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We consider forecasting the latent rate profiles of a time series of inhomogeneous Poisson processes. The work is motivated by operations management of queueing systems, in particular, telephone call centers, where accurate forecasting of…
We consider a type of optimal switching problems with non-uniform execution delays and ramping. Such problems frequently occur in the operation of economical and engineering systems. We first provide a solution to the problem by applying a…
We consider a service system with an infinite number of exponential servers sharing a finite service capacity. The servers are ordered according to their speed, and arriving customers join the fastest idle server. A capacity allocation is…
The anticipated launch of fully autonomous vehicles presents an opportunity to develop and implement novel traffic management systems. Intersections are one of the bottlenecks for urban traffic, and thus offer tremendous potential for…
An optimal control problem with heterogeneous servers to minimize the average age of information (AoI) is considered. Each server maintains a separate queue, and each packet arriving to the system is randomly routed to one of the servers.…
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.…
The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…
Current navigation systems conflate time-to-drive with the true time-to-arrive by ignoring parking search duration and the final walking leg. Such underestimation can significantly affect user experience, mode choice, congestion, and…
This paper considers a GI/GI/1 processor sharing queue in which jobs have soft deadlines. At each point in time, the collection of residual service times and deadlines is modeled using a random counting measure on the right half-plane. The…
Queue length monitoring is a commonly arising problem in numerous applications such as queue management systems, scheduling, and traffic monitoring. Motivated by such applications, we formulate a queue monitoring problem, where there is a…
This paper considers the approximation of the continuous time filtering equation for the case of a multiple timescale (slow-intermediate, and fast scales) that may have correlation between the slow-intermediate process and the observation…
This paper provides a mathematical framework for estimation of the service time distribution and the expected service time of an infinite-server queueing system with a nonhomogeneous Poisson arrival process, in the case of partial…
We overview results on the topic of Poisson approximation that are missed in existing surveys. The topic of Poisson approximation to the distribution of a sum of integer-valued random variables is presented as well. We do not restrict…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
The long waiting time at airport security has become an emergent issue as demand for air travel continues to grow. Not only does queuing at security cause passengers to miss their flights, but also reduce the amount of time passengers spend…
A fluid queue is a stochastic process which moves linearly with a rate that is determined by the state of a continuous-time Markov chain (CTMC). In this paper we construct an approximation to a fluid queue using a quasi birth-and-death…
Recent development of peer-to-peer (P2P) services (e.g. streaming, file sharing, and storage) systems introduces a new type of queue systems that receive little attention before, where both job and server arrive and depart randomly. Current…
One problem of wide interest involves estimating expected crossing-times. Several tools have been developed to solve this problem beginning with the works of Wald and the theory of sequential analysis. An extension of his approach is…
In this paper, we analyze a shared access network with a fixed primary node and randomly distributed secondary nodes whose distribution follows a Poisson point process (PPP). The secondaries use a random access protocol allowing them to…
In this paper we consider the problem of estimating the parameters of a Poisson arrival process where the rate function is assumed to lie in the span of a known basis. Our goal is to estimate the basis expansions coefficients given a…