Related papers: Exact sampling for some multi-dimensional queueing…
In this paper, we analyze a discrete-time queue that is motivated from studying hospital inpatient flow management, where the customer count process captures the midnight inpatient census. The stationary distribution of the customer count…
We study a queueing network with a single shared server that serves the queues in a cyclic order. External customers arrive at the queues according to independent Poisson processes. After completing service, a customer either leaves the…
The advent of digital twins (DT) for the control and management of communication networks requires accurate and fast methods to estimate key performance indicators (KPI) needed for autonomous decision-making. Among several alternatives,…
We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform…
We use an Ornstein--Uhlenbeck (OU) process to approximate the queue length process in a $GI/GI/n+M$ queue. This one-dimensional diffusion model is able to produce accurate performance estimates in two overloaded regimes: In the first…
We design a dynamic rate scheduling policy of Markov type via the solution (a social optimal Nash equilibrium point) to a utility-maximization problem over a randomly evolving capacity set for a class of generalized processor-sharing queues…
A key operational challenge for call centers is to decide, in real time, which waiting customer should be served by which available agent. This is known as skill-based routing, and the decision becomes especially difficult in large systems…
In this paper we solve a particular stochastic recursion in the stationary ergodic framework, and propose some applications of this result to the study of regenerativity (that is, finiteness of busy cycles) and stationarity of some queueing…
Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…
The random order graph streaming model has received significant attention recently, with problems such as matching size estimation, component counting, and the evaluation of bounded degree constant query testable properties shown to admit…
We consider an extension of the standard G/G/1 queue, described by the equation $W\stackrel{\mathcal{D}}{=}\max\{0, B-A+YW\}$, where $\mathbb{P}[Y=1]=p$ and $\mathbb{P}[Y=-1]=1-p$. For $p=1$ this model reduces to the classical Lindley…
We examine special lanes used by taxis and other shared-ride services to drop-off patrons at airport and rail terminals. Vehicles are prohibited from overtaking each other within the lane. They must therefore wait in a first-in-first-out…
Freshness of status update packets is essential for enabling services where a destination needs the most recent measurements of various sensors. In this paper, we study the information freshness of single-server multi-source queueing models…
Service systems like data centers and ride-hailing are popularly modeled as queueing systems in the literature. Such systems are primarily studied in the steady state due to their analytical tractability. However, almost all applications in…
Consider a randomized algorithm that draws samples exactly from a distribution using recursion. Such an algorithm is called a perfect simulation, and here a variety of methods for building this type of algorithm are shown to derive from the…
In this paper we provide a thorough, rigorous theoretical framework to assess optimality guarantees of sampling-based algorithms for drift control systems: systems that, loosely speaking, can not stop instantaneously due to momentum. We…
Discrete-time queueing system has widespread applications in packet switching networks, internet protocol, Broadband Integrated Services Digital Network (B-ISDN), circuit switched time-division multiple access etc. In this paper, we analyze…
We study the accumulation of resources within a target due to the interplay between continual delivery, driven by 1D stochastic search processes, and sequential consumption. The assumption of sequential consumption is key because it changes…
The efficient management of large-scale queueing networks is critical for a variety of sectors, including healthcare, logistics, and customer service, where system performance has profound implications for operational effectiveness and cost…
In this manuscript, we introduce a novel Decision Flow (DF) framework for sampling decisions from a target distribution while incorporating additional guidance from a prior sampler. DF can be viewed as an AI-driven algorithmic reincarnation…