Related papers: Exact sampling for some multi-dimensional queueing…
This paper studies an infinite buffer single server queueing model with exponentially distributed service times and negative arrivals. The ordinary (positive) customers arrive in batches of random size according to renewal arrival process,…
We consider GI/Ph/n+M parallel-server systems with a renewal arrival process, a phase-type service time distribution, n homogenous servers, and an exponential patience time distribution with positive rate. We show that in the Halfin-Whitt…
We consider the so-called GI/GI/N queueing network in which a stream of jobs with independent and identically distributed service times arrive according to a renewal process to a common queue served by $N$ identical servers in a…
We consider the FCFS $GI/GI/n$ queue in the Halfin-Whitt heavy traffic regime, and prove bounds for the steady-state probability of delay (s.s.p.d.) for generally distributed processing times. We prove that there exist $\epsilon_1,…
A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables.…
We study the problem of assigning $K$ identical servers to a set of $N$ parallel queues in a time-slotted queueing system. The connectivity of each queue to each server is randomly changing with time; each server can serve at most one queue…
We consider a large distributed service system consisting of $n$ homogeneous servers with infinite capacity FIFO queues. Jobs arrive as a Poisson process of rate $\lambda n/k_n$ (for some positive constant $\lambda$ and integer $k_n$). Each…
In this paper, we study optimal control problems for multiclass GI/M/n+M queues in an alternating renewal (up-down) random environment in the Halfin-Whitt regime. Assuming that the downtimes are asymptotically negligible and only the…
We study a continuous-time, infinite-horizon dynamic bipartite matching problem. Suppliers arrive according to a Poisson process; while waiting, they may abandon the queue at a uniform rate. Customers on the other hand must be matched upon…
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…
We consider the FCFS $GI/GI/n$ queue, and prove the first simple and explicit bounds that scale as $\frac{1}{1-\rho}$ under only the assumption that inter-arrival times have finite second moment, and service times have finite $2+\epsilon$…
We consider a general queueing system with price-sensitive customers in which the service provider seeks to balance two objectives, maximizing the average revenue rate and minimizing the average queue length. Customers arrive according to a…
We study a general $k$ dimensional infinite server queues process with Markov switching, Poisson arrivals and where the service times are fat tailed with index $\alpha\in (0,1)$. When the arrival rate is sped up by a factor $n^\gamma$, the…
We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately. The matching follows first-come-first-serve principle. If…
In this paper we develop the first perfect sampling algorithm for queues with Hawkes input, i.e. single-server queues with Hawkes arrivals and i.i.d. service times of general distribution. In addition to the stability condition, we also…
We develop exact simulation (also known as perfect sampling) algorithms for a family of assemble-to-order systems. Due to the finite capacity, and coupling in demands and replenishments, known solving techniques are inefficient for larger…
In the today's Internet and TCP/IP-networks, the queueing of packets is commonly implemented using the protocol FIFO (First In First Out). Unfortunately, FIFO performs poorly in the Adversarial Queueing Theory. Other queueing strategies are…
We introduce and study some queueing models with random resetting, including Markovian and non--Markovian models. The Markovian models include M/M/$\infty$, M/M/r and M/M/1+M queues with random resetting, in which a continuous-time Markov…
The paper studies approximations and control of a processor sharing (PS) server where the service rate depends on the number of jobs occupying the server. The control of such a system is implemented by imposing a limit on the number of jobs…
A Markovian single-server queue is studied in an interactive random environment. The arrival and service rates of the queue depend on the environment, while the transition dynamics of the random environment depends on the queue length. We…