Related papers: Product-form solutions for integrated services pac…
Till today we dreamt of imperceptible delay in a network. The computer science research grows today faster than ever offering more and more services (computational representational, graphical, intelligent implication etc) to its user. But…
We consider a scenario where multiple event-based systems use a wireless network to communicate with their respective controllers. These systems use a contention resolution mechanism (CRM) to arbitrate access to the network. We present a…
We propose a new exact solution algorithm for closed multiclass product-form queueing networks that is several orders of magnitude faster and less memory consuming than established methods for multiclass models, such as the Mean Value…
"Quantum trajectories" are solutions of stochastic differential equations also called Belavkin or Stochastic Schr\"odinger Equations. They describe random phenomena in quantum measurement theory. Two types of such equations are usually…
In this work, we study the effects of finite buffers on the throughput and delay of line networks with erasure links. We identify the calculation of performance parameters such as throughput and delay to be equivalent to determining the…
We develop a novel deep learning approach for pricing European options in diffusion models, that can efficiently handle high-dimensional problems resulting from Markovian approximations of rough volatility models. The option pricing partial…
Energy system optimization models are increasing in scope and resolution, yielding large and challenging linear programs. For a long time, the standard way to address such problems has relied on shared-memory interior-point methods (IPM),…
Diffusion processes have been widely used for approximations in the queueing theory. There are different types of diffusion approximations. Among them, we are interested in those obtained through limits of a sequence of models which…
To understand the long-run behavior of Markov population models, the computation of the stationary distribution is often a crucial part. We propose a truncation-based approximation that employs a state-space lumping scheme, aggregating…
Markov-modulated fluid queues are popular stochastic processes frequently used for modelling real-life applications. An important performance measure to evaluate in these applications is their steady-state behaviour, which is determined by…
Network models are used as efficient representation of materials with complex, interconnected locally one-dimensional structures. They typically accurately capture the mechanical properties of a material, while substantially reducing…
Cloud computing is emerging as an important platform for business, personal and mobile computing applications. In this paper, we study a stochastic model of cloud computing, where jobs arrive according to a stochastic process and request…
This work focuses on a class of semi-linear functional stochastic partial differential equations with Markovian switching, in which the switching component may have finite or countably infinite states. The well-posedness of the underlying…
Unexpected loads in Cloud data centers may trigger overloaded situation and performance degradation. To guarantee system performance, cloud computing environment is required to have the ability to handle overloads. The existing approaches,…
Supermarket models are a class of parallel queueing networks with an adaptive control scheme that play a key role in the study of resource management of, such as, computer networks, manufacturing systems and transportation networks. When…
We present an approach that can be useful when the network or system performance is described by a model that is not Markovian. Although most performance models are based on Markov chains or Markov processes, in some cases the Markov…
Exact explicit results are derived for the distribution of the partial busy period of the M/M/c multi-server queue for a general number of servers. A rudimentary spectral method leads to a representation that is amenable to efficient…
We compute the stationary performance metrics of a single server $M^X/G/1$ queue under a class of generalized processor-sharing scheduling policies that are proposed by Grishechkin. This class of processor-sharing policies allow service…
There is a growing interest in development of in-network dispersed computing paradigms that leverage the computing capabilities of heterogeneous resources dispersed across the network for processing massive amount of data is collected at…
We study the accurate and efficient computation of the expected number of times each state is visited in discrete- and continuous-time Markov chains. To obtain sound accuracy guarantees efficiently, we lift interval iteration and…