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We consider the $M/M/1$ queue with processor sharing. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, in various asymptotic limits. These include large time and/or large service…

Classical Analysis and ODEs · Mathematics 2013-09-13 Qiang Zhen , Charles Knessl

We consider open multi-agent systems. Unlike the systems usually studied in the literature, here agents may join or leave while the process studied takes place. The system composition and size evolve thus with time. We focus here on systems…

Multiagent Systems · Computer Science 2017-09-18 Julien M. Hendrickx , Samuel Martin

In this paper we study the number of customers in infinite-server queues with a self-exciting (Hawkes) arrival process. Initially we assume that service requirements are exponentially distributed and that the Hawkes arrival process is of a…

Probability · Mathematics 2018-05-02 David Koops , Mayank Saxena , Onno Boxma , Michel Mandjes

Service platforms must determine rules for matching heterogeneous demand (customers) and supply (workers) that arrive randomly over time and may be lost if forced to wait too long for a match. Our objective is to maximize the cumulative…

Optimization and Control · Mathematics 2023-12-19 Angelos Aveklouris , Levi DeValve , Maximiliano Stock , Amy R. Ward

This paper studies the effect of an overdispersed arrival process on the performance of an infinite-server system. In our setup, a random environment is modeled by drawing an arrival rate $\Lambda$ from a given distribution every $\Delta$…

Probability · Mathematics 2016-02-02 Mariska Heemskerk , Johan van Leeuwaarden , Michel Mandjes

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…

Probability · Mathematics 2022-01-04 Céline Comte

The single server queue with multiple customer types and semi-Markovian service times, sometimes referred to as the $M/SM/1$ queue, has been well-studied since its introduction by Neuts in 1966. In this paper, we apply an extension of this…

Probability · Mathematics 2018-12-07 Abhishek , Marko Boon , Rudesindo Núñez-Queija

Delay or queue length information has the potential to influence the decision of a customer to use a service system. Thus, it is imperative for service system managers to understand how the information that they provide will affect the…

Optimization and Control · Mathematics 2016-10-07 Jamol Pender , Richard H. Rand , Elizabeth Wesson

In this paper we study the Poisson Hypothesis, which is a device to analyze approximately the behavior of large queueing networks. We prove it in some simple limiting cases. We show in particular that the corresponding dynamical system,…

Probability · Mathematics 2007-05-23 A. Rybko , S. Shlosman

We study many-server queues with abandonment in which customers have general service and patience time distributions. The dynamics of the system are modeled using measure- valued processes, to keep track of the residual service and patience…

Probability · Mathematics 2013-08-27 Jiheng Zhang

We develop a model for pricing, lead-time quotation and delay compensation in a Markovian make-to-order production or service system with strategic customers who exhibit risk aversion. Based on a concave utility function of their net…

Optimization and Control · Mathematics 2019-11-07 Myron Benioudakis , Apostolos Burnetas , George Ioannou

Queueing networks are typically modelled assuming that the arrival process is exogenous, and unaffected by admission control, scheduling policies, etc. In many situations, however, users choose the time of their arrival strategically,…

Computer Science and Game Theory · Computer Science 2011-12-15 Harsha Honnappa , Rahul Jain

When modeling the demand in revenue management systems, a natural approach is to focus on a canonical interval of time, such as a week, so that we forecast the demand over each week in the selling horizon. Ideally, we would like to use…

Optimization and Control · Mathematics 2024-09-09 Weiyuan Li , Paat Rusmevichientong , Huseyin Topaloglu

Consider a first-come, first-served single server queue with an initial workload $x>0$ and customers who arrive according to an inhomogeneous Poisson process with rate function $\lambda:[0,\infty)\rightarrow[0,\lambda_h ]$ for some…

Probability · Mathematics 2025-03-18 Shreehari Anand Bodas , Royi Jacobovic

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

We consider the single server queue with service in random order. For a large class of heavy-tailed service time distributions, we determine the asymptotic behavior of the waiting time distribution. For the special case of Poisson arrivals…

Probability · Mathematics 2017-11-29 Onno Boxma , Sergey Foss , Jean-Marc Lasgouttes , Rudesindo Núñez Queija

In this paper, we study a matching market model on a bipartite network where agents on each side arrive and depart stochastically by a Poisson process. For such a dynamic model, we design a mechanism that decides not only which agents to…

Data Structures and Algorithms · Computer Science 2021-10-22 Naonori Kakimura , Donghao Zhu

We study the problem of how to coordinate the actions of independent agents in a distributed system where message arrival times are unbounded, but are determined by an exponential probability distribution. Asynchronous protocols executed in…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-10 Ariel Livshits , Yoram Moses

We consider a dynamic Bayesian persuasion setting where a single long-lived sender persuades a stream of ``short-lived'' agents (receivers) by sharing information about a payoff-relevant state. The state transitions are Markovian and the…

Computer Science and Game Theory · Computer Science 2023-07-17 Krishnamurthy Iyer , Haifeng Xu , You Zu

We consider a queuing network that opens at a specified time, where customers are non-atomic and belong to different classes. Each class has its own route, and as is typical in the literature, the costs are a linear function of waiting and…

Performance · Computer Science 2025-12-09 Agniv Bandyopadhyay , Sandeep Juneja
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