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We consider learning outcomes in games with carryover effects between rounds: when outcomes in the present round affect the game in the future. An important example of such systems is routers in networking, as they use simple learning…

Computer Science and Game Theory · Computer Science 2025-07-22 Ariana Abel , Yoav Kolumbus , Jeronimo Martin Duque , Cristian Palma Foster , Eva Tardos

The Erlang loss formula, also known as the Erlang B formula, has been known for over a century and has been used in a wide range of applications, from telephony to hospital intensive care unit management. It provides the blocking…

Probability · Mathematics 2023-11-14 Hang Yang , Jing Fu , Jingjin Wu , Moshe Zukerman

We develop randomized modifications of Markov chains and apply these modifications to the routing chains of customers in Jacksonian stochastic networks. The aim of our investigations is to find new rerouting schemes for non standard Jackson…

Probability · Mathematics 2014-08-01 Ruslan Krenzler , Hans Daduna , Sonja Otten

A parallel server system with $n$ identical servers is considered. The service time distribution has a finite mean $1/\mu$, but otherwise is arbitrary. Arriving customers are be routed to one of the servers immediately upon arrival.…

Probability · Mathematics 2017-02-15 Sergey Foss , Alexander Stolyar

We introduce a novel single-server queue with general retrial times and event-dependent arrivals. This is a versatile model for the study of service systems, in which the server needs a non-negligible time to retrieve waiting customers upon…

Probability · Mathematics 2022-03-08 Ioannis Dimitriou

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

Motivated by demand prediction for the custodial prison population in England and Wales, this paper describes an approach to the study of service systems using infinite server queues, where the system has non-empty initial state and the…

Applications · Statistics 2023-02-23 Nikki Sonenberg , Victoria Volodina , Peter G. Challenor , Jim Q. Smith

A single server retrial queueing system with two-classes of orbiting customers, and general class dependent service times is considered. If an arriving customer finds the server unavailable, it enters a virtual queue, called the orbit,…

Probability · Mathematics 2018-02-22 Ioannis Dimitriou

We consider the queuing networks, which are made from servers, exchanging their positions. The customers, using the network, try to reach their destinations, which is complicated by the movements of the servers, taking their customers with…

Probability · Mathematics 2013-11-18 François Baccelli , Alexandre Rybko , Senya Shlosman

We consider a two-node tandem queueing network in which the upstream queue is M/G/1 and each job reuses its upstream service requirement when moving to the downstream queue. Both servers employ the first-in-first-out policy. We investigate…

Probability · Mathematics 2017-02-08 H. Christian Gromoll , Bryce Terwilliger , Bert Zwart

We consider an infinite server queue where the arrival and the service rates are both modulated by a stochastic environment governed by an $S$-valued stochastic process $X$ that is ergodic with a limiting measure $\pi\in \mathcal{P}(S)$.…

Probability · Mathematics 2024-10-30 Abhishek Pal Majumder

We investigate, under general stationary ergodic assumptions, the stability of systems of $S$ parallel queues in which any incoming customer joins the queue of the server having the $p+1$-th shortest workload ($p < S$), or a free server if…

Probability · Mathematics 2015-12-16 Pascal Moyal

In this paper, we study the stability of queues with impatient customers. Under general stationary ergodic assumptions, we first provide some conditions for such a queue to be regenerative (i.e. to empty a.s. an infinite number of times).…

Probability · Mathematics 2010-09-08 Pascal Moyal

We study a model of a polling system, that is, a collection of $d$ queues with a single server that switches from queue to queue. The service time distribution and arrival rates change randomly every time a queue is emptied. This model is…

Probability · Mathematics 2007-11-06 Iain MacPhee , Mikhail Menshikov , Dimitri Petritis , Serguei Popov

In stochastic models for queues and their networks, random events evolve in time. A process for their backward evolution is referred to as a time reversed process. It is often greatly helpful to view a stochastic model from two different…

Probability · Mathematics 2013-04-30 Masakiyo Miyazawa

We consider an $M/M/1$ queueing system with impatient customers with multiple and single vacations. It is assumed that customers are impatient whenever the state of the server. We derive the probability generating functions of the number of…

Probability · Mathematics 2016-04-12 Assia Boumahdaf

We prove the existence of limiting distributions for a large class of Markov chains on a general state space in a random environment. We assume suitable versions of the standard drift and minorization conditions. In particular, the system…

Probability · Mathematics 2020-12-04 Attila Lovas , Miklós Rásonyi

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 paper considers a BMAP/M/$\infty$ queue with a batch Markovian arrival process (BMAP) and an exponential service time distribution. We first prove that the BMAP/M/$\infty$ queue is stable if and only if the expectation of the logarithm…

Probability · Mathematics 2016-12-21 Moeko Yajima , Tuan Phung-Duc , Hiroyuki Masuyama

We establish heavy-traffic stochastic-process limits for waiting times in many-server queues with customer abandonment. If the system is asymptotically critically loaded, as in the quality-and-efficiency-driven (QED) regime, then a bounding…

Probability · Mathematics 2009-12-10 Rishi Talreja , Ward Whitt