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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

The paper studies closed queueing networks containing a server station and $k$ client stations. The server station is an infinite server queueing system, and client stations are single-server queueing systems with autonomous service, i.e.…

Probability · Mathematics 2008-01-24 Vyacheslav M. Abramov

In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…

Probability · Mathematics 2020-06-02 Ioannis Dimitriou

Demand for studying queueing systems with multiple servers providing correlated services was created about 60 years ago, motivated by various applications. In recent years, the importance of such studies has been significantly increased,…

Probability · Mathematics 2026-04-16 Suman Thapa , Yiqiang Q. Zhao

Service system dynamics occur at the interplay between customer behaviour and a service provider's response. This kind of dynamics can effectively be modeled within the framework of queuing theory where customers' arrivals are described by…

In traditional priority queues, we assume that every customer upon arrival has a fixed, class-dependent priority, and that a customer may not commence service if a customer with a higher priority is present in the queue. However, in…

This paper deals with distributed optimization problems that use compressed communication to achieve efficient performance and mitigate communication bottleneck. We propose a family of compression schemes in which operators transform…

Optimization and Control · Mathematics 2026-01-13 Andrey Veprikov , Vladimir Solodkin , Mikhail Rudakov , Petr Babkin , Aleksandr Beznosikov

We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays $\xi_{i}$. The standard deviation $\sigma$ of the delay is finite, but its value is much larger than the deterministic unit service time.…

Probability · Mathematics 2017-01-02 Carlo Lancia , Gianluca Guadagni , Sokol Ndreca , Benedetto Scoppola

We derive and analyze new diffusion approximations of stationary distributions of Markov chains that are based on second- and higher-order terms in the expansion of the Markov chain generator. Our approximations achieve a higher degree of…

Probability · Mathematics 2022-07-12 Anton Braverman , J. G. Dai , Xiao Fang

We introduce a new approach to quantize the Euler scheme of an $\mathbb{R}^d$-valued diffusion process. This method is based on a Markovian and componentwise product quantization and allows us, from a numerical point of view, to speak of…

Probability · Mathematics 2017-03-27 Fiorin Lucio , Gilles Pagès , Abass Sagna

Widely used closed product-form networks have emerged recently as a primary model of stochastic growth of sub-cellular structures, e.g., cellular filaments. In the baseline model, homogeneous monomers attach and detach stochastically to…

Probability · Mathematics 2020-07-30 Predrag Jelenkovic , Jane Kondev , Lishibanya Mohapatra , Petar Momcilovic

We consider a tandem queue with coupled processors, which is subject to global breakdowns. When the network is in the operating mode and both queues are non empty, the total service capacity is shared among the stations according to fixed…

Probability · Mathematics 2019-03-08 Ioannis Dimitriou

We study from a theoretical viewpoint the fundamental problem of efficiently computing the stationary distribution of general classes of structured Markov processes. In strong contrast with previous work, we consider this fundamental…

Quantum Physics · Physics 2025-06-18 Vasileios Kalantzis , Mark S. Squillante , Shashanka Ubaru

Quantum computing is revolutionizing various fields, including operations research and queueing theory. This study presents a quantum method for simulating single-server Markovian (M/M/1) queues, making quantum computing more accessible to…

Quantum Physics · Physics 2024-10-14 Michal Koren , Or Peretz

Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…

Probability · Mathematics 2009-06-02 Lasse Leskelä

Integrating a product of linear forms over the unit simplex can be done in polynomial time if the number of variables n is fixed (V. Baldoni et al., 2011). In this note, we highlight that this problem is equivalent to obtaining the…

Performance · Computer Science 2026-03-16 Giuliano Casale

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…

Optimization and Control · Mathematics 2022-03-04 Melis Boran , Bahar Cavdar , Tugce Isik

Motivated by queues with many servers, we study Brownian steady-state approximations for continuous time Markov chains (CTMCs). Our approximations are based on diffusion models (rather than a diffusion limit) whose steady-state, we prove,…

Probability · Mathematics 2014-09-12 Itai Gurvich

Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump)…

Methodology · Statistics 2019-06-28 Iker Perez , Giuliano Casale

A classical problem for Markov chains is determining their stationary (or steady-state) distribution. This problem has an equally classical solution based on eigenvectors and linear equation systems. However, this approach does not scale to…

Systems and Control · Electrical Eng. & Systems 2023-01-20 Tobias Meggendorfer