Related papers: Transient error approximation in a L\'evy queue
Performance analysis of queueing networks is one of the most challenging areas of queueing theory. Barring very specialized models such as product-form type queueing networks, there exist very few results which provide provable…
We consider mixing problems in the form of transient convection--diffusion equations with a velocity vector field with multiscale character and rough data. We assume that the velocity field has two scales, a coarse scale with slow spatial…
The paper studies a single-server queueing system with autonomous service and $\ell$ priority classes. Arrival and departure processes are governed by marked point processes. There are $\ell$ buffers corresponding to priority classes, and…
We study the problem of equitably and efficiently allocating an arriving resource to multiple queues with customer abandonment. The problem is motivated by the cadaveric liver allocation system of the United States, which includes a large…
Being able to identify service slowdowns is crucial to many operational problems. We study how to use observational congestion data to learn service slowdown in a multi-server system that uses adaptive congestion control mechanisms. We show…
Queue networks describe complex stochastic systems of both theoretical and practical interest. They provide the means to assess alterations, diagnose poor performance and evaluate robustness across sets of interconnected resources. In the…
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…
While mobile edge computing (MEC) alleviates the computation and power limitations of mobile devices, additional latency is incurred when offloading tasks to remote MEC servers. In this work, the power-delay tradeoff in the context of task…
This paper studies queueing problems with an endogenous number of machines with and without an initial queue, the novelty being that coalitions not only choose how to queue, but also on how many machines. For a given problem, agents can…
This paper considers the queueing performance of a system that transmits coded data over a time-varying erasure channel. In our model, the queue length and channel state together form a Markov chain that depends on the system parameters.…
We propose a method based on probabilistic arguments to study the convexity of the autocorrelation function of processes associated with a single server queue. To illustrate the power of the method we apply it in two cases: to the workload…
We suppose that a L\'evy process is observed at discrete time points. Starting from an asymptotically minimax family of estimators for the continuous part of the L\'evy Khinchine characteristics, i.e., the covariance, we derive a…
In this work, we consider the case where a source with bursty traffic can adjust the transmission duration in order to increase the reliability. The source is equipped with a queue in order to store the arriving packets. We model the system…
Probabilistic interpretation of transition from the dispersive transport regime to the quasi-Gaussian one in disordered semiconductors is given in terms of truncated Levy distributions. Corresponding transport equations with fractional…
This article treats long term average impulse control problems with running costs in the case that the underlying process is a L\'evy process. Under quite general conditions we characterize the value of the control problem as the value of a…
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…
In this research a continuous model for resource allocations in a queuing system is considered and a local prediction on the system behavior is developed. As a result we obtain a set of possible cases, some of which lead to quite clear…
This paper considers the problem of obtaining bounded time-average expected queue sizes in a single-queue system with a partial-feedback structure. Time is slotted; in slot $t$ the transmitter chooses a rate $V(t)$ from a continuous…
The theory community has proposed several new heap variants in the recent past which have remained largely untested experimentally. We take the field back to the drawing board, with straightforward implementations of both classic and novel…
This paper addresses a fundamental and practically significant problem in call centre operations -- determining optimal call allocation policies that meet client service targets while minimising staffing costs. Motivated by a problem…