear multiple-input…
In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…
A system manager makes dynamic pricing and dispatch control decisions in a queueing network model motivated by ride-hailing applications. A novel feature of the model is that it incorporates travel times. Unfortunately, this renders the…
This paper proposes an algorithm for computing regularized solutions to linear rational expectations models. The algorithm allows for regularization cross-sectionally as well as across frequencies. A variety of numerical examples illustrate…
Vacation queueing systems are widely used as an extension of the classical queueing theory. We consider both working vacations and regular vacations in this paper, and compare systems with vacations to the regular $M/M/1$ system via mean…
This is an annotated bibliography on estimation and inference results for queues and related stochastic models. The purpose of this document is to collect and categorise works in the field, allowing for researchers and practitioners to…
We study randomized experiments in a service system when stochastic congestion can arise from temporarily limited supply or excess demand. Such congestion gives rise to cross-unit interference between the waiting customers, and analytic…
This paper examines a discrete-time queuing system with applications to telecommunications traffic. The arrival process is a particular Markov modulated process which belongs to the class of discrete batched Markovian arrival processes. The…
In a facility with front room and back room operations, it is useful to switch workers between the rooms in order to cope with changing customer demand. Assuming stochastic customer arrival and service times, we seek a policy for switching…