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We prove a many-server heavy-traffic fluid limit for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call-center literature as the X model. The system uses the…

Probability · Mathematics 2013-01-24 Ohad Perry , Ward Whitt

We consider a general $k$ dimensional discounted infinite server queues process (alternatively, an Incurred But Not Reported (IBNR) claim process) where the multivariate inputs (claims) are given by a $k$ dimensional finite state Markov…

Probability · Mathematics 2019-12-24 Landy Rabehasaina , Jae-Kyung Woo

We consider a join-the-shortest-queue model which is as follows. There are $K$ single FIFO servers and $M$ arrival processes. The customers from a given arrival process can be served only by servers from a certain subset of all servers. The…

Probability · Mathematics 2007-05-23 Anatolii A. Puhalskii , Alexander A. Vladimirov

Motivated by the growing interest in today's massive parallel computing capabilities we analyze a queueing network with many servers in parallel to which jobs arrive a according to a Poisson process. Each job, upon arrival, is split into…

Probability · Mathematics 2015-07-20 Mariana Olvera-Cravioto , Octavio Ruiz-Lacedelli

Strategic customer behavior is strongly influenced by the level of information that is provided to customers. Hence, to optimize the design of queueing systems, many studies consider various versions of the same service model and compare…

Optimization and Control · Mathematics 2019-06-14 Yiannis Dimitrakopoulos , Antonis Economou , Stefanos Leonardos

We study optimal service pricing in server farms where customers arrive according to a renewal process and have independent and identical ($i.i.d.$) exponential service times and $i.i.d.$ valuations of the service. The service provider…

Optimization and Control · Mathematics 2026-01-01 Ashok Krishnan K. S , Chandramani Singh , Siva Theja Maguluri , Parimal Parag

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…

We introduce the prioritising exclusion process, a stochastic scheduling mechanism for a priority queueing system in which high priority customers gain advantage by overtaking low priority customers. The model is analogous to a totally…

Statistical Mechanics · Physics 2014-07-23 Jan de Gier , Caley Finn

A single-server queuing model is considered with customers that have deadlines. If a customer's deadline elapses before service is offered, the customer abandons the system (customers do not abandon while being served). When the server…

Probability · Mathematics 2014-08-21 Rami Atar , Anup Biswas , Haya Kaspi

We study multiclass many-server queues for which the arrival, service and abandonment rates are all modulated by a common finite-state Markov process. We assume that the system operates in the "averaged" Halfin-Whitt regime, which means…

Probability · Mathematics 2019-07-15 Ari Arapostathis , Anirban Das , Guodong Pang , Yi Zheng

We discuss a single-server multi-station alternating queue where the preparation times and the service times are auto- and cross-correlated. We examine two cases. In the first case, preparation and service times depend on a common discrete…

Probability · Mathematics 2014-04-23 Maria Vlasiou , Ivo J. B. F. Adan , Onno J. Boxma

Motivated by applications that involve setting proper staffing levels for multi-server queueing systems with batch arrivals, we present a thorough study of the queue-length process $\{Q(t); t \geq 0\}$, departure process $\{D(t); t \geq…

Probability · Mathematics 2022-06-20 Andrew Daw , Brian Fralix , Jamol Pender

Consider a system of identical server pools where tasks with exponentially distributed service times arrive as a time-inhomogenenous Poisson process. An admission threshold is used in an inner control loop to assign incoming tasks to server…

Probability · Mathematics 2024-04-08 Diego Goldsztajn , Sem C. Borst , Johan S. H. van Leeuwaarden

We develop a robust queueing network analyzer algorithm to approximate the steady-state performance of a single-class open queueing network of single-server queues with Markovian routing. The algorithm allows non-renewal external arrival…

Probability · Mathematics 2020-03-26 Ward Whitt , Wei You

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

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 processor sharing $M/M/1$-PS queue which also models balking. A customer that arrives and sees $n$ others in the system "balks" (i.e., decides not to enter) with probability $1-b_n$. If $b_n$ is inversely proportional to…

Probability · Mathematics 2011-04-26 Qiang Zhen , Johan S. H. van Leeuwaarden , Charles Knessl

We develop a parsimonious model of an e-commerce fulfillment center that offers time-dependent shipment options and corresponding fees to utility-maximizing customers arriving according to a Poisson process. For any such policy, we provide…

Optimization and Control · Mathematics 2025-11-26 Uta Mohring , Melvin Drent , Ivo Adan , Willem van Jaarsveld

We introduce a simple benchmark model of dynamic matching in networked markets, where agents arrive and depart stochastically and the network of acceptable transactions among agents forms a random graph. We analyze our model from three…

Computer Science and Game Theory · Computer Science 2014-02-18 Mohammad Akbarpour , Shengwu Li , Shayan Oveis Gharan

The model is a "generalized switch", serving multiple traffic flows in discrete time. The switch uses MaxWeight algorithm to make a service decision (scheduling choice) at each time step, which determines the probability distribution of the…

Probability · Mathematics 2015-02-13 Rahul Singh , Alexander Stolyar