Related papers: Queues and risk models with simultaneous arrivals
Second order macroscopic traffic flow models are able to reproduce the so-called capacity drop effect, i.e., the phenomenon that the outflow of a congested region is substantially lower than the maximum achievable flow. Within this work, we…
In many important real-world queueing settings, arrival and service rates fluctuate over time. We consider the MAMS system, where the arrival and service rates each vary according to an arbitrary finite-state Markov chain, allowing…
In this paper continuity theorems are established for the number of losses during a busy period of the $M/M/1/n$ queue. We consider an $M/GI/1/n$ queueing system where the service time probability distribution, slightly different in a…
Load balancing algorithms play critical roles in systems where the workload has to be distributed across multiple resources, such as cores in multiprocessor system, computers in distributed computing, and network links. In this paper, we…
In this paper, we consider a L\'evy-driven fluid queueing system where the server may subject to breakdowns and repairs. In addition, the server will leave for a vacation each time when he finds an empty system. We cast the queueing process…
We study the scheduling polices for asymptotically optimal delay in queueing systems with switching overhead. Such systems consist of a single server that serves multiple queues, and some capacity is lost whenever the server switches to…
We investigate the long-run behavior of single-server queues with Hawkes arrivals and general service distributions and related optimization problems. In detail, utilizing novel coupling techniques, we establish finite moment bounds for the…
We introduce the {\Delta}(i)/GI/1 queue, a new queueing model. In this model, customers from a given population independently sample a time to arrive from some given distribution F. Thus, the arrival times are an ordered statistics, and the…
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…
Inspired by quantum switches, we consider a discrete-time multi-way matching system with two classes of arrivals: requests for entangled pair of qubits between two nodes, and qubits from each node that can be used to serve the requests. An…
Recent workload measurements in Google data centers provide an opportunity to challenge existing models and, more broadly, to enhance the understanding of dispatching policies in computing clusters. Through extensive data-driven…
We consider the coupling of a single server queue and a storage model defined as a Queue/Store model in Draief et al. 2004. We establish that if the input variables, arrivals at the queue and store, satisfy large deviations principles and…
We study the joint control of arrival and service rates in queueing systems with the objective of minimizing long-run expected cost minus revenue. Although the objective function is non-convex, first-order methods have been empirically…
This paper introduces a new optimization model that integrates the multi-port stowage planning problem with the container relocation problem. This problem is formulated as a binary mathematical programming model that must find the…
This paper examines a continuous-time routing system with general interarrival and service time distributions, operating under the join-the-shortest-queue and power-of-two-choices policies. Under a weaker set of assumptions than those…
We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…
The supermarket model refers to a system with a large number of queues, where new customers choose d queues at random and join the one with the fewest customers. This model demonstrates the power of even small amounts of choice, as compared…
Motivated by applications from gig economy and online marketplaces, we study a two-sided queueing system under joint pricing and matching controls. The queueing system is modeled by a bipartite graph, where the vertices represent customer…
We consider a point process $i+\xi_i$, where $i\in \bZ$ and the $\xi_{i}$'s are i.i.d. random variables with variance $\sigma^{2}$. This process, with a suitable rescaling of the distribution of $\xi_i$'s, converges to the Poisson process…
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…