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We consider a discrete-time system comprising a first-come-first-served queue, a non-preemptive server, and a stationary non-work-conserving scheduler. New tasks enter the queue according to a Bernoulli process with a pre-specified arrival…

Applications · Statistics 2020-08-05 Michael Lin , Nuno C. Martins , Richard J. La

This paper studies an infinite buffer single server queueing model with exponentially distributed service times and negative arrivals. The ordinary (positive) customers arrive in batches of random size according to renewal arrival process,…

Probability · Mathematics 2023-01-13 U. C. Gupta , Nitin Kumar , F. P. Barbhuiya

In this article, we study the classical shortest queue problem under the influence of malicious attacks, which is relevant to a variety of engineering system including transportation, manufacturing, and communications. We consider a…

Systems and Control · Electrical Eng. & Systems 2019-10-02 Yu Tang , Yining Wen , Li Jin

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

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…

Probability · Mathematics 2017-11-28 Lam M. Nguyen , Alexander Stolyar

This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing system consists of several customer classes and many servers…

Probability · Mathematics 2007-05-23 Rami Atar

We consider a heterogeneous distributed service system, consisting of $n$ servers with unknown and possibly different processing rates. Jobs with unit mean and independent processing times arrive as a renewal process of rate $\lambda n$,…

Performance · Computer Science 2020-07-15 David Gamarnik , John N. Tsitsiklis , Martin Zubeldia

Arrival processes to service systems often display (i) larger than anticipated fluctuations, (ii) a time-varying rate, and (iii) temporal correlation. Motivated by this, we introduce a specific non-homogeneous Poisson process that…

Performance · Computer Science 2020-06-02 M. Heemskerk , M. Mandjes , B. Mathijsen

A service system with multiple types of customers, arriving according to Poisson processes, is considered. The system is heterogeneous in that the servers also can be of multiple types. Each customer has an independent exponentially…

Probability · Mathematics 2016-05-20 Alexander Stolyar

In this paper, we study optimal control problems for multiclass GI/M/n+M queues in an alternating renewal (up-down) random environment in the Halfin-Whitt regime. Assuming that the downtimes are asymptotically negligible and only the…

Optimization and Control · Mathematics 2019-08-20 Ari Arapostathis , Guodong Pang , Yi Zheng

We consider the problem of selfish agents in discrete-time queuing systems, where competitive queues try to get their packets served. In this model, a queue gets to send a packet each step to one of the servers, which will attempt to serve…

Computer Science and Game Theory · Computer Science 2020-11-23 Jason Gaitonde , Eva Tardos

We consider a queueing system composed of a dispatcher that routes deterministically jobs to a set of non-observable queues working in parallel. In this setting, the fundamental problem is which policy should the dispatcher implement to…

Performance · Computer Science 2025-02-23 Jonatha Anselmi , Bruno Gaujal , Tommaso Nesti

Many stochastic systems have arrival processes that exhibit clustering behavior. In these systems, arriving entities influence additional arrivals to occur through self-excitation of the arrival process. In this paper, we analyze an…

Probability · Mathematics 2018-05-10 Andrew Daw , Jamol Pender

A discrete-time decentralized routing problem in a service system consisting of two service stations and two controllers is investigated. Each controller is affiliated with one station. Each station has an infinite size buffer. Exogenous…

Systems and Control · Computer Science 2014-09-04 Yi Ouyang , Demosthenis Teneketzis

The paper proposes a new stochastic intervention control model conducted in various commodity and stock markets. The essence of the phenomenon of intervention is described in accordance with current economic theory. A review of papers on…

General Finance · Quantitative Finance 2018-11-28 Peter Shnurkov , Daniil Novikov

We study service scheduling problems in a slotted system in which agents arrive with service requests according to a Bernoulli process and have to leave within two slots after arrival, service costs are quadratic in service rates, and there…

Systems and Control · Electrical Eng. & Systems 2022-04-26 Ramya Burra , Chandramani Singh , Joy Kuri

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

Optimization and Control · Mathematics 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

Inventory and queueing systems are often designed by controlling weighted combination of some time-averaged performance metrics (like cumulative holding, shortage, server-utilization or congestion costs); but real-world constraints, like…

Optimization and Control · Mathematics 2025-07-01 Madhu Dhiman , Veeraruna Kavitha , Nandyala Hemachandra

Consider a population of customers each of which needs to decide independently when to arrive to a facility that provides a service during a fixed period of time, say a day. This is a common scenario in many service systems such as a bank,…

Computer Science and Game Theory · Computer Science 2021-07-27 Moshe Haviv , Liron Ravner

We consider many-server queueing systems with heterogeneous exponential servers and renewal arrivals. The service rate of each server is a random variable drawn from a given distribution. We develop a framework for analyzing the heavy…

Probability · Mathematics 2019-05-13 Burak Büke , Wenyi Qin
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