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We introduce and analyze Markov Decision Process (MDP) machines to model individual devices which are expected to participate in future demand-response markets on distribution grids. We differentiate devices into the following four types:…
In parallel-server systems with a single stream of arrivals (a.k.a. load balancing), Join-the-Shortest-Queue (JSQ) is a popular routing algorithm. There is extensive literature studying this system in various asymptotic regimes, but all…
We consider a token bucket mechanism serving a heterogeneous flow with a focus on backlog, delay and packet loss properties. Previous models have considered the case for fixed size packets, i.e. "one token per packet" with and M/D/1 view on…
This paper considers a multiclass processor-sharing queue with feedback. Jobs arrive according to renewal processes, and service times follow general distributions. Upon service completion, jobs may either depart the system or re-enter as a…
We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…
The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…
An overview of the recursive equations based models and their applications in simulation based analysis and optimization of queueing systems is given. These models provide a variety of systems with a convenient and unified representation in…
We consider a load balancing system comprised of a fixed number of single server queues, operating under the well-known Join-the-Shortest Queue policy, and where jobs/customers are impatient and abandon if they do not receive service after…
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…
The paper studies a closed queueing network containing two types of node. The first type (server station) is an infinite server queueing system, and the second type (client station) is a single server queueing system with autonomous…
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…
In high performance computing, scheduling of tasks and allocation to machines is very critical especially when we are dealing with heterogeneous execution costs. Simulations can be performed with a large variety of environments and…
In a superscalar processor, instructions of various types flow through an execution pipeline, traversing hardware resources which are mostly shared among many different instruction types. A notable exception to shared pipeline resources is…
This report considers a fairly general model of constrained queuing networks that allows us to represent both MMBP (Markov Modulated Bernoulli Processes) arrivals and time-varying service constraints. We derive a set of sufficient…
We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate.…
Inspired from modern out-of-equilibrium statistical physics models, a matrix product based framework permits the formal definition of random vectors (and random time series) whose desired joint distributions are a priori prescribed. Its key…
Queueing-inventory systems are integrated systems consisting of two emerging fields in applied probability, namely "Queues" and "Inventory". In this paper, we present a comprehensive review of the theory and applications of…
Nonlinear Markov chains with finite state space have been introduced in Kolokoltsov (2010). The characteristic property of these processes is that the transition probabilities do not only depend on the state, but also on the distribution of…
In this paper, we consider continuous-time Markov chains with a finite state space under nonlinear expectations. We define so-called Q-operators as an extension of Q-matrices or rate matrices to a nonlinear setup, where the nonlinearity is…
Matrix Product States can be defined as the family of quantum states that can be sequentially generated in a one-dimensional system. We introduce a new family of states which extends this definition to two dimensions. Like in Matrix Product…