Related papers: Sojourn time in a single server queue with thresho…
In this paper, the throughput of relay networks with multiple source-destination pairs under queueing constraints has been investigated for both variable-rate and fixed-rate schemes. When channel side information (CSI) is available at the…
In discrete time, customers arrive at random. Each waits until one of two servers is available; each thereafter departs at random. We seek the distribution of maximum line length of idle customers. In the context of an emergency room (for…
In this paper, we analyze a retrial queueing system with Batch Markovian Arrival Processes and two types of customers. The rate of individual repeated attempts from the orbit is modulated according to a Markov Modulated Poisson Process.…
We evaluate the average waiting time between observing the price of financial markets and the next price change, especially in an on-line foreign exchange trading service for individual customers via the internet. Basic technical idea of…
We consider a single server queueing system with admission control and the possibility to switch dynamically between a low and a high service rate, and examine the benefit of this service rate flexibility. We formulate a discounted Markov…
We study a vacation-type queueing model, and a single-server multi-queue polling model, with the special feature of retrials. Just before the server arrives at a station there is some deterministic glue period. Customers (both new arrivals…
The models studied in the steady state involve two queues which are served either by a single server whose speed depends on the number of jobs present, or by several parallel servers whose number may be controlled dynamically. Job service…
We propose a useful approach for investigating the statistical properties of foreign currency exchange rates. Our approach is based on queueing theory, particularly, the so-called renewal-reward theorem. For the first passage processes of…
When analysing time series an important issue is to decide whether the time series is stationary or a random walk. Relaxing these notions, we consider the problem to decide in favor of the I(0)- or I(1)-property. Fixed-sample statistical…
Having timely and fresh knowledge about the current state of information sources is critical in a variety of applications. In particular, a status update may arrive at the destination much later than its generation time due to processing…
A "scheduled" arrival process is one in which the n th arrival is scheduled for time n, but instead occurs at a different time. The difference between the scheduled time and the arrival time is called the perturbation. The sequence of…
In this paper, we analyze a polling system on a circle with. Random batches of customers arrive at a circle, where each customer, independently, obtains a location according to a general distribution. A single server cyclically travels over…
Imagine, you enter a grocery store to buy food. How many peopledo you overlap with in this store? How much time do you overlap witheach person in the store? In this paper, we answer these questions bystudying the overlap times between…
We consider a multi-server queue in the Halfin-Whitt regime: as the number of servers $n$ grows without a bound, the utilization approaches 1 from below at the rate $\Theta(1/\sqrt{n})$. Assuming that the service time distribution is…
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…
In Naor's model [17], customers decide whether or not to join a queue after observing its length. This work considers a variation in which customers are heterogeneous in their service value (reward) $R$ from completed service and…
We study a version of the stochastic control problem of minimizing the sum of running and controlling costs, where control opportunities are restricted to independent Poisson arrival times. Under a general setting driven by a general L\'evy…
We study a simple rate control scheme for a multiclass queuing network for which customers are partitioned into distinct flows that are queued separately at each station. The control scheme discards customers that arrive to the network…
We consider sojourn or response times in processor-shared queues that have a finite population of potential users. Computing the response time of a tagged customer involves solving a finite system of linear ODEs. Writing the system in…
Motivated by applications in online marketplaces such as ride-hailing, we study how strategic servers impact the system performance. We consider a discrete-time process in which, heterogeneous types of customers and servers arrive. Each…