Related papers: An asymptotic optimality result for the multiclass…
The asymptotic behaviour of a closed BCMP network, with $n$ queues and $m_n$ clients, is analyzed when $n$ and $m_n$ become simultaneously large. Our method relies on Berry-Esseen type approximations coming in the Central Limit Theorem. We…
We consider the slight variation of the adversarial queuing theory model, in which an adversary injects packets with routes into the network subject to the following constraint: For any link $e$, the total number of packets injected in any…
We analyze a data-processing system with $n$ clients producing jobs which are processed in \textit{batches} by $m$ parallel servers; the system throughput critically depends on the batch size and a corresponding sub-additive speedup…
In this paper we describe a new algorithm for buffered global routing according to a prescribed buffer site map. Specifically, we describe a provably good multi-commodity flow based algorithm that finds a global routing minimizing buffer…
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…
We discuss numerical strategies to deal with PDE systems describing traffic flows, taking into account a density threshold, which restricts the vehicles density in the situation of congestion. These models are obtained through asymptotic…
The Maximum Flow Problem with Conflict Constraints is a generalization that adds conflict constraints to a classical optimization problem on networks used to model several real-world applications. In the last few years several approaches,…
Tandem queueing systems are widely-used stochastic models that arise from many real-life service operations systems. Motivated by the desire to understand the trade-off between the performance and complexity of policies for…
This paper considers Gaussian flows multiplexed in a queueing network. A single node being a useful but often incomplete setting, we examine more advanced models. We focus on a (two-node) tandem queue, fed by a large number of Gaussian…
We consider the $M/G/1$ queue with a processor sharing server. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, as well as the unconditional distribution, in various asymptotic limits.…
The bounded delay buffer management problem, which was proposed by Kesselman et~al.\ (STOC 2001 and SIAM Journal on Computing 33(3), 2004), is an online problem focusing on buffer management of a switch supporting Quality of Service (QoS).…
We consider the infinite-horizon, average-reward restless bandit problem in discrete time. We propose a new class of policies that are designed to drive a progressively larger subset of arms toward the optimal distribution. We show that our…
We give a new analysis of the RMix algorithm by Chin et al. for the Buffer Management with Bounded Delay problem (or online scheduling of unit jobs to maximise weighted throughput). Unlike the original proof of e/(e-1)-competitiveness, the…
We consider the Adversarial Queuing Theory (AQT) model, where packet arrivals are subject to a maximum average rate $0\le\rho\le1$ and burstiness $\sigma\ge0$. In this model, we analyze the size of buffers required to avoid overflows in the…
We consider a controlled double-ended queue consisting of two classes of customers, labeled sellers and buyers. The sellers and buyers arrive in a trading market according to two independent renewal processes. Whenever there is a seller and…
In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…
We investigate the asymptotic behavior of the steady-state queue length distribution under generalized max-weight scheduling in the presence of heavy-tailed traffic. We consider a system consisting of two parallel queues, served by a single…
We present an economics-based method for deciding the optimal rates at which vehicles are allowed to enter a highway. The method exploits the naturally occuring fluctuations of traffic flow and is flexible enough to adapt in real time to…
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…
We consider sequential decision problems in which we adaptively choose one of finitely many alternatives and observe a stochastic reward. We offer a new perspective of interpreting Bayesian ranking and selection problems as adaptive…