Related papers: Recursive equations based models of queueing syste…
Reduced order modeling methods are often used as a mean to reduce simulation costs in industrial applications. Despite their computational advantages, reduced order models (ROMs) often fail to accurately reproduce complex dynamics…
It is well known that building analytical performance models in practice is difficult because it requires a considerable degree of proficiency in the underlying mathematics. In this paper, we propose a machine-learning approach to derive…
Functioning and interaction of distributed devices and concurrent algorithms are analyzed in the context of the theory of algorithms. Our main concern here is how and under what conditions algorithmic interactive devices can be more…
A typical polling system consists of a number of queues, attended by a single server in a fixed order. The vast majority of papers on polling systems focusses on Poisson arrivals, whereas very few results are available for general arrivals.…
Queueing systems with a single server in which customers wait to be served at a finite number of distinct locations (buffers/queues) are called discrete polling systems. Polling systems in which arrivals of users occur anywhere in a…
Motivated by growing applications in two-sided markets, we study a parallel matching queue with reneging. Demand and supply units arrive to the system and are matched in an FCFS manner according to a compatibility graph specified by an…
We study a system, where a random flow of customers is served by servers (called agents) invited on-demand. Each invited agent arrives into the system after a random time; after each service completion, an agent returns to the system or…
The models studied in the steady state involve two queues which are served either by a single server whose speed depends on the number of jobs present, or by several parallel servers whose number may be controlled dynamically. Job service…
The efficient management of large-scale queueing networks is critical for a variety of sectors, including healthcare, logistics, and customer service, where system performance has profound implications for operational effectiveness and cost…
We study a queueing network with a single shared server, that serves the queues in a cyclic order according to the gated service discipline. External customers arrive at the queues according to independent Poisson processes. After…
We consider a Markovian load balancing model on a fully-connected network, where calls have Poisson arrivals and exponential durations. The endpoints of each call are uniform over all the links of the network. Each call is routed either…
We consider an M/M/1 queueing model where customers can strategically decide to enter or leave the queue. We characterize the class of queueing regimes such that, for any parameters of the model, the socially efficient behavior is an…
Performance modeling is a key issue in queuing theory and operation research. It is well-known that the length of a queue that awaits service or the time spent by a job in a queue depends not only on the service rate, but also crucially on…
Motivated by the operational problems in click and collect systems, such as curbside pickup programs, we study a joint admission control and capacity allocation problem. We consider a system where arriving customers have preferred service…
Quantization techniques have been applied in many challenging finance applications, including pricing claims with path dependence and early exercise features, stochastic optimal control, filtering problems and efficient calibration of large…
Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…
In this paper, we study Markov-dependent reflected autoregressive processes, and other related models the analysis of which results in a vector-valued fixed-point functional equation of a certain type. In queueing terms, such processes…
We give a recursive construction of the stationary distribution of multi-type asymmetric simple exclusion processes on a finite ring or on the infinite line $Z$. The construction can be interpreted in terms of "multi-line diagrams" or…
The report is devoted to the concept of creating block-recursive matrix algorithms for computing on a supercomputer with distributed memory and dynamic decentralized control.
Recommender systems can be formulated as a matrix completion problem, predicting ratings from user and item parameter vectors. Optimizing these parameters by subsampling data becomes difficult as the number of users and items grows. We…