Related papers: Exact sampling for some multi-dimensional queueing…
We study ergodic properties of Markovian multiclass many-server queues which are uniform over scheduling policies, as well as the size n of the system. The system is heavily loaded in the Halfin-Whitt regime, and the scheduling policies are…
This paper considers a GI/GI/1 processor sharing queue in which jobs have soft deadlines. At each point in time, the collection of residual service times and deadlines is modeled using a random counting measure on the right half-plane. The…
We consider three parallel service models in which customers of several types are served by several types of servers subject to a bipartite compatibility graph, and the service policy is first come first served. Two of the models have a…
We provide the first generic exact simulation algorithm for multivariate diffusions. Current exact sampling algorithms for diffusions require the existence of a transformation which can be used to reduce the sampling problem to the case of…
We study the design of dynamic scheduling controls in closed queueing networks with a fixed number of jobs. Each time a server becomes available, the controller has (limited) flexibility in choosing the buffer from which to serve a job. If…
Diffusion processes have been widely used for approximations in the queueing theory. There are different types of diffusion approximations. Among them, we are interested in those obtained through limits of a sequence of models which…
This paper considers the steady-state performance of load balancing algorithms in a many-server system with distributed queues. The system has $N$ servers, and each server maintains a local queue with buffer size $b-1,$ i.e. a server can…
Piecewise Diffusion Markov Processes (PDifMPs) are valuable for modelling systems where continuous dynamics are interrupted by sudden shifts and/or changes in drift and diffusion. The first-passage time (FPT) in such models plays a central…
Earlier work has established a decentralized framework to optimally control Connected Automated Vehicles (CAVs) crossing an urban intersection without using explicit traffic signaling while following a strict First-In-First-Out (FIFO)…
Nonstationary time series forecasting suffers from the distribution shift issue due to the different distributions that produce the training and test data. Existing methods attempt to alleviate the dependence by, e.g., removing low-order…
We investigate an optimal scheduling problem in a discrete-time system of L parallel queues that are served by K identical, randomly connected servers. Each queue may be connected to a subset of the K servers during any given time slot.…
We present a perfect simulation algorithm for measures that are absolutely continuous with respect to some Poisson process and can be obtained as invariant measures of birth-and-death processes. Examples include area- and…
The Proportional Scheduler was recently proposed as a scheduling algorithm for multi-hop switch networks. For these networks, the BackPressure scheduler is the classical benchmark. For networks with fixed routing, the Proportional Scheduler…
Task replication has recently been advocated as a practical solution to reduce latencies in parallel systems. In addition to several convincing empirical studies, some others provide analytical results, yet under some strong assumptions…
We consider the heavy-traffic approximation to the $GI/M/s$ queueing system in the Halfin-Whitt regime, where both the number of servers $s$ and the arrival rate $\lambda$ grow large (taking the service rate as unity), with…
We study a single-server priority queue with a finite number of classes, in which the arrivals follow a fractional Poisson process of index $\alpha \in (0,1]$ and the service completions are triggered by an independent fractional Poisson…
Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…
This paper proposes a totally asymmetric simple exclusion process on a traveling lane, which is equipped with a queueing system and functions of site assignments along the parking lane. In the proposed system, new particles arrive at the…
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…
We introduce a framework and develop a theory of transitory queueing models. These are models that are not only non-stationary and time-varying but also have other features such as the queueing system operates over finite time, or only a…