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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…

Performance · Computer Science 2021-12-03 Andrea Marin , Isi Mitrani

Tandem queueing systems are widely-used stochastic models that arise from many real-life service operations systems. Motivated by the desire to understand the trade-off between the performance and complexity of policies for…

Optimization and Control · Mathematics 2018-04-25 Tonghoon Suk , Xinchang Wang

In this thesis, we study the optimal tradeoff of average delay, average service cost, and average utility for single server queueing models, with and without admission control. The continuous time and discrete time queueing models that we…

Performance · Computer Science 2015-03-24 Vineeth Bala Sukumaran

Queues that feature multiple entities arriving simultaneously are among the oldest models in queueing theory, and are often referred to as "batch" (or, in some cases, "bulk") arrival queueing systems. In this work we study the affect of…

Probability · Mathematics 2019-02-05 Andrew Daw , Jamol Pender

In this paper we study a non-stationary Markovian queueing model of a two-processor heterogeneous system with time-varying arrival and service rates. We obtain the bounds on the rate of convergence and find the main limiting characteristics…

Probability · Mathematics 2018-06-28 A. Zeifman , Y. Satin , K. Kiseleva , T. Panfilova , V. Korolev

We study the problem of strategic choice of arrival time to a single-server queue with opening and closing times when there is uncertainty regarding service speed. A Poisson population of customers choose their arrival time with the goal of…

Probability · Mathematics 2021-01-01 Liron Ravner , Yutaka Sakuma

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…

Systems and Control · Electrical Eng. & Systems 2026-02-17 Shuangning Li , Ramesh Johari , Xu Kuang , Stefan Wager

This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…

Probability · Mathematics 2007-12-28 Guodong Pang , Rishi Talreja , Ward Whitt

This paper studies the diffusion limit for a network of infinite-server queues operating under Markov modulation (meaning that the system's parameters depend on an autonomously evolving background process). In previous papers on (primarily…

Probability · Mathematics 2017-12-13 H. M. Jansen , M. Mandjes , K. De Turck , S. Wittevrongel

We study a multi-server queueing system with a periodic arrival rate and customers whose joining decision is based on their patience and a delay proxy. Specifically, each customer has a patience level sampled from a common distribution.…

Probability · Mathematics 2024-03-25 Shreehari Anand Bodas , Michel Mandjes , Liron Ravner

We study a version of the stochastic control problem of minimizing the sum of running and controlling costs, where control opportunities are restricted to independent Poisson arrival times. Under a general setting driven by a general L\'evy…

Optimization and Control · Mathematics 2024-11-19 Kei Noba , Kazutoshi Yamazaki

As the automotive industry is developing autonomous driving systems and vehicular networks, attention to truck platooning has increased as a way to reduce costs (fuel consumption) and improve efficiency in the highway. Recent research in…

Systems and Control · Electrical Eng. & Systems 2022-11-15 Thiago S. Gomides , Evangelos Kranakis , Ioannis Lambadaris , Yannis Viniotis

In this article, we consider a continuous review (s, S) inventory system with failures of demand fulfillment (service) modeled as a Markov-modulated retrial queueing system. The inventory system features a single product that experiences…

Probability · Mathematics 2023-07-18 James Cordeiro , Ying-Ju Chen , Andres Larrain-Hubach , Mark Abramson

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…

Performance · Computer Science 2013-09-09 Veeraruna Kavitha , Richard Combes

In this article, we investigate a dynamic control problem of a production-inventory system. Here, demands arrive at the production unit according to a Poisson process and are processed in an FCFS manner. The processing time of the…

Optimization and Control · Mathematics 2024-08-06 Subrata Golui , Chandan Pal , Manikandan R. , Abhay Sobhanan

We study the quickest detection problem of a sudden change in the arrival rate of a Poisson process from a known value to an unknown and unobservable value at an unknown and unobservable disorder time. Our objective is to design an alarm…

Probability · Mathematics 2007-08-03 Erhan Bayraktar , Savas Dayanik , Ioannis Karatzas

In this paper we present an information theoretic approach to stochastic optimal control problems for systems with compound Poisson noise. We generalize previous work on information theoretic path integral control to discontinuous dynamics…

Optimization and Control · Mathematics 2019-07-03 Ziyi Wang , Grady Williams , Evangelos A. Theodorou

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…

Probability · Mathematics 2023-11-14 Xinyun Chen , Guiyu Hong

We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job…

Optimization and Control · Mathematics 2007-05-23 Heng-Qing Ye , David D. Yao

Motivated by the increasing importance of providing delay-guaranteed services in general computing and communication systems, and the recent wide adoption of learning and prediction in network control, in this work, we consider a general…

Networking and Internet Architecture · Computer Science 2018-01-08 Kun Chen , Longbo Huang